Practical
approaches to
managing model risk

***** DO NOT ENTER ANYTHING HERE OR REMOVE THIS BLOCK. THIS IS A HACK TO USE STYLESHEET TO CONTROL THE LAYOUT ****

Assess statistical tools for risk model validation
Explore a wide range of case studies in model risk management
Identify the main drivers of counterparty risk and how it impacts on your models
Investigate controls available to monitor risks throughout the
model life cycle
Examine the impact of different modelling assumptions

(Course content may vary between venues. Please check programme for specific content)

New York 3 & 4 March 2010				VENUE DETAILS	BOOK NOW
London 10 & 11 March 2010				VENUE DETAILS	BOOK NOW

Tanguy Dehapiot, Head of Valuation, Market and Liquidity Risk,
BNP PARIBAS
Peter Dobranszky, Model Validation Quant, FINALYSE/BNP PARIBAS FORTIS
Massimo Morini, Head of Credit Models and Coordinator of Model Research, BANCA IMI, INTESA SAN PAOLO BANK
Julian Phillips, Global Head of QuantitativeMarket Risk, DEUTSCHE BANK
Wolfgang Putschögl, Quantitative Analyst, UNICREDIT BANK AUSTRIA AG
Carsten Wehn, Head of Market Risk Control, DEKA BANK
Peter Whitehead, Group Valuation Oversight, DEUTSCHE BANK
Marlene Wickenhauser, Market Risk Manager, UNICREDIT BANK AUSTRIA

Michel Araten, Managing Director, JPMORGAN CHASE
Victor Dvortsov, Director, UBS INVESTMENT BANK
Alex Levin, Director, ROYAL BANK OF CANADA
Perry Mehta, Senior Director/Head, Strategic Initiatives & Research, MOODY’S ANALYTICS
Mikhail Oet, Quantitative Analyst, FEDERAL RESERVE BANK OF CLEVELAND
Ricardo Rivera, Supervising Risk Management Specialist, NEW YORK STATE BANKING DEPARTMENT
Evan Sekeris, Assistant Vice President, FEDERAL RESERVE BANK OF RICHMOND