Managing Model Risks in Dynamic Markets

Aired: Wednesday, June 21, 2017


2.0 CRCM

Model risk has become an important part of the enterprise risk management function. Advances in analytic methods, data and computing power have led to widespread use of models across the banking sector.

This recording highlights the governance practices necessary to effectively manage and monitor model development and implementation activities throughout the organization. How to successfully implement regulatory model guidance such as OCC 2011-12 is featured in this discussion by a former bank Chief Risk Officer with extensive experience overseeing model development and validation activities. Get your questions answered!

This recording focuses on:

  • Gaining an understanding of what model risk is and why itis important to risk managers
  • How to identify model error, how to determine your appetite for model risk and monitor it
  • How to establish a feedback loop between model users and developers to enhance model development and validation exercises
  • How to implement best practices in model risk management

Speakers:

  • Clifford V. Rossi, Ph.D., Faculty Head and Program Director, Professor of the Practice and Executive in Residence, Robert H. Smith School of Business, University of Maryland
  • Steve Gaenzler, CFA, Principal, Co-Founder, Five Bridges Advisors, LLC
  • Joseph Mattey, Vice President of Enterprise Risk Analytics, Chief Risk Office, USAA
 

 Continuing Education Credits

 
The Institute of Certified Bankers (ICB) has approved this program for 2.0 CRCM continuing education credits for the live program and the recording.

CPE logoRecordings are not eligible for CPE credits.

American Bankers Association is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its website: www.nasbaregistry.org.
Questions? Please contact Linda Shepard / Cari Hearn for more information.
 

 Pricing & Purchasing

 

Streaming Online Recording
Now Available

ABA Member • $235
Non-Member • $365

 

 Who Should Attend

 
  • Risk Management Professionals involved in bank modeling and validation
  • Chief Risk Officers
  • Senior Risk Executives
  • Senior Bank Managers
  • Bank Legal Counsele
  • Risk Auditors
  • Compliance Officers and Managers
  • Risk Consultants
  • CRCMs, and CPAs
 

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