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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
16-18 September 2020
London Marriott Hotel Canary Wharf, United Kingdom
- Conference Workshop
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A practical approach on how to create an appropriate model risk management system for your next generation models
Model risk governance is more than model validation and model lifecycle management. As much as the “hard” factors such as processes, model inventory and model risk metrics, it requires the right culture, the tone from the top, capabilities and communication.
Workshop Moderator: Thomas Obitz
Company: Director, Risk Transform
- Conference Workshop
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Governance for model risk
Model risk governance is more than model validation and model lifecycle management. As much as the “hard” factors such as processes, model inventory and model risk metrics, it requires the right culture, the tone from the top, capabilities and communication.
Workshop Moderator: Thomas Obitz
Company:Director, Risk Transform
- Why You Should Attend
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2nd Annual Model Risk Management in Banking
Can’t physically attend this conference? Take advantage of our online live stream of the event, enabling you to attend all event presentations remotely or on-demand at a time that suits you.
In addition to the live stream, all presentations and additional event content will be available on demand post event through our digital platform for you to revisit over the next 6 months.
For more information contact Alexia Mavronicola at AlexiaM@marcusevanscy.com
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.