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Seminars

Seminar application IRRBB Audit Bank Strategy Management Course Banking Regulations in a Nutshell Basel II CRD IV: Basel III Implementation in the EU Controlling in Practice CCR and CVA Control for Financial Institutions Credit Scoring CVA (Credit Valuation Adjustment) CRR 3 / CRD 6 and Other News in Banking Regulation Effective Reporting Enterprise Risk Management – ERM Finance for Non-Financial Managers Financial Derivatives Financial Mathematics Fraud Management in Today's On-line World Fundamental Review of Trading Book Green Finance and ESG Risks Guidelines on Loan Origination and Monitoring ICAAP, ILAAP, Pilar 2 and Stress Testing IFRS 9 – Impairments under the New Standard IRB in Practice Internal Rating Based (IRB) Approach Commodity Derivatives Credit Derivatives Credit Value at Risk Creation of the Qualitative Future Scenarios GHG Emissions Measurement in Financial Institutions Environmental Risk Measurement in Financial Institutions Credit Risk Measurement Model Risk Option Pricing Operational Risk Operational Risk in Practice Preparation for SREP alias Supervision in Practice Rating and Scoring Risk-Based Pricing Concentration risk Liquidity Risk Weather Risk Risk appetite Risk of Climate Change Assets and Liabilities Management (ALM) Financial Risks Management Credit Risk Management Project Risk Management Securitization Solvency II: Executive Summary Stress Testing Market Risk Interest Rate Risk in the Banking Book – IRRBB Value at Risk Workout in Banking Practice (non-retail) Rise and fall of Lehman Brothers
Model risk

Model Risk

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 to manage financial institutions is ever growing. Simultaneously, possible errors stemming from these models and shaping recommended or automatically implemented decisions are increasing as well.

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. The seminar will discuss key measures for assessing the reliability 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. 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 those who deal with the management of 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
Currently no open seminar is organized. If you are interested in this topic please contact us and we will be delighted to prepare an in-house seminar for you.

Lecturer

Mgr. Ing. Václav Novotný


 
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