Model risk issues are as important as ever in the environment where the regulatory pressures are mounting and resources are scarce. Today, model development, validation and assessment require new tools and a range of quantitative and qualitative measures to tackle model risk issues.
This GFMI conference addresses the latest challenges in the model risk area. The event will help the industry to benchmark the best model validation practices and discuss the latest techniques for model risk quantification and how to build accurate and transparent models which will satisfy the regulators and stakeholders.
Via case study presentations, Heads of Model Risk, Model Validation and Internal Audit will deliver firsthand accounts regarding improving CCAR and DFAST models and creating an environment of open communication between model development and model validation.
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