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Model Risk Management in Banking

Advance towards an industry standard for model risk management which includes a model governance framework, model inventory and means to quantify model risk

24-26 April 2019
London, United Kingdom


Why You Should Attend

Model Risk Management in Banking

The need for more models increases as banks become increasingly complex, with large operations, and increasingly difficult risk types to comprehend. Ideally, models are stepping in to make this easier as effective decision making and risk management is implemented at the back of accurate models.  But what happens if the models are not correct? As evidenced in the 2012 JP Morgan scandal now referred to as “The London Whale”, bad model governance can lead a bank astray towards bad decision making (mispricing trades or taking on risk the bank cannot afford) and in turn huge losses. Ultimately banks cannot afford to not have a rigorous validation process in such a complex market as models advance and the important models are no longer only pricing models but sitting across the bank in treasury, risk and finance. This marcus evans conference will look at how banks can implement an industry standard for model risk management which includes a robust model governance standard, model inventory and means to quantify model risk. 


Key Topics

  • Embed an efficient and meaningful model risk management framework upheld by model users across the bank
  • Create a model inventory capturing all necessary information at the optimal level of granularity for the bank
  • Debate approaches to quantify model risk and how to best report this to the bank's board
  • Examine the benchmark for good model risk management set by banking regulators and other industry leaders
  • Discover how banks are automating stages of the model validation process and how AI can be applied to mitigate model risk
  • Previous Attendees Include

    AlphaBank
    BankofIreland
    Barclays
    BBVA
    Belfius
    BNPParibas
    CreditSuisse
    DanskeBank
    Deloitte
    HSBC
    ING
    Landsbankinn
    MetroBank
    MorganStanley
    NedbankSydbank
    Nordea
    Rabobank
    RBS
    Santander
    UBS
    Unicredit


    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.




    Event Partners


    Practical Insights From

    Slava Obraztsov
    Global Head of Model Validation
    Nomura

    Giorgio Bocchi
    Managing Director, Model Risk Officer, Global Banking and Markets
    Bank of America

    Anne - Cecile Krieg
    Head of Model Risk Management Program
    Societe Generale

    Christopher Hall
    Head of Model Risk Audit
    HSBC

    Jens Rasmussen
    Head of Model Validation
    Nordea

    Noel Flavin
    Head of Model Risk Management
    Bank of Ireland

    Peter Quell
    Head of Portfolio Modelling
    DZ Bank

    Rainer Pullirsch
    Executive Director Model Validation
    UBS

    Click Here For Full Agenda

    Voice of Our Customers
    • "Interesting conference. Good level of participants and speakers" Head of Model Validation Belfius
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Anastasia Zardili


    9 Dimostheni Severi Street
    Nicosia 1080
    Cyprus

    Telephone:
    0035722849390
    Fax:
    Email: anastasiaz@marcusevanscy.com