Welcome to Our Series of Webinars - Deep Dives with IIQF Experts
Indian Institute of Quantitative Finance
Program details
The adoption of AI & ML based applications in risk modelling for BASEL capital and solvency framework has recently witnessed a lot more focus in building explainable AI and real-time analytical solutions. However, the general awareness and hence adaptability is yet to catch up with the potential to deploy such an AI & ML pipeline in conjunction with conventional modelling toolset. This session intends to cover the ground breaking disruptions, BASEL regulatory scrutiny and AI & ML model adoption strategy to uncover the wave of big data-driven and pattern-based models for the BFSI Risk Management domain.
Given AI & ML based Algorithms turbo-charged performance, unstructured data handling and high dimensionality feature space exploration capabilities, the Global Banks and FIs are rethinking on their strategy to reboot and recalibrate their modelling strategy at the enterprise level.
Topics to be discussed:
- What is the fuss about AI & ML and data-driven distribution-free models?
- AI & ML model suites & pipeline
- BFSI regulatory challenges & constraints in AI & ML application adoption
- AI & ML alternatives to conventional modelling problems
Speaker: Sanjay Bhatia
Sanjay is a Risk Management professional with 14 years of mainstay experience of more than 13 years in BASEL Advanced and IFRS-9 Regulatory Risk Model implementation. He is currently working as Director with UBS (A Swiss Global Wealth Manager & Investment Bank) and previously worked with various foreign banks (Barclays, RBS, Citi, Credit Suisse) and in Risk Consulting.
He is also very passionate about imparting practical model understanding & insights and has been a professional trainer for Corporate & Investment Banks. His areas of interest are Credit & Counterparty Credit Risk, Stress Testing, Stochastic Modelling, Quantitative Finance and Machine Learning.
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