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Model Risk Management in Banking

Advance towards an industry standard for model risk management which includes a model governance framework, model inventory and means to quantify model risk

24-26 April 2019
London, United Kingdom


Why You Should Attend

Model Risk Management in Banking

The need for more models increases as banks become increasingly complex, with large operations, and increasingly difficult risk types to comprehend. Ideally, models are stepping in to make this easier as effective decision making and risk management is implemented at the back of accurate models.  But what happens if the models are not correct? As evidenced in the 2012 JP Morgan scandal now referred to as “The London Whale”, bad model governance can lead a bank astray towards bad decision making (mispricing trades or taking on risk the bank cannot afford) and in turn huge losses. Ultimately banks cannot afford to not have a rigorous validation process in such a complex market as models advance and the important models are no longer only pricing models but sitting across the bank in treasury, risk and finance. This marcus evans conference will look at how banks can implement an industry standard for model risk management which includes a robust model governance standard, model inventory and means to quantify model risk. 


Key Topics

  • Societe Generale examines the importance of the three lines
  • Nomura provides an overview of the biggest challenges associated
  • The National Bank of Belgium explores best TRIM practices
  • HSBC advances model risk audit through AI and machine learning
  • 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
    Management Solutions
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    MathWorks
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    Tata Consultancy Services (TCS)
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    Event Partners


    Practical Insights From

    Slava Obraztsov
    Global Head of Model Risk
    Nomura

    Giorgio Bocchi
    Managing Director, Model Risk Officer, Global Banking and Markets
    Bank of America

    Anne - Cecile Krieg
    Head of Model Risk Management Program
    Societe Generale

    Christopher Hall
    Head of Model Risk Audit
    HSBC

    Jens Rasmussen
    Head of Model Validation
    Nordea

    Matt Zietsman
    Director, Model Risk Management
    Barclays

    Peter Quell
    Head of Portfolio Modelling
    DZ Bank

    Javier Calvo Martin
    Partner
    Management Solutions

    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:

    Anastasia Zardili


    Axel-Springer-Str. 54b, 6. Etage
    10117, Berlin
    Germany

    Telephone:
    + 49 308 906 1202
    Fax: +49 308 906 1221
    Email: a.zardili@marcusevansde.com