Model Risk: The Challenges of Pricing and Risk Modelling 2015 covers topics such as:
- Overview of the prudent valuation framework of pricing model risk
- Summary of model risk`s history, evolution and regulations
- Assessment of FRTB impact on market risk models
- Validation of pricing models
- Examination of model risk in counterparty credit risk models
Model Risk: The Challenges of Pricing and Risk Modelling 2015 brings together attendees with responsibilities in:
- Pricing Validation
- Model Validation
- Front Office Modelling
- Risk Modelling
- Model Review
- Internal Audit
- Model Control
- Model Risk
- Market Risk
- Quantitative Analysis
- Counterparty Risk / CVA
- Credit Risk
