Day One | March 2
Here is the latest edition of the agenda. As we approach the event, we will be adding speakers and sessions to enhance your experience. To stay informed, please register your interest or alternatively, download the brochure.
Key topics
- Interpreting evolving supervisory expectations under SR 26-2
- Reassessing governance frameworks using risk-based principles
- Balancing regulatory flexibility with effective oversight
- Positioning Model Risk Management as a strategic business partner
 | Rama Subramanium,Head of Model Risk Management,M&T Bank |
Key topics
- Deciding how AI agents, copilots and autonomous workflows should be classified
- Understanding the implications for model inventories, validation and monitoring
- Assigning ownership for AI activity SR 26-2 leaves ungoverned
- Applying model definitions consistently across jurisdictions and regulatory frameworks
- Comparing panel and audience responses to uncover emerging industry practices
| Morgan Boyce,Executive Director, Model Risk Management,Ally Financial |
| Chris Smigielski,Model Risk Management Director,Arvest Bank |
Key topics
- Establishing risk tiering methodologies for traditional model inventories
- Prioritising validation activities across model inventories
- Reducing unnecessary governance burden for low-risk models
- Demonstrating proportionate governance to regulators
| Joseph Godwin,Head of Model Risk Management,Regions Bank |
Key topics
- Redesigning validation methodologies for evolving model landscapes
- Improving testing efficiency without compromising rigor
- Strengthening documentation without increasing administrative burden
- Optimising validation frequencies using risk indicators
| Sam Henkel,Executive Director, Model Development,UBS |
Key topics
- Understanding the differences between short-term and long-term market risk modelling
- Evaluating regulatory approaches, including constant risk versus constant position methodologies
- Identifying model risks that diminish over longer forecasting horizons
- Assessing new sources of uncertainty and model risk introduced by long-term assumptions
- Evaluating model countercyclicality and performance across changing market environments
Key topics
- Moving beyond traditional explainability requirements for GenAI
- Defining ownership and accountability for AI-driven decisions
- Establishing continuous monitoring and assurance frameworks
- Adapting MRM governance to manage emerging AI risks and regulatory expectations
| Wei Ma,Head of Risk Modelling,SMBC |
| Ron Eisenberg,Head of Operational Risk,Citibank Canada |
| Matthew Moore,Director, Operational Risk,Barclays |
| Phil Gledhill,Supervising Examiner, Operational Risk and Resilience,Federal Reserve Bank of New York |
| Sandeep Maira,Former Head, Enterprise Risk, Compliance and Reg Technology,BNY Mellon |
Key topics
- Communicating business value to senior leadership
- Supporting strategic business initiatives through model expertise
- Identifying emerging risks that impact business performance
- Demonstrating measurable value beyond regulatory requirements
| Riten Dixit,Head of Financial Risk Management,Federal Home Loan Bank of Cincinnati |
Key topics
- Designing future-ready operating models for MRM
- Developing specialist quantitative and risk skills
- Upskilling MRM professionals in AI; a distinct challenge from general staffing growth
- Managing stakeholder engagement across multiple functions
- Improving resource allocation across competing priorities
| Morgan Boyce,Executive Director, Model Risk Management,Ally Financial |
| Ximena Zambrano,Managing Director – Model Development and Operations,Bank of America |
Key topics
- Comparing governance approaches across institutions
- Benchmarking operating models and staffing strategies
- Sharing implementation experiences under SR 26-2
- Identifying emerging best practices across the industry
| Satish Nathan, Head of Model Risk,Mizuho |
| Caroline Sitarz,Head of Model Risk Governance,Credit Agricole |
Key topics
- Evaluating centralised versus federated MRM structures
- Leveraging technology to improve governance efficiency
- Redefining roles and responsibilities across the enterprise
- Building adaptable operating models for long term resilience
| Mahee Srinivasan,Executive Director, Corporate Model Risk,Wells Fargo |