Global Financial Markets Intelligence

Global Financial Markets Intelligence

Model Risk Management, the Canadian Edition

Enhance model risk management and prepare for tighter regulations

7-8 Mar 2016
Toronto, ON, Canada

Conference Workshop

Workshop Title: Developing and Validating Stress Testing Models
Interactive Masterclass on March 9th
Workshop Moderator: Michaela Sanielevici, PhD, FRM, Independent Risk Consultant
Company: Risk Analytics Inc.

Why You Should Attend

Model Risk Management, the Canadian Edition

Model risk management is becoming more and more important across the Americas. After Letter 11-7 was introduced in the US, numerous changes and enhancements were made to model risk practices. Several parts of the guidance have been adopted by financial institutions in Canada as they were seen as very effective. A similar regulation is in the near future for Canada.

The aim of this conference is to bring light on the best practices around model risk management across financial institutions in Canada. The meeting will discuss the adoption of Letter 11-7 in Canada and key lessons learnt. Key approaches to model development and validation across the US and Canada will be benchmarked. Last but not least, future supervision and management of model risk in Canada will be examined.

Key Topics

  • Hear from the regulators on future model risk supervision
  • Explore various model development techniques
  • Examine a variety of model validation methods across different models
  • Learn from your peers across financial firms in the US and Canada
  • Optimize stress testing processes and learn from CCAR and DFAST

  • 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

    Practical Insights From

    Walter Brennen
    Country Head of Global Risk Analytics, Wholesale Credit and Market Risk
    HSBC Bank Canada

    Carlos Medeiros
    Chief Risk Officer

    Bogie Ozdemir
    Executive Vice President and Chief Risk Officer
    Canadian Western Bank

    Houben Huang
    Vice President, Head of Model Validation
    BMO Financial Group

    Robert Paolino
    Chief Risk Officer
    Bank of Tokyo-Mitsubishi UFJ (Canada)

    Randal Slavens
    Director of Adjudication Strategy
    Canada Guaranty Mortgage Insurance Company

    Minesh Parekh
    Federal Reserve Bank of New York

    Andrew Richardson
    Director, Risk Management
    Meridian Credit Union

    Click Here For Full Agenda

    Voice of Our Customers
    • “This conference is very useful to both regulators and regulated entities. Materials are useful and informative. Overall this is the best conference I have ever attended in content, relevance and usefulness.” FHFA
    • “Appropriately selected the seniority level of the participants.” Discover
    • "Very, very helpful. Please do it again." Morgan Stanley
    • “Fantastic job in making sure the conference runs smoothly. Listened to suggestions and added value for everyone.” OTPP
    • “I have enjoyed all marcus evans conferences but this was the best use of my time compared with all the other conferences I've attended. Every session gave me something to take home.” – BOK Financial
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    Event Contact

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

    Jen Jordan GFMI

    The NBC Tower, 9th Floor
    455 N Cityfront Plaza Drive
    Chicago, IL 60611

    312 894 6347
    Fax: 312 894 6347