Day One | April 20
Here is the latest edition of the agenda. As we approach the event, we will be adding speakers and sessions to enhance your experience. To stay informed, please register your interest or alternatively, download the brochure.
Key topics
- Exploring how model risk management is evolving beyond traditional development and validation
- Assessing where established MRM frameworks are no longer sufficient
- Moving from compliance-driven MRM towards decision-useful risk management
- Identifying the model-risk challenges advanced institutions are struggling to solve
- Preparing model risk functions for increasingly dynamic and interconnected models
 | Filippo Macaluso,Head of Market Risk Model Validation,Standard Chartered |
Key topics
- Comparing UK, European and US supervisory expectations and identifying genuine differences
- Establishing the lowest common denominator for global model-risk frameworks
- Assessing where regulatory expectations are diverging from emerging industry practice
- Navigating prolonged model approval, remediation and changing supervisory feedback
- Balancing regulatory expectations with implementation feasibility and proportionality
| Michal Wojciechowski,Head of Business and Legal Entity Model Advisory,BNY |
Key topics
- Defining materiality and establishing meaningful model-risk classifications
- Aligning governance and validation requirements with model risk and maturity
- Managing borderline tools without unnecessarily expanding the formal model population
- Reducing governance burden for genuinely lower-risk models
- Reassessing proportionality as model use, performance and risk change
| Michal Wojciechowski,Head of Business and Legal Entity Model Advisory,BNY |
Key topics
- Defining what constitutes a model across traditional and increasingly complex tools
- Classifying models according to materiality, complexity and business impact
- Managing rapidly expanding model inventories without creating unmanageable processes
- Determining how to treat third-party models, spreadsheets, DQMs and other borderline tools
- Linking inventory classification to appropriate governance and validation requirements
| Katarina Ocokoljic,Head of Model Risk,NatWest Commercial and Institutional |
Key topics
- Detecting model performance deterioration before it becomes a material risk
- Identifying emerging model limitations and understanding their business impact
- Assessing the effectiveness of remediation rather than simply tracking completion
- Connecting monitoring outcomes to model risk appetite and management action
- Demonstrating continuing model fitness beyond point-in-time validation
| Jacob Henry,Head of Transformation Risk Governance, Morgan Stanley |
| Ron Eisenberg,Head of Operational Risk,Citibank Canada |
| Matthew Moore,Director, Operational Risk,Barclays |
| Phil Gledhill,Supervising Examiner, Operational Risk and Resilience,Federal Reserve Bank of New York |
| Sandeep Maira,Former Head, Enterprise Risk, Compliance and Reg Technology,BNY Mellon |
Key topics
- Developing management information that supports genuine decision-making
- Aggregating model risk across portfolios and business lines
- Distinguishing genuine changes in exposure from changes in methodology or inventory
- Enabling boards to understand when model risk is materially changing
Key topics
- Evaluating the true cost of maintaining IRB models across their lifecycle
- Balancing regulatory maintenance costs against capital and business benefits
- Assessing data sufficiency, model performance and long-term model viability
- Determining when remediation is becoming disproportionate
| Philip Preuss,Global Head of Wholesale IRB Validation,HSBC |
Key topics
- Clarifying first-line ownership versus second-line challenge
- Defining the role of independent validation in challenging model risk
- Assessing where internal audit can add meaningful value
- Resolving disagreements between risk functions
- Managing overlays where underlying model weaknesses remain unresolved
| Ying Poikonoen,Head of Modelling Group,SMBC |
Key topics
- Assessing where governance is becoming bureaucracy
- Understanding which risks institutions are still struggling to measure
- Questioning what MRM functions should stop doing
- Defining what MRM functions should start doing
| Anu Magon, Director Model Risk & Validation,Investec |
| Pieter De Boer, Head of ALM & Markets Modelling,ABN AMRO Bank N.V |
| Alexandros Doukas, Director Model Risk,Barclays |