Model Risk Management USA 2019

Reviewing the evolution of model risk management and managing innovation with management and oversight

MODEL RISK MANAGEMENT USA

October 7-8, 2019 | New York City

REGULATION
Regulatory expectations as model risk management continues to evolve across jurisdictions

AI & MACHINE LEARNING
Increasing efficiency, removing bias in output and limiting reputational risks

QUALITATIVE MODELS
Bringing effective validation and governance into the scope of model risk management

VALIDATION
Evaluating and looking beyond conceptual soundness of single use of models

CECL
Early readings and approaches from large vs. small institutions

FUTURE OF MODEL RISK MANAGEMENT
The future state of model risk management: Evolution of model definition, uses and management

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Stephan Meili
Managing Director, Risk Management
Citi

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Katie Hysenbegasi
Managing Director, Head of Credit Risk Modeling Team, Risk and Compliance
BNY Mellon

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Emre Balta
Head of Financial, Market, AML Model Validation
US Bank

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Paul O’Donovan
Director, US Model Governance
BMO Financial

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Snehal Kanakia
Director, Model Risk
Capital One

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Dr. Agus Sudjianto
Head of Corporate Model Risk
Wells Fargo

Katherine Zhang

Katherine Zhang
MD, Head of Integrated Analytics Team
State Street Corporation

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Daniel Ward
Head of RISK IRC, CIB Americas
BNP Paribas

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Kash Agrawal
Director, Quantitative Analytics
Barclays

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Jing Zou
Managing Director, Model Risk Management
Royal Bank of Canada

#1
THOUGHT LEADERSHIP

Unparalleled thought-leadership, addressing key issues, such as: Regulation, AI & Machine Learning, qualitative models, validation, CECL, the future of model risk management and more.

#2
INTENSIVE POST-EVENT WORKSHOP

Join us on October 7-8 in New York City for the main event, and October 9 for a 1-day intensive workshop led by Wells Fargo on Managing Machine Learning Model Risk.

#3
SPEAKER LINE-UP

Expert speaker line-up to address the latest updates, challenges and emerging technology within the space.

#4
NETWORKING

Bringing together industry professionals and peers to provide a platform for networking and idea sharing.

#5
PRIME LOCATION

The Congress will take place in the heart of New York City at the Millennium Times Square Hotel.

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
1st October 2019

CeFPro Webinar – Model Risk: Where will innovation take us and what challenges are ahead?

23rd September 2019

CECL implementation for FBOs: Leveraging IFRS 9 for CECL

By Kuo-Chang Lu, Head of Strategic Planning and Business Engagement, RBC
11th September 2019

Validation and Governance of the use of AI and machine learning models to increase efficiency

By Paul O’Donovan, Director, US Model Governance, BMO Financial
11th September 2019

Developing risk sensitive model risk management practices tailored to individual model requirements

By Chris Smigielski, Director, Model Risk Management, Arvest Bank
11th July 2019

Reviewing the evolution of model risk management and managing innovation with management and oversight

By Sophie Bottazzi, Senior Research Executive, CeFPro
8th July 2019

Model risk: Model transparency & ensuring effective validation

10th June 2019

Climate-linked scenarios and credit risk modelling

By Giorgio Baldassarri, Global Head of Analytic Development Group, S&P Global Market Intelligence
31st May 2019

Challenges and opportunities of model risk reporting

By Herman Graaff, Head of Model Validation, de Volksbank
28th May 2019

Effective model risk and incorporating effective controls to guard against model errors and allow for quick response

By Paul Burnett, Global Head of Traded Risk Analytics, HSBC
20th May 2019

Implementation challenges and short comings of the most recent regulations within MRM

By Azar Khurshid, Director, Global Risk Management, Mizuho International
15th April 2019

Challenges and practices of effective existing model landscape maintenance

By Darius Grinvaldas, Head of Credit Risk Modelling 1 (PD Maintenance) / GRM Vilnius Site Leader, Danske Bank A/S
12th April 2019

