Model Risk Management 2021 | Marcus Evans | 13 September 2021 | TBA, London, UK

10 years ago banks in the US were presented with SR11-7, a regulation that revolutionized model risk management in the US, moving it away from a more limited model validation exercise towards a more mature risk management discipline. Whilst there is not the same regulatory preion in Europe, banks are taking their lead from both regulators and global best practice. Accordingly the 2010s have seen boom in MRM. Yet as methods have become more refined and departments have become increasingly byzantine, firms are now positioned to ask whether MRM is delivering value for money and whether teams are delivering on agility and efficacy. This meeting will give practical advice on how banks can balance the more pioneering and forward-looking model risk approaches with an agile and commercially viable MRM function that balances pragmatism with efficacy, and delivers value for money for the bank.

2021 Speakers

Lian van Oudheusden
Head, Model Risk Management, First Rand Bank

Jon Hill
Adjunct Professor of Financial Risk Engineering, New York University

Gilles Artaud
Head of Model Risk Audit, Credit Agricole

Slava Obraztsov
Global Head of Model Risk, Nomura

Anna Schneebeli
Head of CFO, AM, and GWM Models Validation, UBS

Agus Sudjianto
Executive Vice President and Head of Model Risk, Wells Fargo

David Palmer
Senior Supervisory Financial Analyst, Federal Reserve Board

Rimantas Semis
Head of Group Credit Risk Model Validation, SEB

2021 Sponsors

• MathWorks
• Protiviti
• Management Solutions

MEDIA PARTNERS:
• GLOBALRISK COMMUNITY
• Private BANKING
• FINTECH FINANCE