Navigating SR 26-2
WEBINAR | Thursday, June 04 | 15:00–16:00 CEST / 09:00–10:00 EDT
The Federal Reserve, OCC, and FDIC have issued SR 26-2, the most significant evolution of model risk management guidance since SR 11-7. Static inventories and document repositories are no longer enough. The new expectation: MRM platforms that behave as configurable orchestration engines.
Join Efrem Bonfiglioli and Sébastien Viguie, for a practical walkthrough of what's changed and what your technology now needs to deliver.
You'll learn:
- What's new in SR 26-2 vs. SR 11-7
- Why aggregate risk requires a dependency graph, not a flat inventory
- How to close governance gaps for GenAI and vendor models
- What "effective challenge" looks like as a tracked workflow
About the
Speaker(s) /
Sébastien Viguié is the co-founder of Yields, the first FinTech platform leveraging AI for enterprise-scale model testing and validation. A strong advocate of model risk governance and strategy, he focuses on helping financial institutions embed trust, transparency, and compliance into their AI and model lifecycle. Previously CISO at Yields, Sébastien gained hands-on experience reconciling cybersecurity principles with model risk management and AI governance, a perspective he now extends to emerging regulatory frameworks such as ISO, NIST, and the EU AI Act. Before founding Yields, he worked as a front-office quantitative analyst at BNP Paribas, where he developed a deep understanding of model development and validation in fast-paced trading environments, expertise that continues to inform his pragmatic approach to responsible AI and risk management today.
Efrem Bonfiglioli is a seasoned model and AI risk management professional with a passion for advising model developers and validators on best practices for effective model and AI use case management. He has held various roles related to model risk management across multiple lines of defense in leading global banking institutions, covering a wide range of asset classes and risk types. Efrem is a visiting professor at universities in Italy and the UK where he teaches courses ranging from foundational financial subjects to advanced quantitative modelling. He earned his PhD in Financial Mathematics, where he focused on researching the applications of jump-diffusion models in the context of derivatives pricing.
