Model risk management: effective implementation
View AgendaKey reasons to attend
- Implement impactful ways to maximise data and analytical abilities
- Identify current trends and regulatory perspective on artificial intelligence (AI) and model risk management (MRM)
- Understand the impact of environmental, social and governance (ESG) factors in the financial model lifecycle
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About the course
This interactive learning experience, led by subject matter experts, explores the current outlook for MRM.
The course offers insight into model risk optimisation, including ways to improve model robustness to withstand market volatility.
Participants will also gain a deeper understanding of the impact of ESG elements on the financial model lifecycle, including model governance and validation in the AI and technology session, providing organisations with the tools to identify and disclose their exposure to various ESG risks.
Avoid the price increase - book by December 31, 2024
Save up to $1,000*. Use promo code ‘LOCK24’ at checkout or contact us at learning@risk.net for more details.
Pricing options:
- Early-bird rate: save up to $800 per person by booking in advance*
- 3-for-2 rate: save over $2,000 by booking a group of three attendees*
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber*
- Season tickets: cost-effective option for groups of 10 or more. Learn more
*T&Cs apply
Learning objectives
- Evaluate model risk principles, including capturing model interconnectivity
- Understand the optimisation of model risk through ongoing transformation of models
- Implement MRM on derivate and security pricing models
- Identify model validation techniques and approaches in MRM
- Conduct impactful AI applications to typical MRM frameworks
- Implement the impact of ESG factors in the financial model lifecycle including model governance and validation
Who should attend
Relevant departments may include but are not limited to:
- Model risk management
- Model risk
- Pricing models
- Credit models
- Risk management
- Artificial intelligence (AI)
- Technology
- Regulation
Agenda
May 27–29, 2025
Live online. Timezones: Emea/Americas
Sessions:
- Introduction to model risk management
- Optimisation of model risk
- MRM for pricing models
- Credit risk model management
- Artificial intelligence (AI) and MRM technology
- Climate and ESG modelling
Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Leveraging a hybrid cloud for better decision‑making
- Rethinking the model lifecycle: from quick fixes to long-term gain
- Model risk management: building trust and governance
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.
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