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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Live Online Training Course: Model Risk Management- The Next Basel Challenge

A structured online course delivered live over 4 half-day sessions

24-27 May 2021
Online, Singapore


Why You Should Attend

Live Online Training Course: Model Risk Management- The Next Basel Challenge

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set

Given the current travel and in-person meeting constraints associated with the coronavirus, we have adapted our live workshops to an online format so that there is still an opportunity to interact with the workshop leader and your peers. In this 4-part online program (3 hours each session) Douglas Bongartz-Renaud will take a comprehensive look at Model Risk.

The course will be delivered virtually in real-time, utilizing screen share, whiteboard, chat, breakout room and Google doc forms to provide a mix of short lectures and delegate participation events in each of the four sessions. The trainer will provide participants with copies of the presentation materials including PowerPoint slides and Excel spreadsheets used in the course. Delegate participation and dialogue with the trainer and other delegates will be actively encouraged.

The model risk management approach was introduced in the Basel III Interest Rate Risk Banking Book Standards (“IRRBB Standards”) finalised in April 2016, and in the final phases of the reform process which addressed revised standards for credit, market, and operational risk measurement and Pillar 1 capital requirements, model risk management and limitations on models and ‘model arbitrage’ was further emphasised. This training workshop is designed to provide participants with knowledge of how to establish a model risk management framework compliant with developing regulatory requirements and best market practice. While model validation has an important role in model risk management and will be given appropriate attention in the course, model risk management is a broad and extensive process. This course will cover all major aspects of the framework, including model identification, classification, registration, role assignments, determination of materiality and risk weighting, and other factors, in addition to the design and implementation of model validation and ongoing life-cycle assessment and improvement process.

About your expert trainer:

Douglas Bongartz-Renaud– FRM is owner and Director of Markets & Risk Solutions Pte Ltd, a banking consulting and training firm based in Singapore. Recent assignments have included Basel lll training for HSBC and other banks and a seven month project for the IFC (World Bank Group) as treasury and risk advisor at a  large Asian bank. In addition he provided ALM design andimplementation assistance at a bank in East Africa under an IFC sponsored assistance program. He also provides consulting assistance to an Islamic bank in SE Asia and to a number of banks in Indonesia as a part time SME for KPMG. In addition he has done a number of training and ALM related consulting projects in East Africa (Burundi, Kenya, Tanzania)

Douglas has 35 years of experience in banking in the areas of financial products, risk management, andALM, including 26 years with ABN AMRO where he had a number of senior roles, including heading the global FX & Interest Rate Derivatives and Structured Products businesses, andashead of the Bank’s Treasury, Risk and Advisor. He has been delivering public and in-house courses with marcus evans for more than a decade now. And as a result of the 2020 Coronavirus pandemic Douglas has also successfully transitioned to delivering his courses online, ensuring that banking professionals continue to benefit from his insights.

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?

Banking professionals involved in the three levels of model risk:

· Business units / front office internal model development, or RFP formulation and acquisition of third party external systems provided models (i.e. model owners and ‘first line of model risk management responsibility’);

· Risk management independent model validators and model review staff (i.e. ‘second line of model risk management responsibility’)

· Bank internal auditors (i.e. ‘third line of model risk management responsibility’)

The course will also benefit Bank management processionals responsibility for regulatory reporting and infrastructure development (i.e. design and establishment of the initial model risk management policy and procedures)


Key Topics

  • Gain important knowledge about how to establish a model risk management framework
  • Ensure that this framework is compliant with developing regulatory requirements
  • Learn why model validation has an important role in model risk management
  • Evaluate model identification and classification
  • Consider the design and implementation of model validation and ongoing life-cycle assessment

  • 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
    • “Very intellectually engaging” Investec
    • “Very good, lots of content and applicable and interesting real-life stories/examples” Morgan Stanley
    • “The use of online mini-games and simulations was very engaging. I have enjoyed the interaction with the rest of the learners in the sessions” European Central Bank
    • “The course is amazing; it is interactive, it is educational, and I enjoyed it so much!” TD Bank
    • “Clear instructions and passionate delivery. Very open to answering questions and made everyone fell at ease” RBS
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    Event Contact

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

    Antonello Sarra


    London



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