Kai-Ching Lin

Head of Model/Market Risk, Valley National Bank

Dr. Lin currently heads up Model and Market Risk Management at Valley National Bank. Preoviously, he was Managing Director at Houlihan Lokey as well as at Duff and Phelps, providing complex and inlliquid security valuation. He was also Global Head of Quantitative Methodology at Credit Suisse and Director of Mortgage Research at JP Morgan Chase. Dr. Lin holds a Ph.D. in Mathematics from UCLA.

All Sessions by Kai-Ching Lin

13:55 - 14:30

VALIDATION OF GENERATIVE AND AGENTIC AI MODELS

Can you really validate what you don’t understand?
Adapting validation approaches for GenAI and emerging AI use cases

  • Overcoming lack of transparency and explainability in large language models
  • Developing outcome-based testing and stress scenarios for GenAI
  • Building challenger approaches when models cannot be re-performed
  • Addressing hallucinations, drift, and instability of AI outputs
  • Managing resource gaps with human-in-the-loop and vendor tools