November 30 - December 1, 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


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marcus evans inc
455 North Cityfront Plaza Drive (9th Floor) Chicago, IL 60611 USA
1 312 540 3000

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Validating Market Models: TRIM November 30 - December 1, 2017