Risk Model Validation - A Practical Approach to Financial Institutions

Date: 16-Mar-16 to 17-Mar-16
Location: Radisson Blu Edwardian Bloomsbury Street Hotel / London / United Kingdom
Category: Education

Over the last few decades we have seen the use of quantitative risk models become a cornerstone of
financial regulation. Financial institutions now have to determine capital buffers based on increasingly
complex modelling techniques.
In addition, the financial crisis highlighted the need for rigorous and critical analysis of the application of
such models and has displayed the need to assess the detrimental effects that the misuse of risk models can produce.
With these challenges in mind, Risk is delighted to offer this specialist training course which has been
designed to focus on the assessment of risk models in the context of concrete risk model implementation.
There are numerous validation tools available, and the course will individually describe these tools and their application in practice.
The course will offer a holistic perspective of validation which should be kept in mind at all times - validation is about assessing the usefulness of a quantitative risk
model.

Exhibitors

Dr. Peter Quell, Christian Meyer

Go to event website

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