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Global Financial Markets Intelligence

Global Financial Markets Intelligence

10th Edition Model Risk

Optimizing model risk management to ensure maximum compliance with CCAR and DFAST and enhancing the role of internal audit

26-28 Jun 2017
Millennium Broadway, New York, NY, United States of America

Why You Should Attend

10th Edition Model Risk

This GFMI conference will help financial firms produce high quality models that adhere to the regulations. Attendees will learn how to enhance model risk management in an evolving regulatory environment and examine the interrelationship between Letters 11-7, SR15-18 and SR15-19. Enhancing the role of internal audit and strengthening the relationship between model risk and audit teams will be examined. Key challenges such as data granularity for PPNR models and learning from the latest CCAR submission will be explored. Leveraging technology to enhance data collection and quality for DFAST will be addressed as well as how to incorporate model risk into the wider enterprise risk management framework. Finally, adapting model risk management frameworks to also successfully comply with CECL requirements will be examined.

Key Topics

  • Ensure continuing compliance with Letters 11-7, SR15-18 and SR15-19
  • Optimize the role of internal audit in model risk
  • Strengthen relationships between model risk and internal audit teams
  • Evaluate robust estimate for PPNR in CCAR modeling
  • Assess data quality and collection methods for DFAST models
  • Previous Attendees Include

    Wells Fargo, 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, Wells Fargo Bank, Discover Financial Services, U.S. Bank, USAA, Federal Housing Finance Agency, American Express, Itau Unibanco, and many more!

    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.

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    Event Partners

    Practical Insights From

    Saee Joshi
    Managing Director, Model Risk Audit
    JP Morgan

    Griselda Rondon
    Executive Vice President, Chief Model Risk Officer

    Sanda Pesut
    Director, Risk Policy and Reporting, Model Risk Management
    Fannie Mae

    David Palmer
    Senior Supervisory Analyst
    Federal Reserve Board

    Katherine Zhang
    Head of Model Validation
    State Street

    Tong Peng
    Managing Director, Head of Market Model Validation
    Wells Fargo

    Voytek Skoczylas
    Global Head of Model, Market Risk and Capital Audit
    TD Bank

    Douglas Gardner
    Head of Model Risk Americas
    BNP Paribas

    Click Here For Full Agenda

    Voice of Our Customers
    • “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
    • “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
    • “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
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    Event Contact

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

    Kirill Pokotilov - GFMI

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

    (312) 894-6313
    Fax: (312) 894-6304
    Email: kpokotilov@global-fmi.com