Moez Hababou
Global Head, Compliance and US Stream Lead, Risk Independent Review and Control, BNP Paribas
Moez Hababou heads Model Risk Management for BNP Paribas US for the Credit Financial Security and Capital Planning workstreams. He is responsible for all model validation activities in the areas of Wholesale Credit CCAR and BSA/AML. More recently he is focusing on best ways to account for climate risk in credit risk management and validating machine learning models. Prior to his current role Moez Headed CCAR Modeling for CIB BNPP US. Moez held similar analytical and modeling roles at UBS Wealth Management Barclays and Royal Bank of Scotland. Moez has also numerous publications in academic journals. Moez holds a Ph.D. in Management Science from York University (Toronto Canada) and a Master degree in Finance from Laval University (Quebec City Canada).
All Sessions by Moez Hababou
TRANSPARENCY IN BLACKBOX MODELS - PANEL DISCUSSION
Shining light into the black box
Navigating blackbox models through disclosure and transparency
- Negotiating disclosure of training data, features, and assumptions
- Assessing models despite limited transparency into vendor IP
- Establishing validation expectations for black-box tools
- Leveraging independent testing where internal replication is impossible
- Balancing competitive advantage against risk management obligations