May 24, 2023 Wednesday,10:00 AM

5th Annual Model Risk Management for Financial Institutions

Date: 24 - 26 May 2023

The marcus evans 5th Annual Model Risk Management for Financial Institutions conference taking place on 24-26 May, 2023 in London, UK will provide hands-on insights to ensure attendees are able to adapt their model risk management to current conditions with in-depth sessions on optimizing compliance with new regulations, integrating machine learning into model management, enhancing model validation processes and instituting firm-wide frameworks encompassing all aspects of MRM. These hands-on sessions will be delivered by key industry leaders who are uniquely equipped to pass on their expertise in this field. This event will enable financial institutions to overcome emerging model risk challenges and give themselves a competitive advantage.

Key Topics include:

  • Understand and prepare for the implementation of the PRA's CP 6/22
  • Machine learning interpretability, diagnostics, and applications in banking
  • Strengthen approaches for the quantification of model risk
  • Sustainability model validation: ESG scoring uncertainty
  • Introduce automation to model development, validation, and life-cycle processes
  • Define model risk and consider artificial intelligence/machine learning models

Best Practices and Case Studies from:

  • Catarina Souza, Head of Model Development and Review Division, So PRA - Bank of England
  • Aijun Zhang, SVP - Machine Learning & Validation Engineering, Wells Fargo
  • Rainer Pullirsch, Managing Director - Head of Risk Model Validation, UBS
  • Sanja Hukovic, Head of Model Risk Management, London Stock Exchange
  • Alan Yeo, Head of Enterprise Risk Model Development, First Abu Dhabi Bank
  • Riccardo Volpato, Group Head of Model Risk Identification and Inventory, Intesa Sanpaolo


Register now with £200 discount for ERMA Members and earn 15 PDUs by attending the event for your ERMA Certifications.

Register Now

For more information about this program, please contact
Ria Kiayia
Digital Media and PR Marketing Executive