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FINCAD sponsored a Marcus Evans event in London last week entitled "Pricing Model Validation".  Approximately forty European risk professionals attended, representing validation, pricing, audit and modeling units at various banks. The three-day conference included numerous panel discussions and case studies, on topics such as: "Understanding Derivative Model Risk," "Methodologies for Controlling Model Risk," and "Model Validation Under the Quality Asset Review."

FINCAD's Stefano Goria and Jan Rosenzweig headlined a well-attended interactive workshop covering two days, which took an in-depth look at CVA and DVA in practice, and showcased F3's unique approach to multi-asset portfolio CVA/DVA calculations.