CECL 2017

Understanding system requirements for full CECL implementation and impact on the business

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CECL 2017

Taking place at DoubleTree by Hilton Metropolitan, 569 Lexington Ave, New York, NY 10022, USA.

Download the brochure here

EARN UP TO 15.5 CPE CREDITS

Key Topics to be Addressed

Governance & Control Framework
– Implementing a governance and control environment under CECL
– Model risk management and validation
– Auditing the CECL framework

Product Structuring
– Managing adjustments and impact on profitability of product types
– Treatment of credit cards/revolvers
– Treatment of retail products

Methodology
– Development of a CECL compliant reserving methodology
– Balance sheet managers with a seat at the credit table
– Meeting data requirements
– Modeling techniques and supporting documentation structure

IFRS 9 and CECL
– An introduction and overview of CECL
– Leveraging IFRS 9 infrastructure

Implementation Approach
– Developing a gap analysis for CECL to develop an implementation roadmap
– Synergies from stress testing that can be leveraged

End State Vision
– Reviewing the potential unintended consequences
– Understanding the end vision to prepare for implementation

Hear from more than 20 senior risk professionals, including:

Michael Fehrmann

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MD, Accounting Policy
Deutsche Bank

Michael Fadil

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EVP, CECL Program Executive Sponsor
Citizens Bank

Jimmy Yang

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MD, Credit and Operational Risk Analysis
BMO Financial Group

Deniz Senturk

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Head of Model Risk Management
State Street

Natalya Schenck

Natalya-Schenck

Financial Economist
OCC

Stevan Maglic

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SVP, Risk Analytics
Regions Bank

Day One | October 11 | New York City

IFRS 9 and CECL

09:00 CECL Introduction: Understanding and interpreting the new standard from an accounting perspective

  • Conceptual transition from incurred loss to expected loss
    • From loss emergence period to life of loan estimates
    • Implications from reviewing risks through forward-looking lens
    • Impact upon reserve levels
  • Forecasting requirements
  • Disclosure requirements

Michael Fehrman, MD, Accounting Policy, Deutsche Bank

09:50 CECL quantitative impact analysis: How would CECL have performed during the great recession?

  • Historical analysis of 10 large regional banks
  • A look at how CECL reserve would have changed with different assumptions for:
    • Reasonable and supportable time horizon
    • Length of time to revert to long-term loss rate
    • Long-term loss rate level
    • Expected life of portfolio

Michael Fadil, EVP, CECL Program Executive Sponsor, Citizens Bank

10:30 Morning refreshment break and networking

PANEL DISCUSSION
11:00 Reviewing the differences between IFRS 9 and CECL to leverage infrastructure

  • Treatment of receivables under IFRS 9 & CECL
  • Impact on global institutions
  • Leveraging IFRS 9 infrastructure
  • Compare and contrast
  • Divergence in results for FIS’s under both

Jimmy Yang, MD, Credit and Operational Risk Analytics, BMO Financial Group
Crystal Jeffrey-Alexander, Director, Consumer Credit, VW Credit, Inc.

Implementation Approach

11:50 Developing a gap analysis for CECL to develop an implementation roadmap

  • Required timeline for implementation
    • Develop roadmap and project plan for implementation
  • Review of capabilities in terms of systems and human resources
    • Who will own the process (CECL working group will likely be cross-functional)?
    • Evaluate the need for vendor support
    • Define roles within the institution with respect to CECL implementation
  • Review the institution’s control framework, particularly as it relates to financial reporting

Tae Kang, SVP, Lead CCAR Enterprise Review and Challenge, HSBC

12:30 Lunch break and networking

1:30 For CCAR/DFAST institutions, what current synergies from stress testing may be leveraged for CECL implementation?

