Model Risk Management

MODEL RISK MANAGEMENT

September TBC, 2019 | North America

Key highlights of this course included:

NETWORKING
Meet industry experts across a range of financial institutions to interact and discuss key topics

MODEL RISK MANAGEMENT CULTURE
Effective challenge, governance and validation

GUEST SPEAKERS
Insight from Credit Suisse, Federal Reserve Bank of Richmond and Federal Reserve Bank of Chicago – with more to be confirmed!

MODEL INVENTORY MANAGEMENT
Finding all models in the institution and ongoing detection

CASE STUDIES
Day two features 4 individual validation case studies with interactive group elements

LIFECYCLE OF A MODEL
From data through to revalidation

GROUP EXERCISES
Group exercises and activities will be incorporated across the two days to further develop understanding of concepts

THE FUTURE STATE OF MODEL RISK
Adaptable, efficient and effective

INSIGHTS – MODEL RISK MANAGEMENT

20th September 2018

How to find the remarkable value hiding in CECL compliance data

By John Dalton, Director, Product Strategy Management, Financial & Risk Management Solutions, Fiserv
12th September 2018

Protiviti offers three-part model risk webinar series

12th September 2018

How prepared do you feel financial institutions are for the implementation of CECL?

10th September 2018

Model Risk Management Webinar: The road ahead – Emerging trends in MRM

7th September 2018

Stress Testing USA – Classifying a Model vs Tool for an Effective Model Risk Management Framework

By Elizae Dalvi, VP, Model Risk Management, BankUnited.
21st August 2018

Assessment of model risk in the aggregate

By Liming Brotcke, Quantitative Manager, Federal Reserve Bank of Chicago
21st August 2018

Model inventory management: Should a financial model ‘know’ its own ID?

By Jon Hill, Former MD, Global Head of Model Governance, Credit Suisse
26th July 2018

Managing overwhelming levels of model inventory and ensuring sustainability of the process

By Chris Smigielski, VP – Director of Model Risk Management, TIAA Bank
26th July 2018

Current expected credit loss (CECL) modeling

By Xiaoling (Sean) Yu, SVP, Director of Model Validation, KeyBank
11th July 2018

Model risk insight from Model Risk Director, TIAA Bank

2nd July 2018

Banks should pursue efficient and scalable “model factory” management

By Steve Turner, Managing Director, Jonathan ‘Wes’ West, Managing Director and Kaushik Deka, CTO, Novantas. 
4th April 2018

Should a financial model ‘know’ its own ID?

By Jon Hill, Former MD, Global Head of Model Governance, Credit Suisse
26th January 2017

Assessment of operational loss data and its implications for capital modeling

14th October 2016

Risk models: A general strategy

PARTNERS – MODEL RISK MANAGEMENT

The 2018 event was in partnership with Darling Consulting Group

Darling Consulting Group (DCG)


Darling Consulting Group (DCG) is a leading independent provider of balance sheet risk management services and solutions for the financial institution industry. DCG’s Quantitative Risk Analysis & Strategy Group provides specialized end-to-end validation for credit stress testing models (DFAST/CCAR) which includes an evaluation of the mathematical approaches employed to project credit losses and PPNR forecasts, as well as ALM model integration, governance, controls and documentation.

For over 30 years DCG has helped financial institutions of all sizes make better strategic and risk management decisions. Services include comprehensive asset/liability management and strategy advisory, balance sheet risk modeling, broad-based model validation (e.g. ALM, liquidity, credit, ALLL, MSR, capital, operational risk models), behavioral studies (deposits, prepayments), credit stress testing and challenger models, and liquidity management (including contingency planning, monitoring and stress testing tools).

2018 Media Partners:

CPE & FAQs – MODEL RISK MANAGEMENT

Earn up to 14.5 CPE Credits for the two-day Course.

