Global Financial Markets Intelligence

Global Financial Markets Intelligence

3rd Edition Model Risk

Devising Winning Strategies to Minimize Model Risk, Reduce Operational Costs and Hence Improve the Bottom Line

27-29 Jan 2014
San Francisco, CA - Sheraton Fisherman's Wharf Hotel, United States of America

Conference Workshop

Workshop Title: Validation of a Vendor Model

Workshop Moderator: Bruce Lloyd Campbell/Mike Arnold, PhD
Company: ALCO Partners, LLC

Why You Should Attend

3rd Edition Model Risk

This GFMI 3rd Edition Model Risk Conference will be a two-and-a-half day event that not only will look at banks, but will address model risk management in other financial institutions such as asset managers and mortgage associations.

Attendees will come together to minimize model risk under the new Basel III regime, benchmark with peers to improve model validation and learn from industry leaders about how to maximize scarce resources to develop effective model risk management practices today.

Attendees will be afforded the opportunity to interact with speakers and their peers in a classroom style setting that will encourage both audience participation and engagement. Seating for this conference is limited to maintain an intimate educational environment that will cultivate the knowledge and experience of all participants.

14 CPE Credits available to attendees.

Key Topics

  • Align your current model risk practices with OCC Bulletin 2011-2012
  • Enhance vendor model validation techniques and minimize vendor risk
  • Bring your new and current models in line with the Basel III requirements
  • Learn new techniques to validate prepayment mortgage models
  • Improve stress testing and back testing techniques to minimize model risk

  • Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Event Sponsors
    Gold Sponsor
    Visit website >>

    Event Partners

    • Global


    • GRC

    • Mash

    • QFinance

    • Credit

    • SIFIN

    Practical Insights From

    Adam Lin
    Senior Vice President, Modelling Analytics
    Wells Fargo

    Jim Wilkinson, PhD
    Assitant Vice President
    Federal Reserve Bank of Kansas City

    Alex Shenkar
    Senior Vice President, Head of Credit Risk Model Validation

    Mitchell Post
    Vice President, Models and Methods
    Freddie Mac

    Kevin Sheehan
    Vice President, Head of Model Risk Governance Program
    State Street Corporation

    Maurizio Ferconi, PhD
    Managing Director, Risk and Quantitative Analysis Group

    Timothy Shore
    Senior Vice President, Market Risk Manager
    Bank of the West

    Click Here For Full Agenda

    Voice of Our Customers
    • "Excellent content, speakers, and learnings." Capital One Bank
    • "Enjoyed the conference and networking! marcus evans team - Great Job!" Genworth Financial
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Tyler Kelch - GFMI

    455 N. Cityfront Plaza Dr.
    9th Floor
    Chicago, IL 60611

    Fax: 312-894-6304