Smart About Risk  
Nabídka  

Seminars

Seminar application IRRBB Audit Bank Strategy Management Course Banking Regulations in a Nutshell Basel II CRD IV: Basel III Implementation in the EU CCR and CVA Securities and Derivatives Controlling in Practice Control for Financial Institutions Credit Scoring CRR 3 / CRD 6 and Other News in Banking Regulation CRR 3 / CRD 6 in Detail CVA (Credit Valuation Adjustment) Impacts of Climate Change and their Solutions Effective Reporting ESG and Green Finance ESG in Financial Institutions: Practical Experience and New Regulatory Challenges ESG Risks and their Audit Finance for Non-Financial Managers Financial Derivatives Financial Mathematics Fundamental Review of Trading Book Green & Sustainable Finance 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 and Carbon Footprint Calculation Environmental Risk Measurement in Financial Institutions Credit Risk Measurement Model Risk Non-Financial Reporting According to CSRD, ESRS and GAR 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 Assets and Liabilities Management - ALM ESG Risk Management: Executive Summary Financial Risks Management Credit Risk Management Project Risk Management Enterprise Risk Management – ERM Managing risks associated with AI models Securitization Silicon Valley Bank Solvency II: Executive Summary Stress Testing Market Risk Interest Rate Risk in the Banking Book – IRRBB Value at Risk Rise and fall of Lehman Brothers
Managing Risks Associated with AI Models

Managing Risks Associated with AI Models 

The seminar Managing Risks Associated with AI Models is organized as an open seminar, which can be attended by employees from various companies, as well as an in-house seminar, i.e., a seminar organized for the client's employees and tailored to their requirements.

Objectives of the seminar

This seminar focuses on the management of risks arising from the use of AI and ML models. Participants will learn about the main principles and tools for evaluating the performance, reliability, stability, and interpretability of these models’ outputs. The seminar is not designed as a theoretical exercise, but rather as a practical guide to effectively reducing the risks arising from the use of AI and ML models.

For whom it is intended

The seminar is intended for specialists in the fields of risk management, data analytics, internal validation, and audit who are involved in the development, testing, approval, and implementation of models not only in banks and other financial institutions, but also in any company that uses AI models.


 

Seminar content

It includes an explanation of the main differences between traditional statistical approaches and modern ML/AI algorithms, including examples of their application in the areas of credit, market, and operational risk. Emphasis is placed primarily on the process of back-testing and validation of these models, testing the stability of results, identifying errors, and assessing the models’ ability to respond to changes in data.

A part of the seminar is also devoted to the perspective of regulators (EBA, ECB) on the use and validation of ML/AI-based models, including considerations on model risk, data management, and documentation.

Date: 

  • 16. 6. 2026 Registration

Seminar details in PDF