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SAS Model Risk Management Connection

Mastering Model Risk in 2023
On-Demand Event

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Learn from industry leaders and SAS experts in this on-demand event

Model risk management (MRM) continues to evolve to keep pace with an organization’s growing reliance on analytics.

Recent emphasis has been on modeling life cycle efficiencies, changing regulations and AI governance.

The 2023 SAS MRM Connection event included an update from David Palmer, a lead supervisory Federal Reserve Board official who was the primary author of the seminal SR 11-7 guidelines, and sessions focused on AI enablement and the importance of communicating the practical impacts of model risk to line of business executives.

Sessions

 
Welcome and Introduction
David Asermely, Global MRM Lead, SAS
Update and Q&A
David Palmer, Senior Supervisory Financial Analyst, Federal Reserve Board

MRM update on E-23 and AI governance
Romana Mizdrak, Managing Director of Risk Quantification Division, and Stephen Manly, Managing Director of Model Risk Division, Canada’s Office of the Superintendent of Financial Institutions (OSFI)

OSFI’s presentation focuses on its model risk management journey, covering the introduction of Guideline E-23 (Enterprise-Wide Model Risk Management for Deposit-Taking Institutions) in 2017, its work in the AI/ML governance space in the intervening years, and its evolving expectations that will be published in a revised Guideline E-23 later this spring.

Roundtable discussion and update on SAS’s MRM roadmap
  • Model lifecycle: A unified approach
    Nikhilesh Desai, Senior Product Owner, ABN AMRO Bank
  • A global approach to MRM
    Maria Zucca, Executive Director and Head Model Risk Management Infrastructure & Operations, UBS
  • The keys to demystifying the model status for the risk model governance persona
    Sophia Rowland, Senior Product Manager, Model Manager, SAS
Wrap-up
David Asermely, Global MRM Lead, SAS

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