Advanced Model Risk

Advanced Model Risk

Enhancing model risk practices and leveraging advanced technology capabilities

FREE TO ATTEND
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ADVANCED MODEL RISK

March 24-25, 2021

Key topics include

MODEL VOLATILITY
How models reacted to the turbulence of 2020 and 2021 outlook

REGULATION
Regulatory update with increased use of technology and automation

AUTOMATION
Potential uses of automation and role of model risk teams

ETHICS AND BIAS
Removing bias from AI models and maintaining oversight

NON-QUANTITATIVE INPUTS
Treatment of unconventional models and inputs

INVENTORY
Tracking entire model inventory for oversight of usage

VALIDATION
Validation techniques for diversity of models and applications

DEEP LEARNING
New techniques and opportunities of deep learning capabilities within risk teams

View the full agenda here
Agus Sudjianto

Agus Sudjianto
EVP, Head of Corporate Model Risk
Wells Fargo

Moez Hababou

Moez Hababou
Director, Model Risk Management
BNP Paribas

Seyhun Hepdogan

Seyhun Hepdogan
Director, Model Risk Management
Discover Financial Services

Jens Jakob Rasmussen

Jens Jakob Rasmussen
Head of Model Risk & Validation
Nordea

David Palmer

David Palmer
Senior Supervisory Financial Analyst
Federal Reserve Board

NIKOLAI-KUKJARKIN-120x120

Nikolai Kukharkin
MD, Head of Model Risk Management
TIAA

Datta Suman

Suman Datta
Head of Portfolio Quantitative Research
Lloyds Bank – Group Corporate Treasury

Fares Triki

Fares Triki
Head of Model Risk Management
MUFG Securities EMEA plc

View the full speaker line up
Sponsorship

CAN YOUR ORGANIZATION CONTRIBUTE?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact sales@cefpro.com or call us on +1 888 677 7007 / +44 (0) 20 7164 6582 where a member of the team will be happy to tailor the right package for you.

Event Starting at 10:00am EST / 3:00pm GMT
Day One | March 24, 2021

MODEL VOLATILITY – PANEL DISCUSSION

10:00 Reviewing model reaction to COVID-19 and assessing the impact of volatility in 2021

  • How models adapted to changing environment in 2020
  • Impact of changes to market behaviors and macroeconomic variables
  • Managing capital models
  • Maintaining models as variables continue to change

Mohit Dhillon, Managing Director, Quantitative Analytics, Barclays
Alexey Smurov, SVP, Balance Sheet Analytics and Modeling, PNC Bank
Moez Hababou, Director, Model Risk Management, BNP Paribas

MODEL RISK MEASUREMENT

10:40 Quantification of model risk and tiering of models for a risk sensitive approach

  • Risk sensitive model risk management
  • Model information and risk drivers
  • Risk measurement and model tiering – with AI challenges
  • Risk appetite statement metrics

Fares Triki, Head of Model Risk Management, MUFG Securities

11:10 Networking break

VALIDATION

11:30 The risk manager’s role in combatting model risk through model validation

  • What exactly is the role of risk management in addressing FEC?
  • What is a model and what does it mean for model risk management
  • The challenges of introducing model governance
  • Model Validation at ING: a new era of model validation
  • Challenges and Lessons learned during model validation

Ayan Mukherjee, Product Owner, Data Science Model Validation, ING

12:00 Updating validation approaches and techniques with continued advances in model inventory and definition

  • Expanding model risk to incorporate AI/ML applications
  • Integrating control framework approach to non-models
  • Improving efficiencies through AI and machine learning adoption
  • Monitoring the pace of change to benefit customers
  • Strengthening risk and accelerating adoption
  • Balancing quantitative and risk thinking in a model risk team
  • Streamlining model risk practices to manage risks with emerging practices and applications
  • Model risk as a key contributor to risk management

Chris Smigielski, Director, Model Risk Management, Arvest Bank

INVENTORY – PANEL DISCUSSION

12:30 Ensuring completeness and accuracy of model inventory to monitor uses across all areas

  • Identifying what models are in use in different areas
  • Cross section of model population for specific exercises
  • Ensuring model owners understand guidance and frameworks
  • Understanding all uses for a specific model
    • Validation requirements when using a model for purposes it was not built for

