Model Risk Management Europe

Memo

Risk.net is launching Model Risk Management Europe to examine the analytical skills, governance and structures required for effective model risk management and the role that big data analytics and machine learning have to play. Attention will also focus on the expectations and impact of the ECB's Targeted Review of Internal Models (TRIM).



A £450 Early bird booking discount is available until 20 April.



Join us to discuss:



• How to meet the regulatory expectations of TRIM

• Model risk management under the FRTB regime

• The impact of AI on model development

• Case studies: Adopting governance best practice across regulators, jurisdictions and institutions

• Plus: an interactive dialogue with industry practitioners in our new 'war game' formats



PLUS: Pre-conference workshop: 22 May - BUILDING UP A MODEL RISK GOVERNANCE FRAMEWORK

Workshop speaker: Miguel Ángel Hidalgo de Torres, Head of Model Risk Governance, BBVA



To view the full conference programme visit http://events.risk.net/modelriskmanagement



Price

2 Day conference only : GBP 1999.0

2 Day conference only - Early bird price (Book by 20 April): GBP 1549.0

Pre-conference workshop only: GBP 899.0

2 Day conference + pre-conference workshop: GBP 2898.0

2 Day conference + pre-conference workshop - Early bird price (Book by 20 April): GBP 2448.0



Speakers: Rama Cont Professor of Mathematics & Chair of Mathematical Finance, Department of Mathematics IMPERIAL COLLEGE, Tanveer Bhatti Managing Director, Head of Model Risk, Head of Valuation Control, Co-Chair LIBOR Working Group CITI, Peter Quell Head of Portfolio Analytics for Market and Credit Risk DZ BANK, Lutz Weinert Director COMMERZBANK, Paul Burnett Head of Traded Risk Analytics, Global Risk Analytics HSBC, Azar Khurshid Vice President - Market Risk Manager MIZUHO INTERNATIONAL, Assad Bouayoun Director, XVA Quantitative Analytics SCOTIABANK, Raphael Albrecht Head of IRC Methodology CREDIT SUISSE, Raphael Albrecht Head of IRC Methodology CREDIT SUISSE, Miguel Ángel Hidalgo de Torres Head of Model Risk Governance BBVA, Giorgio Bocchi Head of Model Risk Management for Global Markets BANK OF AMERICA



Wednesday May 23, 2018 at 8:00 am (ends Thursday May 24, 2018 at 4:50 pm)



Venue details

Radisson Blu Edwardian Bloomsbury Street Hotel

9-13 Bloomsbury Street, Greater London WC1B 3QD, United Kingdom