15th Edition Model Risk 2020 | GFMI (a marcus evans company) | 29 January 2020 | Hotel Riu Plaza Fisherman´s Wharf, 2500 Mason St, San Francisco, CA 94133, United States

This GFMI conference will provide delegates with updates on regulatory expectations surrounding SR11-7, qualitative models and model classification. Industry experts discuss CECL, AI and ML model validation practices allowing delegates to benchmark with peers and increase overall efficiency. The conference will also examine how to mitigate the risks that come with increasing AI and ML integration including explainability and bias. Finally, delegates will gain an understanding of how the benchmark rate reform is impacting MRMs and how to optimize the validation of their non-financial models.

Key Topics:
• Hear from regulators about current regulatory expectations and how SR11-7 compliance is changing
• Utilize AI and ML algorithms to leverage model risk framework
• Aggregate model risk at the enterprise level
• Tackle ongoing demand for up skilling in model risk talent
• Master the validation and management of CECL models as a smaller institution

2020 Speakers

Davide Meneguzzo
Managing Director, Model Risk Officer for Risk and Control Functions, Bank of America

Andreza Barbosa
Head of Governance, Model Risk Management, Goldman Sachs

Valeriu Omer
Senior Vice President, Model Validation Senior Manager, Bank of the West

Bhavik Soni
Senior Vice President, Model Risk Management and Enterprise Risk Management, City National Bank

Stephen Hsu
Senior Vice President, Head of Model Risk Management, Pacific Western Bank

Sally Mayo
Senior Vice President, Head of Model Risk Management, East West Bank

Andrew Feng
Principal Financial Analyst, Federal Housing Finance Agency

Alexandra Onosova
Senior Manager, Federal Reserve Bank of San Francisco

2020 Sponsors

• Cluster Seven
• Incisive
• MountainView
• Fiddler
• SAS
• Accenture