Jens Jakob Rasmussen, Head of Model Risk & Validation, Nordea
Suman Datta, Head of Portfolio Quantitative Research, Lloyds Bank – Group Corporate Treasury
Nikolai Kukharkin, MD, Head of Model Risk Management, TIAA

1:10 Closing remarks and end of day one

Day Two | March 25, 2021

AUTOMATION

10:00 Automation in model risk management

  • Global Drivers of Automation
    • Technology shift, skilled labor and regulatory environment
  • Automation in model risk management
    • Development, implementation, data lifecycle, process design & automation
    • Validation: AI/ML & SR11-7 & Framework, continuous validation and COVID-19 backlog
  • Cloud and model as a service

Julian Horky, Head of Risk Controlling, Berenberg Capital Markets

ETHICS AND BIAS – PANEL DISCUSSION

10:30 Ethics and machine learning: Removing and continuously monitoring for bias in applications

  • Regulations across institutions and industries
  • Protecting customers from bias
  • Model explainability to understand outputs
  • Reporting results to regulators

Seyhun Hepdogan, Senior Director, Model Risk Management, Discover Financial Services
Peng Wu, Head of Corporate Model Risk and Responsible AI Strategy, PayPal
Xiaoling Yu, Director, Model Validation, Key Bank

11:10 Networking break

EXTENDED INDUSTRY SESSION
WELLS FARGO CASE STUDY

11:30 Advanced interpretable machine learning

Wells Fargo will undertake an extensive and intensive masterclass on the practical application of machine learning for effective model risk management. Using practical examples and insights, the extended session will allow for a deep-dive and interaction with industry professionals. 

Led by:

Agus Sudjianto, EVP, Head of Corporate Model Risk, Wells Fargo

  • Deep ReLU networks as interpretable and self-explanatory machine learning models

Aijun Zhang, Wells Fargo

  • Interpretable convolutional neural network NLP models

Vivien Zhao, Wells Fargo
Tarun Joshi, Quantitative Analytics Manager, AI and NLP, Wells Fargo

  • Interpretable ensemble machine learning models

Jie Chen, MD, Corporate Model Risk, Wells Fargo

1:00 Closing remarks and end of Advanced Model Risk Forum 2021

Speakers
JIE-CHEN

Jie Chen
MD, Corporate Model Risk
Wells Fargo

Biography

Jie Chen is Managing Director in the Advanced Technologies for Modeling (AToM) Group of Corporate Model Risk at Wells Fargo. She is leading the Statistical Modeling and Machine Learning team, focusing on development of cutting-edge models, algorithms, and a computing platform to advance the Bank’s practice in the areas of credit, operational, and market risk management. She has over ten year experience on machine learning, artificial intelligence and advanced statistics in the banking industry.  Jie holds a Ph.D. in Statistics from the Stewart School of Industrial and Systems Engineering at the Georgia Institute of Technology.

SUMAN-DATTA

Suman Datta
Head of Portfolio Quantitative Research
Lloyds Bank – Group Corporate Treasury

Biography

I head up the Portfolio Quantitative Research function within Lloyds Banking Group Markets division and am responsible for strategic cross-asset portfolio analytics covering FRTB, Prudential Valuation, Initial Margin, PnL Attribution and Stress Testing. I am also the business/IT partner for architecting the next-generation risk and valuation platform to be used by trading, risk and finance functions. My background is in quantitative finance, technology and business strategy and my key areas of interest are in bank regulation, digitisation and application of quantitative methods in new areas within finance

MOHIT-DHILLON

Mohit Dhillon
MD, Quantiative Analytics
Barclays

Biography

Mohit Dhillon is a Managing Director in Barclays, leading a broad and diverse group within the Quantitative Analytics function. Mohit’s remit includes overseeing all credit risk modelling for Barclays International Consumer portfolios with a strong focus on AIRB, IFRS9, CECL, CCAR and credit decision models.
Mohit is based in New York and has been with Barclays for 14 years. He has covered the complete risk life-cycle and all asset classes.

