Yields.io was at the Model Risk Management Training Course: Risk, Pricing & other Modelling types, which took place on the 25th and 26th of September, 2019 in Stockholm, Austria.
On this event, the following topics were covered:
- The newest regulatory guidelines on model risk management and governance
- The impact that libor transition and FRTB has on model risk management
- Learn how to gain competitive advantage through artificial intelligence techniques for stress testing credit risk and valuation models
- Learn about the processes for building an effective model risk management framework
- Gain an insight into the best approaches to the various types of models (pricing, risk, forecasting and compliance)
- Learn the role of audit in model risk management and how to create a good control environment