This is an advanced event that will cover a lot of technical content. As a result, it will be ideal for individuals involved in developing, reviewing or defending operational risk capital models and those with an interest in this area.
Gain a detailed understanding on:
• Key components of quantitative models
• Pros, cons and best practice methodologies
• Challenges of running various modelling types
• Common regulatory issues and expectations
Access recent advances in:
• Model design architecture in practice
• Key elements of the model validation process
• Running an effective in-house model build
• Model component Implementation techniques
Hear how firms are enhancing:
• Tools for improving scenario workshops
• Full group capital model implementation
• Capital model outputs and interpretation
• Advanced modelling solutions
- Nov 27, 2012 at 10:00 to Nov 28, 2012 at 18:00 UTC+01
- Location: London
- Latest Activity: Oct 12, 2020
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