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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Model Risk Management - Achieving and Maintaining Best Practices and Standards

This course will discuss best practices and the latest trends in model risk management, an ever more important focus for financial institutions.

26-27 Sep 2019
AMA Conference Center, New York, NY, United States of America

Why You Should Attend

Model Risk Management - Achieving and Maintaining Best Practices and Standards

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set up for the delivery of our courses. Please note we therefore have a limited number of spaces available and these will be assigned on a first come, first accepted basis. We recommend early booking to avoid disappointment.

How will you benefit?

Understand the latest and most essential regulatory criteria which both model development and validation must meet.

Develop an understanding for the large variety of models that are developed and used by financial institutions.

Learn best practices for modern MRM processes in the context of overall firm enterprise risk management.

Discover how best-in-class members of all three lines of defence overcome MRM process challenges and the changes that must be implemented.

About your expert trainer:

Alexander Dymerets, Independent Consultant

Alexander is a senior financial professional with significant experience in model validation, model development and model risk management governance and compliance. He has gained experience of model risk management while working at some of the largest global financial institutions. His validation experience includes a significant variety of models covering products such as mortgages, loan products, and models governing IRRBB (interest rate risk in the Banking Book) as well as a wide variety of PPNR models. Validation assignments included both new models as well as revalidation of re-developed models that were strategically important given their wide application and/or potential regulatory focus. Governance work required modernizing policies and procedures to comply with the latest supervisory guidance from regulators and maintain consistency with firm-wide risk policies. Model development work focused on new models for instruments with embedded optionality in the ALM (asset and liability management) and IRRBB (interest rate risk in the banking book) space. These models were designed to replace a single global model that applied to all ALM / IRRBB processes and instruments. This effort was being done to satisfy regulatory requirements.

Previous risk management work involved the co-founding of risk management groups at one of the largest investment banking institutions and the Treasury organization of a Fortune 50 technology concern. Both groups, as well as prior investment banking advisory work, have given Alexander a unique perspective on functionality of capital markets at both global banking institutions and their biggest clients. The treasury experience included development of ALM and VaR models to assist the treasurer in making optimal funding and hedging decisions.

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

This course will primarily benefit members of the first line and second line of defence. Specifically, model risk management as defined initially by SR 11-7 and other regulation will be the focus. Members of internal audit (third line of defence) focusing on model risk and any other functions involved in firm risk management will also benefit as a significant portion of discussion will focus on the governance aspects of this practice.

Model Risk Managers

Model Validation teams

Model Risk Governance teams

Model Designers and Developers

Risk Managers

Internal and External Auditors

Corporate Treasurers



Previous Attendees Include

Bank of America, Citi, JP Morgan, SunTrust, PNC, BOK Financial, Bank of Oklahoma, Federal Home Loan Bank of New York, Morgan Stanley, Bank of the Cascades, Fifth Third Bank, Capital One, State Street, RBS Citizens Bank, Wells Fargo, Union Bank, Bank of the West, Royal Bank of Canada, TD Bank, Scotiabank, Key Bank and Sovereign 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.

Voice of Our Customers
  • “Great event...subjects and experiences with good examples.” JP Morgan
  • “Very, very helpful. Please do it again” Executive Director, Morgan Stanley
  • “Well exceeded my expectations, topics were exactly what I wanted to hear and apply” BOK Financial
Join the Discussion

Event Contact

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

Antonello Sarra


+44 203 002 3329
Email: antonellosa@marcusevansuk.com