Training
We run focused, on-site workshops that combine the regulatory framework with the quantitative detail and the practical decisions your team faces.
Courses
Both courses are built from live client work and can be adjusted for the audience, the asset classes and the regulatory jurisdiction.
Counterparty credit risk, CVA, FRTB and the regulatory framework — from the mechanics to the management implications.
How pricing and risk models fail, how to validate them, and how to build a model risk framework that withstands scrutiny.
The two decks are also available in Insights, alongside the services they support.
Format
No generic slide deck. The material is adapted to the models, portfolios and regulatory context of the participants.
Delivered at your office or remotely, with working sessions rather than passive presentations.
Examples and exercises use your asset classes, model types and regulatory jurisdiction.
Participants leave with a working understanding they can apply to validation, risk management or audit.
Tell us the audience, the topic and the regulatory context. We will propose an outline and a format.