MOEZ-HABABOU

Moez Hababou
Director Model Risk Management
BNP Paribas

Biography

Dr. Hababou is Director, Independent Risk & Control at BNP Paribas. He heads Model Risk Management activities for the Capital Planning, Credit Risk, Financial Security at CIB Americas. He has a BA from IHEC Carthage (Tunisia), a Master in Finance from Laval University (Quebec City, Canada) and a Ph.D. in Management Science from York University (Toronto, Canada). His professional experience spans various areas including Model Risk Management, Credit Risk, Decision Sciences, AI/ML, Predictive Modeling, and Marketing Research. He has previously worked for UBS, Barclays Capital, Royal Bank of Scotland, Shorebank Corp, and Manugistics. He has published in several journals including Omega, Political Sciences, Customer Needs and Solutions, the Journal of Productivity Analysis and the Federal Reserve Conference Proceedings.

Seyhun

Seyhun Hepdogan
Senior Director, Model Risk Management
Discover Financial Services

Biography

Seyhun Hepdogan is Senior Director of Model Risk Management for Discover Financial Services. He is responsible for all business-as-usual models including originations, portfolio risk, collections, marketing, fraud and AML models. Under his direction, his team oversees the model risk across the company and develops models, frameworks and governance. He and his team play an integral role in transitioning to machine learning models. Prior to his Discover Financial Services experience, Seyhun was Senior Director of Model Risk for Santander Holdings USA, responsible for fraud, AML, operational risk, commercial credit risk. He holds a Ph.D. in Industrial Engineering from University of Central Florida.

JULIANHORKY

Julian Horky
Head of Risk Controlling
Berenberg Capital Markets

Biography

I am the Head of Risk Controlling at Berenberg Capital Markets, responsible for its risk management program and selected high-profile projects. Before returning to the industry, I worked as a Senior Manager in the Enterprise Risk and Quantitative Advisory practice of a large US consulting firm. I gained significant experience working for global financial institutions throughout my career, both in Europe and the United States, where I focused mainly on technology transformation and modeling projects in finance, risk, treasury and model risk management departments across the industry.
I have the technical skillset needed to clearly communicate the requirements associated with large and complex automation projects, and I regularly present on the topics of model risk management and model implementation.

Tarun Joshi

Tarun Joshi
Quantitative Analytics Manager, AI and NLP
Wells Fargo

Biography

Tarun Joshi is Head of Artificial Intelligence and Automation team in the Advanced Technologies for Modelling (AToM) Group of Corporate Model Risk at Wells Fargo. He is leading the Artificial Intelligence and Automation team, focusing on development of cutting-edge Artificial Intelligence models, algorithms, and an automation platform to advance the Bank’s practice in the areas of credit, operational, and market risk management. Tarun holds a Ph.D. in Computer Science from University of Cincinnati, and a bachelor’s degree in Computer Science from Indian Institute of Technology, Roorkee.

NIKOLAI-KUKJARKIN

Nikolai Kukharkin
MD, Head of Model Risk Management
TIAA

Biography

Nikolai Kukharkin is Managing Director, Head of Model Risk Management at TIAA. His team is responsible for TIAA’s Model Risk Management program, including model validation and governance activities such as risk rating of models, model performance review, and reporting and oversight of model risk.
Mr. Kukharkin has over 20 years of experience in risk management. He joined TIAA in 2017 after 14 years with UBS, where most recently he was the Global Head of Model Risk Management & Control, leading the design and implementation of a firm-wide Model Risk Management framework. Previously, Mr. Kukharkin served as a VP, Model Risk Officer at JPMorganChase Model Review Group for 5 years.
Mr. Kukharkin holds PhD in Plasma Physics from Moscow Institute of Physics and Technology and started his career in 1990s as a research physicist at the National Research Center “Kurchatov Institute” in Moscow, and later in the Department of Mechanical and Aerospace Engineering at Princeton University.

AYAN-MUKHERJEE

Ayan Mukherjee
Product Owner, Data Science Model Validation
ING

Biography

I joined ING in February 2020 as the Senior Product Owner of the Model Validation chapter which is responsible for the validation of the non-regulatory models within the bank covering areas like Know Your Customer, Loan Pricing and other Advanced Analytics model, and lies within the umbrella of MoRM. As a PO, I am responsible for the backlog and project management as well as stakeholder management for the entire chapter.

