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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

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

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

Canít physically attend this conference? Donít worry whilst your ability to travel may have been restricted we know your appetite for key business insights remains; our Live+ digital platform has you covered. Take advantage of our online live stream of the event, enabling you to attend all event presentations remotely; engage with speakers, take part in polling and benefit from the Q&A. In additional all presentations will be available on-demand, hosted on our digital platform for your to re-visit and continue to access for up to 6 months post event. Your content, your way. Register now HERE!

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

  • Credit Suisse create consensus on model definition and classification while model scope is constantly expanding
  • HSBC give an internal audit perspective of model risk
  • Credit Agricole explore the beginning stages of using machine learning methods to validate ‘traditional’ and AI based models
  • Nomura discuss how they can identify and improve your MRM framework and model validation practices through smarter models and machine learning methods
  • SEB focus on the process of validating model assumptions to ensure model uncertainty is minimised
  • 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
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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