2nd Annual Model Risk Management 2019 | Center for Financial Professionals | 7 October 2019 | Millennium Times Square New York, 145 W 44th St, New York, NY 10036, USA

Key highlights of this course included:

NETWORKING
• Meet industry experts across a range of financial institutions to interact and discuss key topics

MODEL RISK MANAGEMENT CULTURE
• Effective challenge, governance and validation

GUEST SPEAKERS
• Insight from Credit Suisse, Federal Reserve Bank of Richmond and Federal Reserve Bank of Chicago – with more to be confirmed!

MODEL INVENTORY MANAGEMENT
• Finding all models in the institution and ongoing detection

CASE STUDIES
• Day two features 4 individual validation case studies with interactive group elements

LIFECYCLE OF A MODEL
• From data through to revalidation

GROUP EXERCISES
• Group exercises and activities will be incorporated across the two days to further develop understanding of concepts

THE FUTURE STATE OF MODEL RISK
• Adaptable, efficient and effective

2019 Speakers

Toks Adekoya
Director Model Risk Management, CIT

Kash Agrawal
Director, Quantitative Analytics, Barclays Capital

Emre Balta
Head of Financial, Market, AML Model Validation, US BankManish Chakrabarti, US Head of Model Risk, BNP Paribas

Manish Chakrabarti
US Head of Model Risk, BNP Paribas

Sudip Chatterjee
Managing Director, BDO

Albert Chin
Head of Model Risk Management, Signature BankPetr Chovanec, Director, Business Modeling and Forecasting, UBS

Petr Chovanec
Director, Business Modeling and Forecasting, UBS

Richard Cooperstein
Director of Model Risk Management, Andrew Davidson &Co., Inc.

Katie Hysenbegasi
Managing Director, Head of Credit Risk Modeling Team, Risk and Compliance, BNY Mellon

Michael Jacobs
Lead Quantitative Analytics and Modeling Expert, PNC

Snehal Kanakia
Director, Model Risk, Capital One

Nikolai Kukharkin
Head of Model Risk Management, Managing Director, TIAA

Julia Litvinova
Head of Model Validation, MD, State Street

Wei Ma
Head of Model Risk Management, Sumitomo Mitsui Banking Corp

Arindam Majumdar
Director of Enterprise Risk Management, Analytics and Reporting, Bank OZK

Stephen Meili
Managing Director, Risk Management, Citi

Barbora Meunier
Head of Model Risk Governance, Societe General

Lourenco Miranda
Managing Director, Regional Head of Model Risk Management (Americas), Societe Generale

Paul O’Donovan
Director, US Model Governance, BMO Financial

David Palmer
Division of Banking Supervision and Regulation, Federal Reserve Board

Juan Salafranca
Head of Retail Credit Risk Models, BBVA Compass

Chris Smigielski
Director, Model Risk Management, Arvest Bank

Daniel Ward
Head of CIB US Model Risk Management, Risk Innovation, BNP Paribas

Ximena Zambrano
Head of Qualitative Model Validation, Wells Fargo

Katherine Zhang
MD, Head of Integrated Analytics Team, State Street

Jing Zou
Managing Director, Model Risk Management, Royal Bank of Canada

Dr. Jie Chen
Head of Statistics and Machine Learning, Wells Fargo

Dr. Bernhard Hientzsch
Head of Model, Library, and Tools Development, Wells Fargo

Dr. Harsh Singhal
Head of Decision Science and Artificial Intelligence Validation, Wells Fargo

Dr. Agus Sudjianto
Head of Corporate Model Risk, Wells Fargo

2019 Sponsors

CO-SPONSORS:
• Andrew Davidson & Co.

ASSOCIATE SPONSOR:
• BDO

EXHIBITOR:
• MathWorks