
Virtual Model Risk Management Summit
VIRTUAL MODEL RISK MANAGEMENT SUMMIT
July 27-29, 2020
CeFPro aims to deliver thought leadership and insight in increasingly uncertain times by leveraging innovation and technology to bring a virtual event spanning over three days.
Join us at 10:00 (EST)/3:00 (BST) Monday to Wednesday for 1.5 hours of interactive, virtual learning. Each day aims to deliver new insight from a diverse range of high level speakers on a range of topical areas including:


INVENTORY
Developing a model risk inventory for high level oversight and management of risk

STRESS SCENARIOS
Reviewing models under stress and analysing capabilities

TECHNOLOGY
The intersection of technology and model risk


Katherine Zhang
Managing Director
State Street

Roderick Powell
SVP, Head of Model Risk Management
Ameris Bank

Suman Datta
Head of Portfolio Quantitative Research
Lloyds Banking Group

Ajeeth Sankaran
US Head of Model Risk
Scotiabank

Ashutosh Roy
Group Strategic Analytics (GSA) – Lead of Regulation, Internal Governance and Audit Coordination
Deutsche Bank

Rajesh Kaveti
Head of Finance Regulatory/Capital Adequacy Technology/Director
BNY Mellon

CAN YOUR ORGANIZATION CONTRIBUTE?
Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at this virtual 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) 207 164 6582 (UK) / +1 888 677 7007 (USA) where a member of the team will be happy to tailor the right package for you.

Each virtual day will take place at 10:00 (EST)/3:00 (BST) for 1.5 hours and will feature; chairs opening remarks, presentation, panel discussion, live audience Q&A, live polling and documentation handouts.
During registration you can register for one or more of the sessions below:
MONDAY
JULY 27, 2020
10:00 (EST)/3:00 (BST)
INVENTORY
The Many Challenges of Model Inventory
- Brief Review of SR11-7: the US Federal Reserve Board’s comprehensive guidance for model risk management
- Requirements for model inventory articulated by SR-11-7
- Is it a Model or a Tool? Categorizing models into tiers
- Model Risk Management versus Model Development & Ownership
- The three most daunting challenges related to model inventory
- Eleven favorite excuses for ‘Why this model is not really a model.’
Jon Hill, Professor of Model Risk Management, NYU Tandon School of Financial Risk Engineering
INVENTORY
Developing a model risk inventory for high level oversight and management of risk
- Inclusion of qualitative models
- Expansion of model definition
- Regulatory requirements
- Managing a complete inventor
Suman Datta, Head of Portfolio Quantitative Research, Lloyds Banking Group
Ajeeth Sankaran, US Head of Model Risk, Scotiabank
Nikolai Kukharkin, Managing Director, Head of Model Risk Management, TIAA
Jon Hill, Professor of Model Risk Management, NYU Tandon School of Financial Risk Engineering
TUESDAY
JULY 28, 2020
10:00 (EST)/3:00 (BST)
STRESS SCENARIOS
Reviewing models under stress and analysing capabilities
- Model performance under Covid 19
- Identifying critical paralysis of models
- Increased pressure on models with heightened volatility and uncertainty
Katherine Zhang, Managing Director, State Street
Roderick Powell, SVP, Head of Model Risk Management, Ameris BankÂ
Anupam Datta, Professor, Carnegie Mellon University, Co-Founder and Chief Scientist, Truera
WEDNESDAY
JULY 29, 2020
10:00 (EST)/3:00 (BST)
MACHINE LEARNING
Risk management for machine learning models
- Key differences between Machine Learning (ML) and traditional risk models, including explainability, stability, overfitting, and unfair bias;
- A risk framework and software platform for ML models that retains important elements of traditional risk management and addresses new risks; and
- Experiences from deploying the platform to evaluate credit models at a major bank.
Anupam Datta, Professor, Carnegie Mellon University, Co-Founder and Chief Scientist, Truera
Shameek Kundu, Chief Data Officer (CDO), Standard Chartered Bank
TECHNOLOGY
The intersection of technology and model risk
- Reviewing goals and outcomes of an effective model risk program
- Data governance, quality and lineage
- Standardisation of model development
- Integration of technology and use of cloud
- Ownership: Modeler vs. data owner
- Calibration and management of the model lifecycle
James Bone, Lecturer-in-Discipline, ERM, Columbia University
Ashutosh Roy, Group Strategic Analytics (GSA) – Lead of Regulation, Internal Governance and Audit Coordination, Deutsche Bank
Rajesh Kaveti, Head of Finance Regulatory/Capital Adequacy Technology/Director, BNY Mellon
Michael Harmon, Managing Director, Market Risk Management, Wells Fargo
Anupam Datta, Professor, Carnegie Mellon University, Co-Founder and Chief Scientist, Truera
ALL DAYS
JULY 27 – JULY 29, 2020
10:00 (EST)/3:00 (BST)
General outline of each online session
- Short presentation lasting around 20-30 minutes
- Followed by interactive panel discussion for around 40-45 minutes
- Attendees will have the chance to participate in live Q&A
Each of the days will have its own unique format. For example, there may be during the presentation or panel discussion interactive polls, the thought-leaders may include handouts, whitepaper or additional materials.


