Katarina Ocokoljic
Natwest Commercial and Institutional
- Katarina has over ten years of experience across various areas of model risk. She has worked as a supervisor for internal credit risk models at the Dutch National Bank, where she was part of the ECB assessment team on multiple on-site investigations covering credit risk and counterparty credit risk (CCR) for G-SIBs across Europe. As a consultant, she was also involved in the development, validation, and governance of IRB, IFRS9/GAAP, and stress testing models for Dutch, German, and Swiss banks. She went on to spend almost five years as Head of Model Risk at NWM NV in Amsterdam, before moving into the Group function in London, where she now leads Model Governance with particular focus on SS1/23.
Speaker on
AI model risk: governance, transparency and control frameworks
Panel discussion
Operational risk
06/30/2026
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11:55 - 12:25
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Plenary Sessions
The future of internal models for market and credit risk: do internal models still stand up?
Panel discussion
Credit risk
06/30/2026
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16:30 - 17:00
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Credit risk