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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

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.


Key Topics

  • Avoid model risk stemming from operational failures through appropriate set up, governance, and model inventories
  • Control model uncertainty with prudent and validated assumptions and link to capital where uncertainty is unavoidable
  • Apply human intelligence to adequately and fairly test the learnings of AI particularly machine learning
  • Hear what guidelines on model risk are coming from regulators following TRIM and CRD IV in order to push towards an industry standard
  • 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 Sponsors
    Workshop Sponsor
    CloseIT
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    Sponsor
    Management Solutions
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    Sponsor
    Math Works
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    Practical Insights From

    Jon Hill
    Head, New York Chapter
    MRMIA

    Slava Obraztsov
    Global Head of Model Risk
    Nomura

    Suman Datta
    Head of Portfolio Quantitative Research
    Lloyds Banking Group

    Koen Verheyden
    Head of Mission, Inspection National
    Bank of Belgium

    Boris Grabovickic
    Head of Model and Portfolio Risk Management
    Addiko Bank

    Alan Forrest
    Head of Independent Validation
    Clydesdale and Yorkshire Bank

    Sanja Hukovic
    Head of Model Validation
    London Stock Exchange

    Rimantas Semis
    Head of Group Credit Risk Model Validation
    SEB

    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:

    Alexia Mavronicola


    marcus evans Cyprus
    9 Dimostheni Severi Str.
    Nicosia, 1080

    Telephone:
    +357 22 849 425
    Fax: +357 22 849 394
    Email: AlexiaM@marcusevanscy.com