The GFMI 27th Edition Model Risk Management for Financial Institutions conference will offer practical insights into how financial institutions are adapting their model risk management strategies to overcome evolving challenges posed by the nuances of AI. Focused sessions will examine AI’s role in redefining model classification, governance frameworks, and validation techniques. Furthermore, sessions will cover evolving approaches to model stewardship, audit practices, and regulatory guidance. Delegates will take away key methodologies to build effective and scalable model risk management programs tailored for the dynamic AI landscape.
Attending This Premier marcus evans Conference Will Enable You to:
- Leverage model tiering to address the complexity and materiality of AI model use cases
- Explore strategies for effective risk mitigation through clear control and ownership of AI models
- Ensure precise AI model definitions to maintain a complete and reliable model inventory
- Reframe validation methods to reflect the fast-evolving landscape of AI models
- Improve audit capabilities to meet AI model risk challenges through collaboration and accurate documentation
- Assess the impact of global macroeconomic and regulatory shifts on model risk management
Best Practices and Case Studies from:
- Rafic Fahs, Chief Model Risk Officer, Fifth Third Bank
- Xinyu Wu, SVP, AI/ML Model Validation, US Bank
- William Longstreth, Director, Model Validation Head, MUFG
- Piero Monteverde, Assistant Chief Model Risk Officer - Co-Head of Model Validation and Model Governance, Capital One
- Jaydip Mukhopadhyay, Global Head- Model Risk, AI/Gen AI-Internal Audit Group, American Express
- Emre Balta, Chief Model Risk Officer, First Citizens Bank
For more information please contact Ria Kiayia, Digital Media and PR Marketing Manager at riak@marcusevanscy.com or visit: https://bit.ly/4gZjkJO
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