Virtual Model Risk Management Summit

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

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

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

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.