Preserve or progress? Optimising model risk frameworks | Kisaco Research

Preserve or progress? Optimising model risk frameworks

  • Managing governance and risk concerns against efficiency targets
  • Ensuring that frameworks are in place in line with PRA requirements
  • Does the MRM team structure need to change to optimise performance?
Session Topics: 
Governing – Governance
Speaker(s): 
Speaker

Author:

Ushnish Banerjee

EMEA QAG Vice President
Morgan Stanley

Ushnish is an experienced model risk practitioner with more than 10 years of experience across Banks (Morgan Stanley and HSBC) as well as consulting firms (Ernst and Young and KPMG). Ushnish has accrued skills and experience across credit risk (IRB/IFRS9/CECL), traded credit risk (IMM/CVA/IRC) and stress testing models across all three lines of defence. Ushnish has prior experience in conducting learning courses for risk.net.

 

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Ushnish Banerjee

EMEA QAG Vice President
Morgan Stanley

Ushnish is an experienced model risk practitioner with more than 10 years of experience across Banks (Morgan Stanley and HSBC) as well as consulting firms (Ernst and Young and KPMG). Ushnish has accrued skills and experience across credit risk (IRB/IFRS9/CECL), traded credit risk (IMM/CVA/IRC) and stress testing models across all three lines of defence. Ushnish has prior experience in conducting learning courses for risk.net.