Model Risk Management | New York, 4 – 5 June 2019 | by

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Start Date: 2019-06-04
End Date: 2019-06-05
Time: 9:00 am to 5:00 pm

Location: 55 Broad Street, FL 22 ,Financial District,New York, NY 10004, USA


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Day one will cover the history of model risk management and the regulatory landscape, followed by how to go about building a model risk management strategy and manage a models life cycle. The day continues with an overview of model validation and prudent valuation.

Day two begins with an overview of how to manage model risk for non-pricing models, before going on to a discussion on credit model validation and what new strategies need to be in place to be CECL compliant. The course finishes with discussion surrounding utilizing machine learning for model validation and a look at model risk into the future.


Two Day Training Course (Super Early Bird): USD 2199.0
Two Day Training Course (Super Early Bird 3 for 2): USD 1466.0
Two Day Training Course (Early Bird): USD 2399.0
Two Day Training Course (Early Bird 3 for 2): USD 1599.33
Two Day Training Course: USD 2599.0
Two Day Training Course (3 for 2): USD 1732.66
Complimentary Guest: USD 0.0
Speaker: USD 0.0
Speaker Guest: USD 0.0

Speakers: Jing Zou Managing Director, Model Risk Management Royal Bank of Canada, Grigoris Karakoulas President and Founder InfoAgora Inc, Ryan Moore Senior Manager EY, Rushabh Mehta Senior Manager EY, Antonina Harden Senior Quantitative Specialist, OTC Derivatives National Futures Association, Nikolai Kukharkin Managing Director, Head of Model Risk Management TIAA, Samrah Kazmi, Senior Principal Consultant, SAS

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