Workshops & Board Briefings

Workshops on a model your team runs today, briefings for the boards and committees that approve such models, and programmes for universities and professional bodies.

Book a workshop The formats

Formats

Three ways to run a session

In-house workshop

For
Internal risk, quant, and investment teams.
The material
A model your team runs today, or public cases if the model cannot leave the building.
The outcome
Your team works through the model's main failure points with us, and leaves with the tests that expose them and the questions to put to the model next.
Not covered
The full analysis of the model and its written report (that is a Token Economics, Independent Risk, or Validation Report).
Schematic of an in-house session: the team's model and its inputs, with the failure point found during the session marked Prices Liquidity Parameters Model Limit FAILURE POINT FOUND IN THE SESSION

One or two days · On site or remote

Book a workshop

Board and committee briefing

For
Boards, risk and investment committees, and supervisors.
The material
The models your committee is asked to approve, or public cases.
The outcome
The committee leaves knowing what can break in the models it approves, the numbers to ask management for, and the answers that should concern it.
Not covered
A formal validation report (for that, see the Methodology Validation Report or the Risk Model Validation Report).
Schematic of a one-page briefing: what can break, the numbers to ask for, and the answers that should concern you BRIEFING What can break Numbers to ask for Answers that should concern you

Half a day

Book a briefing

Programmes and masterclasses

For
Universities, business schools, and professional bodies.
The material
Live market cases, drawn from the topics below.
The outcome
Students and professionals learn where quantitative models break under stress, on live cases from digital assets and traditional finance.
Not covered
Advisory or validation work for the university or professional body.
Session plan of the half-day workshop of 28 May 2026: market microstructure, on-chain behaviour, systematic execution, risk under constraints Market microstructure On-chain behaviour Systematic execution Risk under constraints 14:00 19:00 HALF-DAY WORKSHOP · 28 MAY 2026

Length and fee set with the programme

Discuss a programme

Topics

What a session can cover

A session covers two or three topics, applied to your own model or to public cases.

Digital assets
  • Token economics and market microstructure: emission schedules and unlocks, and the market depth across centralised and decentralised venues needed to absorb them.
  • Stablecoins and MiCA: reserve correlation, redemption runs, and own-funds requirements for issuers.
  • On-chain contagion: collateral thresholds, liquidation parameters, and dependency mapping for lending protocols.
  • Tokenised real-world assets: structure, valuation and liquidity risks when traditional assets move on-chain.
Traditional finance and regulation
  • Banks' credit risk models: back-testing, discriminatory power, and stress testing under EBA and ECB frameworks.
  • Model validation: writing findings, reviewing committee overrides, and running the periodic review cycle.
  • ESG methodologies: weighting sensitivities, data lineage, and the effect of committee overrides.
Methods
  • Stress testing: correlated macro shocks, and reverse stress testing to find the conditions under which a model fails.
  • Portfolio construction: allocation and risk limits under an institution's mandate constraints.
  • AI and factor models: factor models for crypto returns tested out of sample, and where AI helps model development and where it misleads.

Sessions

Contact

Tell us the model and the team in the room.

A 30-minute call.
Confidential: we sign your NDA before any data changes hands.

Book a workshop

Prefer email?
contact@euleradvisory.eu