Association Luxembourgeoise
de Risk ManagementLuxembourg Association for Risk Management

The 4th Risk Management Roundtable on 'Governance around Backtesting'

7 Mar 2017Conference

Monday 07/03/2017

Luxembourg House of Finance, Kirchberg, Luxembourg

The Association of the Luxembourg Fund Industry and the Luxembourg Association for Risk Management are pleased to inform you of the 4th Risk Management Practitioner Roundtable on "governance around backtesting”. The aim of the round table discussion is to share and discuss current practices around backtesting governance. Topics such as

(i) roles and responsibilities of Boards, Conducting Persons and Risk Managers,

(ii) reporting flows and frequencies and

(iii) escalation and actions will be addressed.

The actual meeting will be preceded by a survey in order to streamline the round table discussion.

This round table will complete the previous work and round table (of March 2016) carried out on (i) fundamentals of backtesting basics and (ii) how to handle exceptions.

The number of participants is limited to 20 and registrations will be subject to participation in the survey and made on a first come first serve basis.