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Re-thinking model risk management in a new era of risk

Posted by on 28 June 2021
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What are the driving forces in the new era of risk? How do you assess the power and performance of our models under these volatile market conditions? And what are the key challenges and considerations in applying SR 11-7 framework to AI models?

On the panel:

  • Arpit Narain, Global Head of Financial Solutions, MathWorks
  • Xiaobo Lui, Managing Director, Corporate Model Risk Management, Wells Fargo
  • Jing Zhou, Managing Director, Enterprise Model Risk Management, Royal Bank of Canada
  • Slava Obraztsov, Managing Director, Global Head of Model Risk, Nomura
  • Lourenco Miranda, Managing Director, Societe Generale CIB
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