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Day One | April 20 Day Two | April 21

Day Two| April 21

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.

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8:00
Breakfast and Networking
8:50
Chair’s Opening Remarks
9:00
FROM MODEL VALIDATION TO RUNTIME GOVERNANCE
Managing model risk after deployment
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Key topics

  • Moving beyond development-time validation towards continuous assurance
  • Monitoring model performance and deterioration throughout the lifecycle
  • Identifying emerging limitations and unexpected behavior
  • Determining how institutions can evidence continuing model fitness

Shehryar Humayun,Managing Director – Models, Data & AI Audit,Lloyds Banking Group

9:35
BEYOND THE MODEL – PANEL DISCUSSION
Managing interconnected risks across data, technology, processes and third parties
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Key topics

  • Identifying risks emerging from interactions between models, data and technology
  • Assessing third-party dependencies and model limitations
  • Clarifying accountability when multiple components contribute to an outcome
  • Determining where MRM should end and other risk disciplines should begin

10:20
Morning Networking Break
10:50
GOVERNING MATERIAL MODEL CHANGE
Managing transformation without losing control
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Key topics

  • Assessing the risk created by changes to models, data, methodology and implementation
  • Understanding supervisory expectations around material model changes
  • Strengthening governance and challenge throughout the change process
  • Demonstrating effective validation and monitoring following implementation
  • Managing regulatory approval without creating unnecessary delays or duplication

Eleimon Gonis,Head of Credit Model Risk,Nationwide

11:25
THE VALUE OF MODEL RISK MANAGEMENT
Demonstrating value and prioritising investment
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Key topics

  • Demonstrating the business value generated by effective MRM
  • Prioritising investment according to material model risk
  • Assessing the return on investment from model-risk activity
  • Making the case for investment to senior management and boards

Madiha Jami,Group Head of Model Risk Management,Admiral Group Plc

12:00
AI WITHIN MODEL RISK
Integrating AI governance into the wider MRM framework
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Key topics

  • Defining where AI governance and model risk management should intersect
  • Determining which AI use cases warrant model-risk treatment
  • Applying proportionality when classifying AI use cases
  • Avoiding duplicated governance across overlapping risk frameworks
  • Establishing practical accountability for increasingly complex AI applications

Jean-Pierre Marshall,Head of Model Risk Management,Handelsbanken

12:35
Lunch Break

ROUNDTABLE
Translating Operational Resilience into Board-Level Risk Appetite

Ron Eisenberg,Head of Operational Risk,Citibank Canada

ROUNDTABLE
Breaking Down Silos Between the First and Second Line

Matthew Moore,Director, Operational Risk,Barclays

ROUNDTABLE
Exploring Third-Party Dependency and Concentration Risk

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

1:35
VALIDATING NON-DETERMINISTIC AI
Moving from validating outputs to validating behaviors
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Key topics

  • Determining what should be validated in LLMs and agentic systems
  • Assessing hallucinations, emergent behavior and unexpected failure modes
  • Validating retrieval-augmented and agent-based architectures
  • Monitoring performance continuously rather than relying solely on point-in-time validation
  • Establishing what constitutes sufficient independent validation evidence

Peyman Khorsand,Head of Algo Trading Model AI Validation,Deutsche Bank

2:10
MANAGING RISK IN THIRD-PARTY MODELS
Addressing vendor risk and resilience across the AI ecosystem
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Key topics

  • Assessing the validation evidence provided by external model vendors
  • Determining when vendor evidence can be relied upon and when independent validation remains necessary
  • Evaluating vendor claims around model accuracy and performance
  • Incorporating third-party model limitations into institutional risk assessments
  • Avoiding unnecessary duplication while retaining accountability for model outcomes

Peter Quell,Head of Portfolio Analytics for Market and Credit Risk,DZ Bank AG

2:45
 Afternoon Networking Break

3:15
AI DECISION-MAKING & CONTROL – PANEL DISCUSSION
Managing accountability and control as AI systems begin to act
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Key topics

  • Monitoring decisions and actions throughout the execution lifecycle
  • Creating effective audit trails and evidencing accountability
  • Managing interactions between multiple systems and decision-making components
  • Establishing appropriate controls around human-AI decision-making
  • Determining accountability when decisions cannot be attributed to a single model

Jacob Henry, Head of Transformation Risk Governance,Morgan Stanley

David Hookings, MD, Global Head, Models & Predictive Analytics, Standard Chartered

Satish Raghavan, Director, Head of Market Model Validation, Citi

Bernardo Veiga,Director, AI Model Risk,UBS

4:00
THE FUTURE OF MRM
Determining what the model risk function needs to become
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Key topics

  • Assessing how the role of MRM is changing
  • Balancing technical expertise, regulatory knowledge and business understanding
  • Redesigning operating models around changing technologies and risk
  • Strengthening collaboration across first line, second line, validation and audit
  • Identifying the capabilities MRM functions will need over the next five years
4:45
 Chair’s Closing Remarks
Day One | April 20 Day Two | April 21
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