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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Practical Approaches to Model Validation and Model Risk

Putting strong governance frameworks in place for model management in a complex regulatory environment

19-20 May 2017
venue to be confirmed, Singapore

Why You Should Attend

Practical Approaches to Model Validation and Model Risk

In an increasingly complex banking environment, firms are more dependent than ever on models. Banks use models for so many different aspects of their business. With the increasing reliance on models comes the requirement to ensure that these models are working properly and that they do not pose an unacceptable level of risk to the business. The intricacy around the regulatory changes, the practicalities in methodologies and data availability, and having a strong governance framework all pose as challenges for the model validation function which urgently needs to be addressed.

Attending this GFMI conference will give banks the tools and strategies necessary to ease strengthen the model validation process and manage model risk efficiently. Delegates will have a chance to hear about see how to strengthening regulatory relationships for model approval and the implications of Basel changes for model validation given the changes in Basel. Attending this conference will also give you insight on how to tackle the biggest challenge around data collection and application in a fluctuating market setting. Institutions will also hear best practices around validating models in a negative interest rate environment, pricing models and credit risk models in the new regulatory landscape.

Key Topics

  • Upcoming changes to the standardized approach: Implications for modeling
  • Understanding how models behave in non-typical environments
  • How risk decisions are made from applying models
  • Defining, measuring and quantifying model risk
  • Implementing model risk as a separate risk class
  • Previous Attendees Include

    Unionbank of the Philippines
    Security Bank
    Banco D’Oro
    Permata Bank
    Bank Mandiri
    Kasikorn Bank
    CIMB Thai
    Bank of Thailand
    TMB Bank
    Vietcom Bank
    Cathay Bank
    Fubon Bank
    Hua Nan Financial Holdings
    Commercial Bank of Ceylon
    Bangkok Bank
    ABN Amro
    Morgan Stanley
    JP Morgan
    Bank of America
    Credit Agricole
    Bank of Tokyo Mitsubishi
    Commonwealth Bank of Australia
    Soneri Bank
    Alliance Bank
    Credit Suisse
    Societe Generale
    ICICI Bank
    HDFC Bank
    IndusInd Bank
    Janata Bank
    Scotia Bank

    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.

    Practical Insights From

    James Marinopoulos
    Head of Independent Validation Unit
    National Australia Bank

    Gaurav Bhutani
    SVP Valuation Control Model Analytics
    Citigroup Global Markets

    Jochen Theis
    Global Head of Market Models
    Standard Chartered Bank

    Dr. Raoul Davie
    Head of Quantitative Applications Division
    Macquarie Group

    Wenjie Hou
    VP Model Governance
    JP Morgan

    Ujwal Vellore
    VP Model Risk Management
    Credit Suisse

    Marcelo Labre
    Head of Quant Analytics

    Erik Stephen Kragas
    EVP and Head, Credit Risk Analytics Division
    Siam Commercial Bank

    Click Here For Full Agenda

    Voice of Our Customers
    • “Comprehensive and well structured programme with an open and engaging style of presentation.” Investec
    • “Useful, actual, practical” OJSC Bank URALSIB
    • “"High level expertise, very well organised, very worth the time attending" OCBC
    • “The conference was very professionally managed, good follow up from the coordinators” ANZ
    • “Very, very helpful. Please do it again” Morgan Stanley
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    Event Contact

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

    Miss Bernardine Michael - Marketing Director (Asia Pacific, Middle East and Africa)

    marcus evans Kuala Lumpur , Suite A-20-1, Level 20
    Hampshire Place Office, 157 Hampshire, 1, Jalan Mayang Sari
    50250 Kuala Lumpur

    Fax: 0060327236699
    Email: BernadineM@marcusevanskl.com