The marcus evans 6th Annual Model Risk Management for Financial Institutions conference taking place on 22-24 May, 2024 in Frankfurt, Germany will enable you to discover new strategies for effective model validation, and monitoring in the era of Artificial Intelligence (AI) and machine learning. Moreover, you will be able to engage with industry leaders to understand the complexities of non-credit model handling and the necessary skill sets for today's evolving risk environment. Finally, you will delve into discussions on integrating advanced models within regulatory frameworks and learn how to navigate the ethical considerations and risks associated with these technologies. 

Key Topics include: 

  • Decoding PRA SS1/23: Navigate through evolving regulatory challenges
  • AI model validation in dynamic environments: How to adapt to continuous learning
  • Breaking new ground: The validation challenges of NLP and LLM in finance
  • Refining ESG model validation: Navigating data intelligence challenges
  • Integrate internal audits in model lifecycle management
  • Enhance governance through effective model inventory

Best Practices and Case Studies from:

  • Catarina Souza, Head of Model Development and Review Division, PRA - Bank of England
  • Kirsty Cartwright, Head of Model Risk Governance, Natwest Group
  • Darius Grinvaldas, Head of Risk Analytics, Luminor Group
  • Shailesh Pillay, Group Head of Model Risk Management, FirstRand
  • Eric Peter, Head of Group model’s audit, Société Générale
  • Jens Jakob Baltzer Rasmussen, Head of Model Risk Management, Rabobank

For more information please contact Ria Kiayia, Digital Media and PR Marketing Executive at or visit:

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