Build It in a Day Seminar, Presented by the ERM Program
October 2 – November 20, 2026
These workshops offer the opportunity to experience risk management processes by building them. Examples include counterparty credit risk estimation, FAMA-French factor models, bank default modeling, risk management infrastructure at a lending company, the Fundamental Review of the Trading Book (FRTB), Comprehensive Capital Assessment and Review (CCAR). These major concepts are as much about their implementation as they are about their theoretical description; and organizations gain competitive advantage by effectively implementing these concepts. As a professional, a first step to adding value to this work at an organization is knowing how to build a simple version in a day.
How To Join a Session
Click here at 1:00 pm ET on the day of your desired workshop to join virtually. Each workshop ends at 4:00 pm ET.
Workshop Info
Friday, October 2 | 1:00 pm to 4:00 pm ET
FRTB (Fundamental Review of the Trading Book) 1
Delve into the revised market risk framework. Build the standardized model to understand the impact on capital requirements and risk management practices for financial institutions.
Friday, October 9 | 1:00 pm to 4:00 pm ET
FRTB (Fundamental Review of the Trading Book) 2
Delve into the revised market risk framework. Build the Internal model to understand the impact on capital requirements and risk management practices for financial institutions.
Friday, October 16 | 1:00 pm to 4:00 pm ET
CCAR
Explore the entire process of CCAR and simulate one of the government defined scenarios for a given portfolio. The workshop also reviews different institutions and their official CCAR submissions.
Friday, October 23 | 1:00 pm to 4:00 pm ET
From News to Portfolio: Predicting Stock Moves with LLMs
Build an AI investment application that uses company news to predict whether stocks will rise or fall over the following week. Students will compare models, test performance, and examine model risk and AI-driven decision-making.
Friday, October 30 | 1:00 pm to 2:30 pm ET
Demystifying Modern AI: From LLMs and RAG to Agentic Financial Systems
This session traces AI's evolution from traditional models to generative and agentic architectures. Attendees will break down technical building blocks including LLMs, RAG, MCP, and APIs alongside financial applications. Presented by EY consulting leaders Jan Zhao, Ph.D., and Ran Zhou.
Friday, November 6 | 1:00 pm to 2:30 pm ET
AI in Practice: Transforming Commercial Credit and Financial Crime Surveillance
Focusing on practical banking deployment, this presentation examines how AI and multi-agent workflows automate complex risk operations. Experts detail real-world applications across commercial credit underwriting, trade surveillance, sanctions, and automated SAR generation. Led by financial leaders Kenneth Chen, Lu Wang, Ph.D., and Ricky Hong, Ph.D.
Friday, November 13 | 1:00 pm to 2:30 pm ET
Navigating AI Governance: Control Frameworks for Responsible Financial Innovation
Enterprise AI adoption creates novel risks while amplifying traditional governance challenges. This talk highlights control frameworks, bias testing, and engineering safeguards sitting between risk management and AI implementation. Presented by responsible AI specialists Brian Clark and Wankun Li, Ph.D.
Friday, November 20 | 1:00 pm to 4:00 pm ET
Hands-On AI Engineering: Building Agentic Credit Scoring Pipelines with Python and MCP
This 3-hour technical workshop delivers practical experience constructing credit-grading solutions with Python and low-code platforms. Participants learn to configure agents, connect data sources through MCP, and integrate LLM APIs. Facilitated by implementation leads Kushagra Krishna and Ruifeng Wang, Ph.D.