NEW YORK, Aug. 9, 2016 /PRNewswire/ -- marcus evans will host the 2nd Annual Advanced Model Validation Conference, October 5-6, 2016 in NYC, NY. Model validation is an integral part of everyday operations for managing model risk. Thus, there is a need to create robust model risk and model validation frameworks. While regulations continue to evolve, the industry must stay ahead of the curve, adapt to new guidance, and manage resources to implement such changes. Through case study presentations, panels and Q&A, modeling professionals can expect to gain valuable insight into model validation improved practices, and apply them to model risk governance programs.
Attending this premier conference will enable you to:
- Understand regulator expectations, concerns and observations in model risk and model validation, and what firms need in order to be compliant
- Navigate the complexities in defining what is a model to lessen the burden on validation teams
- Classify a model versus a non-model based on regulations, resources, materiality and judgments to promote consistency
- Apply qualitative model overlays to address shortcomings for optimal validation
Featuring Case Studies from Leading Model Risk Experts, Including:
Srikanth Ranganathan, Managing Director Model Risk Management Group, AIG
Kresimir Marusic, Managing Director & CCAR Lead, Deutsche Bank
Daniel Ward, Head of Independent Model Validation & Review, BNP Paribas
Valeriu Omer, SVP, Model Validation Manager, Bank of the West
Emre Sahingur, VP & Chief Risk Officer for Model Risk Management, Fannie Mae
marcus evans conferences annually produce over 2,000 high quality events designed to provide key strategic business information, best practice and networking opportunities for senior industry decision-makers.
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SOURCE marcus evans