Model Risk Management and Capital Roundtable

Management Solutions organised in London a Model Risk Management and Capital roundtable event with the banking industry

Global financial institutions (e.g. Deutsche Bank, UBS, JP Morgan, HSBC, Lloyds Banking Group and Santander) contributed to the discussions in topics such as the regulatory and supervisory approach, the definition and scope of Model Risk, the shape of a Model Risk Management framework, the functions involved to effect it, the quantification techniques and applications/tools employed to support Model Risk Management and the impact of the recent Basel frameworks and proposals on modelling, teams capital and business models.