The focus of this workshop is to provide comprehensive approach for machine learning model validation with special emphasis on conceptual soundness and outcome analysis. The key elements includes: model explainability, model weakness identification, prediction reliability, model robustness under changing environment and fairness. The workshop will spend significant amount of time on inherently interpretable models due to their key role for high risk applications as well as model benchmarks. This is a hands on workshop where the participants will learn practical concepts along with exercise using Python in Google Colab. Low code python packages will be provided so that participants with minimum familiarity of Python will be able to follow without difficulty.

To maximize engagement and interaction, seats for the course will be limited and available on a first come, first served basis – to avoid disappointment, book your place today by clicking on our register tab.

MACHINE LEARNING EXPLAINABILITY

DESIGNING INHERENTLY INTERPRETABLE MODEL

DEEP ReLI NETWORKS AS INTERPRETABLE MODEL

OUTCOME TESTING

Introduction to key concepts: explainability, robustness, reliability and fairness

Introduction to building inherently interpretable model

Local partition and linear models

Identification of performance weakness through slicing

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Vijay Nair
Head of Advanced Technology for Modelling
Wells Fargo

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Agus Sudjianto
Head of Corporate Model Risk
Wells Fargo

Session 1: Introduction and machine learning explainability

  • Elements of machine learning validation: Conceptual soundness and outcome analysis
  • Introduction to key concepts: explainability, robustness, reliability and fairness
  • Post-hoc explainability tools
    • Local explainability: LIME and SHAP
    • Global explainability: Variable Importance,  Partial Dependence and Accumulated Local Effects

Session 2: Designing inherently interpretable model

  • Limitation of post-hoc explainability
  • Introduction to building inherently interpretable model
    • Explainable boosting machine
    • GAMI Neural Networks
    • RuleFit

Session 3: Deep ReLU networks as interpretable models

  • Local partition and linear models
  • Model interpretation and diagnostics
  • Complexity control through regularization

Session 4: Outcome testing

  • Identification of performance weakness through slicing
  • Reliability evaluation through conformal prediction
  • Robustness evaluation for covariate/distribution drift
  • Fairness testing

CeFPro, in accordance with the expected guidelines for live in-person meetings, will ensure that all official and recommended procedures are adhered to in regard the Masterclass. We wish to ensure that this Masterclass enables engagement, discussion, and debate among the attendees.

As such, CeFPro will limit the number of attendees to adhere to recommended guidelines and ensure attendee interaction and debate.

Bio_Vijay_Nair_July2018-01-120x120 (1)

Vijay Nair
Head of Advanced Technology for Modelling
Wells Fargo

Biography

Vijay is speaking at Model Learning Machine Validation

Agus-120x120 (1)

Agus Sudjianto
Head of Corporate Model Risk
Wells Fargo

Biography

Agus is speaking at Model Learning Machine Validation

Please keep checking back as more speakers will be added for the Masterclass soon.

RISK AMERICAS

11th Annual Risk Americas | May 10-11, 2022 | New York City

GEOPOLITICAL TRENDS

Reviewing global geopolitical trends and emergence from the global pandemic

ESG

Reviewing ESG standards and disclosure requirements

REGULATION

Reviewing the future of regulation and preparing for change

RISK MANAGEMENT

CRO perspective: addressing the fintech risk management – best practices and key considerations

AI & MACHINE LEARNING | DIGITALIZATION | DATA PRIVACY | CRYPTOCURRENCY | FINTECH | CLIMATE RISK

CYBER RISK | FRAUD | THIRD PARTY RISK | CLOUD | BUSINESS CONTINUITY | RESILIENCE

MARKET RISK | INTEREST RATES | ESG | LIBOR | LIQUIDITY | BALANCE SHEET OPTIMIZATION

CRYPTOCURRENCY | DEPLOYMENT OF ADVANCED TECHNOLOGIES | CECL CONTINUED | DATA GOVERNANCE

Frank-Morisano-BW-120x120-2 (1)

Frank Morisano
Chief Risk Officer
ICBC

Jay-120x120

Jay Cook
Chief Risk Officer, International
Lloyds Banking Group

Amy-butler-120x120

Amy Butler
CRO
Legal & General

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Sarah Chapman
Global Chief Sustainability Officer
Manulife

Nich-Silitch-

Nicholas Silitch
CRO
Prudential

Sabeena-Liconte (1)

Sabeena Liconte
Deputy Chief Operating Officer, Chief Legal Counsel
BOC International (USA) Holdings Inc., member of Bank of China Group

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Markus Lammer
COO, Ultra High Net Worth Business
Credit Suisse

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Paige Wisdom
Board Director
Morgan Stanley Bank N.A

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Ty Lambert
Senior Executive Vice President & Chief Risk Officer
BancorpSouth

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Vivek Tyagi
CRO – Transaction Banking
Goldman Sachs

Machine Learning Model Validation

 

Topics include:

 

Machine learning explainability

Designing inherently interpretable model

Deep ReLI networks as interpretable models

Outcome testing

Exploring implementation and changes within FRTB

 

Topics include:

 

Implementation

Global approaches

Data

NMRF

.

WHY SHOULD YOU ATTEND A CEFPRO CONFERENCE?
HEAR FROM PAST ATTENDEES AND SPEAKERS…

PANEL DISCUSSIONS

Interactive panel discussions are designed to include attendees by running a live Q&A throughout the session

PRESENTATIONS

Hear industry experts provide detailed insights on a range of vendor risk issues, challenges and opportunities

NETWORKING BREAKS

 Networking opportunities including breakfast, lunch and refreshment breaks on both days, access to all streams and sessions.

MEET THE SPEAKERS

Continue discussions beyond the auditorium and interact with speakers and attendees after their session.

