3d Parisian Seminar on Model Validation
09/22/2010
The Basel Committee published in July 2009 a recommendation to
Banks to assess and quantify «Model Risk» in order to produce
adequate reserves. The recommendation is to be implemented by
December 2010. At first glance, this amounts to extend the process
of quantifying risk already in place for market and specific risks
to the modeling conundrum. In theory and practice, assessing model
risk is a true challenge. Less than twelve months before the
deadline, there is no general consensus and very few academic
contributions on this topic.
With two talks by :
Jeroen Kerkhof (VAR Strategies BVBA)
Discounting
and
Pascal Gibart (CA-CIB)
Risque de modèle
***
Deadline for registration 19/09/2010
***
The Seminar can be attended free of charge. An email registration will be required to check for available seats.To registrer, please send your name, surname, professional affiliation and contacts (e-mail, phone) by e-mail to ModelValidation@zeliade.com before the registration deadline.
Download the full program
With two talks by :
Jeroen Kerkhof (VAR Strategies BVBA)
Discounting
and
Pascal Gibart (CA-CIB)
Risque de modèle
***
Deadline for registration 19/09/2010
***
The Seminar can be attended free of charge. An email registration will be required to check for available seats.To registrer, please send your name, surname, professional affiliation and contacts (e-mail, phone) by e-mail to ModelValidation@zeliade.com before the registration deadline.
Download the full program