Course Agenda
Agenda
Course Agenda
Chairperson: Sjoerd Kampen, senior manager – FRM, Deloitte & Koen Dessens, partner, Deloitte
Day 1
September 25, 2019
08:30 |
Registration and refreshments |
|
09:00 |
The regulatory landscape and governance of model risk
Sjoerd Kampen, senior manager – FRM, Deloitte & Koen Dessens, partner, Deloitte |
|
10:30 |
Morning break |
|
11:00 |
Practical insights into establishing a state of art model risk management function
Sonia Sodhi, senior model risk manager - risk governance, Aegon
|
|
12:30 |
Lunch |
|
13:30 |
Machine learning for model validation
Jos Gheerardyn, CEO, Yields.io |
|
15:00 |
Afternoon break |
|
15:30 |
Managing the risks introduced by artificial intelligence models
Speaker: Peter Plochan, EMEA principal risk management, SAS |
|
17:00 |
End of day one |
Day 2
September 26, 2019
08:30 |
Refreshments |
|
09:00 |
Model risk management of other modelling types
Speakers: Thomas Clifford Partner, Deloitte Denmark & Gareth Greenwood Partner, Deloitte Sweden |
|
10:30 |
Morning break |
|
11:00 |
Building a model risk management framework
Speaker: Javier Calvo Martin, partner, Management Solutions |
|
12:30 |
Lunch |
|
13:30 |
Model risk management principles: the model validation process
Leticia Mortoza, Senior Model Risk Analyst, Nordea Denmark |
|
15:00 |
Afternoon break |
|
15:30 |
Model risk perspective on LIBOR transition, FRTB and NMRF’s
Maurizo Garro, Senior Audit Manager, Lloyds Bank |
|
17:00 |
End of course |