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.
What to look forward too
- 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
MathWorks is the leading developer of mathematical computing software. MATLAB, the language of technical computing, is a programming environment for algorithm development, data analysis, visualization, and numeric computation. Simulink is a graphical environment for simulation and Model-Based Design for multidomain dynamic and embedded systems. Engineers and scientists worldwide rely on these product families to accelerate the pace of discovery, innovation, and development in automotive, aerospace, electronics, financial services, biotech-pharmaceutical, and other industries. MATLAB and Simulink are also fundamental teaching and research tools in the world's universities and learning institutions. Founded in 1984, MathWorks employs more than 4000 people in 16 countries, with headquarters in Natick, Massachusetts, USA. For additional information, visit mathworks.com.
Yields.io is the first FinTech platform that uses AI for real-time model testing and validation on an enterprise-wide scale.
Our model risk management solution has three main modules. The data lake component allows model validators and developers to apply data governance at scale. Our validation and monitoring module merges statistical tests with ML algorithms to created structured validation documents and to detect model issues in real-time. All this data is then fed into a model inventory component that links process workflow and quantitative data together. This allows for C-level dashboards that summarize real-time model quality while simultaneously supporting detailed drill down for the technical teams.
Yields.io was founded by Jos Gheerardyn and Sébastien Viguié in 2017. Our R&D team counts numerous senior data scientists and quantitative analysts while our sales team is composed of experienced risk management professionals. The company has its offices in London (UK) and in Gent (Belgium) and is backed by investments from Volta Ventures (early-stage European VC) and Michel Akkermans (serial entrepreneur, private investor, and former CEO and chairman of Clear2Pay).