Model validation maybe one of the only areas within the financial sector that is continuing to grow and hire in the current economic climate. Post credit crunch model validation has become more important than ever, significant lessons have been learnt that have taught banks to invest money and time into correct model validation procedures. Model reviews are increasing in scope and size whilst the complexity of models is changing.

This second annual marcus evans conference discusses the important day to day issues that face model validation. Case studies will not only cover model capaibility assessments, framework tests and control processes but also divliuge the latest scenario tests and reactions. Specific credit, interest, ABS and inflation models will be dissected alongside bespoke model and non market standard validation methodologies. Throughout the two days speakers will discuss the new role that model validation plays not only within the risk department but the bank as a whole.