Financial institutions rely increasingly on advanced models to support critical decisions across risk management, investment strategies, and regulatory reporting. As models grow in complexity and importance, robust model risk management becomes essential—especially in an environment shaped by geopolitical uncertainty, evolving supervisory expectations, and new technologies such as AI and machine learning.

This seminar brings together experts from the European Central Bank, the Danish pension sector, and leading software developers to explore how model risk management frameworks are evolving in practice. A supervisory perspective will highlight how regulators assess model risk frameworks, prioritise institutions and models for inspection, and what governance standards and quality controls are expected.

Speakers

• Muriel Tiesset, Deputy Director General – Onsite & Internal Models Inspection, European Central Bank
• Stefan Kaul, Head of Capital Risk Management, Danica Pension
• Dr Mustafa Çavuş, Managing Partner, ERM+ & Laxman Maharjan, Co‑Founder of ERM+
• Moderators, Michael E. Jensen & Jørgen Just Andresen, members of the Risk & Compliance Committee, CFA Society Denmark

The programme will also address practical steps for establishing effective model frameworks, including model inventories, validation processes, and integration of regulatory requirements. Finally, a platform demonstration will show how technology can support model inventories, compliance monitoring, and the practical implementation of MRM frameworks.