Introduction to Quantitative Risk Management (iQRM): Model Risk
The terms Parameter risk and Process risk refer to the variability in forecasts that comes from the model itself versus the variability that comes from the process we are modeling. We show how bootstrapping and refitting are used to measure the variability of any model.
September 9 – December 9, 2023
Time for all workshops: 9:00 – 10:30 am ET
The Introduction to Quantitative Risk Management (iQRM) Seminar workshops tour the material and cases that appear in our iQRM class. This allows beginners to get a preview of the class content and advanced quantitative students can see the applications of the tools presented and prepare to test out of the iQRM class by taking the iQRM waiver exam. Enrolled students are also welcome to attend to get a refresher.
How To Join a Session
Click on the Join a Session button at 9:00 am ET on the day of your desired workshop. Each workshop ends at 10:30 am ET.