Course highlights:

• An overview of model risk
• Regulatory requirements for model risk management
• Managing and mitigating model risk
• Market risk in market risk modelling
• Model risk management for equity derivatives
• Credit model risk
• Validation of operational risk models

Course tutors include:

LONDON

• Tanguy Dehapiot, BNP PARIBAS
• Carsten Wehn, DEKABANK
• Wolfgang Scherer, DRESDNER BANK
• Katja Pluto, HSBC
• Stacy Williams, HSBC
• Andrea Macrina, KINGS COLLEGE, LONDON
• Daniel Sommer, KPMG
• Peter Whitehead, LEHMAN BROTHERS

NEW YORK

• Jorge Sobehart, CITIGROUP
• Allister Silverton, FEDERAL RESERVE BANK OF NEW YORK
• James M. Mahoney, FEDERAL RESERVE, BANK OF NEW YORK
• Mitch Post & Hueston Middleton, FREDDIE MAC
• Constantin Dan Cazacu, ING
• Perry D. Mehta, MOODY’S ANALYTICS
• Srdjan Stojanovic, UNIVERSITY OF CINCINNATI
• Arden Hall, WELLS FARGO