June 10, 2022

Digitalization: driving a new era in model risk

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
June 10, 2022

Automating model risk management activities to increase efficiency

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
June 10, 2022

Establishing a strong risk culture to manage AI and machine learning models

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
June 10, 2022

Reviewing the evolution of model risk and scoping future decisions

Disclaimer: Opinions are of Chris Smigielski as an individual, not attributed to any particular organisation. Chris Smigielski, Model Risk Director, Arvest Bank
June 10, 2022

Understanding how Covid-19 has impacted fraud and financial crime and future approaches

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
June 10, 2022

Incorporation of fraud within financial crime and convergence for enhanced oversight of risks

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
June 9, 2022

Increasing public and private collaboration and sharing of data to identify trends and tackle risk across the industry

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
June 9, 2022

Managing the impact on the working environment and internal controls

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
June 9, 2022

Implementing a Trade Surveillance Program to increase fraud detection

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
June 9, 2022

Adapting business strategy to boost margins in the aftermath of the pandemic

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
June 9, 2022

Mitigating against the inappropriate dissemination of data outside of the company as data increases in value

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
June 9, 2022

The future of operational risk practices: Evolving as the risk landscape changes

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]

New York Marriott Downtown – 85 West Street,
New York, NY 10006,
United States

We have secured a preferential rate from $385++ per night. Please click here or use the link below to secure your accommodation.

Please note; this rate will expire on April 15, 2022 and we only have a limited number of rooms. We advise to book your sleeping rooms prior to this date to avoid disappointment.

If multiple rooms are required please register each room one at a time with the number of nights and guests in each room.

https://book.passkey.com/e/50092731

Can I present at the Masterclass?

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at the Masterclass. For further information on this please contact alice.kelly@cefpro.com or call us on +1 888 677 7007.

Are there any rules on the dress code?

Business attire is requested. The Masterclass 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 Masterclass, as outlined on our pricing structure. Registration includes breakfast, refreshment breaks, lunches, the cocktail reception at the end of the day, full access to the sessions and exhibition area. Presentations from the sessions are also available, subject to speaker approval.

Where can I find the Masterclass documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations after the Masterclass*. We will work with our presenters to include as many presentations as possible on our App during the Masterclass.

* 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.

Will there be opportunities to network with other attendees?

There are ample opportunities for networking and interaction throughout the Masterclass, such as:

  • Breakfast, lunch and refreshment breaks
  • Cocktail reception at the end of the day (subject to confirmation)
  • Q&A, panel discussions and audience participation technology
Are there opportunities to share my thought-leadership at the Masterclass?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of Masterclass and our wider risk professionals community. At the event we can distribute your material to the attendees, offer you an exhibition booth, and provide speaking opportunities so that you may enjoy a more prominent presence at the Masterclass. Visit the Sponsor tab for further information or contact sales@cefpro.com / +1 888 677 7007

Are media partnerships available for the Masterclass?

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 Masterclass website
  • Place your logo on promotional content where applicable
  • Distribute your media/marketing at the Masterclass
  • Promote through social media channels

To discuss this further please contact lauren.carter@cefpro.com or call +1 888 677 7007.

What can I do if I can't attend the event due to Covid-19?

If you are unable to attend the Masterclass due to national/Covid restrictions, CeFPro would be more than happy to offer you a refund, credit note or the option to transfer the ticket to a colleague who is able to attend.

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

Machine Learning Model Validation
May 9, 2022

LAUNCH
RATE

$499

SAVE $200

Registrations before March 4

SUPER EARLY
BIRD

$499

SAVE $200

Registrations before April 8

EARLY
BIRD

$599

SAVE $100

Registrations before April 22

STANDARD
RATE

$699

 

Registrations after April 22

Machine Learning Model Validation & Risk Americas
May 9-11, 2022

LAUNCH
RATE

$1,298

SAVE $700

Registrations before March 4

SUPER EARLY
BIRD

$1,398

SAVE $600

Registrations before April 8

EARLY
BIRD

$1,598

SAVE $400

Registrations before April 22

STANDARD
RATE

$1,998

 

Registrations after April 22

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

Machine Learning Model Validation
May 9, 2022

LAUNCH
RATE

$899

SAVE $500

Registrations before March 4

SUPER EARLY
BIRD

$999

SAVE $400

Registrations before April 8

EARLY
BIRD

$1,099

SAVE $300

Registrations before April 22

STANDARD
RATE

$1,399

 

Registrations after April 22

Machine Learning Model Validation & Risk Americas
May 9-11, 2022

LAUNCH
RATE

$2,598

SAVE $1,500

Registrations before March 4

SUPER EARLY
BIRD

$2,998

SAVE $1,100

Registrations before April 8

EARLY
BIRD

$3,498

SAVE $600

Registrations before April 22

STANDARD
RATE

$4,098

 

Registrations after April 22

Why not extend your learning and also attend one of our main events?

*To qualify for the preferential ‘early bird’ rates, registration must be received by the close of the ‘early bird’ working day, and payment can be made at the time of registering, or up to a week after registration is made an invoice sent. CeFPro reserves the right to increase rates should payment be delayed significantly. Should a delegate register at a rate that is inaccurate, CeFPro reserves the right to issue an additional invoice for the outstanding amount.

Covid Assurance Policy 

If you are unable to attend the Summit due to national/Covid restrictions, CeFPro would be more than happy to offer you a refund, credit note or the option to transfer the ticket to a colleague who is able to attend.

REGISTER BY EMAIL

Simply email us with your
Full name
Job title
Company & address
Contact number

Email: Lauren.carter{@}cefpro.com

CONTACT US DIRECTLY

Call us on
+1 888 677 7007

DOWNLOAD PDF REGISTRATION FORM

Click here to complete the form and submit by email