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Informa

19-20 September 2018
Millennium Gloucester Hotel,
London, UK

Model Risk Management Forum

Best Practices and New Frontiers in Model Risk Management

Control risk exposure, streamline operations, understand regulatory requirements, apply new technologies, and much more!

Explore Evolving Best Practices in Model Risk Management

Gain Insight into Emerging Best Practices in Model Risk Management
  • Benefit from exposure to the latest thinking in managing model risk infrastructure.
  • Manage model risk for models across a variety of use cases.
  • Discuss which elements of model risk management are most crucial. 
  • Learn how best to mitigate model limitations and monitor performance.
Join us for an engaging workshop on Quantification and Aggregation!
  • Work with the basic aspects of risk models and model risk, study the limits of risk models, and ask hard questions about quantifying model risk.
  • Why are most Pillar 1 models not ready to cope with changing market conditions?
  • Review uncertainty in parameter estimation, and ask what could be the alternative to credit portfolio models?
Examine the latest regulatory developments
  • Learn how to best streamline your preparations, the requirements of the regulator, and ease the operational burden.
  • Explore the Targeted Review of Internal Models (TRIM) initiative.
  • Hear from the PRA regarding SS 3/18 (Regulatory Paper on Model Risk Management for Stress Testing Models) -- and where we go next. 

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