You are now gaining access to the inner workings—the very engine room—of the frameworks and tools that govern critical risk‑taking within banks and pension funds in Denmark.

Financial institutions are increasingly dependent on advanced models for critical decision‑making within risk management, investments, and reporting. This places significantly higher demands on model risk management at a time characterized by stringent regulatory requirements, geopolitical uncertainty, and rapid developments in technology and AI.

At this seminar—perhaps the first in Denmark to bring together supervisors, the pension sector, and leading software developers to discuss model risk—you will have a unique opportunity to explore the core of modern model risk management.

Experts from the ECB will share their perspectives on how supervisory authorities prioritize institutions, risk areas, and internal models during inspections, as well as the governance requirements, methodologies, and quality standards that are increasingly expected. You will also gain practical insights from one of the largest players in the Danish pension sector, along with critical perspectives from developers of risk management software.

The seminar takes you deep into the practical work of establishing and operating effective model risk management frameworks—from model specification and validation to integrating regulatory requirements into day‑to‑day model governance.