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
Who should Attend
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
Past Events
Model Risk: The Challenges of Pricing and Risk Modelling 2015 - 17-18 Jun 2015, Thistle Holborn, The Kingsley, London, United Kingdom (50415)
Model Risk: The Challenges of Pricing and Risk Modelling 2026
Important
Please, check "Model Risk: The Challenges of Pricing and Risk Modelling" official website for possible changes, before making any traveling arrangements
