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Focus On

Event

Model Risk Breakfast

FOCUS ON: Risk, Regulation & Reporting, Events,
Model Risk


12 December 2017

Luxembourg, Reply offices

On Tuesday 12 December 2017, Avantage Reply will be hosting a Business Breakfast meeting in our offices (21-25 allée Scheffer). The Breakfast will provide an opportunity to discuss evolving regulatory requirements and industry approaches to the management of model risk with a focus on independent model validation.

AGENDA

8:00am – 8:30am: Registration and breakfast

8:30am – 8:40am: Model Risk Management: An Overview
Freddy Gielen, Executive Partner, Avantage Reply

8:40am – 9:00am: A Framework for Model Validation
Sergio Scandizzo, Head of EIB Group Model Validation Division, European Investment Bank

9:00am – 9:20am: Model Validation through the Model Lifecycle
Simon Bourcy, Head of ERM, Banque Internationale à Luxembourg

9:20am – 9:40am: Implementing an enhanced Model Validation Function: Challenges and handy Tips
Ram Ananth, Head of Quantitative Risk Practice, Avantage Reply (London)

9:40am – 10:00am: Networking over Coffee

Please kindly confirm your registration by emailing:

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