2nd Annual Model Risk Management in Banking 2020 | Marcus Evans | 16 September 2020 | London Marriott Hotel Canary Wharf, 22 Hertsmere Rd, Canary Wharf, London E14 4ED, United Kingdom

Why you should attend:
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.

2020 Speakers

Jon Hill
Head, New York Chapter, MRMIA

Slava Obraztsov
Global Head, Model Risk, Nomura

Suman Datta
Head, Portfolio Quantitative Research, Lloyds Banking Group

Koen Verheyden
Head, Mission, Inspection National, Bank of Belgium

Boris Grabovickic
Head, Model and Portfolio Risk Management, Addiko Bank

Alan Forrest
Head, Independent Validation, Clydesdale and Yorkshire Bank

Sanja Hukovic
Head, Model Validation, London Stock Exchange

Rimantas Semis
Head, Group Credit Risk Model Validation, SEB

2020 Sponsors

• CloseIT
• Management Solutions
• Math Works