Canada

Canada

 


Driving transformations of the model life cycle in
a highly uncertain business landscape

Virtual roundtable for risk executives in Canada

Thursday April 22, 2021 | 3PM ET
 

REGISTER NOW

 

The COVID-19 pandemic caused a massive disruption in the usage of risk models in banks. Some models have failed in the crisis, others were used with significant judgmental overlays, and most have been regularly re-calibrated as the pandemic effects vary. Compounding the COVID-19 effects are regulatory requirements and models' increasing time to market.

Institutions realize that even when they have a clear strategy, having them deployed months later is unsustainable, especially in a rapidly changing environment. Post-COVID, the expected recovery shape will mean redevelopment, re-segmentation and perhaps re-design of market strategies.

Leaders will have to make smart choices to make the model strategies efficient and sustainable in a crisis like COVID and be more resilient in the future. This crisis has caused banks to reevaluate the entire model landscape and model life cycle to build better models, deploy and manage them more efficiently. 

Join your peers for a facilitated, interactive exclusive virtual networking event for risk leaders to discuss strategies to maintain and improve model efficiency.


Suggested reading

The next S-curve in model risk management

Philip Harding

Contributing editor

Risk.net

Phil leads the development of specialist content and thought leadership across the Risk.net portfolio and is a regular contributor to Risk.net publications and events. An experienced financial and B2B publisher and editor, his work spans sectors including risk management, insurance, investment, banking and technology.

Romana Mizdrak

Managing director, model risk division

OSFI

Romana Mizdrak is a Managing Director of Model Risk Division at the Office of Superintendent of Financial Institutions.  With over 17 years in the financial services sector in Toronto, Romana has worked in various technical roles related to model risk management including quantitative analysis, risk monitoring, and model validation. Romana holds a M.A. in Mathematics and Statistics from York University of Toronto, and a Graduate Diploma in Financial Engineering, also from York University.

Mario Schlener

Partner, FSRM practice lead, Canada & global FS risk technology, alliance, innovation lead

Ernst & Young LLP

Mario is the Canadian leader of EY’s Financial Services Risk Management Practice since October 2017. Additionally, Mario is also the Global Lead for the FS Risk Consulting practice for Alliances/Technology/Innovation and contributes to several global regulatory initiatives (co-author of Whitepapers) on AI Fairness, Explainability and Privacy. He is leading several EY asset developments using ML/AI applications and solutions for risk management (i.e. credit-, market- ccr- liquidity risk models), AML/Fraud/Cyber (i.e. TM models, CRR models, Sanctions, fraud, cyber/resiliency models) and Compliance (i.e. trade surveillance models). He brings over 23 years of experience in risk and capital markets modelling and quantitative risk management. 

Darryl Ivan

Head of North America financial risk management

SAS

Darryl leads SAS’ risk practice in North America and has close to 20 years’ experience in banking, insurance, and risk management. Before joining SAS,  Darryl held positions as Chief Risk Officer at two OSFI regulated institutions, where he was responsible for the design and implementation of a comprehensive risk framework.  Prior, he held various lending and risk and capital management positions at one of Canada’s largest banks. 
 
Darryl holds a Bachelor of Engineering from McMaster University and an MBA from Schulich School of Business. 

Agenda at a glance

3.00pm ET Welcoming remarks & roundtable introductions
3.10pm ET Discussion with speakers hosted by Risk.net editor
3.45pm ET Open discussion & Q&A
4.00pm ET  Informal discussion continues over complementary wine tasting with a sommelier from the Foreign Affair Winery
4.30pm ET End of the roundtable

 

Wine tasting

Once your registration to the roundtable is confirmed we will send you a box with three wine bottles. After the roundtable discussion concludes, our sommelier will join the call and take you through a tasting of the three wines. 

Hosted by:

Risk.net is a news and analysis website covering the financial industry, with a particular focus on regulation, derivatives, risk management asset management and commodities.

https://www.risk.net

SAS is the leader in business analytics software and services, and the largest independent vendor in the business intelligence market. Through innovative solutions, SAS helps customers at more than 70,000 sites improve performance and deliver value by making better decisions faster. Since 1976 SAS has been giving customers around the world THE POWER TO KNOW®.