Prior to joining ING, I was working as the Senior Manager and Client Relationship Manager for Genpact and was based out of Boston, USA. My team was responsible for validation of the client bank’s Credit Risk and Stress Testing models. In total, I have 12 years of experience in banking and financial services domain.

David Palmer

David Palmer
Senior Supervisory Financial Analyst
Federal Reserve Board

Biography

David Palmer is a senior supervisory financial analyst in the Division of Banking Supervision and Regulation at the Federal Reserve Board. He focuses on several primary topic areas, including banks’ capital planning practices, banks’ model risk management practices, banks’ and supervisors’ stress testing activities, validation of supervisory stress testing models, and banks’ credit risk capital models. He engages in both policy-related projects as well as on-site examinations. David was a primary author of the Federal Reserve’s Supervisory Guidance on Model Risk Management (SR 11-7), issued in April 2011 jointly with the OCC (and more recently with FDIC), and continues to lead the implementation of that guidance within the Federal Reserve. He was also a key contributor to the Federal Reserve’s supervisory guidance on capital planning for large firms issued in December 2015 (SR Letters 15-18 and 15-19), as well as to the Federal Reserve’s final rules to implement Dodd-Frank stress testing requirements and the Federal Reserve’s Capital Plan Rule.  More recently, David has been involved in evaluating supervised firms’ use of fintech, including artificial intelligence/machine learning.

He has a bachelor’s degree from Oberlin College and a master’s degree from Georgetown University.

JENS-JAKOB-RASMUSSEN

Jens Jakob Rasmussen
Head of Model Risk & Validation
Nordea

Biography

Jens Jakob Baltzer Rasmussen, Director and Head of Model Risk and Validation at Nordea, has 20+ years’ experience within the baking sector. Have held various positions across all three lines of defence in Nordic banks. Joined Nordea’s Wholesale Banking division in 2004 working primarily with credit, rates and inflation pricing models and product structuring. In 2016 moved to a role as head of Pricing Model Validation in Nordea’s 2nd line Group Risk function. Now heading the Model Risk and Validation unit with responsibility for model validation across all model areas as well as defining and maintaining model risk frameworks across the Group.

Chris Smigielski

Chris Smigielski
Director, Model Risk Management
Arvest Bank

Biography

With over 30 years of financial services industry experience, Chris has an in-depth knowledge of model governance, model validation, financial model development, market risk modeling, Asset Liability Management, and team development. Chris is currently the Director of Model Risk Management at Arvest Bank and was previously Vice President, Director of Model Risk Management at TIAA Bank for five years. His experience includes leadership roles at Diebold and Fiserv, where he consulted with financial institutions nationally and internationally to design and implement financial strategies to maximize productivity and growth, as well as Asset/Liability Management and quantitative analysis at HSBC and First Niagara Banks.

Alexey

Alexey Smurov
SVP, Balance Sheet Analytics and Modeling
PNC Bank

Biography

Alexey Smurov has over 15 years of experience in the financial services industry and is a frequent speaker at industry conferences. He currently serves as a Senior Vice President at PNC Bank, where his group is responsible for development of Mortgage and Home Equity models for the purposes of stress testing (CCAR/DFAST), financial reporting (CECL) and regulatory capital (Basel). He also serves as an Adjunct Professor at the Department of Finance at George Washington University. Prior to that, Alexey spent 6 years at Capital One as a Senior Director and Head of Capital Model Validation in the areas of Credit, Counterparty, Operational and Market risk. He also worked as a Director or Credit Analytics at Fannie Mae and taught economics at the University of Georgia from which he earned his PhD in Economics in 2004. He also holds the Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), Energy Risk Professional (ERP) and Professional Risk Manager (PRM) designations.

Agus Pic

Agus Sudjianto
EVP, Head of Corporate Model Risk
Wells Fargo

Biography

Agus Sudjianto is an executive vice president, head of Model Risk and a member of Management Committee at Wells Fargo, where he is responsible for enterprise model risk management.

