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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