Model Risk Management 2018 | 19 September 2018 | Millennium Gloucester Hotel London Kensington, 4-18 Harrington Gardens, Kensington, London SW7 4LH, UK

Gain Insight into Emerging Best Practices in Model Risk Management

• Hear the latest thinking in managing model risk infrastructure.
• Manage model risk for models across a variety of use cases.
• Explore how to achieve compliance culture across all levels of operation.
• Discover the practical approaches to the evolution of model risk management.

Examine the latest regulatory developments
• Learn how to best streamline your preparations, the requirements of the regulator, and ease the operational burden.
• Explore the Targeted Review of Internal Models (TRIM) initiative.
• Hear from the PRA regarding SS 3/18 (Regulatory Paper on Model Risk Management for Stress Testing Models) -- and where we go next.

Technical Considerations for Best Management of Model Risks
• Discuss which model risks are most crucial to manage.
• Learn how best to mitigate model limitations and monitor performance.
• Benefit from the latest thinking in model risk quantification and aggregation.

2018 Speakers

Grazia Rapisarda
Head of Model Risk Governance, Royal Bank of Scotland

Mark Carey
Co-President, GARP Risk Institute

Jo Paisley
Co-President, GARP Risk Institute

Diederick Potgieter
Senior Risk Specialist, Bank of England – Prudential Regulation Authority

Clare Beale
Global Head of Model Risk Management and Model Risk Steward, HSBC

Lars Popken
Global Head of Risk Methodology, Deutsche Bank

Jos Gheerardyn
CEO, Yields.io

Slava Obraztsov
Managing Director, Global Head of Model Validation, Nomura

Peter Quell
Head of Portfolio Modelling for Market and Credit Risk, DZ Bank

Naz Jhalli
Deputy Head of Balance Sheet Risk Control, Nordea

Tanguy Dehapiot
Head of Valuation Risk, BNP Paribas

Laurent-Olivier Valigny
Head of Valuation Risk, Global Valuations Group, Product Control, HSBC

Suman Datta
Head, Portfolio Quantitative Research, Financial Markets, Lloyds Bank Commercial Banking

Tanveer Bhatti
Member of the Board, Rutgers Graduate School of Management

Alan Forrest
Head of Independent Validation Unit, Clydesdale Bank

Anne-Cécile Krieg
Head of Model Risk Management Program, Société Générale

Guillaume Figer
Group Model Risk Officer, Société Générale

Raphael Albrecht
Head of IRC Methodology, Credit Suisse

2018 Sponsor and Partner

GOLD SPONSOR
• Yields.io

MEDIA PARTNERS
• The Global Association of Risk Professionals (GARP)
• The OTC Space