5th Annual Model Risk Management for Financial Institutions
Date: 24 - 26 May 2023
The marcus evans5th 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