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2nd Annual Model Risk Management in Banking
Develop an industry standard for the assessment and management of model risk for traditional and next generation models in banks
27-29 April 2020
Central London, United Kingdom
- Why You Should Attend
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2nd Annual Model Risk Management in Banking
This marcus evans conference will look to develop an industry standard for the assessment and management of model risk for traditional and next generation models in banks.
The last decade, has been filled with regulation that has tightened and changed the underlying methodology for models, in turn indirectly impacting model risk. There has been no guideline comparable to the US‟ SR 711 for model risk, however there is now a stir in the market and, an expectation that the ECB will be releasing a guideline exclusively on model risk following on from TRIM 2.0. In addition to that, the scope of what the model risk function is managing as they are expected to look at is growing as the next generation of models.