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8 February 2018
London, Reply offices
On Thursday 8 February 2018, Avantage Reply will host a Model Risk Management event in our offices at 38 Grosvenor Gardens. The event provides participants an opportunity to better understand the evolving regulatory requirements and discuss the industry approaches.
6:00pm – 6:20pm: Registration
6:20pm – 6:30pm: Model Risk Management: An Overview
Dean Mitchell, Associate Partner, Avantage Reply
6:30pm – 7:00pm: New consultation paper: Model risk management principles for stress testing (CP26/17)
Diederick Potgieter, Risk Specialist, Bank of England - PRAMarco Schneebalg, Risk Specialist, Bank of England - PRA
7:00pm – 7:30pm: An industry perspective from the 1st and 2nd line
Alan Smillie, Executive Director, Risk Methodology, Nomura
Horst Kausch, Head of Model Risk Validation, HSBC
7:30pm – 7:45pm: A model review case study
Hadrien van der Vaeren, Manager, Avantage Reply
7:45pm – 8:30pm: Networking
Please kindly confirm your registration by emailing: