RiskMinds International is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

Informa

Model risk

Your model risk highlights on the RiskMinds International 2019 agenda

Model risk agenda

We've got a whole stream of content on model risk on Thursday 5 December. Key topics under discussion include:

  • Tackling reproducibility and interpretability in model risk management
  • Involving the board on model risk governance operations
  • Interconnectivity of your model risk between the portfolio model, pricing, risk and governance
  • Modelling uncertainty and how to quantify it
  • Dynamic management of model risk: quantification, monitoring & reporting
  • Machine Learning in model risk: case study
  • How is model risk going to look in the future: streamlining, regulations and balancing cost/benefits

Why Not Also Attend:

The Future of LIBOR Workshop

With Mark Henrard, Visiting Professor, University College London

Friday 6 December 

Things are changing. There is an increased expectation of some IBORs discontinuation, the overnight benchmark and the increasing regulatory requirements related to benchmarks. 

Gain a clear quantitative finance perspective on the impacts for benchmark-linked derivatives. 

Learn more
Machine Learning in Finance Workshop

With John Hull, Maple Financial Professor Of Derivatives & Risk Management at Joseph L. Rotman School of Management, University of Toronto

Friday 6 December

For participants who are new to machine learning and want to acquire skills in this area. You'll learn about:

  • how data science is changing finance
  • underlying tools
  • clustering and neural networks
  • other algorithms
Learn more
Global Risk Regulation Summit

Monday 2 December

International supervisors join together with heads of regulation from global banks.

This is your chance to see what's on the full regulatory horizon and assess global best practices.

Learn more