- finance/insurance sector
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2nd Annual Pricing Model Validation: Mitigating Model Risk
Ensure thorough validation of fundamental models for illiquid products
Event Date: 17-18 Sep 2009
Location: Thistle Marble Arch, London, UK
- key conference topics
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- Re-engineer your model validation department to ensure reliable and safe pricing models
- Get practical insights into restructuring scenario and stress testing
- Discuss the role of regulation in model validation and evaluate bespoke model validation techniques
- Combat illiquid product pricing model validation
- Ensure model validation is understood within your bank and put a successful model review practice in place for 2010
- key conference features
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- ING on how to ensure credit products are validated correctly
- UBS explore the options in pricing ABS/MBS without a market standard
- Dresdner Kleinwort expose the best methodologies for pushing a models capabilities
- BNP Parivas uncover the practical aspects of valuation model control
- conference sponsors
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Gold Sponsor 
Zeliade SystemsBusiness Development 
XenomorphBusiness Development 
Risk Dynamics
- who should attend the conference
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From Investment Banks and Retail Banks
Heads, Directors and Managers of:
• Model Validation
• Model Valuation
• Model Risk
• Quantitative Research
• Quantitative Risk
• Financial Modelling
• Pricing Modelling
• Derivatives Modelling
• Quantitative Finance
From Consultants, Modelling Agencies and Software Providors
• Financial Modelling
• Model Validation
• Model Risk
• Internal Audit
- the conference organisers
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marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.
Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.
- general enquiries
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Valeria Borgia
11 Connaught Place
London
W2 2ET
Telephone: +44 (0) 20 3002 3282
Fax: +44 (0) 20 3002 3016
Email: valeriab@marcusevansuk.com
- sponsorship opportunities
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Nisha Vyas
11 Connaught Place
LONDON
W2 2ET
Telephone: +44(0)20 3002 3171
Fax: +44 (0)20 3002 3484
Email: nishav@marcusevansuk.com
- conference quote
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"Models are only as good as their weakest links: Our greatest challenges is to eliminate these weak links"
Following our successful 2008 conference this 2nd annual marcus evans conference will look at the growing scope of pricing model validation as a risk mitigation tool. Pricing models are growing in complexity and importantly this conference dissects the latests scenario tests, delves into the validation practices behind bespoke models and debates how to validate models that price illiquid products. This conference plans to equip you with all the information that pricing model validation need to ensure instruments are correctly tested from the start, thus speeding up model reviews.
