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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Model Risk Management - Best Practice and Compliance in the New Regulatory Age

Adapting model risk management to the contemporary regulatory and financial environment

5-6 Dec 2019
Paris, France

Why You Should Attend

Model Risk Management - Best Practice and Compliance in the New Regulatory Age

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?

· Evaluate and quantify your exposures to model risk throughout your organisation

· Ensure that all models are properly documented

· Implement an effective model governance framework which makes model risk management a priority for the entire business

· Maintain a meticulous model inventory and manage models through their entire lifecycle

· Stay up to date with the latest regulatory developments on model risk as well as the impact of guidelines such as IFRS9 and FRTB

· Understand the role and importance of data within contemporary model risk management

· Validate models effectively, utilising independent teams and rigorous procedures

About your expert trainer:

Andrew Donaldson, Independent Consultant

Andrew has over 20 years’ experience in quantitative finance, risk and the markets and leans towards complex problem solving. During this time, he has worked in senior positions at global institutions such as UBS, JP Morgan, Merrill Lynch, and Deutsche Bank. Through his decades of experience he has developed a vast technical skillset, solid IT skills with statistical analysis, mathematics, and a depth of macroeconomic insight. He also has strong experience in governance, model certification, validation, testing and documentation of processes and revision controls as well as experience managing software delivery using agile methodologies.

Andrew has deep experience in providing clients with end-to-end services including: quantitative analysis, model validation and model control, and the definition and implementation of processes which are compliant with regulatory requirements such as IMM and FRTB. He has extensive experience throughout the model lifecycle, from development to validation and governance. Examples of his work include: The design and implementation of a back-testing methodology at a South African bank for counterparty risk IMM, and the defining of a model development framework including principles, policy, process, and procedures for a global bank.


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?

From banks, those who are engaged in:

· Model Risk Management

· Model Validation

· Model Governance

· Model Design and Development

· Risk Management

· Internal and External Audit

· Treasury

· Compliance

· Regulation

Previous Attendees Include

AIB, ING, JPMorgan, Central Bank of Ireland, PNC, De Volksbank, Nomura, Morgan Stanley, Standard Chartered, Mediobanca, Mizuho, RBS, Sberbank, Nordea, Credit Agricole, Caixa Bank, Santander, Danske Bank, Societe Generale

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
  • “Benefitted from invaluable lessons learned” BNP Paribas
  • “The practical approach solidified my understanding of the topic, well structured course” ING
  • “Good look at the issues facing model risk practitioners” Investec
Join the Discussion

Event Contact

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

Kamelia Simeonova

101 Finsbury Pavement, London, EC2A 1RS

0044 203 002 3172
Email: kamelias@marcusevansuk.com