25.9.12
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Risk Management for Stress-Testing Models

With this badge and completion of the course, this participant has learned to: - Apply model risk management principles for stress-testing - Manage structural breaks and regime switches in models - Manage model adjustments and overlays - Evaluate vendor models - Model stress-testing for climate change - Optimise the stress-testing process with AI models

Skills / Knowledge

  • risk management
  • stress-testing
  • stress-testing models

Issued on

November 17, 2022

Expires on

Does not expire