  • Stress testing personnel will likely have a home in CECL
  • Similar model and database infrastructure recommended for CECL
  • Reliance upon models for stress testing may be problematic for business-as-usual analysis
    • Support via backtesting will likely be emphasized
    • Documentation will have to support all intended uses of the models

Stevan Maglic, SVP, Risk Analytics, Regions Bank

Methodology

DOUBLE SESSION
2:10 Development of a CECL-compliant reserving methodology

  • Evaluate prospects for a supportable “most likely” economic scenario that can be updated no less than quarterly
  • Model development / enhancement to coincide with economic forecasts
  • Reversion to historical loss experience
  • Evaluate the impact to any qualitative components of the reserve methodology (i.e., redundancy between economic forecasts and qualitative adjustments for economic conditions)

Brooks Brady, Director of Credit Analytics and ACL, Zions Bancorporation
Venkat Veeramani, SVP, Head of Risk Strategy and Risk Analytics, Wintrust Financial

3:30 Afternoon break and networking

4:00 Regulatory Insight: Methodology and modeling

  • Methodology
  • Preparedness
  • Governance
  • Interpretation

Natalya Schenck, Financial Economist, OCC

PANEL DISCUSSION
4:40 Modeling techniques for CECL requirements to accommodate changes

  • Point-in-time versus through-the-cycle credit loss estimation
  • Incorporating all aspects of future cash flows (i.e., maturities, prepayments, expected losses)
  • Reserving for long-term vs. short-term instruments
  • Measuring the life of loan and exposure at default for various product types (i.e., revolving lines of credit)

Deniz Senturk, Head of Model Risk Management, State Street
Imad Chahboun, Credit & Policy Analysis, Federal Reserve Bank of Boston
Brooks Brady, Director of Credit Analytics and ACL, Zions Bancorporation

5:30 Chairs Closing Remarks

5:40 End of day one and drinks reception

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Download a print-friendly PDF copy of the full program that includes the full two-day agenda, registration form, and more.

Download the PDF agenda

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Don’t miss out on the opportunity to join the conference and hear from the senior presenters listed on the agenda. Remember to invite your colleagues as a third person can attend at half price or a fifth person for free.

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Day Two | October 12, 2017 | New York City

09:00 Meeting data requirements under CECL and preparing infrastructure now ahead of full implementation

  • Leveraging internal data for model development
  • Consideration of vended data
  • Pros and cons of vintage analysis
    • Caveats noted for loans that typically renew and lines of credit
  • Identifying and assessing the appropriate credit quality indicators for the CECL disclosure requirements
    • Lack of comparability across peers for segmentation by risk rating bins

H. Walter Young, Market Risk Officer, M&T Bancorporation

09:40 CECL Requirements for Macroeconomic Scenarios

  • What is “reasonable and supportable” forecasting period?
  • What about periods after the reasonable and supportable period?
  • Can CCAR processes be leveraged?
  • What will be the frequency and timing of scenario design?
  • How many scenarios should be used?
  • How should the governance process be for economic scenario?

Hakan Danis, Director, Stress Testing, MUFG Union Bank

10:20 Morning refreshment break and networking

10:50 Frameworks for model risk management and validation of CECL methodology for effective review and challenge

  • Benchmarking with peers
  • Limitations
  • Independent review and challenge

Michael ‘Mike’ R. Guglielmo, Managing Director, Darling Consulting Group

11:30 Forward looking expected credit losses, model risk and uncertainty – A foundational approach

  • Understanding forward looking loss estimation, its benefits and limitations
  • Analyzing the impact of credit cycles, financial crises and uncertainty on credit losses
  • Integrating expert judgment and contextual information into loss forecasts
  • Creating a model uncertainty framework for adjusting ECL estimates

Jorge Sobehart, MD, Credit and Operational Risk Analytics, Citi

12:10 Aligning teams for increased rigor of documentation requirements to regulators to demonstrate control over risk taking activities

  • Transparency
  • BCBS 239 framework of governance and data and management
  • Modelling and back testing models
  • Full documentation
  • Communicating and justifying decisions
  • Aligning all teams and documenting and justifying process and all decisions

Will Newcomer, Vice President of Product and Strategy, U.S. Risk & Compliance, Wolters Kluwer

12:50 Lunch break and networking

1:50 CECL: Myths and misconceptions uncovered

  • Understand the nuances of the CECL pronouncement
  • Learn where financial institutions are aligned and where there is some disagreement
  • Capture ideas and concepts to help meet the coming pronouncement dates

Tom Caragher, Senior Product Manager, Financial Risk Management Solutions, Fiserv

2:40 Modelling for life of loan – Are CCAR models suitable for CECL?

  • What factors have the most impact at different forecast horizons
  • Life of loan concept from a prepayment and credit model development perspective
  • Horizon of estimation under CECL and leveraging CCAR
  • Components in a credit model to make it accurate throughout the life of a loan
  • Short vs long term horizons and incorporating the right mix into the model

Soner Tunay, Head of Risk Analytics, Citizens Bank

3:20 Afternoon refreshment break and networking

3:50 Treatment of retail products under CECL and modeling requirements

  • Provision for prepayments
  • How other institutions are approaching this
    • Large vs mid-size approaches
  • Modeling based on assumptions of products

End State Vision

4:30 Reviewing the potential unintended consequences of CECL implementation

  • Forcing hand away from comparability
    • Reverting back to historical losses
  • Increased volatility
  • Adverse impacts
  • Product design and pricing for consumers
  • Impact on long dated maturity products
  • Initial over regulation
  • Capital impact
  • Communicating to investors

PANEL DISCUSSION
5:10 The CECL vision: Understanding the end vision to effectively prepare for implementation

  • Running at segment vs. individual loan level
  • System requirements and capabilities
  • Understanding quarter to quarter change
  • Road map for implementation
  • Initial increase in reserves
  • Estimating impact for initial shock

Tae Kang, SVP, Lead CCAR Enterprise Review and Challenge, HSBC
Venkat Veeramani, SVP, Head of Risk Strategy and Risk Analytics, Wintrust Financial

6:00 End of Congress

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Brooks Brady, Director, Credit Analytics and ACL, Zions Bancorporation

Brooks Brady heads the Credit Risk Analytics group, at Zions Bancorporation. In this role, Brooks manages a team of quantitative analysts, report writers, and credit administrators who manage the quarterly ALLL process, build models and other tools to estimate credit losses, support sound lending decisions, and identify emerging trends across Zions’s wholesale and retail credit portfolios.

Brooks has 20 years of experience in credit risk management, having also worked for Standard & Poor’s, American Express, and KPMG. Brooks holds a master’s degree in Finance from New York University and a bachelor’s degree in Mathematics from the University of Utah.

Tom Caragher

Tom Caragher, Sr. Product Manager, Fiserv

Tom Caragher is the Product Manager for the risk products within the Financial & Risk Management Solutions (FRMS) division at Fiserv, Inc. (NASDAQ: FISV). He is responsible for the overall direction and strategy for the company’s asset liability and funds transfer pricing products.

He joined Fiserv in 2005 after spending 5 years as an interest rate risk consultant. Prior to that Tom spent several years at the Chicago Board of Trade in back office operations as well as a credit analyst for GreenTree Financial.

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Imad Chahboun, Credit and Policy Analysis, Federal Reserve Bank of Boston

Imad is an experienced executive risk management professional and large and complex financial institution examiner at the Boston Fed. Prior joining the Fed, Imad was a quantitative risk developer and manager at several banks including State Street where he led the development and validation of a variety of risk models. Prior to State Street, Imad held several positions where he led the development and implementation of credit risk models for capital and risk management. Recently, Imad is focusing on counterparty credit risk measurement and modelling insurance companies’ liabilities. Imad holds a master’s in finance and a master’s in applied statistics and economics.

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Hakan Danis, Director, Stress Testing, Union Bank

Hakan Danis is currently Director in MUFG Union Bank where he is responsible for the BHC stress scenario design, expansion of supervisory scenarios and projecting 150+economic series under each scenario and updating Bank-wide Stress Testing Policy. He has developed two challenger models (C&I and CRE credit loss) and a model that has been used to rank scenarios based on their severity. He actively participates in Review & Challenge and represents the Risk group in Overlay Committee meetings. Prior to joining MUFG Union Bank, he was Senior Economist in the Research Department at BBVA, where his forecasts were accepted one of the most accurate forecasts of U.S. economic trends in 2010 and 2011 by Bloomberg. He holds a PhD in Economics from Terry College of Business, UGA.

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Michael Fadil, EVP, CECL Program Executive Sponsor, Citizens Bank

Michael has almost 30 years of experience primarily in commercial banking credit risk management but he has also worked in the security broker-dealer business, pension consulting, and risk consulting and investment advisory business. He joined the Commercial Credit Training program at Fleet Bank in 1989, before joining SunTrust Bank in Atlanta in 2006 where he spent 7 years overseeing the Risk Analytics team. Michael also worked as Senior Director of Business Development at Moody’s working on Stress Testing solutions for clients. He joined Citizens Bank in 2013 overseeing the Risk Architecture Group for 2 ½ years before moving into the role of overseeing the bank’s CECL program in June 2016.

