marcus evans to Host the 12th Edition Model Risk Conference on June 25-27, 2018 in New York

marcusevans will host the 12^th Edition Model Risk Conference on June25-27, 2018 in New York. This conference will provide firms with practical tools to enhance infrastructure capabilities and improve model lifecycle management, in order to foster faster responses to changing regulatory demands. Attendees will explore best practices for employing advanced analytics and improving quantitative capabilities to help further optimize model validation techniques. Finally attendees will evaluate the CCAR 2018 results to improve 2019 submissions.

Learn From Key Practical Case Studies:

• SocieteGeneralewill examine best practices for improving model lifecycle management to reduce response times to regulatory demands
• Citi will analyze how to augment infrastructure capabilities to improve model risk management
• BNP Paribas will address the key challenges in model validation
• Wells Fargo will inspect best methodologies to optimize internal audit processes for better model risk management
• Santander will assess the practical application of AI in model validation

Key Speakers Include:

• David Palmer, Senior Supervisory Analyst, Federal Reserve Board
• Sean Keenan, Senior Managing Director, Model Risk Management, AIG
• Daniel Ward, Head of Independent Model Validation & Review, BNP Paribas
• Stefan Szilagyi, Examinations Manager, Risk Modeling, Division of FHLBank Regulation, Federal Housing Finance Agency
• Rafic Fahs, Chief Model Risk Officer, Santander 

For more information, please visit: http://bit.ly/2EccA7uor you can contact Amanda Pink at [email protected].

marcusevans 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.

marcusevans will host the 12^th Edition Model Risk Conference on June25-27, 2018 in New York. This conference will provide firms with practical tools to enhance infrastructure capabilities and improve model lifecycle management, in order to foster faster responses to changing regulatory demands. Attendees will explore best practices for employing advanced analytics and improving quantitative capabilities to help further optimize model validation techniques. Finally attendees will evaluate the CCAR 2018 results to improve 2019 submissions.

Learn From Key Practical Case Studies:

• SocieteGeneralewill examine best practices for improving model lifecycle management to reduce response times to regulatory demands
• Citi will analyze how to augment infrastructure capabilities to improve model risk management
• BNP Paribas will address the key challenges in model validation
• Wells Fargo will inspect best methodologies to optimize internal audit processes for better model risk management
• Santander will assess the practical application of AI in model validation

Key Speakers Include:

• David Palmer, Senior Supervisory Analyst, Federal Reserve Board
• Sean Keenan, Senior Managing Director, Model Risk Management, AIG
• Daniel Ward, Head of Independent Model Validation & Review, BNP Paribas
• Stefan Szilagyi, Examinations Manager, Risk Modeling, Division of FHLBank Regulation, Federal Housing Finance Agency
• Rafic Fahs, Chief Model Risk Officer, Santander 

For more information, please visit: http://bit.ly/2EccA7uor you can contact Amanda Pink at [email protected].

marcusevans 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.