Mastering model risk: Strategies for resilient risk management in Japan’s financial sector

Invite-only roundtable hosted by Risk.net and KPMG

June 24, 2025 | 3:30 PM - 4:30 PM

Register now
Mastering model risk: Strategies for resilient risk management in Japan’s financial sector
This private session for risk managers at banks and other financial institutions, including insurers, will delve into the latest trends and challenges in model risk management within Japan’s dynamic regulatory and economic environment. As expectations for robust governance, validation, and integration of model risk intensify, institutions must adapt their frameworks to ensure resilience and accuracy. The discussion will focus on practical approaches to managing model governance, model validation with a focus on ECL (Expected Credit Loss) models, and AI models. The discussion will also consider shifting market conditions, leveraging technology to strengthen oversight, and aligning strategies with evolving supervisory priorities and best practices.

Key discussion points:

  • How are recent regulatory guidelines (especially JFSA’s Model Risk Management Principles) and global standards reshaping MRM expectations?
  • What governance and validation frameworks are essential for effective model risk oversight in today’s complex landscape?
  • What strategies help institutions streamline model risk management workflows while meeting heightened regulatory scrutiny?
  • How can institutions validate recent emerging models such as ECL models to address accounting requirements, and current economic and regulatory shifts in Japan?
  • In what ways can institutions set up AI governance on model risk management?

Who should attend:

Senior professionals from banks and insurance in departments including:

  • Risk management
  • Model validation 
  • Compliance 
  • Governance
  • Internal audits
  • Technology
  • Data

Event agenda

Hosted by:

Risk.net
KPMG