James Bone
Lecturer-in-Discipline, ERM
Columbia University

Anupam Datta
Professor at Carnegie Mellon University and Co-Founder and Chief Scientist
Truera

Suman Datta
Head of Portfolio Quantitative Research
Lloyds Banking Group

Michael S. Harmon
Managing Director, Market Risk Management
Wells Fargo

Jon Hill
Professor of Model
Risk Management
NYU Tandon School of Financial Risk Engineering

Rajesh Kaveti
Head of Finance Regulatory/Capital Adequacy Technology/Director
BNY Mellon

Nikolai Kukharkin
Managing Director, Head of Model Risk Management
TIAA

Shameek Kundu
Chief Data Officer (CDO)
Standard Chartered Bank

Roderick Powell
SVP, Head of Model Risk Management
Ameris Bank

Ashutosh Roy
Group Strategic Analytics (GSA) – Lead of Regulation, Internal Governance and Audit Coordination
Deutsche Bank

Ajeeth Sankaran
US Head of Model Risk
Scotiabank

Katherine Zhang
Managing Director
State Street

GLOBAL SURVEY & REPORT
Providing clarity on upcoming trends and opportunities within non-financial risk, and an
assessment of the current software available to manage those risks
With more traditional credit and market risks better understood and controlled across the financial industry, attention is shifting towards understanding and management of Non-Financial Risks (NFR). The remit and definition of NFR continues to evolve and increase in focus and importance across the industry with areas spanning from model risk to operational risk and its subsets.
With NFR building momentum across the industry, this report looks to provide insights on the top non-financial risks prominent across the industry and to assess the future of these risks, future trends and challenges and also provide peer led vendor and in-house software rankings!


CAN YOUR ORGANIZATION CONTRIBUTE?
Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at this virtual 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) 207 164 6582 (UK) / +1 888 677 7007 (USA) where a member of the team will be happy to tailor the right package for you.

Representing a financial institution or government body – (E.g. Bank, Insurance company, Asset Manager, Regulator)
Registration is free if you are representing a financial institution or government body
DAY ONE
MONDAY JULY 27
INVENTORY
DAY TWO
TUESDAY JULY 28
STRESS SCENARIOS
DAY THREE
WEDNESDAY JULY 29
TECHNOLOGY
ALL DAYS
Register for all three days
Representing an Information/Service Provider (Eg: Consultant, Vendor, Executive Search Firm, Law Firm)
DAY ONE
MONDAY JULY 27
INVENTORY
$199
DAY TWO
TUESDAY JULY 28
STRESS SCENARIOS
$199
DAY THREE
WEDNESDAY JULY 29
TECHNOLOGY
$199
ALL DAYS
Register for all three days
$399