Expectations for internal audit: What a good control environment looks like

By Gilles Artaud, Group General Inspection – Supervisor, Crédit Agricole SA
5th April 2019

Effective identification and measurement of model risk for a full view of inventory

By Tanguy Dehapiot, Head of Valuation Risk, BNP Paribas
12th March 2019

Credit risk modeling: Leveraging technology advances for enhanced credit risk modelling

By Shannon Kelly, SVP, Director, Model Risk Management, Zions Bancorp
12th March 2019

Collecting and storing quality data for CECL model requirements

By Shannon Kelly, SVP, Director, Model Risk Management, Zions Bancorp

2019 Co-Sponsor:

Andrew Davidson & Co., Inc


Andrew Davidson & Co., Inc. (AD&Co) was founded in 1992 by Andy Davidson, an international leader in the development of financial research and analytics, mortgage-backed securities product development, valuation and hedging, housing policy and GSE reform and credit-risk transfer transactions.

Since its inception, the company has provided institutional fixed-income investors and risk managers with high quality models, applications, consulting services, research and thought leadership, aimed at yielding advanced, quantitative solutions to asset management issues. AD&Co’s clients include some of the world’s largest and most successful financial institutions and investment managers.

2019 Associate Sponsor:

BDO


BDO is the brand name for BDO USA, LLP, a U.S. professional services firm providing assurance, tax, and advisory services to a wide range of publicly traded and privately held companies. For more than 100 years, BDO has provided quality service through the active involvement of experienced and committed professionals. The firm serves clients through more than 60 offices and over 650 independent alliance firm locations nationwide. As an independent Member Firm of BDO International Limited, BDO serves multi-national clients through a global network of more than 80,000 people working out of nearly 1,600 offices across 162 countries and territories.

2019 Exhibitor:

MathWorks


MathWorks is the leading developer of mathematical computing software. MATLAB, the language of engineers and scientists, is a programming environment for algorithm development, data analysis, visualization, and numeric computation. Simulink is a block diagram environment for simulation and Model-Based Design for multidomain dynamic and embedded engineering systems. Engineers and scientists worldwide rely on these product families to accelerate the pace of discovery, innovation, and development in automotive, aerospace, electronics, financial services, biotech-pharmaceutical, and other industries. MATLAB and Simulink are also fundamental teaching and research tools in the world’s universities and learning institutions. Founded in 1984, MathWorks employs more than 4500 people in 16 countries, with headquarters in Natick, Massachusetts, USA. For additional information, visit mathworks.com.

Can your organisation 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 where a member of the team will be happy to tailor the right package for you.

How can your organization benefit from a CeFPro partnership?

Venue – October 7-8, Main Congress:

Millennium Times Square
145 West 44thStreet
New York
NY 10036
USA

View venue website here

Venue – October 9, Masterclass:

Convene
530 Fifth Avenue
9th Floor
New York
NY 10036

You can view the walk/route between the Millennium Hotel and the new venue, Convene, here.

Are there any rules on the dress code?

Business attire is requested. The Congress 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 Congress sessions and exhibition area. Presentations from sessions are also available, subject to speaker approval.

Where can I find the Congress documentation and speaker presentations?

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

*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 Congress.

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 Congress?

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 amy.greene@cefpro.com or call +1 888 677 7007.

Earn up to 21 CPE Credits

Earn up to 14 CPE Credits for the two-day Congress and up to 7 CPE Credits for also attending the Masterclass.

  • 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.

Representing a financial institution
(E.g. Bank, Insurance company, Asset Manager, Regulator)

Pre-Agenda Rate

$999

Until the agenda is announced

Representing an information/service provider
(E.g. Consultant, Vendor, Executive Search Firm, Law Firm)

Pre-Agenda Rate

$1,699

Until the agenda is announced

Group rates are available for 3 or more attendees from the same organisation, 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!

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

+1 888 677 7007

2019 Co-Sponsor:

Andrew Davidson_NEW

2019 Associate Sponsor:

Print

2019 Exhibitor:

MathWorks _Image[1] copy

#MRMUSA

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