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.