Prior to his current position, Agus was the modeling and analytics director and chief model risk officer at Lloyds Banking Group in the United Kingdom. Before joining Lloyds, he was an executive and head of Quantitative Risk at Bank of America.

Prior to his career in banking, he was a product design manager in the Powertrain Division of Ford Motor Company.

Agus holds several U.S. patents in both finance and engineering. He has published numerous technical papers and is a co-author of Design and Modeling for Computer Experiments. His technical expertise and interests include quantitative risk, particularly credit risk modeling, machine learning and computational statistics.

He holds masters and doctorate degrees in engineering and management from Wayne State University and the Massachusetts Institute of Technology.

FaresTriki

Fares Triki
Head of Model Risk Management
MUFG Securities

Biography

Fares Triki is currently Head of Model Risk Management at MUFG Securities EMEA. He has an extensive risk and pricing quantitative modelling experience. Previously he worked at Credit Suisse, Markit, BNP Paribas, Fitch Ratings, and Banque de France, in quantitative measurement of products and risks, in topics ranging from market, counterparty and credit risks to systemic risks and macroprudential regulations. He holds an MPhil in Economics, an MSc in Finance, and is graduated from a leading French institution in science and technology from Institut Polytechnique de Paris. Fares has multiple contributions in academic journals and industry conferences.

PENGWU

Peng Wu
Head of Corporate Model Risk and Responsible AI Strategy
PayPal

Biography

Peng Wu is heading the Model Risk Function at PayPal, where he has global responsibilities of developing responsible AI strategy and managing models risks in AI/ML applications, financial models, and credit underwriting models. Before joining PayPal, he was SVP of Model Development with Santander US Holdings. He previously worked as principal economist with Fannie Mae and held modeling leadership roles with GE Capital and Exelon. He received his Ph.D. in operations research from the University of California at Davis.

XIAOLING-YU

Xiaoling Yu
Director, Model Validation
Key Bank

Biography

Xiaoling (Sean) Yu is an SVP and Director of Model Validation at KeyBank, with 15 years of experience in the financial services industry in different quantitative modeling roles. His areas of functional expertise include Consumer and Commercial Credit Risk, Stress Testing, Allowance/Reserve, Capital Modeling, Fair Lending, AML, Risk Analytics, and Model Governance. Prior to Key, Sean was a Sr. Group Manager of Quantitative Analytics and Model Development in PNC Financial Service Group. He started his financial services career in National City Bank as a Sr. Capital Allocation Analyst after worked as a Research Consultant at the Center for Regional Economic Issues of Case Western Reserve University. Sean has a Ph.D. in Economics from Case Western Reserve University, and a Master in Management Science and a Bachelor in Industrial Economics from Tianjin University.

AijunZhangProfile[1]

Aijun Zhang
Quantitative Researcher
Wells Fargo

Biography

Aijun Zhang recently joined Corporate Model Risk at Wells Fargo as a quantitative researcher. His research interests include machine learning and explainable artificial intelligence. He received his Ph.D. degree in Statistics from the University of Michigan at Ann Arbor in 2009. Dr. Zhang has published over 25 papers in professional conferences and journals.

VIVIEN-ZHAO

Vivien Zhao
Quantitiative Analytics Specialist
Wells Fargo

Biography

Wei Zhao is a Quantitative Analytics Specialist in the Advanced Technologies for Modelling (AToM) Group of Corporate Model Risk at Wells Fargo. She is focusing on development of cutting-edge Artificial Intelligence models and algorithms to advance the Bank’s practice in the areas of credit and operational risk management. She holds a Ph.D. in Statistics from North Carolina State University, and a bachelor’s degree in Statistics from Beijing Normal University.

Sponsorship
CAN YOUR ORGANIZATION CONTRIBUTE?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact sales@cefpro.com or call us on +44 (0) 20 7164 6582 where a member of the team will be happy to tailor the right package for you.

