11th Edition Model Risk Management for Financial Institutions 2026

The Marcus Evans Group has scheduled the 11th Edition Model Risk Management for Financial Institutions conference for November 2026 in Warsaw. For fintech professionals, this summit addresses the critical intersection of accelerating AI adoption and tightening regulatory oversight, providing a roadmap for evolving validation frameworks to meet the demands of non-deterministic models and the EU AI Act.

What was announced

The GFMI 11th Edition Model Risk Management for Financial Institutions conference is set to take place from 4-6 November, 2026, in Warsaw, Poland. The event focuses on the urgent need for institutions to strengthen AI governance and validation frameworks as the adoption of Machine Learning (ML) and Generative AI (GenAI) accelerates across the UK and European financial sectors.

The agenda prioritizes the transformation of model risk management (MRM) to handle complex, non-deterministic models and expanding inventories that challenge traditional governance, validation, and oversight approaches. Key themes include navigating the EU AI Act and UK regulatory guidance, such as SS1/23, to address fragmentation in the legal landscape. Participants will explore practical approaches to validating agentic AI systems and black-box models, alongside strategies for enhancing model inventory transparency and scaling validation in complex environments.

Technical sessions will cover the application of benchmarking and challenger models to improve validation effectiveness in production environments. The conference also aims to address the ethical implications of AI in risk management and the auditing of third-party models to ensure their effectiveness. Case studies and best practices will be shared by representatives from major institutions, including Citigroup Warsaw, Standard Chartered, Morgan Stanley, ING, Santander, and HSBC. The event is designed to help firms align model definitions to strengthen governance consistency across systems and leverage AI-driven tools to enhance model validation efficiency, control, and consistency. Core discussions will also focus on balancing innovation with control, managing third-party model risk, and aligning model risk management with enterprise-wide AI governance to ensure resilient and future-ready frameworks.

"The rise of complex, non-deterministic models and expanding model inventories is challenging traditional governance, validation, and oversight approaches."

The GFMI 11th Edition Model Risk Management for Financial Institutions conference announcement.

The companies involved

The Marcus Evans Group is the global business intelligence firm behind the GFMI (Global Financial Markets Institute) conference series. Founded as a major producer of high-level business events, the company operates across a wide array of sectors, including financial services, telecommunications, and technology. Headquartered internationally, Marcus Evans Group specializes in providing strategic business information through conferences, summits, and professional training. The company's digital presence is centered at its primary domain, marcusevans.com.

The group is known for its peer-led discussion formats and case-study-driven agendas, often bringing together C-suite executives and senior risk officers from the world’s largest financial institutions. In the context of the Warsaw event, the company acts as the primary facilitator for knowledge exchange between regulators and the private sector. By focusing on niche, high-stakes areas like model risk management, Marcus Evans positions itself as a critical node for professionals navigating the transition from legacy statistical models to modern, AI-driven architectures. The organization maintains a significant global footprint, utilizing its platform to address evolving compliance requirements such as the EU AI Act and specific regional mandates like the UK’s Prudential Regulation Authority guidance. Its role in the market is defined by its ability to convene major players like HSBC and Morgan Stanley to discuss pre-competitive risk frameworks.

What this means

The financial industry is reaching a tipping point where traditional Model Risk Management (MRM) is no longer fit for purpose. As "black-box" models and agentic AI become integrated into core banking functions, the industry faces a crisis of explainability that regulators are no longer willing to overlook. This announcement highlights a shift from theoretical AI ethics to hard-coded validation requirements. Firms are under immense pressure to reconcile the speed of AI innovation with the rigid demands of the EU AI Act. The move toward "challenger models" and automated validation tools suggests that the manual, human-intensive oversight of the past is being phased out by necessity.