Risk Model Validation: A Practical Approach for US Financial Institutions
This specialist training course has been designed to focus on the assessment of risk models in the context of concrete risk model implementation.
Over the last few decades we have seen the use of quantitative risk models become a cornerstone of financial regulation. Financial institutions now have to determine capital buffers based on increasingly complex modelling techniques.
In addition, the crisis has highlighted the need for rigorous and critical analysis of the application of such models and has displayed the need to assess the detrimental effects that the misuse of risk models can produce.
With these challenges in mind, Risk is delighted to offer this specialist training course which has been designed to focus on the assessment of risk models in the context of concrete risk model implementation. There are numerous validation tools available, and the course will individually describe theses tool and their application in practice.
The course will offer a holistic perspective of validation which should be kept in mind at all times.
This training course will benefit risk professionals from a range of financial institutions at both a strategic and operational level. Specific job titles include but are not limited to:
- Chief Risk Officer
- Head of Risk Management
- Head of Market / Credit Risk Management
- Risk Managers, Analysts and Controllers
- Risk and Credit Risk Controllers
- Head of Stress Testing
- Head of Operational Risk / Risk Appetite
- Model Validation
- Model Review
- Equity and Fixed Income Analysts
- Credit Portfolio Specialists
- Hedge Fund Managers
- Asset Fund Managers
- Quantitative Analysts
Speaker and Presenter Information
Christian Meyer, Peter QuellThis event has no exhibitor/sponsor opportunities
When
Thu-Fri, Mar 27-28, 2014, 9:00am - 5:00pm
Cost
Standard Rate: | $3000.00 |
Where
Downtown Conference Centre
157 William Street
New York, NY 10038
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Website
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Event Sponsors
Organizer
Incisive Media