25th February 2021
Mohit Dhillon, MD, Quantitative Analytics, Barclays

Reviewing model reaction to COVID-19 and assessing the impact of volatility in 2021

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Mohit Dhillion, Managing Director, Quantitative Analytics, […]
25th February 2021
Fares Triki, Head of model risk Management MUFG securities

Quantification of model risk and tiering of models for a risk sensitive approach

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Fares Triki, Head of Model Risk […]
22nd February 2021
Julian Horky, Head of Risk Controlling, Berenberg Capital Markets

Automation in model risk management

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Julian Horky, Head of Risk Controlling, […]
7th September 2020
Oskar Rogg, Head of Treasury, Credit Agricole

What a difference a year makes – Looking at the liquidity and repo markets going forward

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Oskar Rogg, Head of Treasury, Credit […]
1st September 2020
Tom Wipf, Vice Chairman of Institutional Securities, Morgan Stanley / Chairman, ARRC

The ARRC’s progress to date and priorities going forward in the transition

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Tom Wipf, Vice Chairman of Institutional […]
1st September 2020
Martin Lange, Director, Client Experience Strategy, BNY Mellon

Establishing a mature client experience practice as part of the digital transformation strategy

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Martin Lange, Director, Client Experience Strategy, […]
1st September 2020
Alpa Inamdar, Head of Third Party Governance Advisory, BNY Mellon

Developing business continuity and incident response plans for damage limitation in a loss event

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Alpa Inamdar, Head of Third Party […]
1st September 2020
Oscar Kitasoboka, Chief Actuary, UAE Insurance Authority

Communication and understanding of impacts of IFRS17 on company accounts to internal and external stakeholders

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Oscar Kitasoboka, Chief Actuary, UAE Insurance […]
24th June 2020
Bill Coen

Has regulation gone too far or is there still more to be done?

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Bill Coen, Former Secretary General, Basel […]
9th March 2020
Jim Maimone

Reviewing the evolution and changing nature of the payments landscape and future expectations

By Jim Maimone, SVP, Senior Enterprise Payments Platform Product Manager, Citizens Bank
9th March 2020
Chris Smigielski

Model Inventory: Tools and techniques for an accurate inventory

By Chris Smigielski, Model Risk Director, Arvest Bank
2nd March 2020
Apurva Anand

Measurement and quantification of model risk: Aggregating model risk for a holistic view

By Apurva Anand, Director – Model Risk Management, Barclays
2nd March 2020
Julia Lo

Risk identification and risk reporting as a value added process to drive decision making

By Julia Lo, Director, Internal Audit, Prudential
21st February 2020

Building resilience principles into operational risk to maintain critical services

By Melissa Mellen, Officer and Department Head of Policy, Analytics and Vendor Strategy, Federal Reserve Bank of New York
19th February 2020
James Bone

Positioning and evolving privacy programs to account for different programs across jurisdictions

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By James Bone, Lecturer in Discipline, ERM, […]
17th February 2020
Roderick A Powell

Best practices for validating machine learning models

By Roderick A Powell, SVP, Head of Model Risk Management, Ameris Bank
17th February 2020
Heather Russel

Incorporating model risk management principles across lines of business and risk

By Heather Russell, Director Model Risk Management, Bank of America
14th February 2020
Bill Coen

Has regulation gone too far or is there still more to be done?

By Bill Coen, Basel Committee on Banking Supervision & Chair, IFRS Advisory Council
12th February 2020
Daniel Hoyt - Head of Model Validation

Definition and classification of a model under the global guidelines and treatments across the institution

By Daniel Hoyt, Head of Model Validation, Euroclear
12th February 2020
Nison Nagdimov

Changing culture to incentivize and promote good conduct

By Nison Nagdimov, Senior Operational Risk Manager, Citi
28th October 2019

ClimWISE – Assessment of climate risk for credit portfolios

Article by Deloitte
21st October 2019

Integration of stress testing with financial planning and driving strategic decisions

By Venkat Iyer, Director of PPNR Forecasting, Santander The insights in this article are not necessarily representative of Santander
21st October 2019

How to leverage stress testing for strategic and competitive advantage

By Ty Lambert, Chief Data Analytics Officer, BancorpSouth
10th October 2019

Model risk management in CECL

4th October 2019

CECL model implementation and execution: 1st line model validation / risk management and running alongside stress tests in a cohesive framework

By Michael Jacobs, Lead Quantitative Analytics and Modeling Expert, PNC
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