Price model risk and validation to reflect the risk actually being taken.
Assessing Financial Model Risk and Validating Model Reliability
A concise, decision-focused programme covering model risk and validation end to end.
📍 Tunis🗓️ 5 training days📚 4 modules🎓 Accredited certificate
5intensive training days
4scientific modules
8training sessions
32detailed points
Course Overview
Growth built on poorly controlled model risk and validation reverses faster than it accumulated. Capital, liquidity and reputation are all exposed by weak handling of risk and validation. The level assumes working familiarity with the business line but no prior formal training in the wider financial and banking practice agenda. The difficulty is not agreeing that model risk and validation matters — it is deciding what to stop doing to make room for it. The course gives participants a defensible structure for this strand of financial and banking practice and the judgement to adapt it. Exercises escalate in difficulty, ending with the ambiguous situations that make risk and validation hard in practice. Participants gain a clear basis for measuring what model risk and validation has actually achieved. The most reliable predictor of sound risk and validation is whether anyone reviews it when nothing has gone wrong. Participants leave with a plan for the financial and banking practice discipline sized to what their organisation can realistically absorb.
Expected Learning Outcomes
Apply the relevant accounting and disclosure treatment to risk and validation.
Assign clear ownership for each element of model risk and validation across the functions involved.
Build the client due diligence and monitoring appropriate to risk and validation.
Define the scope and boundaries of model risk and validation so that responsibility for it is unambiguous.
Build the audit evidence that demonstrates risk and validation operated as designed.
Draw practical lessons from failures in model risk and validation without assigning blame that suppresses reporting.
Who Should Attend
Operations staff executing and settling model risk and validation.
Relationship and product managers whose targets depend on risk and validation.
Experienced practitioners formalising an approach to model risk and validation that has grown up informally.
Treasury and asset-liability staff managing risk and validation.
Finance managers reporting on model risk and validation.
Public sector officials applying risk and validation within a regulated framework.
Course Modules
Model risk and validation: regulatory obligation and supervisory expectation
2 sessions · 8 pointsSession 1Evidencing that model risk and validation worked as designed
- Remove steps in model risk and validation that add effort without adding assurance.
- Plan the sequence in which improvements to risk and validation will be introduced.
- Check the legal and contractual exposure created by model risk and validation.
- Review the pricing of risk and validation against the risk being assumed.
Session 2Handling a breach of policy on risk and validation properly
- Assess the capital consumed by model risk and validation under current and stressed conditions.
- Review concentration by counterparty, sector and geography inside risk and validation.
- Identify the key controls over model risk and validation and who tests them.
- Verify reconciliation and settlement controls covering risk and validation.
Risk and validation: exceptions, breaches and remediation
2 sessions · 8 pointsSession 1Who answers for risk and validation, and to whom
- Test the procedure for model risk and validation against a realistic scenario.
- Prepare the evidence pack demonstrating risk and validation operated as designed.
- Establish the boundary of model risk and validation and record what sits outside it.
- Record the rationale for each significant choice made about risk and validation.
Session 2What a supervisor will ask about risk and validation, and in what order
- Document the remediation plan for each known weakness in model risk and validation.
- State the risk appetite for risk and validation as a number, not an adjective.
- Record what was learned when model risk and validation did not go as planned.
- Write down the assumptions underpinning the approach to risk and validation.
Risk and validation: the control framework and segregation of duties
2 sessions · 8 pointsSession 1Setting a limit on risk and validation that will actually be respected
- Design the exception process for model risk and validation and require a documented rationale.
- Identify single points of dependency in risk and validation and reduce them.
- Define the trigger that would require model risk and validation to be redesigned.
- Verify six months later that changes to risk and validation have held.
Session 2Escalation and decision rights in model risk and validation
- Anticipate the objections model risk and validation will raise and prepare the answers.
- List the assumptions in any model supporting risk and validation and when each was last challenged.
- Set early warning indicators for model risk and validation with defined action thresholds.
- Collect evidence on the present handling of risk and validation before proposing changes.
Risk and validation: audit evidence and examiner readiness
2 sessions · 8 pointsSession 1Reporting risk and validation so the reader can act on it
- Decide what will be stopped to create capacity for model risk and validation.
- Confirm reporting on risk and validation reaches the committee that can act on it.
- Build the competence framework that supports model risk and validation.
- Check the accounting treatment applied to risk and validation against current standards.
Session 2Making risk and validation work when resources are constrained
- Check that model risk and validation still works when volumes rise unexpectedly.
- Translate the appetite for risk and validation into limits someone monitors daily.
- Estimate the resource model risk and validation requires to run as designed.
- Confirm client due diligence standards applied to risk and validation are current.
Choose the package that suits you
Silver Package
At least 3 people
USD1,250
- Workshop or Program Participation
- Airport Transfers
- Customized Badge
- Expert Mentorship (Private Sessions)
- Supervision & Secretarial Services
- Accredited Certificate of Participation
- Complete Training Kit
- Coffee Break
- Closing Ceremony
Gold Package
At least 3 people
USD1,850
- 5-night stay in a 5-star hotel
- Workshop or Program Participation
- Airport Transfers
- Customized Badge
- Expert Mentorship (Private Sessions)
- Supervision & Secretarial Services
- Accredited Certificate of Participation
- Complete Training Kit
- Coffee Break
- Closing Ceremony
Complete your registration
We will contact you within one business day to confirm.