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Validating Market Models: TRIM

Best practises for mitigating model risk in market models in light of regulatory developments particularly TRIM

30 November-1 December 2017
London, United Kingdom


Why You Should Attend

Validating Market Models: TRIM

This marcus evans event will address how market model validators can work towards mitigating model risk by developing a holistic framework. It will also provide an opportunity to review how TRIM is impacting the banking industry so far and what can be expected for model risk management in the future.

The role of model validation is increasing in importance as market risk, counterparty risk, pricing and XVA models are subject to new regulations that require more monitoring and control. Model validation teams have to validate more models more quickly and more accurately and it is the job of model risk managers to clarify the governance framework so that nothing falls through the gaps.


Key Topics

  • Rabobank reveal their experience as the first bank to have a counterparty risk TRIM assessment
  • National Bank of Belgium discuss the latest supervisory challenges for market model validation
  • JP Morgan examine validation and risk estimation for market risk models
  • Credit Suisse explore how to build a model risk framework in the current US regulatory environment
  • Previous Attendees Include

    • Bank of America
    • Bank of England
    • Barclays
    • Belfius
    • BNP Paribas
    • Citi
    • Credit Agricole
    • Credit Suisse
    • Deutsche Bank
    • HSBC
    • ING
    • KPMG
    • LBBW
    • Lloyds Banking Group
    • Mitsubishi UFJ
    • Morgan Stanley
    • Nomura
    • Nordea
    • RBS
    • Santander
    • UBS


    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

    Jon Hill
    Global Head of Model Governance
    Credit Suisse

    Slava Obraztsov
    Global Head of Model Validation
    Nomura

    Jens Rasmussen
    Head of Pricing Model Validation
    Nordea

    Anne-Cécile Krieg
    Deputy Head of Risk Modelling Function
    Société Générale

    Luc Leonard
    Head of Model Validation
    Belfius

    Peter Quell
    Head of Portfolio Modelling for Market and Credit Risk
    DZ BANK

    Tanguy Dehapiot
    Head of Validation and Valuation
    BNP Paribas

    Mostafa Mostafavi
    Vice President, Risk and Quantitative Analysis
    Credit Suisse

    Click Here For Full Agenda

    Voice of Our Customers
    • ‘I found the conference to be one of the most useful I have attended so it was well worth the effort.’ Santander
    • ‘Extremely well-prepared event. Very interesting, practical and informative talks from the conference speakers. I would recommend this event anytime and I hope to be able to attend the next one!’ Societe Generale
    • ‘Relevant and interesting topics, as well as an excellent opportunity to network and get input from other banks around how to solve modelling and implementation for XVAs’ Swedbank
    • ‘Great organisation, excellent way to connect with other players and hear from specialists in the field’ Global Valuation Ltd
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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