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Model risk

Model Risk

Open seminar in Czech language

The seminar Model risk is organized as an open seminar for employees from different institutions and also as an in-house seminar organized for employees of clients with tailor made requirements.

Objectives of the seminar

The number and importance of models used for management is constantly growing, and with it the severity of the possible consequences resulting from the decisions recommended or automatically implemented by them.

The aim of the seminar is therefore to teach participants to correctly identify and measure risks of models and then to show how to use the results of these methods for practical model risk management. During the seminar, we will discuss key measures for assessing the accuracy and suitability of models, the role of validation, monitoring, back-testing and related reporting. The seminar also includes an overview of regulatory requirements / expectations in this area, including requirements and recommendations at the international level. The seminar will present the methods of model risk management on practical examples covering the life cycle of models.

For whom it is intended

The seminar is intended for all those involved in managing model development, implementation, validation and back-testing, as well as risk managers and internal auditors.


Content of the seminar

  1. Introduction
  2. Identification of model risk
  3. Model risk measurement
  4. Management of model risk
  5. Internal audit
  6. Regulatory requiirements


Seminar details in PDF