Home - 3rd Model Risk Management, marcus evans Conferences

10 years ago banks in the US were presented with SR11-7, a regulation that revolutionized model risk management in the US, moving it away from a more limited model validation exercise towards a more mature risk management discipline. Whilst there is not the same regulatory preion in Europe, banks are taking their lead from both regulators and global best practice. Accordingly the 2010s have seen boom in MRM. Yet as methods have become more refined and departments have become increasingly byzantine, firms are now positioned to ask whether MRM is delivering value for money and whether teams are delivering on agility and efficacy. This meeting will give practical advice on how banks can balance the more pioneering and forward-looking model risk approaches with an agile and commercially viable MRM function that balances pragmatism with efficacy, and delivers value for money for the bank.

Lian van Oudheusden

Head, Model Risk Management

First Rand Bank

Jon Hill

Adjunct Professor of Financial Risk Engineering

New York University

Gilles Artaud

Head of Model Risk Audit

Credit Agricole

Slava Obraztsov

Global Head of Model Risk

Nomura

Agus Sudjianto

Executive Vice President and Head of Model Risk

Wells Fargo

David Palmer

Senior Supervisory Financial Analyst

Federal Reserve Board

Rimantas Semis

Head of Group Credit Risk Model Validation

SEB

Koen Verheyden

Senior Team Lead, On-site inspection, European banking supervision.

European Central Bank

Alan Forrest

Head of Model Risk Oversight

Virgin Money UK

Catarina Souza

Senior Expert, Model Risk Management

ING

Suman Datta

Head of Portfolio Quantitative Research

Lloyds Banking Group

Luc Leonard

Head of Validation

Belfius

Tanveer Bhatti

Group Head of Model Risk

European FinTech

Philipp Rindler

Head of AI Models Validation

UBS

Pamela Jasper

CEO

JasperConsulting.AI

Denis Lippolt

Director, Head of Advanced Analytics

Protiviti Frankfurt

Dr Julian Phillips

Partner

Cannon Chartia Partners

Alexander Shipilov

CEO

IMODX

Vladimir Chorniy

Senior Technical Lead

BNP Paribas

Dr Bryan Prosser

Senior Sales Engineer

Domino Data Lab

Javier Calvo Martin

Partner

Management Solutions

Christian Duesterberg

Risk Management Consultant

Christian Duesterberg Consulting

Melike Ozunlu

Chapter Lead, Model Risk

ING

Menno Wiersma

Senior Manager, Model Risk Management

Protiviti Amsterdam

Phi Nguyen

Managing Director Financial Services Industry

Protiviti Paris

Manoj Saxena

Chairman

CognitiveScale

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European Central Bank

Assess fair value and prudent valuation

ING

Benchmark the best practices for managing model inventory

Wells Fargo

Rethink model risk and speed to market

UBS

Discuss the challenges in model validation for non-primary models

Credit Agricole

Grapple with the interpretability and explainability of models

See all of the Sessions Here

“10 years on from SR11-7 model risk managers must now look at whether their MRM functions are delivering results”

marcus evans

Model Risk Management for Credit Risk Models

19 November

09:00 - 11:00

Christian Duesterberg

Risk Management Consultant

Christian Duesterberg Consulting

SR11-7 model risk management and the new EU AI regulations

19 November

15:00 - 17:00

Pamela Jasper

CEO

JasperConsulting.AI

A brave new world: Possibilities for a radically different paradigm involving mutual model development and validation

19 November

13:00 - 15:00

Alexander Shipilov

CEO

IMODX

Our programs are unique, generated off the back of extensive research with more than 100 of the industry’s leading professionals, ensuring we cut through the noise to deliver the content most critical to you and your business. Our focus is to deliver a premium content platform which provides practical insights into how your peers in the industry are addressing the very same challenges you are facing today. Our goal is to ensure you walk away with actionable strategies you can implement within your business that can add tangible value to you, your products and your customers

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