Optimizing Model Risk Management Processes for Profits

With the development of AI and ML models, there are potentially greater risks if proper measures are not implemented to catch failing non-compliant models. Come hear experts discuss topics including regulatory pressures around model governance and instilling confidence in machine generated decisions

With the development of AI and ML models, there are potentially greater risks if proper measures are not implemented to catch failing non-compliant models. Hear from experts and join the discussion on the latest topics around mode risk optimisation and governance. 

Juyoung Lim

Asia-Pacific model risk officer

Bank of America

Juyoung is a senior leader in model risk management.

Victoria Zhang

Executive, credit risk strategy and innovation

National Australia Bank

Thumbnail
Craig Davis

Partner, financial risk advisory and risk solution consulting

KPMG

Craig Davis is a Partner and leads KPMG's Financial Risk Management practice across ASPAC, he co-ordinates and/or leads all related engagements in this field. In addition Craig is the Global sponsor for our Risk and Capital Markets technology offering and through this participate in global competency teams. KPMG's Financial Risk Management team provides end to end program services covering project governance, business analytical/financial engineering, organisational engineering/business process optimisation, systems integration and regulatory advice and assurance. We provide certainty and industry insights to complex challenges across the Treasury, Capital Markets and Risk arenas.

Craig joined KPMG from APRA where he was a member of the balance sheet and market risk oversight team responsible for the review of trading and balance sheet management at a range of financial institutions. Whilst at APRA Craig lead and participated in prudential reviews of supervised institutions covering their balance sheet management and traded market risk capabilities. As an outcome of these reviews he provided recommendations to ensure risk control frameworks meet prudential requirements and achieve better practice. An example of this was his involvement in the investigation and remediation of the FX Options rogue trading incident at the NAB.

 

Dr Stephen Tonna

Senior banking solutions advisor, risk and finance advisory, Asia Pacific

SAS

Discussion topics include:

Come learn how to handle these complex issues at hand, and further explore:

  • Current challenges and regulatory pressures around development and use of models
  • Ensuring fairness through the modeling development life cycle
  • Instilling confidence in machine-generated decisions
  • Factors to look for when monitoring performance of models
Who should attend?

Job titles include but are not limited to:

  • Chief Risk Officer
  • Head of Model Validation 
  • Head of Retail Model Validation 
  • Head of Risk Models 
  • Head of Risk Metrics and Measurements
  • Model Manager 
  • Modelling Specialists 
  • Quantitative Modeler
  • Data Scientist

About Risk.net think tanks

Risk.net think tanks are virtual roundtables designed exclusively for senior executives. These virtual events provide an intimate, board room style setting for executives to discuss a specific trend or challenge in order to develop the best course of action to address it. The discussion is conducted under Chatham House rules which means it is off the record hence participants can share their views openly, freely and anonymously.

Risk.net would welcome senior practitioners to take part to exchange idea with peers and to move forward together during uncertain times.

Register for this roundtable event

While audience participation isn't required, we want this online session to be as interactive as possible and encourage attendees to ask questions and make comments. 

The event is held under Chatham House Rule to allow for an open discussion.

Please contact us if you have any question or wish to book by email: