Model Risk Management: Governance & Validation Masterclass
Building and running a model risk management framework that survives supervisory scrutiny — governance, validation, AI/ML risk and the three lines of defence.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Models now sit behind almost every consequential decision a financial institution makes — credit, capital forecasting, fraud detection, regulatory compliance — and the growth of AI and machine learning has multiplied model risk faster than most MRM frameworks have matured. This intensive two-day programme works through Model Risk Management in full: governance, validation practice, risk taxonomy, model inventories, and the supervisory expectations set by SR 11-7, the EU AI Act and other global benchmarks. Built on real-world case studies and interactive sessions, the cohort works through what a credible framework requires — independent challenge, explainability, automated monitoring — and how to run it in AI-driven, cloud-based and agile environments.
What you will do
Who attends
- CROs and heads of enterprise, credit, market and operational risk
- Model risk, validation and model governance teams
- Quants, model developers, AI/ML engineers and analytics leads
- Internal and external auditors, compliance, GRC and regulatory affairs
- Board members, senior executives, supervisors and central bank teams
Programme agenda
Built for the decisions no textbook prepares you for
I.Model risk and its governance
- The scope of model risk and its strategic implications
- Risk taxonomy and risk-based model classification
- Building and maintaining the model inventory
II.Regulatory expectations
- SR 11-7, the EU AI Act and global benchmarks
- Supervisory trends in model risk oversight
- Integrating MRM into enterprise risk frameworks
III.Validation practice
- Conceptual soundness, performance testing and benchmarking
- Explainability (XAI) and reducing model opacity
- Building internal validation and independent challenge capability
IV.MRM at scale
- Automated monitoring and early-warning signals
- Tools for governance, version control and reporting
- The unique risks of AI and machine-learning models
Frequently asked
Will these programmes prepare our team for supervisory review?
That is what they are built for. Casework is structured around the evidence supervisors request — risk-appetite articulation, documentation, attestation — and participants leave able to assemble the evidence trail before it is asked for and defend the framework in examination. Faculty include practitioners who have sat on the supervisor’s side of the table.
Which risk frameworks does the curriculum cover?
The risk and compliance curriculum spans enterprise risk management on the COSO framework, credit, market, liquidity and operational risk, IFRS 9 provisioning, stress testing, and financial-crime disciplines including fraud detection and AML/CFT. Each programme page states the frames it works in and what participants will build with them.
Can we attend in French?
Yes. BIZENIUS delivers in English and French, in classroom, live virtual and hybrid formats. French-language cohorts serve institutions across BCEAO jurisdictions and other francophone markets.
What happens after we enquire about a programme?
A senior practitioner replies within one business day with the brochure attached. The conversation then covers dates, format, any tailoring your institution needs, and the fee — BIZENIUS shares fees in that proposal, not on a public price list.
Share this programme
Know the right person for this seat?Nominate a colleague →
In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 04 · Africa
Capital frameworks built to run the bank, not to satisfy a filing
Most frameworks are written to satisfy the regulator. We build the kind that run the bank.
Open the dossier →
The Capability Arc™
Fix it · Advisory
Risk Appetite & Enterprise Risk Governance
An appetite framework wired into daily decisions.
Automate it · Smart IT
Risk Data, Controls & MI (BCBS 239)
Risk data and controls built to BCBS 239.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
Related programmes
Stress Testing and IFRS 9 ECL Modelling Masterclass
One connected approach to PD, LGD and ECL modelling — cutting the cost of running IFRS 9 and stress testing as separate model estates.
View programmeStress Testing and Climate Risk Management Masterclass
Climate risk as supervisors now examine it — NGFS scenario design, climate-sensitive PD/LGD/ECL models and integration into ICAAP, governance and disclosure.
View programmeRisk & Compliance
Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.