Preparing for emerging model risk challenges
RiskMinds International speakers Manish Dureja, Practice Lead, Credit Risk Analytics, EXL Service, Dimitrios Asvestis, Head of Model Risk Measurement & Quantification, Barclays, Sarah Kæstel-Bjerg, Head of Model Risk Management, Nordea, and Suresh Sankaran, Head of Model Risk Governance, Metro Bank (UK) explore:
- Industry view on expanding definition of ‘models’ to include ‘quantitative methods’.
- Cost of expanded scope of model risk management and impact on decision agility.
- Regulatory developments and takeaways.
- Role of board and target operative model in context of model risk management.”
Accelerating model risk management
Titus Edelhofer, Principal Consultant, Mathworks, re-assesses the key pillars of model governance (regulatory compliance, efficiency, clarity) and explores what it means to accelerate the processes of model risk management.
