Why You Should Attend:

 

This GFMI conference will help financial firms produce high quality models that adhere to the regulations. Attendees will learn how to enhance model risk management in an evolving regulatory environment and examine the interrelationship between Letters 11-7, SR15-18 and SR15-19.

Enhancing the role of internal audit and strengthening the relationship between model risk and audit teams will be examined. Key challenges such as data granularity for PPNR models and learning from the latest CCAR submission will be explored. Leveraging technology to enhance data collection and quality for DFAST will be addressed as well as how to incorporate model risk into the wider enterprise risk management framework. Finally, adapting model risk management frameworks to also successfully comply with CECL requirements will be examined

Key Speakers:

 

Saee Joshi
Managing Director, Model Risk Audit 
JP Morgan 

Griselda Rondon
Executive Vice President, Chief Model Risk Officer
KeyBank 

Emre Sahingur
Chief Model Risk Officer 
Fannie Mae 

David Palmer
Senior Supervisory Analyst 
Federal Reserve Board 

Deniz Senturk
Head of Model Risk Management
State Street 

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

Voytek Skoczylas 
Global Head of Model, Market Risk and Capital Audit
TD Bank 

Douglas Gardner
Head of Model Risk Americas
BNP Paribas 

 

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