Virtual Model Risk Management Summit

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:

Regulatory requirements icon

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

STRESS SCENARIOS ICON

STRESS SCENARIOS
Reviewing models under stress and analysing capabilities

TECH RISK

TECHNOLOGY
The intersection of technology and model risk

View the full agenda here
Hear from industry experts including
Katherine Zhang

Katherine Zhang
Managing Director
State Street

Roderick Powell

Roderick Powell
SVP, Head of Model Risk Management
Ameris Bank

man

Suman Datta
Head of Portfolio Quantitative Research
Lloyds Banking Group

Ajeeth Sankaran

Ajeeth Sankaran
US Head of Model Risk
Scotiabank

Ashutosh Roy

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

Rajesh Kaveti

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

View 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 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 Bank 
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.

Register here
Register here
Register here
Register here
James Bone

James Bone
Lecturer-in-Discipline, ERM
Columbia University

Annupam

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

Suman Datta

Suman Datta
Head of Portfolio Quantitative Research
Lloyds Banking Group

Michael S. Harmon

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

Jon hill

Jon Hill
Professor of Model
Risk Management

NYU Tandon School of Financial Risk Engineering

Rajesh Kaveti

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

Nikolai Kukharkin

Nikolai Kukharkin
Managing Director, Head of Model Risk Management
TIAA

Shameek Kundu

Shameek Kundu
Chief Data Officer (CDO)
Standard Chartered Bank

Roderick Powell

Roderick Powell
SVP, Head of Model Risk Management
Ameris Bank

Ashutosh Roy

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

Ajeeth Sankaran

Ajeeth Sankaran
US Head of Model Risk
Scotiabank

Katherine Zhang

Katherine Zhang
Managing Director
State Street

Register here

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!

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, […]
Sponsorship

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

Sponsors

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