The Marcus Evans 9th Edition Model Risk Management for Financial Institutions conference will provide actionable insights into how financial institutions are evolving model risk management frameworks to address the growing complexity and scale of AI. Key sessions will examine the impact of AI on model tiering, governance structures, and validation strategies. Furthermore, it will explore how institutions are adapting model ownership, audit procedures, and regulatory alignment under frameworks like SS1/23 and the EU AI Act, offering delegates key takeaways to implement robust and scalable model risk management oversight in an evolving AI-driven environment.
Attending This Premier marcus evans Conference Will Enable You to:
- Reflect on key lessons from AI deployments and use cases to maximise benefits and effectively prepare for the growing use of AI
- Evolve validation methodologies for AI/ML models given increasing volume and complexity
- Enhance collaboration across validation, audit and risk teams to manage growing complexity of AI models
- Navigate effective regulatory compliance across jurisdictions for AI and traditional models
- Review the integration of DQMs into MRM frameworks to comply with SS1/23 expectations
- Assess the impact of the EU AI Act on internal governance policies in financial institutions
Best Practices and Case Studies from:
- Julia Gehring, Head of Validation of Rating Models & Risk Data, DekaBank
- Peyman Khorsand, Head of algo trading model validation, Deutsche Bank
- Guangxiu Ma, Head of Model Validation, Crédit Agricole CIB
- Karolos Korkas, Head of Algorithmic Trading Model Risk, AI Model Risk & Compliance Model Risk, Nomura
- Eleimon Gonis, Head of Independent Model Validation, Virgin Money
- Luc Leonard, Head of Model Validation & Risk, Belfius
For more information please contact Ria Kiayia, Digital Media and PR Marketing Manager at riak@marcusevanscy.com or visit: https://shorturl.at/Tga2y
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