Model Risk Assessment and Stress Testing 2015
December 9 - 10, 2015
london , United Kingdom
An essential guide to satisfying the new regulatory requirements.
A detailed practical guide to the key issues impacting model risk quantification and stress testing under the new regulatory environment.
Topics include:
- Understanding the various forms of model validation.
- Getting to grips with model typology.
- Model risk and audit assurance.
- Developing a model risk management framework.
- Key principles of stress testing.
- Developing stress testing frameworks.
- Portfolio stress testing methods.
- Asset quality review.
- Enterprise-level stress testing.
- Expected results and outputs.
Event Time: 9:00 am to 5:00 pm.
Event Category: Classes / Courses | Professional Training.
Artists / Speakers: Dr Lawrence Haar.
Website: http://atnd.it/28693-0
Price includes VAT - GBP 2398.80.
A detailed practical guide to the key issues impacting model risk quantification and stress testing under the new regulatory environment.
Topics include:
- Understanding the various forms of model validation.
- Getting to grips with model typology.
- Model risk and audit assurance.
- Developing a model risk management framework.
- Key principles of stress testing.
- Developing stress testing frameworks.
- Portfolio stress testing methods.
- Asset quality review.
- Enterprise-level stress testing.
- Expected results and outputs.
Event Time: 9:00 am to 5:00 pm.
Event Category: Classes / Courses | Professional Training.
Artists / Speakers: Dr Lawrence Haar.
Website: http://atnd.it/28693-0
Price includes VAT - GBP 2398.80.
Venue
Location: Radisson Blu Edwardian Grafton
Contact
Radisson Blu Edwardian Grafton 130 Tottenham Court Road Road, London W1T5AY london , United Kingdom
+44 (0)20 76665477
+44 (0)20 76665477
Organizer
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Model Risk Assessment and Stress Testing December 9 - 10, 2015
