July 18, 2024

4th Edition Model Risk Management to take place in France


Paris, France | Option to attend virtually

13 – 15 June, 2022 | 09:00 CET

Model risk has emerged as a key area of focus for financial institutions in the last few years, as there are constantly ongoing developments that needs to be incorporated into frameworks. Model risk and validation departments are now one of the largest and fastest-growing areas of many financial institutions and the growing complexity of models within these institutions means that enhancements need to be made in the documentation and reporting of models to reduce any errors 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. Another emerging issue that model risk professionals need to take into account is the specific attention that needs to be paid to credit and climate risk models.

With this in mind, the marcus evans 4th Edition Model Risk Management conference taking place on 13-15 June, 2022 in Paris, France and virtually will provide unique, practical perspectives to help delegates adapt their model risk strategies to the evolving environment of model risk management with in-depth sessions on the implications and applications of AI and Machine Learning, adapting to new regulations, quantifying AI risks, maximizing efficiency through various validation and governance strategies, and constructing effective and holistic frameworks encompassing all aspects of MRM.

These hands-on sessions will be delivered by best-in-class industry professionals and cutting-edge global leaders who are uniquely equipped to pass on their expertise in this field. This event will enable banks to conquer emerging model risk challenges in regulation, ESG, AI, and establish a competitive advantage.

Attending the conference will enable Model Risk professionals to assess blind spots and risks with AI and machine learning models, evaluate the skills needed for the future professional profile in model risk management, assess the efficacy of machine learning applications with regards to data governance and AI models, enhance current model risk practices with AI and machine learning applications, utilise dynamic triage and processes to adapt to the evolving model governance landscape, as well as assess emerging monitoring strategies for credit risk, IRB, and IFRS 9 models.

Speakers from Société Générale, First Rand Bank, HSBC, UBS, Nordea, Bank of America, to name a few, will be sharing both their success and failures in cutting-edge conference sessions during the three-day event. For more information please contact Ria Kiayia, Digital Media and PR Marketing Executive at riak@marcusevanscy.com or visit: https://bit.ly/3FF68at

International Business Magazine is the Official Media Partner for this event.

Press Release received on Mail



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