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Practical Model Validation

 

These days, risk management is more important than ever, and an often overlooked component of it is model risk (all models are wrong, but some are useful, as George Box once put it). Handling this particular risk is the responsibility of model validators, who need to negotiate a complex ecosystem of quantitative / methodological requirements, regulatory setup and the business practice.
Practical Model Validation course will focus on quantitative and qualitative aspects of model validation as currently practiced in leading financial institutions. The course will present a hands-on approach to industry best practices in model validation, taught by a practitioner with extensive experience of different parts of the modeling community.
The course is designed to provide the attendees with an understanding of the documentation data- code pipeline characterizing a model validation process, while embedding those considerations in the wider context of expert judgment issues, regulatory framework and the struggle for model validation independence.
A brief Introduction of Trainer
Konrad Banachewicz is a freelance quant with a decade of experience in quantitative finance. His company TNG Quant Consultancy provides quantitative consulting services focused research analysis, risk assessment, as well as development and testing of application prototypes and automated reporting procedures. Some projects include: evaluating statistical software engines, developing novel pricing methodologies and construction of predictive models tailored to specific markets.

 


Location:
 Venue to be confirmed, Singapore, Singapore
Country:
  Singapore
Start Date:
 Oct 27, 2014
End Date:
 Oct 28, 2014
Organizer:
 N/A
Sectors:
 Business & Finance
Education
 
** To register please Click Here


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