3rd Annual Model Risk Management USA 2020 | Risk Insights |

Regulatory expectations as model risk management continues to evolve across jurisdictions. Increasing efficiency, removing bias in output and limiting reputational risks. Bringing effective validation and governance into the scope of model risk management. Evaluating and looking beyond conceptual soundness of single use of models. Early readings and approaches from large vs. small institutions. The future state of model risk management: Evolution of model definition, uses and management

2019 Past 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 Bank

Manish Chakrabarti
US Head of Model Risk, BNP Paribas

Albert Chin
Head of Model Risk Management, Signature Bank

Petr Chovanec
Director, Business Modeling and Forecasting, UBS

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

Snehal Kanakia
Director of Model Risk, Bank of America

Julia Litvinova
Head of Model Validation, MD, State Street

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

Stephen Meili
Managing Director, Risk Management, Citi

Barbora Meunier
Head of Model Risk Governance, Societe Generale

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

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

Juan Salafranca
Head of Retail Credit Risk Models, BBVA Compass

Deniz Senturk
Head of Model Risk Management, State Street

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

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

MASTERCLASS SPEAKERS:

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

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

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

2020 Sponsor

ASSOCIATE SPONSOR:
• ClusterSeven