MVC Validation Workshop: Validating Pre-Provision Net Revenue (PPNR) models

This 3-hour workshop will take the participants through a PPNR validation case study.  The workshop will start with a review of the general concepts and best practices for all validations and then discuss those in the context and challenges of PPNRs.  This will be followed by a detailed validation applying the principles introduced and extending them to the particular components of a typical PPNR validation.

The workshop will consist of presentations by the instructors and hands-on exercises to be completed by the workshop participants. Participants are expected to perform parts of the validation (e.g. testing, commentary) on their own computers using the instructions provided prior to the workshop.  Jupyter Notebooks and example data files will be used for presentation and distributed during the workshop.