Model Risk Management 2018 - Europe | Infopro Digital Risk | 24 October 2018 | Radisson Blu Edwardian Bloomsbury Street Hotel, 9-13 Bloomsbury St, Bloomsbury, London WC1B 3QD, UK
Venue
Radisson Blu Edwardian Bloomsbury Street Hotel
Radisson Blu Edwardian Bloomsbury Street Hotel, 9-13 Bloomsbury St, Bloomsbury, London WC1B 3QD, UK
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| Event Date |
Wed Oct 24 BST - Thu Oct 25 BST (about 6 years ago)
In your timezone (EST): Wed Oct 24 12:00am - Thu Oct 25 12:00am |
| Location |
Radisson Blu Edwardian Bloomsbury Street Hotel
9-13 Bloomsbury St, Bloomsbury, London WC1B 3QD, UK |
| Region | EMEA |
Details
The application of model risk management is becoming ever more important for banks as the reliance on models to meet regulatory challenges and improve business performance increases. Risk.net is launching the Model Risk Management Summit to look at the analytical skills, governance and structures required for effective model risk management and the role that big data analytics and machine learning have to play. Attention will also focus on the expectations and impact of the Ecb's Targeted Review of Internal Models. Scrutiny of the adequacy and consistency of internal models is being pushed up the regulatory agenda and this conference will examine how European banks are prioritizing compliance efforts and what this means for the future of internal models.
Speakers
2018 Speakers
Christoffer Kok
Deputy Head of Division- Stress Test Modelling Division, DG Macroprudential Policy and Financial Stability, European Central Bank
Dherminder Kainth
Senior Risk Specialist- Model Risk Manangement, PRA
Marlene Lenarduzzi
Vice-President and Head, BMO Model Validation, BMO
Eduardo Epperlein
Managing Director, Global Head of Risk Methodology, Nomura International
Slava Obraztsov
Managing Director, Global Head of Model Validation, Nomura International
Paul Burnett
Head of Traded Risk Analytics, Global Risk Analytics, HSBC
Peter Quell
Head of Portfolio Analytics for Market and Credit Risk, DZ BANK
Azar Khurshid
Global FRTB Programme Director, MIZUHO
Suman Datta
Head Portfolio Quantitative Research CB Markets, Lloyds Bank Commercial Banking
Roberto Torresetti
Head of Risk Management, Banca Carige
Rajiv Sesodia
Managing Director, Global Head of Quantitative Model Risk, Standard Chartered
Keith Garbutt
Co-head of Model Risk Management, Credit Suisse
Lutz Weinert
Director-group Market Risk, Commerzbank
Dr. Milan Dragaš
Head, Market Risk Analytics, Europe, Standard Chartered Bank
Vladimir Chorniy
Senior Technical Lead, Bnp Paribas
Adolfo Montoro
Director, Market Risk Management & Risk Methodology - Global Head of Market Data Strategy & Analytics. Deutsche Bank
Anish Shah
Senior Audit Manager, Quantitative Models, Royal Bank of Scotland