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Michael Fehrman, MD, Accounting Policy, Deutsche Bank

Michael Fehrman will be presenting at CECL 2017

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Michael Guglielmo, Managing Director , Darling Consulting Group

With nearly 30 years of experience in strategic risk management, Mike Guglielmo provides technical and strategic consulting to a diverse group of financial institutions in the United States and abroad. Mike is also a frequent author and top-rated speaker on a variety of financial and operational risk management topics. During his tenure at DCG, Mike has served in various capacities, including director of financial analytics. In addition, he is a technical resource for the ongoing development of many of DCG’s quantitative and strategic risk management products and services. Prior to joining DCG, Mike managed the ALCO and strategic planning processes for a regional bank in the northeast. Mike is a graduate of Fairfield University with a degree in economics.

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Crystal Jeffrey-Alexander, Director, Consumer Credit and Fair Lending Officer, VW Credit

Crystal Jeffrey-Alexander will be presenting at CECL 2017

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Tae Kang , SVP, Lead CCAR Enterprise Review and Challenge, HSBC

Tae Kang is a Senior Vice President in leads HSBC’s Review & Challenge for CCAR and PRA stress testing. He has over 20 years of risk and finance experience gained through major banks in US and Asia. He has a well-rounded regulatory experience specifically credit risk, Basel I/III, capital planning and risk policy. He had lead and developed overall CCAR review and challenge framework.

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Stevan Maglic , SVP, Risk Analytics, Regions Bank

Steve is Senior Vice President and head of Quantitative Risk Analytics at Regions Bank, where his current responsibilities focus on quantitative aspects of forecasting and stress testing, risk ratings, valuation, reserve methodologies, economic capital, portfolio construction, credit strategy and credit portfolio management. Steve has 20 years of industry experience in quantitative modelling and risk management and has prior experience building portfolio management and analytics infrastructure at Merrill Lynch, Bank of Montreal and ABN AMRO. Steve has a Ph.D. in applied physics from Northwestern University, a B.S. in physics from University of Colorado in Boulder, and has held Series 7 and Series 63 certifications.

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Will Newcomer , Vice President of Product and Strategy, U.S. Risk & Compliance, Wolters Kluwer

Will Newcomer has more than 35 years of experience in risk and finance with major and regional banks as well as leading technology firms, making him uniquely qualified to lead clients to the forefront of integrated finance, risk and compliance solutions. In addition, Will uses extensive experience in enterprise-wide management information systems to help financial institutions in the areas of risk adjusted performance management, budgeting and planning, asset and liability management, incentive compensation, financial reporting and stress testing.

Natalya-Schenck

Natalya Schenck, Financial Economist, OCC

Natalya Schenck is a Financial Economist in the Enterprise Risk Analysis Division at the Office of the Comptroller of the Currency (OCC). She provides quantitative support for DFAST and ALLL model reviews, in wholesale and retail credit areas. Dr. Schenck joined the OCC after completing her Ph.D. (Finance) at Kent State University. She also holds Diploma of Specialist in Mathematics from Saint Petersburg State University, Russia. Her research on impact of regulation on banking industry has been published in several academic journals such as Journal of Regulatory Economics and Journal of Financial Research.

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Deniz Senturk, Head of Model Risk Management, State Street

Deniz is a Senior Vice President in State Street Corporation, and the head of Model Risk Management since March 2015. Prior to joining SSC, she has been heading Model Risk Management in GE Capital for 3+ years. She has been with GE for 15 years where she led marketing analytics teams and also research teams in GE Global Research Center (where she has published 15+ patents and 20+ research papers on advanced statistical techniques used in risk and finance.) Her areas of functional expertise include compliance and control functions (Model Governance), credit and model risk management (Consumer and Commercial Credit Risk, Stress Testing, Allowance/Reserve, and Capital modeling) as well as risk analytics, marketing analytics and business strategy management. Deniz also served as an adjunct professor at Graduate School of Business, Fordham University for three years. She has a Ph.D. in Applied Statistics from University of California, Santa Barbara and a B.S. in Physics from Bogazici University (Turkey)

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Jorge Sobehart, MD, Credit and Operational Risk Analytics, Citi

Jorge Sobehart will be presenting at CECL 2017

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Soner Tunay, Head of Risk Analytics, Citizens Bank

Soner Tunay is currently an SVP and the Head of Risk Analytics in the Risk Architecture Department of Citizens Financial Group. He leads the efforts in the design, development and implementation of credit risk solutions for the Bank’s portfolios including CCAR models, Economic Capital and Risk Rating Models. His past work covered a broad range of asset classes, including commercial, retail products and structured credit instruments.

Prior to joining RBS Citizens, Soner held similar roles in leading financial institutions, managing quantitative teams working on various models and processes. He has been a participant in various industry events, as a presenter, round-table participant and as an organizer of full-day workshops.

Soner holds a Ph.D. in Economics from Boston College.

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Venkat Veeramani, SVP, Head of Risk Strategy and Risk Analytics, Wintrust Financial Corp

Venkat is currently SVP Risk Strategy and Analytics at Wintrust Financial Corporation. He is an accomplished enterprise-wide analytics thought leader and a subject matter expert on enterprise risk management life-cycle. He has successfully led several high visibility risk, finance, operations and marketing analytical initiatives at multinational and midsize financial institutions. He is a published author and frequent speaker on topics related to game theory, risk & financial analytics and creation of data-driven business intelligence. He has previously worked at Morgan Stanley, Discover Financial Services and HSBC.

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Jimmy Yang, MD, Credit and Operational Risk Analytics , BMO Analytics

Jimmy Yang is currently Managing Director, Global head of Credit and Operational Risk Analytics at Bank of Montreal. He is in charge of the analytical decision center which covers all credit and operational risk related analytics for BMO globally.

Before Jimmy joined BMO, he is managing director at MUFG Union Bank. He is in charge of: Basel II/ III, Retail, Small Business, Wholesale, investment portfolios, PD/LGD/EAD scorecards, Loss forecasting, ALLL Reserve analytical support, Stress testing, Economic Capital, Acquired portfolio valuation, Limit Setting, Portfolio Optimization, Dynamic Dashboard reporting and Risk infrastructure (analytical data mart, wholesale spreading system, scorecard system and CRE property management system etc.).

Before that, he was Executive Vice President for First Horizon National Corporation. He was responsible for the center of Analytics and Strategy.

Before that he was with Wachovia bank in Charlotte, NC as Senior Vice President in charge of Basel II and credit risk analytics.

He also had prior experience managing Model validation, Operational risk and Enterprise risk management.

Jimmy was a Peking University graduate in computational mathematics and he also has a PhD in applied mathematics and an honor graduate of Southwestern Graduate School of Banking.

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H. Walter Young, Market Risk Officer , M&T Bancorporation

Walter has 35 years of banking and consulting experience, and is currently Market Risk Officer for M&T. As Market Risk Officer, he oversees interest rate/liquidity second line of defense. He has run ALCOs and created successful datamarts for 3 CCAR banks and enterprise data warehouses. He has served as the CDO for the CCAR Office.

Mr. Young has held senior management positions at Bank One, Citigroup, Wells Fargo and Zions, and was co-lead of the national stress test practice within Deloitte & Touche.

Mr. Young has a BS from Pitt and MSIA degree from CMU’s Tepper School. He’s graduated from Wharton/RMA Advanced Risk Management Program.

Find our CECL thought-leadership articles here. These articles feed from our much larger Risk Insights section of our website which provides you with thought-leadership, white papers, articles and more across risk and regulation. Subscribe to Risk Insights’ Financial Risk Management Blog and get the latest articles straight to your inbox.

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Co-Sponsors

AxiomSL


AxiomSL is the leading global provider of regulatory reporting and risk management solutions for financial services firms, including banks, broker dealers, asset managers and insurance companies. Its unique enterprise data management (EDM) platform delivers data lineage, risk aggregation, analytics, workflow automation, validation and audit functionality.
The AxiomSL platform seamlessly integrates clients’ source data from disparate systems and geographical locations without forcing data conversion. It enriches and validates the data, and runs it through risk and regulatory calculations to produce both internal and external reports. The platform supports disclosures in multiple formats, including XBRL. The unparalleled transparency offered by the high-performance platform gives users the ability to drill down on their data to any level of granularity.

