Mastering Model Risk & Stress Testing

Over two highly practical days you will:

- Gain an detailed insight into why market risk models have performed so badly in recent times – and what can be done to improve them

- Learn what a pricing model does and doesn’t tell you and how to deal with the inherent risks in using one

- Understanding the latest regulatory requirements for market, credit and operational risk stress testing

- Learn best practice approaches for dealing with valuation risk

- Benefit from working on detailed case studies on the use of stress testing to reveal portfolio sensitivities

- Gain a practical analysis of the lessons learnt in light of the credit crisis

Course dates:
16-17 February 2012
17-18 September 2012