Risk Americas 2021

Risk Americas

America’s premier financial risk and innovation Convention 2021

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RISK AMERICAS CONVENTION

May 25-26, 2021

40+ Speakers, 2 Keynote Sessions, 4 workstreams, 500+ attendees
TOPICS ADDRESEED FOR 2021

Digitalization | AI | Remote Working | RPA | Data Governance | Fintech

Plus much more…

FRTB | Balance Sheet Optimization | Liquidity | Credit Risk | IBOR | Volatility | Resilience

Plus, much more…

COVID-19 | Data | Quantifying Uncertainty | Integration | Validation

Plus, much more…

ESG and Climate Risk

Regulatory Guidance | Reporting | Climate Change | Culture Agendas | Investment

Plus, much more…

View the full agenda here
2021 SPEAKERS INCLUDE
Vijay Advani

Vijay Advani
Former CEO & Executive Chairman
Nuveen

Nison Nagdimov

Nison Nagdimov
Head of Risk Utility, Chief Control Office
HSBC

Joshua Kotok

Joshua Kotok
Chief Risk & Compliance Officer
First Savings

Ty Lambert 2015 Professional Pic

Ty Lambert
Senior Executive Vice President & Chief Risk Officer
Bancorp South

Frank Morisano

Frank Morisano
Chief Risk Officer
Industrial and Commercial Bank of China

Kieran Fallon

Kieran Fallon
Chief Risk Officer
PNC Financial Services Group

Markus Lammer

Markus Lammer
COO, Ultra High Net Worth Business
Credit Suisse

ebbe negenman

Ebbe Negenman
CRO & Member of the Executive Board
Knab

Jeff Simmons

Jeff Simmons
Chief Risk Officer
MUFG Securities (Europe) N.V.

Vivek Tyagi

Vivek Tyagi
CRO – Transaction Banking
Goldman Sachs

View the full speaker line up
Sponsorship

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Event starting at 10am EDT : 3pm BST
DAY ONE | May 25, 2021

10:00 Chair’s opening remarks

KEYNOTE

PANEL DISCUSSION

10:10 Lessons learnt from COVID-19 pandemic: Looking ahead to business after the pandemic

– What might the new normal look like in financial services?
– The future of remote working
– Driving efficiency and collaboration
– Future of business continuity in light of pandemic response
– Impact of the new normal on risk profiles
– Rethinking business models
– Implementing new communication models to maintain an effective culture of risk management
– Digital adaptability needs

Frank Morisano, Chief Risk Officer, Industrial and Commercial Bank of China Limited
Vivek Tyagi, CRO, Transaction Banking, Goldman Sachs
Ebbe Negenman, CRO & Member of the Executive Board, Knab
Markus Lammer, COO, Ultra High Net Worth Business, Credit Suisse
Ty Lambert, Senior Executive Vice President & Chief Risk Officer, BancorpSouth
Kieran Fallon, Chief Risk Officer, PNC Financial Services Group

10:50 5 minute transition break

Innovation in risk management

DIGITALIZATION

10:55 Aligning risk & strategy to optimize performance

  • Aligning risk & strategy, why is it important?
  • And how do you accomplish?
  • Leveraging data analytics to improve decision making

Michael Glotz, CEO & Founding Partner, Strategic Risk Associates

 

PANEL DISCUSSION

11:25 Leveraging AI technology to drive digital transformation and enhance customer experience

  • Access to remote products during pandemic
  • Explainable AI
    • Using highly interpretable AI and machine learning
    • Criticality of interpretability in high stake environments
  • Validation of machine learning models
    • Reviewing models from development to deployments through to validation
  • Agility and governance processes within model risk
  • Model governance and response to major events
  • Regulatory scrutiny around use of AI and ML models

Harsh Singhal, Quantitative Analytics Manager / Senior Vice President Head of Decision Science and Artificial Intelligence Validation, Wells Fargo & Company
Steven Dickerson, VP, Data Science, Discover Financial
Nison Nagdimov, Head of Risk Utility, Chief Control Office, HSBC

Market and Financial RIsk

10:55 The Reduced Form Explanation for the Bond-Credit Default Swap (CDS) Basis

  • A new formula for the bond/CDS basis consist with traded bind prices
  • Exact formula for the relationship of traded credit spread and quoted CDS
  • Pricing: default risk, risk-free term structure of interest rates, recovery rates and liquidity factors
  • ISDA model risk – constant ad equal discount rates, principal payments, swap curve
  • Overcoming common yet inaccurate assumptions
  • Considerations: Bond market illiquidity, market-implied recovery rates, use of historical data based for default probabilities

Donald R. van Deventer, Founder and CEO, Kamakura Corporation
Robert Jarrow, Director of Research / Professor, Kamakura Corporation / Cornell University

PANEL DISCUSSION

11:25 What are the risks that people aren’t thinking about

  • Stress testing future risks
  • Identifying portfolios at risk
  • Indicators to identify changes and exposures
  • Identifying risk factors in the economy
  • Considering qualitative effects
  • Transformation of infrastructure to become more agile

Arsa OemarDirector, Wholesale Credit Model Risk Management, MUFG
Oskar Rogg, Head of Treasury, Credit Agricole
Suman Datta, Head of Portfolio Quantitative Research, Lloyds Banking Group
Joe Rodriguez, Sr. Managing Director, Financial Services, Cloudera

Model Risk Managment

COVID-19

10:55 Reviewing model reactions to COVID-19 and capabilities through recovery

  • Impact on future models with volatility in 2020
  • Predicting the unpredictable
  • Managing models with continued uncertainty
  • Models capability to manage changes post COVID-19
  • Impact on credit modeling
  • Increased risk of defaults amidst pandemic
    • Changes to risk profile once government stimulus is retracted

Jing Zou, Managing Director, Enterprise Model Risk Management, Royal Bank of Canada

PANEL DISCUSSION

11:25 Building models based on historic data and impact on forecasting

  • Building models based on last recession data
  • Forecasting models based on historic data
  • Using non representative data in modeling
  • Displacement of current macroeconomic factors
  • Qualitative factor adjustment
  • Model monitoring: Prediction vs. actual losses