AxiomSL’s platform supports compliance with a wide range of global and local regulations, including Basel III capital and liquidity requirements, the Dodd-Frank Act, FATCA, AEI (CRS), EMIR, COREP/FINREP, CCAR, FDSF, BCBS 239, Solvency II, AIFMD, IFRS, central bank disclosures, and both market and credit risk management requirements. The enterprise-wide approach offered by AxiomSL enables clients to leverage their existing data and risk management infrastructure, and reduces implementation costs, time to market and complexity.

AxiomSL was awarded The Asian Banker’s 2016 “Best Compliance Risk Technology Implementation of the Year” as well as “Best Implementation at a Sell-side Firm” in the 2016 Sell-side Technology Awards. It was voted Best Reporting System Provider in the 2015 Waters Rankings and was highlighted as a ‘category leader’ by Chartis Research in its 2015 Sell-side Risk Management Technology report. The company’s work has also been recognized through a number of other accolades, including success in the Best Reporting Initiative category of the American Financial Technology Awards and in the Customer Satisfaction section of the Chartis RiskTech100 rankings.

Darling Consulting Group


Darling Consulting Group (DCG) is a leading independent provider of balance sheet risk management services and solutions for the financial institution industry. DCG’s Quantitative Risk Analysis & Strategy Group provides specialized end-to-end validation for credit stress testing models (DFAST/CCAR) which includes an evaluation of the mathematical approaches employed to project credit losses and PPNR forecasts, as well as ALM model integration, governance, controls and documentation.

For over 30 years DCG has helped financial institutions of all sizes make better strategic and risk management decisions. Services include comprehensive asset/liability management and strategy advisory, balance sheet risk modeling, broad-based model documentation and validation (e.g. ALM, liquidity, credit, ALLL, MSR, capital, operational risk models), behavioral studies (deposits, prepayments), credit stress testing and challenger models, and liquidity management (including contingency planning, monitoring and stress testing analytics).

Fiserv


Fiserv is driving innovation in Payments, Processing Services, Risk & Compliance, Customer & Channel Management and Insights & Optimization. We’re helping more than 12,000 clients worldwide create and deliver experiences for a digital world that’s always on. Solutions that enable today’s consumer to move and manage money with ease, speed and convenience. At the point of thought. Visit www.fiserv.com to learn more.

Protiviti


The Oakleaf Group will be sponsoring the CECL 2017 Congress.

Protiviti


Protiviti is a global consulting firm that helps companies solve problems in finance, technology, operation, governance, risk and internal audit, and has served more than 60 percent of Fortune 1000® and 35 percent of Fortune Global 500® companies. Our Model Risk Management practice provides experienced quantitative analysts to develop and validate a variety of models, and our holistic process helps control risk, prevent losses and enhances key stakeholders’ understanding of model risk. We can develop customized quantitative models, refine and calibrate existing models, and design stress testing and scenario analysis programs to supplement existing analytics. Areas of expertise include: Model Risk Governance Assessment, Model Development, Model Validation, Model Audit Support, Stress Testing, IFRS9/CECL, Initial Margin Model, and Market Risk/FRTB.

SAS


SAS is the leader in analytics. Through innovative analytics, business intelligence and data management software and services, SAS helps customers at more than 83,000 sites make better decisions faster. Since 1976, SAS has been giving customers around the world THE POWER TO KNOW®.

Wolters Kluwer


Whether complying with regulatory requirements or managing financial transactions, addressing a single key risk, or working toward a holistic enterprise risk management strategy, Wolters Kluwer works with customers worldwide to help them successfully navigate regulatory complexity, optimize risk and financial performance, and manage data to support critical decisions. Wolters Kluwer provides risk management, compliance, finance and audit solutions that help financial organizations improve efficiency and effectiveness across their enterprise, with more than 30 offices in 20 countries.

For further information please visit www.wolterskluwerfs.com.

Can your organisation contribute at our CECL 2017 Congress?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. Please visit www.cefpro.com/sponsorship for an outline of what we can offer, and contact sales@cefpro.com or call us on +1 888 677 7007 where a member of the team will be happy to tailor the right package for you.

