New York, NY & Virtual

January 26th – 28th, 2022 | 08:30 EDT

Look into the next generation for MRM to create a mature, holistic framework alongside the latest developments in automation and ML model explainability

Model risk is a key area of focus for financial institutions as there are constantly ongoing developments which need to be incorporated into frameworks. The growing complexity of models within financial institutions means that enhancements need to be made in the documentation and reporting of models to reduce any errors in models and ensure thorough governance. Moreover, model risk professionals want to benchmark the latest developments in artificial intelligence and machine learning models and how to overcome related challenges, in terms of explainability, data bias and validation of these models.

The GFMI 19th Edition Model Risk conference will provide a platform for model risk professionals to reflect on all the latest updates to model risk guidance from regulators and what this means for everyday model risk practices. Experts will explore the impact of market anomalies on model risk and share best practices on how to take a model risk framework to the next level to effectively manage model overlays and incorporate automation for updates. Discussions will also be held on how to overcome explainability challenges of AI models via an effective three lines of defense approach as well as tackling data bias within these models. 

Attending This Premier marcus evans Conference Will Enable You to:

• Evaluate the key takeaways from the latest updates to model risk regulatory guidance.

• Assess the impact of anomalies on future model risk practices.

• Test whether your model is appropriate for use.

• Overcome bias challenges within ML and AI models.

• Implement best practices for validation of ML models.

• Manage the difficulties surrounding vendor model management.

Best Practices and Case Studies from:

• Olga Collins, Global Head of Model Risk Reporting and Infrastructure, Morgan Stanley

• Kishore Karra, Executive Director, Model Risk Governance and Review, JP Morgan

• Mike Roginsky, Senior Vice President, Model Risk Management Officer, Federal Home Loan Bank of San Francisco

• Aruna Joshi, Head of Model Risk Management, Visa

• Jacob Kosoff, Head of Model Risk Management and Validation, Regions Bank

• Asha Gowda, Senior Vice President, Assistant General Auditor, Treasury and Models, Keybank

• Dr. Joseph Breeden, President, MRMIA