Model Risk Assessment & Stress Testing †

IFF
A London (Inghilterra)

£ 1.999 - (2.352 )
IVA Esente

Informazione importanti

  • Corso
  • London (Inghilterra)
  • Quando:
    12/12/2016
Descrizione

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.

Informazione importanti
Sedi

Dove e quando

Inizio Luogo
12 dicembre 2016
London
6th Floor, 29 Bressenden Place, SW1E 5DR, London, Inghilterra
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Cosa impari in questo corso?

Management
Risk Assessment
Risk
Risk Management
Audit
Testing
Quality
Quality Training

Programma

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

Ulteriori informazioni

Practical course