Best Practices in Model Validation: A Risk Readiness Webinar

As the financial industry becomes increasingly reliant on the use of models, the criticality and cost of reliable model validation grows. MVC validators and Jennifer Gilmore explore best practices which are critical to strong model validations across a broad range of models and issues.  Topics will be anchored in governance, independence, documentation, and ongoing validation, among other items. In particular, the team explores CECL modeling issues, BSA/AML models as well as negative prices among other topics and how these impact model validation.

Speakers include:

• Jennifer Gilmore – former Director at the Federal Reserve Bank of San Francisco and Risk Management Consultant
• Jeison Gil – Lead Quantitative Analyst at the Model Validation Consortium
• Len Mills – Quantitative Project Manager at the Model Validation Consortium
• Diego Alvarez – Senior Quantitative Analyst at the Model Validation Consortium

Moderators: Manuel Maurette, Quantitative Project Manager at the Model Validation Consortium, and Tom Connor, Quantitative Project Manager at the Model Validation Consortium and COO of KDOA.

The RMA Risk Readiness Webinar Series addresses the top challenges facing the financial services industry and provides practical solutions to allow your institution to thrive. Created by risk professionals for risk professionals, this new resource continues RMA’s mission of helping your institution manage emerging risks in an increasingly complex market.

Accessing the webinars using your conference room video screen allows you and your associates to view the webinar at one affordable price.

Receive a 20% discount when registering for two or more webinars. Simply use promotional code RRWS20 when registering online, or by phone at 1-800-677-7621.

See a complete listing of webinars in the series.