- Lessons learned from SR11/7 – analysis of Model Risk in the US over the last decade
- Determining regulatory expectations and the increase of standards for UK banks
- Overcoming misinterpretations and preparing effectively
- International regulation streamlining: navigating governance across multiple regulatory jurisdictions
Julian Philips
Konstantina Armata
Konstantina is a highly experienced Financial Risk professional with over 20 years career in Banking in various Quantitative Modelling roles, most recently as the Group Head of Model Risk Management at Barclays. Prior to that, she worked at Deutsche Bank where she built and led the Bank’s Model Risk Management function and before that at UBS in various quantitative roles in both the Front Office and Risk. Konstantina has extensive experience in developing Model Risk Management frameworks including methodologies to assess and quantify Model Uncertainties and their impact on the output of the framework they are used for (e.g. Capital in stress, IFRS9 etc). Konstantina’s most recent work involves Climate Transition modelling. She holds a PhD in Mathematics from Imperial College, London and an MSc and BSc in Mathematics from ENSIMAG, Grenoble, France and the University of Patras, Greece respectively.
Suresh Sankaran
Suresh Sankaran is the Head of Model Risk, Validation, & Governance at Metro Bank, where he oversees all aspects of model risk and other risk-related governance. He advises on factors that senior management and Board should collectively consider when overseeing the bank’s model governance and risk management framework and policies. He is responsible for the independent validation of all bank models and is also accountable for regulatory liaison on all matters relating to model risk.
Suresh has over 30 years’ experience in the realm of strategic consulting, compliance, audit, and risk management. He has held leadership roles managing several facets of risk management, most notably credit, liquidity, and balance sheet management.
Suresh has advised banks, governments, and other financial services organisations on all facets of risk management, and has acted as a second pair of eyes to assure the soundness and financial sustainability of client portfolios.
Suresh is a ranking Chartered Accountant, and holds a Bachelor’s degree in Finance & Accountancy. He has diverse interests including Indian Classical Music, Skydiving, P G Wodehouse, and Pink Floyd.
