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

Virtual roundtable for risk executives in the USA

Thursday April 29, 2021 | 3PM ET



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

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

Adam Levy

Principal, modeling & valuation


Adam Levy is a Principal in KPMG LLP’s Risk Consulting practice with over 19 years of experience in financial risk management. He has professional experience in the consumer and commercial lending industry, as well as Stress Testing and Allowance for Credit Losses (CECL/ALLL). Adam is one of the Partner signers at KPMG for ACL Audit Assists of KPMG’s banking and finance company audits. Adam also has deep experience in Model Risk Management including model development, remediation, and validation.

Agus Sudjianto

Head of model risk

Wells Fargo

Agus Sudjianto is an executive vice president and head of Corporate Model Risk for Wells Fargo, where he leads a highly technical team to manage model risk across the enterprise. Prior to his current position, Agus was the modeling and analytics director and chief model risk officer at Lloyds Banking Group in the United Kingdom,where he was responsible for the enterprise development and oversight of all risk management models (retail and wholesale credits, market, regulatory capital, stress testing, asset liability management, and insurance).

Darryl Ivan

Head of North America financial risk management


Darryl is the Head of North America Financial Risk Management at SAS where he is responsible for the development and execution of risk management technology strategy for the US and Canada, spanning clients in banking and insurance.  In this capacity he leads a team of experts with deep technical & domain expertise in Risk Management, quantitative modelling and data & analytics.

Darryl has 20 years’ experience in banking and risk management including positions in risk, treasury, finance and lending at several large global banks as well as Chief Risk Officer at several small regional banks.

Agenda at a glance

3.00pm ET Welcoming remarks & roundtable introductions
3.10pm ET Discussion with speakers hosted by editor
3.45pm ET Open discussion & Q&A
4.00pm ET Informal discussion continues over complementary wine tasting with a sommelier from the J. Cage Cellars
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. 

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