AFIRE 2nd Annual Model Risk Management in Banking 2021 | Marcus Evans | 8 February 2021 | Online, Live+

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.

Despite the current circumstances, we know your appetite for key business insights remains so our Live+ digital platform enables you to fully participate in the event remotely. Of course it provides access to live online streams of all session, but much more than that, it ensures you are able to engage with speakers directly allowing you to participate in Q&A, relevant breakout groups as well as event polling and other insights and resources delivered during the event. We realise interacting with other delegates is key to your event experience, so our innovate online solution allows you to set up online meetings with other virtual and physical attendees throughout the event; ensuring you still walk away with those key contacts that can make a tangible difference to you and your business. The platform will continue to host all event content on-demand for you to re-visit and continue to access for up to 6 months post event.

Key Topics:
• Credit Suisse create consensus on model definition and classification while model scope is constantly expanding
• Credit Agricole explore the beginning stages of using machine learning methods to validate ‘traditional’ and AI based models
• ING tackles the issue of explainability around AI models and how to assess and manage the risks involved
• Intesa Sanpaolo share insights on their approaches to automating model validation through machine learning

2021 Speakers

Jon Hill
Head, New York Chapter, New York University

Gilles Artaud
Head of Model Risk, Credit Agricole

Slava Obraztsov
Global Head of Model Risk, Nomura

Sanja Hukovic
Head of Model Validation, London Stock Exchange

Rimantas Semis
Head of Group Credit Risk Model Validation, SEB

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

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

Suman Datta
Head of Portfolio Quantitative Research, Lloyds Banking Group

2021 Sponsors and Partners

WORKSHOP SPONSOR:
• CloseIT

SPONSORS:
• Management Solutions
• FICO
• Cognitive Scale
• MitraTech

EVENT PARTNERS:
• Global Risk Community
• Peer2Peer Finance News
• Asset-Backed