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.
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
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.