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
COO Risk Methodology
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
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

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 
Nav Vaidhyanathan, Group VP, Model Risk, M&T Bank

WEDNESDAY
JULY 29, 2020
10:00 (EST)/3:00 (BST)

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, COO Risk Methodology, Deutsche Bank
Rajesh Kaveti, Head of Finance Regulatory/Capital Adequacy Technology/Director, BNY Mellon
Michael Harmon, Managing Director, Market Risk Management, Wells Fargo

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

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

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

Roderick Powell

Roderick Powell
SVP, Head of Model Risk Management
Ameris Bank

Ashutosh Roy

Ashutosh Roy
COO Risk Methodology
Deutsche Bank

Ajeeth Sankaran

Ajeeth Sankaran
US Head of Model Risk
Scotiabank

Nav V

Nav Vaidhyanathan
Group VP, Model Risk
M&T Bank

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!

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
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

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Center for Financial Professionals