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2nd Annual Advanced Model Validation

Galvanizing Model Risk Governance Policies and Procedures to Achieve Portfolio Efficiency, Remain Compliant, and Master Validation Practices

5-6 Oct 2016
Millennium Broadway | New York, NY, United States of America

Why You Should Attend

2nd Annual Advanced Model Validation

Lessen the burden on your validation teams. Model validation is an integral part of everyday operations for managing model risk. Thus, there is a need to create robust model risk and model validation frameworks. While regulations continue to evolve, the industry must stay ahead of the curve, adapt to new guidance, and manage resources to implement such changes. Through case study presentations, panels and Q&A, modeling professionals can expect to gain valuable insight into model validation improved practices, and apply them to model risk governance programs.

Building on the very successful 2015 Advanced Model Validation meeting, this highly anticipated edition will address key topics including classification of models versus non-models, model development initiatives & reliability, regulator expectations for model validation, building a foundational validation framework, model risk tiering, risk ranking model inventory, data quality and data collection, departmental communication, shortcomings in applying qualitative model overlays, selecting the proper vendors and variables for expert judgment, validating vendor and PPNR models, best practices to stay compliant, and more.

Key Topics

  • Understand regulator expectations, concerns and observations in model risk and model validation, and what firms need in order to be compliant
  • Classify a model versus a non-model based on regulations, resources, materiality and judgements to promote consistency
  • Apply qualitative model overlays to address shortcomings for optimal validation
  • Achieve successful validation and transparency in vendor models by choosing the right vendors for the job and overcoming the lack of information available
  • Build a robust model validation framework to provide internal and external stakeholders confidence that model results are reliable for informed decision making
  • Previous Attendees Include

    EastWest Bank, Bank of the West, Federal Reserve Bank of Richmond, Umpqua Bank, PenFed Credit Union, Blackrock, Santander Holding Company, Union Bank, Visa, CIBC, First Tech Federal Credit Union, Office of the Comptroller of the Currency, The Bancorp, Luther Burbank Savings, First Republic Bank, Bank of America, BMO Harris Bank, Capital One, Citibank, Deutsche Bank Group, Fifth Third Bank, First Citizens Bank, First Niagra, GE Capital, HSBC Holdings, JPMorgan Chase, Liberty Mutual Group, Middlesex Savings Bank, Morgan Stanley, People's United Bank, Scotiabank, SunTrust Bank, TD Bank Group, TIAA-CREF, Zions Bancorporation

    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Event Sponsors
    Gold Sponsor
    Benchmark Analytics & Consulting
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    Silver Sponsor
    McGuire Performance Solutions
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    Event Partners

    Practical Insights From

    Emre Sahingur
    VP & Chief Risk Officer for Model Risk Management
    Fannie Mae

    Minesh Parekh
    Officer, Risk Analysis & Modeling, Large Bank Supervision
    Federal Reserve Bank of New York

    Tong Peng
    Managing Director & Head of Market Model Validation
    Wells Fargo

    Valeriu Omer
    SVP Model Validation Senior Manager
    Bank of the West

    Petr Chovanec
    Director, Business Modeling & Forecasting

    Kresimir Marusic
    Managing Director & CCAR Lead
    Deutsche Bank

    Alexey Smurov
    Senior Director of Model Validation
    Capital One

    Julian Phillips
    Chief Model Risk Officer
    GE Capital

    Click Here For Full Agenda

    Voice of Our Customers
    • "One of the best conferences on model validation out there!" Genworth Financial
    • "Excellent conference! Speakers were industry leaders with a command of topics, energy and passion." Regions Financial
    • "Great conference, well done. Looking forward to next year." Wells Fargo
    • "Very valuable conference. Industry leaders with significant experience sharing their views and insights." Federal Home Loan Bank of Chicago
    • "Great conference. Loved the practitioner's perspective." Capital One
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Savina Jose

    455 N Cityfront Plaza Dr.
    9th Floor
    Chicago, IL 60611

    Fax: 312-894-6304