10th Edition Model Risk | GFMI (a marcus evans company) | 26 July 2017 | New York, NY, US
Venue
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| Event Date | Wed Jul 26 EDT - Fri Jul 28 EDT (over 7 years ago) |
| Location | New York, NY, US |
| Region | Americas |
Details
This GFMI conference will help financial firms produce high quality models that adhere to the regulations. Attendees will learn how to enhance model risk management in an evolving regulatory environment and examine the interrelationship between Letters 11-7, SR15-18 and SR15-19. Enhancing the role of internal audit and strengthening the relationship between model risk and audit teams will be examined. Key challenges such as data granularity for PPNR models and learning from the latest CCAR submission will be explored. Leveraging technology to enhance data collection and quality for DFAST will be addressed as well as how to incorporate model risk into the wider enterprise risk management framework. Finally, adapting model risk management frameworks to also successfully comply with CECL requirements will be examined.
Speakers
Saee Joshi
Managing Director, Model Risk Audit
JP Morgan
Griselda Rondon
Executive Vice President, Chief Model Risk Officer
KeyBank
Sanda Pesut
Director, Risk Policy and Reporting, Model Risk Management
Fannie Mae
David Palmer
Senior Supervisory Analyst
Federal Reserve Board
Katherine Zhang
Head of Model Validation
State Street
Tong Peng
Managing Director, Head of Market Model Validation
Wells Fargo
Voytek Skoczylas
Global Head of Model, Market Risk and Capital Audit
TD Bank
Douglas Gardner
Head of Model Risk Americas
BNP Paribas
Sponsors & Partners
BANK NXT
GLOBAL RISK COMMUNITY
CIO REVIEW
SCOTSMAN GUIDE
CIO APPLICATIONS
SERVICES OUTLOOK
FINANCIAL IT
BNC
ORIC