Beruflich Dokumente
Kultur Dokumente
Led By:
Cavit Hafizoglu
Founder and CEO
Axacal Consulting Company
Mark Grondahl
Senior Vice President,
Model Risk Management
TCF Bank
Eva Cruz
Risk Director, Model Validation
Ally Financial
Mark Jensen
Financial Economist andPolicy Advisor
Federal Reserve Bank ofAtlanta
Igor Fomenko
Senior Vice President, MSR AnalyticsManager
BB&T
Caleb Oriade
Director, Model Validation
Freddie Mac
Hristo Kukov
Director, Model Audit
Fannie Mae
Andrew Jaske
Senior Vice President, Model Risk
Management
PNC
James Enriquez
Principal Examiner
Federal Housing Finance Agency
Media Partners
Day One
14.00
14.45
Panel Discussion
Led By:
Eva Cruz
Risk Director, Model Validation
Ally Financial
Caleb Oriade
Director, Model Validation
Freddie Mac
James Enriquez
Principal Examiner
Federal Housing Finance Agency
Table Two
Model change management
When amodel is changed, what is happening? Reviewing
policies andthereal practice
Validation andtesting mechanisms:
Frequency andcomprehensiveness
Making adecision about amodel: When should it be changed,
updated or discarded?
Led By:
Hristo Kukov
Director, Model Audit
Fannie Mae
Table Three
The role ofIT andsystems inmodel risk management
What role does it play inyour organization?
Building relationships between theIT department andmodel risk
Understanding theincreasing importance ofthefunction
andthefuture interdependence
Mark Jensen
Financial Economist and Policy Advisor
Federal Reserve Bank of Atlanta
11.15
Case Study
Led By:
Ragini Yekkar
Model Risk Governance Team Leader
KeyBank
Case Study
Day Two
Panel Discussion
12.00
Case Study
Day Three
INTERACTIVE MASTERCLASS
08.30 Registration andCoffee
09.00 Masterclass Leaders Introduction andOpening Remarks
Led By:
Cavit Hafizoglu
Founder and CEO
Axacal Consulting Company
09.15 Independent validation: Practical application of tests
The importance ofindependent in-house validation teams
andtheir veto power
New model approval: alevel ofvalidation andtesting appropriate
Back-testing, stress testing andoutcomes analysis
forvalidating models
Use ofconsultancies andsolution providers:
Benefits anddrawbacks
The role ofindependent validation intheCCAR process
12.30 Closing Remarks fromtheMasterclass Leader
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