  • Prerequisites: Knowledge of financial risk management
  • Advanced Preparation: No advanced preparation is required
  • Program Level: Intermediate to advanced
  • Delivery Method: Group-live

The Center For Financial Professionals is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its website: www.learningmarket.org

Please note these are subject to change as per the agenda and final credits will be available after the event.

 

Are there any rules on the dress code?

Business attire is requested. The Course is a formal opportunity to network with like-minded professionals and to gain knowledge from the industry’s finest risk management experts.

What is the cost and what is included in the registration fee?

We offer incentives for ‘early bird’ registrants of the Course, as outlined on our pricing structure.

Registration includes breakfast, refreshment breaks, lunches, full access to the Course sessions and exhibition area. Presentations from sessions are also available, subject to speaker approval.

Where can I find the Course documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations after the Course*

*Please note that our speakers often have to gain permission from their relevant compliance departments to release their presentations. On rare occasions compliance may not allow presentations to be distributed.

Will breakfast, lunch and refreshment be provided?

Yes. As with all of our events the Center for Financial Professionals will be providing brilliant coffee, breakfast, lunch, refreshments, and smaller bites during the networking breaks.

This will be provided on both days of the Course.

Will there be opportunities to network with other attendees?

There are ample opportunities for networking and interaction throughout the Course, such as

  • Breakfast, lunch and refreshment breaks
I have several colleagues that would like to attend, is there a group discount?

Certainly! We are pleased to offer you a 50% discount on the third registration or provide a fifth registration for free.

If you would like to register more than five colleagues please contact us on +1 888 677 7007

Please note:

  • Registrations must be made at the same time
  • Registrations must come from the organization
  • The lowest registration will be discounted
Are media partnerships available for Model Risk Management Course?

Yes. As part of a media partnership we can offer a variety of options to increase the branding and awareness of your association, company, certificate, publication or media. We are flexible with what we can offer however we usually:

  • Provide a discounted rate to attend
  • Place your logo and profile on the Course website
  • Place your logo on the Course brochure
  • Place your logo on promotional content where applicable
  • Distribute your media/marketing at the Course
  • Promote through social media channels

To discuss this further please contact jesse.hopkins@cefpro.com or call +1 888 677 7007.

WEBINAR – MODEL RISK MANAGEMENT

The road ahead – Emerging trends in MRM

This webinar took place on Thursday September 6 @  2pm (EST)

Key topics to be addressed include:

Model inventory management

Effective model identification process throughout the institution | What is ‘inventory risk’? | Liabilities resulting from incomplete or inaccurate model inventory

Models vs. non-models

Appropriate governance and challenge for risk of non-model methods | Evolving assessments and approaches | Effective model identification practices

Model risk in aggregate

Robust risk management, and SR 11-7 Differing metrics by model type and across points in the life cycle

Model risk emerging trend, challenges and opportunities

Pros and cons of adopting ML into MRM practice Data scientists vs. modelers

If you cannot make the live date, still register, as a full recording of the webinar will be sent to all registrants.

Hear from…

Brastow

Ray Brastow
Senior Financial Economist
Federal Reserve Bank of Richmond

SONY DSC

Jon Hill
Former Global Head of Model Risk Governance
Credit Suisse

 

Liming Brotcke

Liming Brotcke
 Quantitative Manager
Federal Reserve Bank of Chicago

Mike Guglielmo - hi rez copy

Michael R. Guglielmo
Managing Director
Darling Consulting Group

REGISTER – MODEL RISK MANAGEMENT

 
Pre-agenda Rate
Model Risk Management
Course
September TBC 2019, North America
$899
Group Bookings:

Group rates are available for three or more attendees from the same organization, when registering at the same time. The current rate allows every third colleague to come along for half price! or a fifth colleague to attend for free.

Credit Card Payments

Please ensure that you have informed your credit card issuer that you will be making this transaction

Other ways to register

1. Save Time – Register by Email

Simply email us with your e-signature – and we will do the rest for you!

2. Contact Us Directly

3. Download the PDF Registration Form

 

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2018 was in partnership with:


2018 Media Partners:


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