Emerging Trends in Model Risk Management
     
 

When it comes to establishing robust governance frameworks and lines of defense, banks have come a long way with regulators expecting them to continue investing on improving their Model Risk Management (MRM) ecosystem. The industry is constantly evolving with improved governance frameworks, and the order of the day is to tackle newer types of models that come under the purview of MRM. This, coupled with a talent crunch and constant pressure to incorporate regulatory inputs, has made MRM the top priority for CROs at most banks.

Key Takeaways
Recent supervisory guidance and CCAR experience – is the easing of regulatory pressure a reality?
Model Governance with respect to Accounting Models (CECL/IFRS 9) and Anti-Money Laundering/Transaction Monitoring
Industrialization of the Model Governance Processes – pros and cons
Resourcing Trends – key skill attributes required in the current regulatory environment
   
Speakers
  Jacob Grotta
Managing Director
Global Risk & Finance Analytics,
Moody’s Analytics
 
  Boris Postler
Managing Director, Head of Americas, Model Risk Management, MUFG Union Bank
     
  Craig Peters
Senior Director, Head of Model
Validation and Governance,
Moody’s Analytics
 
  Douglas Gardner
Head, Risk Independent Review and Control, Americas
BNP Paribas and BancWest
     

Register Today


Agenda
08.00-08.30 a.m. Breakfast and Registration
08.30-08.40 a.m. Welcome address by Jacob Grotta
08.40-09:00 a.m. Emerging trends in Model Risk Management and their implications
09:00-09:45 a.m. Panel discussion on emerging trends in Model Risk Management
09:45-10:00 a.m. Wrap-up session
10:00-10:30 a.m. Networking session

To register or for more information, contact Siddhesh at siddhesh.desai@moodys.com
 
     
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