Media Partners:

Venue

DoubleTree by Hilton Metropolitan
569 Lexington Ave.
New York
NY 10022
USA

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Nearby accommodation:

Hilton Garden Inn New York/ Manhattan Midtown East
206 E 52nd St, New York, NY 10022

Website
212-794-6000

The Benjamin
125 E 50th St, New York, NY 10022, USA

Website
212-715-2500

Courtyard New York Manhattan/Midtown East
866 3rd Ave, New York, NY 10022, USA

Website
212-644-1300

 The Kimberly Hotel
145 E 50th St, New York, NY 10022, USA

Website
212-755-0400

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Frequently Asked Questions

Can I present at CECL 2017 Conference?

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at CECL 2017. For further information on this please contact alice.kelly@cefpro.com or call us on +1 888 677 7007.

Are there any rules on the dress code?

Business attire is requested. The Congress is a formal opportunity to network with like-minded professionals and to gain knowledge from the industry’s finest risk management experts.

What is the cost and what is included in the registration fee?

We offer incentives for ‘early bird’ registrants of the Congress, as outlined on our pricing structure.

Registration includes breakfast, refreshment breaks, lunches, the cocktail reception at the end of the day, full access to the Congress sessions and exhibition area. Presentations from sessions are also available, subject to speaker approval.

Where can I find the Congress documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations after the Congress*

We will work with our presenters to include as many presentations as possible on our Risk Insights App during the Congress.

*Please note that our speakers often have to gain permission from their relevant compliance departments to release their presentations. On rare occasions compliance may not allow presentations to be distributed.

Will breakfast, lunch and refreshment be provided?

Yes. As with all of our events the Center for Financial Professionals will be providing brilliant coffee, breakfast, lunch, refreshments, and smaller bites during the networking breaks.

This will be provided on both days of the Congress.

Will there be opportunities to network with other attendees?

There are ample opportunities for networking and interaction throughout the Congress, such as

  • Breakfast, lunch and refreshment breaks
  • Cocktail reception at the end of the day (Subject to confirmation)
  • Q&A, panel discussions and audience participation technology available through the Risk Insights App
I have several colleagues that would like to attend, is there a group discount?

Certainly! We are pleased to offer you a 50% discount on the third registration or provide a fifth registration for free.

If you would like to register more than five colleagues please contact us on +44 (0) 20 7164 6582

Please note:

  • Registrations must be made at the same time
  • Registrations must come from the organisation
  • The lowest registration will be discounted
Are there opportunities to share my thought-leadership at CECL 2017?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of CECL 2017 and our wider risk professionals community.

At the event
We can distribute your material to the attendees, offer you an exhibition booth, and provide speaking opportunities so that you may enjoy a more prominent presence at the Congress. Visit the Sponsor tab for further information or contact sales@cefpro.com / +1 888 677 7007.

Risk Insights
Feature your content on our Risk Insights website and supporting Risk Insights monthly newsletter. For further information please download our media pack here.

Are media partnerships available for CECL 2017?

Yes. As part of a media partnership we can offer a variety of options to increase the branding and awareness of your association, company, certificate, publication or media. We are flexible with what we can offer however we usually:

  • Provide a discounted rate to attend
  • Place your logo and profile on the Congress website
  • Place your logo on the Congress brochure
  • Place your logo on promotional content where applicable
  • Distribute your media/marketing at the Congress
  • Promote through social media channels

To discuss this further please contact olympia.nolan@cefpro.com or call +44 (0) 20 7164 6582.

EARN UP TO 15 CPE CREDITS

Prerequisites: Knowledge of financial risk management Advanced Preparation: No advanced preparation is required Program Level: Intermediate to advanced
Delivery Method: Group-live

The Center for Financial Professionals is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its website: www.learningmarket.org

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Super Early Bird Summer Special Early Bird Standard Rate
CECL 2017
October 11-12 2017
$1,099
Register by July 21
(save $900)
$1,299
Register by August 18
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$1,599
Register by September 15
(save $400)
$1,999
Registrations after September 15
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Group rates are available for 3 or more attendees from the same organization, when registering at the same time. The current rate allows every third colleague to come along for half price or a fifth colleague to attend for free.

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3. Download the PDF Registration Form

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