Model Risk Management Summit

Model risk management, model validation, meeting rising regulatory requirements, ensuring supervisors can assess whether risks are being mapped correctly and consistently and other key issues impacting the banking sector today.

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Model Risk Management Summit

London, June 26th

Event Agenda         Pricing & Registration

Event Highlights:

  • Understand how to comply with and meet regulatory expectations of TRIM
  • Expert discussions on model risk management under the FRTB regime
  • Benchmark your model risk management programme against established practices and regulatory expectations 
  • In-depth and interactive dialogue with industry practitioners in new innovative ‘war game' formats
  • Learn how other firms are implementing different model validation techniques 
  • Examine the impact of AI on model development 
  • Practical case studies on adopting governance best practice that increases consistency of standards across regulators, jurisdictions and institutions

 

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30

Expert Speakers

4

Insightful Presentations

4

Networking Sessions

3

War Games Session

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Paul Burnett

Head of Traded Risk Analytics, Global Risk Analytics

HSBC

Paul is the Global Head of Traded Risk Analytics at HSBC, overseeing the development of Market Risk and Counterparty Credit Risk models across the bank. Paul has been at HSBC working in modelling for over 15 years. Prior to this, he received a PhD studying quantum mechanical behaviour in plasmas.

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William Cooper

Head of Risk

SEB

In 2016 William became the Head of Risk for SEB Denmark with responsibility for protecting the banks financial results and reputation by preventing excessive risk taking and promoting a strong risk management culture. He has a key role in driving and contributing to risk related projects including the banks FRTB program. He has worked in the past for both buy and sell side firms, in roles ranging from trading at a large Hedge Fund to working as a quantitative analyst at a tier 1 investment bank. Always with a focus on improving financial modelling and analytics to maximize risk management and market awareness. William holds a BSc. In Mathematics and Economics from the LSE and a MSc. in Mathematics from the University of Copenhagen.

Suman Datta

Head Portfolio Quantitative Research CB Markets

LLOYDS BANK COMMERCIAL BANKING

Christopher Hall

Head of Model Risk Audit

HSBC

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Paul Peeling

Senior Technical Consultant

MATHWORKS

Sarah Tremel

Global Head of Product Control Analytics

HSBC

Radisson Blu Edwardian Bloomsbury Street Hotel

9-13 Bloomsbury Street
Nr Covent Garden
London  
WC1B 3QD

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