Adam Behrman, Head of Model Risk, Investors Bank
Aruna Joshi, VP, Model Risk Management, Visa
Emre Balta, SVP, Financial and Compliance Risk Model Validation, US Bank

 

 

12:10 20 minute refreshment break and networking in exhibition tab

EMERGING TECHNOLOGY

12:30 Robotic Process Automation and Low-Code Applications, perspectives from a citizen developer

  • How financial institutions are leveraging low-code application development and robotic process automation (RPA) to increase efficiency and automate manual process more cheaply than ever before
  • Benefits of citizen development and RPA for operational resiliency
  • Fostering democratization of development while maintaining governance

James McIntosh, Executive Director, Head of Enterprise Risk Management Programs, CIBC

 

 

 

RPA

1:00 Developing a Robotic Process Automation (“RPA”) tool risk management program

  • Describes basics of RPA
  • Discuss benefits and downside of RPA
  • Describe elements of successful RPA Tool Risk Management program
  • Regulatory and compliance considerations

Roderick Powell, Head of Model Risk Management, Ameris Bank

IBOR

12:30 The third line of defense’s role in Libor transition

  • Performing Risk Assessment and Establishing Audit Strategy
  • Assess Governance Structure and Activities
  • Review Project Plan and Project Management
  • Evaluate the Inventory of LIBOR contracts
  • Monitoring Execution of the Project Plan
  • Reporting to the Audit Committee

Erjun Chen, Director, Internal Audit, CIT

 

 

 

 

IBOR

1:00 Understanding impact of IBOR transition to risk profiles and transition progress

  • Reviewing impact to risk profiles
  • Transition progress
  • Updates from adjustable to fixed rate instruments
  • Implications to existing profiles
  • Changes in transition to mitigate transition risk
  • Understanding exposure

Vineet Gumasta, Head of Balance Sheet Risk Management, NA, Rabobank

CREDIT RISK MODELING

12:30 Model validation methodologies for corporate probability of default (PD) modeling

  • Alternative use cases and the quantification of model risk
  • Ensuring PD models are fit for purpose and intended use
  • Construction of through the cycle PD models and point in time models
    • Validation elements emphasis based on use
  • Model validation methodologies using a long history of publicly rated default data
    • Building on PD models based on financial and macroeconomic factors
    • Application of discriminatory and predictive accuracy tests

Michael Jacobs, Jr., Lead Quantitative Analytics and Modeling Expert, PNC Financial Services Group

INTEGRATION

1:00 Integration of model risk management from data through to validation

  • Efficiency and effectiveness of processes
  • Bringing data together to the same place
  • Building models on data
  • Model validation processes
    • Driving efficiency
  • Automating processes
    • Identifying inefficiencies

Abhisekh Adukia, Model Risk Director, Alliance Bernstein

1:30 End of day one

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Event starting at 10am EDT : 3pm BST
DAY TWO | May 26, 2021

10:00 Chair’s opening remarks

KEYNOTE

PANEL DISCUSSION

10:10 Driving profitability in a heavily regulated environment and future regulatory change

– Future of regulation under new administration
– Changes to regulation and reporting requirements
– Legal and regulatory advances and trends impacting the environment
– Fintech regulatory developments
– Future of Basel 4

Jeff Simmons, Chief Risk Officer, MUFG Securities (Europe) N.V.
Phil Masquelette, SVP/CRO, Ulster Savings Bank
Vijay Advani, Former CEO & Executive Chairman, Nuveen

10:50 5 minute transition break

Innovation in risk management

PAYMENTS

10:55 Payments innovation risks

  • Zelle B2C model benefit to clients
    • Eliminating PCI compliance
  • RTP request for payment to eliminate fraud risks from ACH debit transactions
  • Universal payment identification code (UPIC) for ACH payments

Jim Maimone, SVP, Senior Enterprise Payments Platform Product Manager, Citizens Bank

 

PANEL DISCUSSION

11:25 Maintaining privacy compliance across jurisdictions as consumer demands evolve

  • Changes to consumer demands on privacy
  • State discrepancies in requirements
  • Impact of privacy agendas on who customers do business with
  • Increase in use of right to be forgotten
  • Protecting sensitive information in a WFH environment
  • Aligning data privacy and data protection

Joshua Kotok, Chief Risk & Compliance Officer, First Savings

 

Market and Financial RIsk

CREDIT RISK

10:55 Reviewing the impact to credit risk and defaults COVID-19 government stimulus reduces

  • Credit restructuring
  • Delaying delinquencies
  • Tracking and monitoring delinquencies
  • Monitoring money and credit structures
  • Understanding credit performance when stimulus drops
    • Q4 2020 credit performance at an all time high
  • Are we moving towards a default cycle?
  • Asset allocation strategies

Fred Han, Director of Design & Reporting, RBC

PANEL DISCUSSION

11:25 Managing increase in liquidity on balance sheets and boosting profitability

  • Allocating influx of liquidity
  • Market for investment of high numbers of liquidity
  • Impact of government stimulus on liquidity and lending
  • Increase in liquidity on balance sheets with limited investment opportunity
  • Compressed net interest margins
  • Where to use excess liquidity to boost profitability

Armel Romeo Kouassi, Head of Balance Sheet Modeling, Northern Trust
Mark Benaharon, ERM: Director Interest Rate Risk, Liquidity Risk, Strategic Risk, and Capital Stress Testing, New York Community Bank
Mike Huff, Senior Director, Portfolio Management, TIAA

ESG and Climate Risk

ESG

10:55 Developing ESG strategy and aligning with future regulatory expectations

  • What does ESG mean and how are institutions adapting
  • Product adjustments to meet ESG standards
  • Unintended consequences of change
  • Governance strategies
  • Acceleration as a result of COVID-19 supply chain challenges
  • Regulatory focus and requirements

Lourenco Miranda, Head of ESG & Climate Change, Societe Generale

PANEL DISCUSSION

11:25 ESG reporting: Developing proxy and independent reports to provide transparency and assurance to stakeholders

  • Updating proxy statements for annual review
  • Independent sustainability reports
  • Committee structures
  • Managing risk profile of a company
  • Transparency of information available from companies

Yuhong Liu, Director, BNP Paribas
Nim Puri, Principal-IRM Customer Strategy, Global Sales, Riskonnect, Inc.
Lourenco Miranda, Head of ESG & Climate Change, Societe Generale

12:10 20 minute refreshment break and networking in exhibition tab

DATA

12:30 5 Steps to overcome data overload: Using data discovery and risk formulas to standardize risk at scale

    • Identify data across business applications for the latest risk insights
    • Automatically categorize information to deliver meaningful insights across risk, compliance, and your executive teams
    • Explore a new way aggregate and standardize risk using real-time data points
    • Understand the concentration of risk across risk domains to quantify risk using risk formulas

Senior Executive, OneTrust

 

FINTECH

1:00 Interaction between fintechs and banks as regulators increase focus on fintech industry

  • Impact of OCC fintech charter on banking industry
  • Strategic changes for traditional banking
  • Interaction between fintechs and banks
  • Freedom and flexibility of fintechs
  • Regulation for automated data
    • Impact of COVID on use of automated data

Armel Romeo Kouassi, Head of Balance Sheet Modeling, Northern Trust

BALANCE SHEET OPTIMIZATION

12:30 Optimizing balance sheets and leveraging risk to improve financial performance

  • Integrate forward looking metrics into planning
  • Balance financial and regulatory risk
  • Offset margin compression
  • Manage portfolio risk
  • Drive accuracy into your business forecasts

Bill Collette, Director, Market Development, Wolters Kluwer, Finance, Risk & Reporting, Wolters Kluwer
Paolo Angeli, Vice President, Global Excellence, Wolters Kluwer

 

CECL

1:00 Reviewing impact of CECL and response to the global pandemic

  • Future expectations under CECL
  • Impact of CECL on books
    • Changed during pandemic
  • CECL as a functional stress test
  • Delays to implementation of CECL standards
  • Cost of implementation of CECL

Jose Canals-Cerda, Senior Special Advisor, Supervision, Regulation & Credit, Federal Reserve Bank of Philadelphia

MODEL VALIDATION

12:30 Elevating model validation towards holistic MRM discipline: Learnings, challenges, most important aspects

  • Setting the basics of MRM, is model risk culture one of them?
  • How important is to define the clear Model Risk Governance expectations?
  • What Model Risk level is acceptable when framework development is still ongoing?
  • Setting the model ownership role, when is the right time to create a mature division of responsibilities?
  • Advocating for and creating the benefit of using holistic MRM discipline? Do we need a complex model landscape to start this journey?

Darius Grinvaldas, Head of Model Risk & Validation, Luminor Group

3RD LINE APPROACHES

1:00 How the 3rd line of defense should be considering and approaching ESG

 

1:30 End of day two

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Keynote
Vijay Advani

Vijay Advani
Former CEO & Executive Chairman
Nuveen

 

Biography

Vijay Advani retired as Executive Chairman of Nuveen, the investment manager of TIAA, at the end of 2020, after having served as Chief Executive Officer of the firm from 2017-2020.

He was responsible for Nuveen’s overall strategy and growth with a focus on the firm’s three key initiatives: impact and ESG investing; the development of Nuveen Labs; and growing Nuveen’s business and investment capabilities outside of the U.S.

While CEO of Nuveen, the firm’s assets under management grew 14% to over $1 trillion, it achieved industry-leading organic sales growth (7.1% in 2019), while also significantly expanding its global footprint in Europe, Asia, Latin America and Canada. Vijay streamlined the company’s global operating model, helping achieve significant cost savings, while expanding Nuveen’s retail business with assets growing at a 12% compound annual growth rate, while also creating and shaping an industry-leading brand by combining more than a dozen investment affiliates under the Nuveen banner.

Before joining Nuveen in 2017, Vijay was Co-President of Franklin Templeton Investments, where in a career of more than 20 years, he was responsible for long-term strategic initiatives, M&A, and the firm’s investment management, trading and global retail and institutional channels. Prior to joining Franklin Templeton, Vijay spent 11 years at the World Bank advising governments on developing their financial markets and arranging equity, quasi-equity, and debt financing.

Vijay is a board member of BowX (a SPAC), and a member of the Board of Governors of the Investment Company Institute (ICI). He also serves on the Boards of the U.S. – India Business Council (USIBC) and the Global Impact Investing Network (GIIN). He is also an advisory board member for The Hive Incubator in Palo Alto, charter member of TiE Silicon Valley and past board member of the U.S. – India Strategic Partnership Forum (USISPF), the Center for the Advanced Study of India (CASI) at the University of Pennsylvania, FCLTGlobal, Jumpstart and Lok Foundation. Vijay is a committee member of the San Francisco-Bangalore Sister City Initiative, and the Investment Committee at Santa Clara University (SCU).

He earned a bachelor’s degree from the University of Mumbai and an MBA from the University of Massachusetts Amherst.

Kieran Fallon

Kieran Fallon
Chief Risk Officer
PNC Financial Services Group

 

Biography

Kieran J. Fallon is chief risk officer of The PNC Financial Services Group. In this role, he has responsibility for PNC’s enterprise-wide independent risk management program, including credit, compliance, operational and market risk.
Prior to being named to his current position in February 2021, he was senior deputy general counsel responsible for PNC’s government, regulatory affairs and enterprise risk. Fallon also served as PNC’s chief counsel of Regulatory Affairs and briefly as acting general counsel.
Before joining PNC in May 2011, Fallon served as associate general counsel for legislation and special projects with the Board of Governors of the Federal Reserve System in Washington, D.C. While at the Federal Reserve Board, he played a key role in the development and implementation of numerous significant legislative and regulatory initiatives during the past two decades, including the Dodd-Frank Act of 2010, the Federal Reserve’s response to the financial crisis, and the Gramm-Leach-Bliley Act of 1999. In addition, Fallon served as general counsel to the Financial Stability Oversight Board, one of the Federal oversight bodies for the Troubled Asset Relief Program (TARP), from 2008 to March 2011. He is a recognized expert in a wide range of subjects under the Federal banking laws, and a regular speaker at industry conferences on regulatory reform and financial services regulation.
Prior to joining the Federal Reserve Board in 1995, he served as an associate in the financial services practice group of the Washington, D.C. office of Morrison & Foerster.
Fallon earned his J.D. from the New York University School of Law where he graduated magna cum laude, and his B.S. in Foreign Service was received at Georgetown University where he graduated summa cum laude.

Ty lambert

Ty Lambert
Senior Executive Vice President & Chief Risk Officer
BancorpSouth

Biography

Ty Lambert joined BancorpSouth in 2006 and has held a variety of management positions with responsibilities contributing to balance sheet management, credit risk management, corporate planning, and modeling and forecasting. In his current role as Chief Risk Officer, his team is responsible for data analytics, regulatory compliance, enterprise risk management, vendor management, and Bank Secrecy Act/ Anti-Money Laundering efforts. Prior to joining BancorpSouth, Ty was an investment portfolio manager.

Markus Lammer

Markus Lammer
COO, Ultra High Net Worth Business
Credit Suisse

 

Biography

Markus Lammer is the Chief Operating Officer of the Ultra High Net Worth business for Credit Suisse in the US. He launched the Ultra High Net Worth coverage platform in Investment Banking and Capital Markets, as well as the firm’s flagship “Entrepreneurs Summit” event series for this target segment. Markus is also the Chief Operating Officer for the Financial Institutions and the Oil & Gas Groups.

Previously, he was the Chief Operating Officer of Credit Suisse Germany and Central Europe, and also the Head of the Board of Credit Suisse Germany. Markus received his LLM from Yale University as a Fulbright Scholar and is admitted to the NY Bar.

Phil Masquelette Biz Casual

Phil Masquelette
SVP/CRO
Ulster Savings Bank

Biography

As Senior Vice President and Chief Risk Officer for Ulster Savings Bank, located in Kingston, NY, I am responsible for oversight of all Bank risk management functions, including the Bank’s Legal and Compliance departments; I also serve as the Chief Information Security Officer. I previously served as Vice President and Risk Manager at Bankwell in Bridgeport, CT, as First Vice President and Audit/Compliance Officer at Naugatuck Valley Savings and Loan in Naugatuck, CT, and as Senior Attorney with the FDIC. I hold a Master of Business Administration degree from the University of Rhode Island, a Juris Doctorate from the University of Houston, and a Bachelor of Arts degree from Tulane University.

Frank Morisano

Frank Morisano
Chief Risk Officer
Industrial and Commercial Bank of China

Biography

Mr. Morisano is the Chief Risk Officer at the Industrial and Commercial Bank of China overseeing the Americas risk profile while having substantial influence on business activities. He serves as an independent director of a Fintech, sits on a cybersecurity advisory board, and also at a private company where he chairs the audit committee. He received his credit training at the Chase Manhattan Bank, holds an MSc in Information Systems and a BBA in Statistics.

ebbe negenman

Ebbe Negenman
CRO & Member of the Executive Board
Knab

Biography

Ebbe Negenman is the Chief Risk Officer (CRO) of Knab. As a member of the executive board he is co-responsible for the management of the bank. Till 2017 Ebbe worked as Head of Regulatory Risk at ABN Amro and was highly involved in the innovative strategy of the bank. Till 2010 Ebbe was employed as a Managing Director Risk Management at ING Bank in Amsterdam and was several years based in Hong Kong where he had responsibility for the Asia Pacific region he started his career at the Dutch merchant bank MeesPierson. Ebbe has over 20 years risk management experience, including strong expertise in Regulations.

Ebbe has two MSc’s (mathematics and econometrics) and a PhD in Operations Research and considers the ability to learn faster than your competitors as the only sustainable competitive advantage .

Jeff Simmons

Jeff Simmons
Chief Risk Officer
MUFG Securities (Europe) N.V.

Biography

Jeff Simmons joined MUFG Bank in June 2014 as the Head of Enterprise Risk, tasked with creating the function. He has been involved intensively with the enhancement of the Risk Management framework in MUFG Bank (Europe). This has involved him in the formation of an Enterprise Risk function in Amsterdam tasked with delivering the full range of regulatory submissions. In April 2018 he transitioned to MUFG Securities to become involved in the Brexit project. In this capacity he is the CRO for MUFG Securities (Europe) N.V. the Dutch subsidiary of MUFG Securities (EMEA).
Prior to joining the bank he spent some 20 years specializing in best practice Risk Management including Market Risk, Credit Risk, Risk Model Validation and Regulatory Risk consulting. As well as have line management responsibilities in various institutions he has also gained extensive experience in implementing Risk Management frameworks from both a technical and operating model based perspective.

Vivek Tyagi

Vivek Tyagi
CRO, Transaction Banking
Goldman Sachs

Biography

Vivek is Chief Risk Officer for Transaction Banking at Goldman Sachs.
He previously served as Division Risk Executive at SVB Financial, Bank of America, JP Morgan and Citigroup. Earlier in his career, Vivek served as head of Global Banknotes at Bank of America, and as transactor in Structured Finance at Citigroup.
Vivek earned an MBA from the Fuqua School at Duke University and a BCom from the Shri Ram College of Commerce at Delhi University.

Steven Dickerson

Steven Dickerson
SVP, Chief Data Scientist
Discover Financial

 

Biography

Steven Dickerson is speaking at Risk Americas 2021

Michael Glotz

Michael Glotz
CEO & Founding Partner
Strategic Risk Associates

 

Biography

Mr. Glotz is the Chief Executive Officer, Founding Partner of Strategic Risk Associates (SRA) and is the firms’ practice leader for risk management, governance, capital management and internal audit activities. He has led numerous risk management and capital planning engagement efforts for national, regional and community organizations. Mr. Glotz served as Senior Vice President and Strategic Financial Officer for Crestar Bank and later SunTrust Bank through acquisition. During his tenure with SunTrust Bank, he held various senior financial positions including Strategic Financial Officer and head of Strategic Cost Management (EMC2 Play.) Immediately before SRA’s founding, Mr. Glotz was a Managing Vice President with Capital One Financial Corporation. Mr. Glotz held a number of senior positions with Capital One including Managing Vice President of Corporate Audit and Credit Review Services for Capital One Bank ($80 Billion in Assets at the time), which included the oversight and development of over 100 audit and risk professionals. Mr. Glotz also supported the implementation of Enterprise Risk Management and lead independent assessments of bank acquisition and integration activities for large-scale mergers. Mr. Glotz is Risk-Reward Co-Chair of the American Association of Bank Directors and is a faculty member of the Institute of Bank Director Education. Mr. Glotz was a Faculty Professor of the Virginia Bankers School at the University of Virginia where he taught Risk Governance and ERM. He has delivered Bank Director training for many State Banking Association, and individually for a number of Boards. Mr. Glotz received a BBA Degree in Business with the University of Wisconsin, an MBA with the University of Richmond and completed the Executive Development Program at Wharton, University of Pennsylvania. He is a Certified Risk Professional.

Joshua Kotok

Joshua Kotok
Chief Risk & Compliance Officer
First Savings

 

Biography

Joshua Kotok is the Chief Risk and Compliance Officer at First Savings Mortgage Corporation. Joshua is an accomplished executive with demonstrated performance in leading operational and technology risk management and compliance initiatives. In addition, Joshua has identified and assessed operational and information technology risk from the regulatory and audit perspectives.
Prior to joining First Savings Mortgage Corporation, Joshua was the lead examiner for ongoing monitoring and targeted examinations of Freddie Mac’s Operational Risk program for the Federal Housing Finance Agency (FHFA). Joshua also served as the Senior Manager of Operational and Technology Risk for the Making Home Affordable program where he led the development of the ORM framework and all supporting components. Joshua also has prior experience as a Big Four management consultant where he led several engagements for Financial Services clients specializing in operational, technology and compliance risk reviews, governance and supporting technology implementation (GRC).
Joshua holds a Bachelor of Science degree in Information Systems from Florida State University. Joshua is a Certified Fraud Examiner (CFE) as well as a Certified Information Systems Auditor (CISA). In addition, Joshua has held numerous industry association board positions including serving as the President and Education Director of the ISACA South Florida chapter and Vice President of the iCoast CIO council. Joshua is also a past presenter for the Global Association of Risk Professionals (GARP) and the Operational Risk North America conferences.

Jim Maimone

Jim Maimone
SVP, Senior Enterprise Payments Platform Product Manager
Citizens Bank

Biography

Jim Maimone, CTP, SVP, Senior Payment Hub Product Manager, has over 25 years of commercial payments experience in a variety of roles from ACH to Integrated Payables to Commercial Cards, and now Real Time Payments. Jim is responsible for developing and implementing the strategy for efficiently routing and monitoring payment activity across payment channels. A graduate of UMass Boston, Jim holds a BA in Economics and a MS in Finance from Boston College. Jim resides in Stoneham, MA and enjoys coaching and playing ice hockey.

James McIntosh

James McIntosh
Executive Director and Head of Enterprise Risk Management Programs
CIBC

Biography

Mr. McIntosh joined CIBC in Toronto, Canada in 2006 and currently works and resides in Chicago where he leads CIBC’s enterprise risk programs for the US region including risk identification, risk appetite and reporting, resolution planning, and risk governance. He previously worked in CIBC’s New York office leading CIBC’s implementation of Enhanced Prudential Standards. In 2016, he spearheaded the creation and implementation of CIBC’s US Region risk identification program. Prior to moving to New York, Mr. McIntosh was a credit risk manager in CIBC’s Canadian large corporate lending business.

Nison Nagdimov

Nison Nagdimov
Head of Risk Utility, Chief Control Office
HSBC

 

Biography

Nison Nagdimov leads the Risk Utility in the Chief Control Office at HSBC, overseeing the non-financial risk framework for various businesses and functions. In his prior roles, he has managed non-financial risk and led various projects and programs across the retail, wealth, and institutional banking sectors. Additionally, Nison is a Certified Anti-Money Laundering Specialist (ACAMS) and is an active member of the Association of Certified Anti-Money Laundering Specialists, and an active board member of CeFPro’s Non-Financial Risk Advisory Board.

RoderickPowell_Professional

Roderick Powell
Head of Model Risk Management
Ameris Bank

 

Biography

Roderick Powell is Senior Vice President and Head of Model Risk Management at Ameris Bank in Atlanta, Georgia. Prior to joining Ameris Bank, Powell was a Director at KPMG LLP where he specialized in model development, implementation, and validation for large Financial Institutions, including Banks, Insurance Companies, and Mutual Funds. He also worked at Bank of America where he was Senior Vice President and Head of Market Risk Management for the Mortgage Securities Trading Desk. Powell earned his MBA from Florida State University. He also earned a Certificate in Applied Data Science and Machine Learning from Emory University. In addition, Powell is a Certified Financial Risk Manager (“FRM”). He is a frequent speaker on the use of Artificial Intelligence, i.e., Machine Learning, and Robotic Process Automation (“RPA”) in the Financial Services industry.

The Kouassi family

Armel Romeo Kouassi
Senior Vice President
Northern Trust Corporation

 

Biography

Finance Executive with extensive experience in Global Banking, Corporate Finance, Asset Liability Management, Entrepreneurship, AI & Fintech. Shifted between entrepreneurial and senior banking leadership roles, comfortable with new ideas, innovative and willing to challenge the status quo. Transformative, Thoughts leader and frequent speaker and author in banking magazines in USA and Europe. Armel serves in the board of multiple non-profit organizations that make a difference in the community and society.

harsh

Harsh Singhal
Quantitative Analytics Manager / Senior Vice President Head of Decision Science and Artificial Intelligence Validation
Wells Fargo & Company

Biography

Harsh Singhal is Head of Decision Science and Artificial Intelligence Validation within the Model Risk group. His team is responsible for validating and approving all retail Credit Decision, Commercial Credit Rating, Financial Crimes & Fair Lending including Fraud and BSA/AML, Operations Risk, Marketing, and other artificial intelligence/machine learning models.
Prior to his current position, Harsh was responsible for new model development for Wholesale Risk in Bank of America. Harsh also led the Retail IRB model qualification at Bank of America and contributed towards the development of first generation of deposit balance models for Asset-Liability management.
Prior to joining the financial industry, he worked on quantitative modeling for pharmaceutical and telecom industries. He is passionate about developing quantitative talent and fostering a culture of responsibility and intellectual curiosity. His technical expertise includes machine-learning, multivariate analysis, commercial and consumer credit.
He has Master’s degree in Electrical Engineering and a Ph.D. in Statistics.

MARKET AND FINANCIAL RISK TRENDS
Paolo Angeli

Paolo Angeli
Vice President, Global Excellence
Wolter Kluwer

 

Biography

Paolo is a Professional Services and Customer Success leader with experience in building post-sales organizations in the Performance Maangement market.
Experienced and comfortable working within a profit and loss accountability model carrying a revenue quota and a Profitabily goal.

Customer focused mindset, especially skilled in customer rescue and customer relationship management.
In his career Paolo had the opportunity to lead both onshore and offshore Professional Services teams.

Specialties: Customer Relationship Management, Technical Leadership, Solutions Delivery, Program and Project Management, Finance Transformation, Business Process Design, Databases, Management, Pre-sales.
Strong consulting professional with a Master Degree focused in Telecommunication Engineering from Universita’ di Pisa (Italy) and a semester at the Georgia Tech (Atlanta) as visitor researcher.

Mark Benharon

Mark Benaharon
ERM: Director Interest Rate Risk, Liquidity Risk, Strategic Risk, and Capital Stress Testing
New York Community Bank

Biography

Mark Benaharon is speaking at Risk Americas 2021.

Jose Cerda-Canals

Jose J. Canals-Cerda
Sr. Special Advisor
Federal Reserve Bank of Philadelphia

 

Biography

José J. Canals-Cerdá is a Senior Special Advisor and leads the Supervisory Research and Policy Forum (SURF) at the Federal Reserve Bank of Philadelphia in the Supervision, Regulation, and Credit Department. He is a Ph.D. Economist from the University of Virginia, a Darden Executive Training program graduate, FRM-GARP certified, and holds an undergraduate degree in mathematics, statistics, and decision sciences. He led the development of the Federal Reserve Stress Testing methodology for cards portfolios. He leads R&D and benchmark/challenger modeling projects for CCAR/CECL.

ERJUN-112x120

Erjun Chen
Audit Director
CIT Bank, NA

 

Biography

Erjun Chen is a director of Internal Audit Department at CIT. His responsibilities include leading an audit team auditing the liquidity risk management, interest rate risk management; and capital stress testing. Currently, his team is also involved in covering the Libor transition program for the bank.
Before joining CIT, Erjun worked at Ernest & Young and KPMG as a Senior Audit Manager and an Audit Manager, respectively, focusing on the financial statements audits in the banking industry. Prior to that, he worked as a Foreign Exchange trader at one of Chinese Banks.

Erjun holds MBA in Finance from Fordham University Graduate School of Business. He is a CPA licensed in New York State. He obtained a certification of Data Analytics from eCornell.

Bill Collette

Bill Collette
Director, Market Development, Wolters Kluwer, Finance, Risk and Reporting
Wolters Kluwer

Biography

Bill has worked in the financial services space for over 20 years in several senior roles, specifically within Product Management for more than 10 years. Bill is focused on delivering integrated finance, risk and regulatory compliance and reporting solutions to support regulated financial institutions in meeting their obligations to external regulators and their own board of directors. He has traveled extensively, working with banks in more than 20 countries globally. In his product management capacity, he managed several product suites and teams, across product lifecycles, including the launch of products focused on Balance Sheet management, Risk (Interest Rate, Liquidity, and Credit) and Financial performance.

Datta Suman

Suman Datta
Head of Portfolio Quantitative Research
Lloyds Banking Group

 

Biography

Suman Datta is speaking at Risk Americas 2021.

Donald van Deventer -2017

Donald R. van Deventer
Founder and CEO
Kamakura Corporation

 

Biography

Donald R. van Deventer founded the Kamakura Corporation in April, 1990 and is currently Chairman and Chief Executive Officer. Dr. van Deventer was senior vice president in the Tokyo investment banking department of Lehman Brothers from 1987 to 1990. From 1982 to 1987, Dr. van Deventer was the treasurer for First Interstate Bancorp in Los Angeles. Dr. van Deventer was a Vice President in the risk management department of Security Pacific National Bank from 1977 to 1982.
The third edition of his newest book, Advanced Financial Risk Management (with Kenji Imai and Mark Mesler) is forthcoming in 2020. Dr. van Deventer completed his Ph.D. in Business Economics from Harvard University in 1977. Dr. van Deventer also holds a degree in mathematics and economics from Occidental College, where he graduated second in his class, summa cum laude, and Phi Beta Kappa.

Vineet Gumasta

Vineet Gumasta
Head of Balance Sheet Risk Management, North America
Rabobank

Biography

Vineet Gumasta is speaking at Risk Americas 2021.

Man

Fred Han
Director of Design & Reporting
RBC

 

Biography

Fred Han is speaking at Risk Americas 2021.

Mike Huff

Mike Huff
Senior Director, Portfolio Management
TIAA

 

Biography

Mike is a Portfolio Manager for TIAA’s $290 Billion General Account investment portfolio.  His responsibilities include portfolio management, asset allocation, derivatives/hedging strategies, currency risk management, portfolio ALM, and liquidity management.

Before joining TIAA, Mike was Director of Investment Risk Management at Genworth Financial where he was responsible for asset/liability management, derivatives risk oversight and counterparty credit risk.  Mike was also a Senior Derivative Trader at Genworth where he traded interest rate swaps, futures, equity options, and developed hedging strategies.  Prior to working at Genworth, Mike was at Principal Financial Group where he managed a portfolio of structured products and derivatives.

Mike holds a BS in industrial engineering from University of Michigan and an MBA in finance from University of Illinois.  He is a CFA Charterholder and a Professional Risk Manager (PRM).

Robert Jarow

Robert Jarrow
Director of Research / Professor
Kamakura Corporation / Cornell University

 

Biography

Robert Jarrow is Professor of Finance at Cornell University and director of research at Kamakura Corporation. He is a co-creator of the Heath-Jarrow-Morton (HJM) model for pricing interest rate derivatives, the reduced form credit risk model for pricing credit derivatives, and the forward price martingale measure. His awards include the 1997 IAFE/SunGard Financial Engineer of the Year and Risk Magazine’s 2009 Lifetime Achievement Award. He is an IAFE senior fellow, and a member of the Fixed Income Analysts Society Hall of Fame and Risk Magazine’s 50-member Hall of Fame. He has published seven books and over 200 academic articles.

Arsa Oemar

Arsa Oemar
Director, Wholesale Credit Model Risk Management
MUFG

Biography

Arsa Oemar will be speaking at Risk Americas 2021

Joe Rodriguez

Joe Rodriguez
Sr. Managing Director, Financial Services
Cloudera

Biography

Joe advises financial institutions and financial services firms on their data and analytics strategy to drive improved business results.  Prior to Cloudera Joe was COO of Operations IT and Head of Transformation at Morgan Stanley.  Throughout his career Joe has worked in various leadership and consulting roles for Bank of America, the Federal Reserve Bank of NY, HSBC, Merrill Lynch and JPMorgan.  Joe is fluent in Spanish and Portuguese.

Oskar Rogg

Oskar Rogg
Head of Treasury
Credit Agricole

Biography

Oskar Rogg is Head of Treasury, Americas for Credit Agricole CIB. He joined the bank in 2006 after stints at Ernst & Young/Cap Gemini, a fin-tech boutique and 10 years running a startup consulting firm. Oskar began his career at First Boston (now Credit Suisse) where he developed software, worked in municipal finance and traded repo and municipal GICs.  He has authored 15 books and articles, including chapters on repurchase agreements in the Handbook of Fixed Income Securities and the Handbook of Treasury Securities. He is a graduate of Cornell University and holds Series 7, 63, & 24 registrations and a PMP.

The Kouassi family

Armel Romeo Kouassi
Senior Vice President
Northern Trust Corporation

Biography

Finance Executive with extensive experience in Global Banking, Corporate Finance, Asset Liability Management, Entrepreneurship, AI & Fintech. Shifted between entrepreneurial and senior banking leadership roles, comfortable with new ideas, innovative and willing to challenge the status quo. Transformative, Thoughts leader and frequent speaker and author in banking magazines in USA and Europe. Armel serves in the board of multiple non-profit organizations that make a difference in the community and society.

MODEL RISK MANAGEMENT
Abhishek Adukia

Abhisekh Adukia
VP, Model Risk Director
Alliance Bernstein

Biography

Abhi Adukia heads the model risk governance for AllianceBernstein (AB), since 2013. In this role, he is responsible for assessing risk, implementing controls and reviewing procedures around all aspects of model development life cycle from research, implementation to model operations. In this oversight function, he is constantly thinking, designing and implementing additional controls around model code and data by utilizing technology to improve governance and mitigate model risks for the firm. Prior to assuming this role in 2013, he was part of AB’s Internal Audit Group focusing on front-office audits. Before joining AB in 2009, Abhi has worked for AIG’s Financial Services Unit, conducting reviews of credit derivatives valuation models.

Abhi started his career journey in the U.S. with Ernst and Young in 2005 and established a good foundation by working on both external and internal audits within the banking and asset management industry. He holds MBA from University at Buffalo and bachelor in accounting from Mumbai University. Abhi is a CFA charter holder and has CPA and FRM certifications.

Emre Balta

Emre Balta
SVP – Head of Financial and Compliance Risk Model Validation
U.S. Bank

Biography

Emre Balta is leading the Financial and Compliance Risk model validation within the Model Risk Management Group at U.S. Bank.
In this capacity, he provides leadership and strategic direction to model risk management and validation of a broad spectrum of models covering AML, fair lending, PPNR, market risk, counterparty credit risk, treasury, and AI/ML models and a wide variety of risk tools used by the bank. He has over 15 years of experience in credit, market and operational risk modeling across full spectrum of asset classes (retail, corporate, capital markets) and model risk management, including governance, framework design and implementation, model development, validation, regulatory strategy and remediation plans. Prior to his role at US Bank, Emre was a management consultant in the Finance & Risk practice of Oliver Wyman, and a senior financial economist at the Risk Analysis Division of OCC.

Adam Behrman

Adam Behrman
Head of Model Risk
Investors Bank

 

Biography

Adam Behrman is speaking at Risk Americas 2021.

Darius

Darius Grinvaldas
Head of Model Risk & Validation
Luminor Group

 

Biography

Darius Grinvaldas is speaking at Risk Americas 2021.

Michael Jacobs

Michael Jacobs, Jr.
Lead Quantitative Analytics and Modeling Expert
PNC Financial Services Group

Biography

Mike is a lead model development and analytics expert across a range of risk and product types, having a focus on wholesale credit risk methodology, regulatory solutions and model validation. Mike has 25 years of experience in financial risk modeling and analytics, having worked 5 years at Accenture and Big 4 consulting as a Director in the risk modeling and analytics practice, with a focus on regulatory solutions; 7 years as a Senior Economist and Lead Modeling Expert at the OCC, focusing on ERM and Model Risk; and 8 years in banking as a Senior Vice-President at JPMC and SMBC, developing wholesale credit risk and economic capital models. Skills include model development & validation for CCAR, PPNR, CECL, credit / market / operational risk; Basel and ICAAP; model risk management; financial regulation; advanced statistical and optimization methodologies.

Aruna Joshi

Aruna Joshi
VP, Model Risk Management
Visa

 

Biography

Aruna Joshi, Ph.D. has more than two decades of experience in the financial services industry. Currently, she is Vice President, Model Risk Management at Visa Inc, where she heads the Model Risk Management department.

