Model Validation – Risk Management

  • Real Time Online Delivery – Live Training Sessions
  • Virtual Attendance for 4 Days Training
  • Guided Learning Hours – 16
  • Case Studies, Q & A,
  • Pre-Course Access: Pre-Event Questionnaire, Presentation Slide Deck

Course Overview

This 4-day practical online course will offer insights into validation of models. It will help to understand the uses and limitations of models, and to find the optimal way to utilize them with the appropriate caveats. The daily 4hrs highly interactive workshop will examine a few known and less well-known models used in finance, and highlight their strengths, weaknesses, and underlying assumptions. The exploration of some practical examples will focus the complications, limitations and weak spot of common financial models and the challenges they pose in risk management for banks and financial institutions as well as the regulators.

Trainer’s Profile

Our Trainer’s experience spans 25 years; a Financial Risk Management Consultant with an international expertise in Risk Management methodological frameworks. Offers training and workshops, and works as a senior consultant for numerous banks to help handle risk management and their regulations.

Key Takeaways

  • Identify what models are used in your financial institution
  • Understand the assumptions behind the models
  • Key for determining the appropriateness of a model for a particular use
  • Be able to follow a model within its Lifecycle
  • Identify operational prerequisites behind a model
  • Integrate a model within the daily operations of a business unit
  • Build an understanding of how models can be validated
  • Evaluate the results of model quantification

Who Should Attend

Job Titles:

  • Market Risk Management and Analytics
  • Traded Market Risk
  • Correlation Trading
  • Market Risk Modelling
  • Credit Risk Modelling
  • Risk Methodology
  • Risk Analysis
  • Model Validation
  • Regulatory and Economic Capital
  • Implementation of Basel Accords
  • Stress-testing
  • Risk Internal Audit — Quantitative Analysis
  • Finance and Treasury
  • Regulation & Compliance
  • Financial Institutions Advisory
  • Bank Supervision
  • Bank Regulation
  • Financial Stability and Economic Analysis

For participation details contact

Mithun Siddartha

mithun.siddartha@biiworld.com

+1 780 851 7197 (Canada)

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Date

Jun 24 - 27, 2024

Time

08:00 to 12:00 (Malaysia Standard Time – MST)
1:00 pm - 5:00 pm