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
Vijay Nair
Head of Advanced Technology for Modelling
Wells Fargo
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.
Vijay Nair
Head of Advanced Technology for Modelling
Wells Fargo
Vijay is speaking at Model Learning Machine Validation
Agus Sudjianto
Head of Corporate Model Risk
Wells Fargo
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
Chief Risk Officer
ICBC
Jay Cook
Chief Risk Officer, International
Lloyds Banking Group
Amy Butler
CRO
Legal & General
Sarah Chapman
Global Chief Sustainability Officer
Manulife
Nicholas Silitch
CRO
Prudential
Sabeena Liconte
Deputy Chief Operating Officer, Chief Legal Counsel
BOC International (USA) Holdings Inc., member of Bank of China Group
Markus Lammer
COO, Ultra High Net Worth Business
Credit Suisse
Paige Wisdom
Board Director
Morgan Stanley Bank N.A
Ty Lambert
Senior Executive Vice President & Chief Risk Officer
BancorpSouth
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.
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.
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.
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.
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.
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.
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.
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
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
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.
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
