Register for one or all of the following webinars

Webinar 1: Key Considerations for Finalizing CECL Model Implementation & Validation (Access on-demand recording) 

Webinar 2: A Road Map to the Transition from LIBOR to SOFR​ (Access on-demand recording)

Webinar 3: Validating AI Machine Learning Models

Date: Wednesday, July 31, 2019 | Time: 02:00 PM Eastern Daylight Time | Duration: 1 hour

Summary

The potential of artificial intelligence and machine learning (ML) to deliver value to financial institutions has created something of a gold rush in adopting this methodology for applications. More specifically, organizations are turning to ML models as an alternative to traditional models to gain faster, more accurate and insightful predictions and classifications in their risk management and financial management business decisions. Because they are more complex and less transparent than traditional models, ML models pose a unique set of challenges to model risk management and model validation. Join our webinar to learn about the challenges and benefits of incorporating machine learning models into your risk management program.

Learning Objectives:

• Discuss practical applications of machine learning models at financial services institutions
• Define the unique set of challenges associated with validating machine learning models
• Develop customized methods for validating ML models within your institution based on industry best practices

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