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Opportunities and Challenges Around Complex Model Validation

  • 19 Oct 2015
  • 6:30 PM (EDT)
  • PwC, 300 Madison Ave. New York, NY 10017

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Opportunities and Challenges Around
Complex Model Validation


6:15 PM - Registration
6:30 PM - Panel Discussion Begins
7:45 PM - Reception

This panel will discuss the opportunities and challenges around Complex Model Validation, including the following

  • What is a complex model?
  • What are the types of complex models that need to be validated?
  • What are the types of tests that are performed on complex models?
  • How are models interconnected and how does this impact your validation process?
  • What are the roles of the three lines of defense?
  • Are the current levels of documentation sufficient?
  • How are the regulators impacting model validation?

Speakers:

David Eliezer
Vice President, Global Head of Model Validation, Numerix LLC

Bernhard Hientzsch
Head of Model, Library, and Tools Development (for Corporate Model Risk), Wells Fargo

Jon Hill
Executive Director, Morgan Stanley, Global Head of Market and Operational Risk Model Validation
 
Douglas Summa
PwC Risk and Regulatory Practice Co-head - Model Risk Management
 



Registration fees:
Complimentary for IAQF Members through this site.
Non-Members: $25.00 by registering through this site.
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