The Scenario and Analytics Forum brings together the scenario and analytics professionals for a couple of days of discussion and debate. This event provide a unique opportunity for you to meet and learn from peers from around the globe. Last year's forum was attended by 47 participants from 24 institutions.
To ensure the most relevant topics are discussed many sessions are led by participants and we work closely with attendees to set the agenda. Last year's topics included:
- Structural and factor modelling
- Model risk management
- Future of operational risk capital modelling
- US and EU-wide stress testing
- Sensitivity analysis for scenario models
- Correlation in scenario analysis
- Scenario workshops approaches
The forum will take place from 09.00-17:30 on Wednesday 10 and Thursday 11 October. We will also host an offsite dinner on Wednesday 10 October (details to be confirmed). The forum dinner gives participants a chance to get to know their peers in a relaxed, informal environment.