Model Risk Management Europe

The application of model risk management is becoming ever more important for banks as the reliance on models to meet regulatory challenges and improve business performance increases. Risk.net is launching the Model Risk Management Summit to look at the analytical skills, governance and structures required for effective model risk management and the role that big data analytics and machine learning have to play.

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Risk.net

Presents

Model Risk Management Europe

Model Risk Management Europe

Examining model risk best practice, new technologies and the impact of regulation on internal modelling

The application of model risk management is becoming ever more important for banks as the reliance on models to meet regulatory challenges and improve business performance increases. Risk.net is launching the Model Risk Management Summit to look at the analytical skills, governance and structures required for effective model risk management and the role that big data analytics and machine learning have to play. Attention will also focus on the expectations and impact of the ECB's Targeted Review of Internal Models (TRIM). Scrutiny of the adequacy and consistency of internal models is being pushed up the regulatory agenda and this conference will examine how European banks are prioritising compliance efforts and what this means for the future of internal models.

Event Highlights:

  • Understand how to comply with and meet regulatory expectations of TRIM
  • Expert discussions on model risk management under the FRTB regime
  • Benchmark your model risk management programme against established practices and regulatory expectations 
  • In-depth and interactive dialogue with industry practitioners in new innovative ‘war game' formats
  • Learn how other firms are implementing different model validation techniques 
  • Examine the impact of AI on model development 
  • Practical case studies on adopting governance best practice that increases consistency of standards across regulators, jurisdictions and institutions

 

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20

Speakers

Engaging Speakers

11

Presentations

Insightful Presentations

7

Networking

Networking Breaks

1

War Games

War Games (New! Practical Skills Sessions)

If you have any queries regarding Model Risk Management Europe, please contact the relevant person below: