Global Financial Markets Intelligence

Global Financial Markets Intelligence

7th Edition Model Risk

Advancing Model Risk Management and Improving the Quality of Models

25-26 Jan 2016
Sheraton Fisherman's Wharf Hotel - San Francisco, CA, United States of America

Why You Should Attend

7th Edition Model Risk

Model risk management has been a hot topic for the banking industry for a few years now. But other financial institutions are also paying more attention to it now and developing model risk management functions. Insurers have invested in model risk practices as Solvency II and ORSA require high quality models and an understanding of them.  The regulators are demanding even more from the insurers which have been designated as SIFIs.  Asset managers are becoming more concerned with it and the potential future supervision of the issue. The landscape of model risk has never been so advanced and diverse as today.

The aim of this conference is to examine the management of model risk across the financial sector and highlight key practices and lessons across the firms. Validation techniques and methods will be discussed across the sector. Approaches to supervision by various regulatory bodies will be examined. Best approaches to the management and governance of model risk will be established.  

Key Topics

  • Understand how model risk management varies across the financial sector
  • Hear from a range of regulators and their expectations from your institution
  • Advance your validation methods and techniques
  • Examine model risk management in DFAST banks
  • Learn from insurers and asset managers about their validation methods
  • Previous Attendees Include

    Fifth/Third Bank, IBC Bank, Capital One, DTCC, Frost Bank, Umpqua Bank, Wells Fargo, JP Morgan Chase, American Express, Deutsche Bank, KeyCorp, Federal Reserve Bank, HSBC, Signature Bank, BBVA Compass, Suntrust Bank Inc., Freddie Mac, State Street, BlackRock Investment Management, Bank of the West, Fannie Mae, E*Trade Financial, Union Bank, Bank of America, ALCO Partners LLC, Fincad, Charles Schwab, Discover Financial Services, U.S. Bank, USAA, Federal Housing Finance Agency, and Itau Unibanco

    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 Partners

    • Private

    • Global

    Practical Insights From

    Elena Pevzner
    Director, Liquidity Risk

    Erwin Cornejo
    Vice President, Model and Market Risk Audit

    Aruna Joshi
    Senior Vice President, Model Risk Management
    Bank of the West

    Sean Keenan
    Senior Managing Director, Model Risk Management

    Helen Shang, PhD
    Vice President, Model Risk Officer
    Federal Home Loan Bank of Des Moines

    Juling Hsieh
    Director, Model Governance
    Hyundai Capital America

    Claudia Lee
    Senior Vice President, Quantitative Analytics Manager
    Wells Fargo

    Alex Kurinets
    Senior Risk Analyst, Alternative Investments

    Click Here For Full Agenda

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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