10th Edition Model Risk Management for Financial Institutions EMEA

Model risk management is entering a period of rapid transformation as institutions integrate increasingly complex AI, ML, and GenAI models into their inventories. Traditional validation approaches are no longer applicable and there is need for stronger documentation and explainability. At the same time, firms are facing pressure to maintain accurate, transparent, and scalable model inventories that distinguish between models, tools, and emerging GenAI applications. This conference provides insights into best practices to explore how to modernise governance frameworks, enhance validation standards, and strengthen inventory controls across the full model portfolio. Through case studies and discussions, attendees will gain practical insight into classification challenges, validation techniques for GenAI, approaches to streamline oversight, and strategies to align development, risk, and audit functions.

The Marcus Evans 10th Edition Model Risk Management for Financial Institutions EMEA conference will explore the evolving landscape of model risk management amid advancing AI, GenAI, and ML applications. Sessions cover reshaping frameworks, validation practices, and inventory management to ensure robust governance, transparency, and regulatory compliance. Participants will examine harmonizing traditional and emerging models, addressing challenges like non-deterministic outputs, model drift, and ethical decision-making. Practical strategies for risk-based validation, tiered classification, and automated performance reporting will be shared, alongside guidance on SS1/23, the EU AI Act, and integrating compliance with operational efficiency across complex model portfolios.

Topics Covered:

• Examine strategies for automating validation workflows to manage diverse model inventories efficiently
• Harmonize AI and traditional models to enhance governance standards and strengthen enterprise oversight
• Adapt model governance to SS1/23 by strengthening proportionality, materiality, and DQM oversight
• Compare model risk management approaches in banking and asset management considering regulatory requirements and compliance strategies
• Optimize model inventory workflows to improve governance, efficiency, and risk oversight
• Drive innovation in model risk management by strengthening cross-functional collaboration across the three lines of defence

Best Practices and Case Studies from:

• Kenza Bouzoubaa, Head of Group Model Risk Governance, Emirates NBD
• Cosette Reczek, Global Head, Markets Model Risk & Product Governance, Markets COO, Standard Chartered
• Philip Preuß, Global Functional Head of Independent Model Review, Wholesale IRB, HSBC
• Katarina Ocokoljic, Head of Model Risk, NatWest
• Shehryar Humayun, Managing Director, Models, Data and AI, Lloyds Banking Group
• Gilles Artaud, Head of Model Risk Audit, Groupe Crédit Agricole

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