Transcription of Model Risk Assessment - Deloitte
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Model Risk Assessment - Deloitte
Model Risk Assessment2nd MRM Event26th of April 2017, Paris17h00 OUVERTURENad ge Grennepois, Deloitte 17h10 Model RISK Assessment FRAMEWORKM ichel Guidoux, Deloitte17h10 SAS MRM INTRODUCTION Birame Fall, SAS France 18h00 MRM PROJECT AT TD BANKR obert Rapacciuolo, TD Bank18h30 ROUND TABLE AND Q&ASophie Briot, BNP Paribas, Guillaume Figer, Soci t G n rale, Guillaume Tabourin, BPCE, Herv Phaure, Deloitte , Robert Rapacciuolo, TD Bank, Renzo Traversini, SAS19h00 NEXT STEPS | Nad ge Grennepois, DeloitteNETWORKING COCKTAILA genda 2017 Deloitte Conseil2 2017 Deloitte ConseilIntroductionNad ge Grennepois, Deloitte3 MERCI ! 2017 Deloitte Conseil4 French Banks MRM Exchange GroupFRENCH MRM GROUP OBJECTIVES 2017 Deloitte ConseilDeloitte France relies on: An EMEA MRM Group with representatives from: Italy, Germany, Netherlands, Spain, Belgium, Luxembourg, Austria, Poland, Portugal, UK and US The Deloitte Banking Union Center in Frankfurt (BUCF) Technical Experts Gro
risk is one of the crucial steps in robust model risk management. • As for any other risks, model risk appetite is articulated in the form of appetite statements and of risk tolerance limits applied to effectively monitored model risk metrics. MODEL RISK POLICY • An …
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