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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.
8:00am – 8:30am: Registration and breakfast
8:30am – 8:40am: Model Risk Management: An OverviewFreddy Gielen, Executive Partner, Avantage Reply
8:40am – 9:00am: A Framework for Model ValidationSergio 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: