Model Risk Governance for AI-Driven Investment

The increasing reliance on complex Artificial Intelligence (AI) and Machine Learning (ML) models in investment and risk management—from portfolio optimization to anomaly detection—introduces unique and amplified forms of **Model Risk**. This specialized course is designed to equip risk and compliance professionals with the necessary framework for robustly governing these new-generation algorithms, ensuring they are safe, reliable, and compliant with official sector mandates. Participants will gain a deep understanding of the regulatory expectations (e.g., SR 11-7, Basel) as they apply to non-traditional AI models, focusing on documentation, validation, performance monitoring, and the critical challenge of **model interpretability**. The program moves beyond conceptual discussions to provide actionable strategies for establishing an end-to-end Model Risk Governance (MRG) lifecycle that effectively manages the inherent opacity and rapid deployment cycles of AI-driven systems within a reserve management context.