Model Risk Assessment & Stress Testing †

IFF
In London (Grossbritannien)

£ 1.999 - (2.349 )
MwSt.-frei

Wichtige informationen

  • Kurs
  • London (Grossbritannien)
  • Wann:
    12/12/2016
Beschreibung

This is an essential guide to satisfying the new regulatory requirements. In two intensive days you will address the subject of model risk and stress testing from a practical perspective.

Wichtige informationen
Veranstaltungsort(e)

Wo und wann

Beginn Lage
12 Dezember 2016
London
6th Floor, 29 Bressenden Place, SW1E 5DR, London, Grossbritannien
Plan ansehen

Was lernen Sie in diesem Kurs?

Management
Risk Assessment
Risk
Risk Management
Audit
Testing
Quality
Quality Training

Themenkreis

Agenda Summary ï MODEL RISK o Key Concepts o Model Usage and Risk o Forms of Model Validation o Model Risk Typology o Model Risk and Audit Assurance o Model Risk Management Framework ï STRESS TESTING o Stress Testing ñ Key Principles o Stress Testing Logic and Rationale o Stress Testing Framework o Modelling Guidance o Portfolio Stress Testing o Asset Quality Review o Enterprise-Level Stress Testing o Scenario Design o Expected Results and Outputs

Zusätzliche Informationen

Practical course