Annual Pricing Model Validation 2016

In the current environment when trading books are subject to massive regulatory reform, model validation is coming under ever greater scrutiny. Financial institutions need be on top of the situation by making sure they heed the calls for best practices and effective model governance to be implemented. This marcus evans event will equip you with the latest know how on current and future regulations, help you implement best practices with optimisation of model risk management, overcome model validation challenges and explore the complexity of XVA and new initial margin models. Key Topics: -Discover the latest best practices on model governance and model risk management -Manage the validation challenges driven by the regulations prompting large-scale model change, such as the FRTB -Hear how to validate XVA models and new initial margin models -Examine the increasing convergence of pricing models with risk and capital models from a validation perspective