marcus evans europe conferences

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

8-10 February 2021
Online, Live+

Conference Workshop

Model risk management as an enterprise risk advantage

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: Tanveer Bhatti

Company: Independent Advisor to European Banks

Conference Workshop

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

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.

Despite the current circumstances, we know your appetite for key business insights remains so our Live+ digital platform enables you to fully participate in the event remotely. Of course it provides access to live online streams of all session, but much more than that, it ensures you are able to engage with speakers directly allowing you to participate in Q&A, relevant breakout groups as well as event polling and other insights and resources delivered during the event. We realise interacting with other delegates is key to your event experience, so our innovate online solution allows you to set up online meetings with other virtual and physical attendees throughout the event; ensuring you still walk away with those key contacts that can make a tangible difference to you and your business. The platform will continue to host all event content on-demand for you to re-visit and continue to access for up to 6 months post event.

Your content. Your way.


Key Topics

  • Credit Agricole explore the beginning stages of using machine learning methods to validate ‘traditional’ and AI based models
  • ING tackles the issue of explainability around AI models and how to assess and manage the risks involved
  • Intesa Sanpaolo share insights on their approaches to automating model validation through machine learning
  • Previous Attendees Include

    - AlphaBank
    - BankofIreland
    - Barclays
    - BBVA
    - Belfius
    - BNPParibas
    - 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 Sponsors
    Workshop Sponsor
    CloseIT
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    Sponsor
    Management Solutions
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    Sponsor
    Fico
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    Event Partners


    Practical Insights From

    Jon Hill
    Head, New York Chapter
    New York University

    Gilles Artaud
    Head of Model Risk
    Credit Agricole

    Slava Obraztsov
    Global Head of Model Risk
    Nomura

    Sanja Hukovic
    Head of Model Validation
    London Stock Exchange

    Rimantas Semis
    Head of Group Credit Risk Model Validation
    SEB

    Koen Verheyden
    Head of Mission, Inspection
    National Bank of Belgium

    Boris Grabovickic
    Head of Model and Portfolio Risk Management
    Addiko Bank

    Suman Datta
    Head of Portfolio Quantitative Research
    Lloyds Banking Group

    Click Here For Full Agenda

    Voice of Our Customers
    • "Interesting conference. Good level of participants and speakers" Head of Model Validation Belfius
    Latest Conference News & Resources



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    Event Contact

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

    Yiota Andreou


    marcus evans (Europe) Ltd
    PO Box 24797
    Cyprus

    Telephone:
    +357 22 849 404
    Fax: +357 22 849 310
    Email: YiotaA@marcusevanscy.com