Validating Market Models: TRIM 2017

Best practises for mitigating model risk in market models in light of regulatory developments particularly TRIM

Key Topics
-Understand the impact of TRIM on market risk and counterparty risk models
-Solve validation challenges around complex XVA and pricing models
-Gain approaches for quantifying model risk and creating a model risk governance framework
-Explore how TRIM can encourage banks to take a broader view to the management of market models to avoid the problem of silos