Model Risk Management: Risk and Pricing Models 2017

Risk has designed a course that will break down model risk management to its key components to ensure a comprehensive understanding is gained from all that attend and will also suggest strategies for improving your processes. The first day of the course will cover the history and regulation, the building blocks of a model risk management framework, pricing models and governance. The second day will cover prudent valuation, model validation and performance analysis, model risk in market risk, and model risk into the future.