13th Edition Model Risk | GFMI (a marcus evans company) | 28 January 2019 | Hotel Nikko San Francisco, 222 Mason St, San Francisco, CA 94102, USA

This GFMI conference will facilitate financial firms with generating high quality models whilst offering a regulatory update on expectations. Best practices for validating artificial intelligence (AI) and machine learning models will be investigated, and methods to capitalize on these next generation technologies for model development will be explored. You will learn how to implement effective validation techniques for Anti-Money Laundering (AML) and fraud models alongside exploring the symbiotic relationship between banks and fintechs within the model risk landscape. The lack of clarity surrounding methods for effective internal stress tests for smaller banks below $50 billion will be discussed along with the continued implementation of a strong governance programme to assess and report model risk.

Key Topics
• Bank of America and Wells Fargo evaluate the impact of AI and machine learning on model validation
• American Express explore the impact of machine learning on the credit card model
• MUFG Union Bank examine the staffing question for MRM teams
• Pacific Western Bank and Comenity Bank investigate a strong governance framework to assess and report model risk
• Silicon Valley Bank study the impact of machine learning on the development of AML and fraud models

2019 Speakers

Harish Sharma
Managing Director, Model Risk Officer, Bank of America

Harsh Singhal
Head of Decision Science & Artificial Intelligence Validation, Wells Fargo

Tatyana Kaganer
Managing Director, Model Risk Management, Charles Schwab

Jon Hill
Managing Director and Global Head of Model Risk Governance Standards, Credit Suisse

Boris Postler
Managing Director, Head of Americas Model Risk Management, MUFG Union Bank

Hakan Gogtas
Global Head of Model Risk Management, American Express

Yu Pan
Risk Group Executive, Chief Model Risk Officer, U.S. Bank

Liming Brotcke
Quantitative Manager, Federal Reserve Bank of Chicago

2019 Sponsors

• SAS

2019 Partners

• Global Risk Community
• Financial IT
• SmartMoneyMatch