Insights
Two presentations that explain the frameworks we use in practice — from counterparty credit risk and CVA to independent model validation and model risk.
Presentation
A practical walkthrough of counterparty credit risk, CVA and the Basel III capital framework — from exposure modelling to the management implications.
Presentation
Why pricing and risk models fail, how independent validation works, and what a model risk framework needs in order to withstand regulatory and audit scrutiny.
Both presentations are also available as tailored on-site workshops. See Training for the course formats.
We can adapt either presentation to your portfolio, your regulatory jurisdiction and the seniority of the audience.