Dr. Joshi started her career in the financial services industry as a software engineer in the Fixed Income
Department at BARRA and then at Advisor Software. She was also Director of Risk Modeling at PMI, where she was responsible for projects, including mortgage behavior modeling and NPV models for determining economics of loan modifications. She then worked at Union Bank and Wells Fargo & Company validating models related to retail and commercial credit risk. Most recently she was at Bank of the West where she led model validations for CCAR and BAU models including retail and wholesale credit and PPNR models

Aruna holds a BTech from the Indian Institute of Technology, M.S. from Iowa State University and a Ph.D. and MFE from University of California, Berkeley. She also holds the FRM designation.

Aruna is a frequent speaker on model risk at conferences and has co-authored a paper entitled “Measuring Model Risk – A Practitioner’s Approach” that was published in the Risk Management Association Journal. She recently published a book entitled “Managing Risk of Financial Models – A Smart and Simple Guide for the Practitioner,” which can be found on Amazon.

Chris Smigielski Headshot - LI

Chris Smigielski
Director, Model Risk Management
Arvest Bank

 

Biography

With over 30 years of financial services industry experience, Chris has an in-depth knowledge of model governance, model validation, financial model development, market risk modelling, Asset Liability Management and team development. Chris is currently the Director of Model Risk Management at Arvest Bank and was previously with TIAA Bank’s Enterprise Risk Management Group for seven years. His experience includes leadership roles at Diebold and Fiserv, where he consulted with financial institutions nationally and internationally to design and implement financial strategies to maximize productivity and growth, as well as Asset/Liability Management and quantitative analysis at HSBC and First Niagara Banks. Chris is active with Diversity & Inclusion initiatives at Arvest Bank and served as Co-Chairman for Our Corps, TIAA Bank’s Veterans-based employee resource group.

Jing-zou-120x120

Jing Zou
Managing Director, Enterprise Model Risk Management
Royal Bank of Canada

Biography

As Managing Director in Enterprise Model Risk Management (EMRM) in Group Risk Management, Jing Zou is responsible for validating models in securitized products, interest rate derivatives, pre-provision net revenue, retail mortgage, and insurance. She also developed the Comprehensive Capital Analysis and Review (CCAR) model fragility analysis, which identifies and aggregate the impact of model uncertainty on capital ratios. In addition, she also designed a model performance monitoring and reporting framework. She is an invited speaker for many industry conferences and training courses.

Jing joined RBC in 2014 as a Director in local model risk manager, where she was responsible for engaging the business about model risks. Later on, she was promoted to a Senior Director and then a Managing Director. She has been one of the main presenters from RBC’s model risk team in many Fed exams. Prior to joining RBC, Jing worked at Goldman Sachs, Wells Fargo, and Fannie Mae in various quantitative analytics roles or risk manager roles covering front office quant, market risk, and model risk areas.

Jing has a Ph.D. in Applied and Computational Mathematics from Princeton University and a Bachelor of Science and Master of Science in Computational Mathematics at Xi’an Jiaotong University.

ESG AND CLIMATE RISK
Yuhong Liu

Yuhong Liu
Director
BNP Paribas

 

Biography

Yuhong holds Plasma Physics PhD from Columbia University. She currently works in BNP Paribas for model validation covering liquidity models, Asset Management portfolio models, valuation models, stress testing models, etc. In the past, she has worked across market risk, credit risk and model risk at Morgan Stanley and Citi Group.

Lourenco Miranda

Lourenco Miranda
Managing Director, Regional Head of Model Risk Management (Americas)
Societe Generale

Biography

Lourenco Miranda is speaking at Risk Americas 2021

Nim Puri

Nim Puri
Principal-IRM Customer Strategy
Riskonnect, Inc

 

Biography

Nim works with our sales and account management teams to help customers find GRC opportunities that will lead to their desired business outcomes. Prior to joining Riskonnect, Nim worked for Thomson Reuters on global market expansion, development/management of presales resources, and development of solution-based selling approaches. Nim also has held business strategy and audit responsibilities at several corporations, including Oracle, The Quaker Oats Company, Sara Lee Corporation, and PwC. Nim is a frequent presenter and panelist for GRC and audit conferences, such as IIA, ISACA, and regional GRC events.

Why attend

key agenda highlights

Networking

Ample networking opportunities are available throughout the virtual event; networking breaks, round table discussions and exhibition hall across all days to allow for further discussion and networking.

LIVE Q&A

Live Q&A

Throughout the Convention attendees are invited to ask our speaker faculty leading questions. During the multiple presentations and panel discussions questions will be delivered live to the presenters so they can answer your burning questions and provide extra insight.

Virtual Roundtable Discussions

We will be hosting multiple round table discussions where professionals can debate key industry trends. In an informal and relaxed environment round table leaders will host an interactive discussion with a small number of virtual attendees.

Technology

Technology

Whilst on the virtual platform attendees can interact with other participants, speakers and event partners. Throughout the convention attendees are encouraged to make digital connections with peers via networking and sharing of virtual business cards.

Latest videos & resources

How leaders foster an inclusive culture

A quick look back at Risk Americas 2019

Interview with Model Risk Director of Arvest Bank

Latest articles & interviews
6th May 2021

Taking a proactive approach to risk adjusted performance management

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
6th May 2021
Armel Romeo Kouassi

Managing increase in liquidity on balance sheets and boosting profitability

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
4th May 2021
Abhisekh Adukia

Integration of model risk management from data through to validation

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
4th May 2021
Victor Lessoff

Designing and implementing an effective internal fraud detection system

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
22nd April 2021
Jeremy Resler, SVP, Director, Third Party Risk Management and Governance, U.S. Bank

Assessing regulatory changes ahead and the impact on third party and vendor risk management

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
20th April 2021
Sean Miles, Head of Risk, Motor Insurers Bureau

Regulatory developments within data privacy and monitoring transfer across borders

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
20th April 2021
Chris Smigielski Model Risk Director Arvest Bank

Maintaining model risk programs and functionality in a stress environment

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
9th April 2021
Phil Masquelette, SVP/CRO, Ulster Savings Bank

Driving profitability in a heavily regulated environment and future regulatory change

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
8th April 2021
Jing Zou, Managing Director, Enterprise Model Risk Management, Royal Bank of Canada

Reviewing model reactions to COVID-19 and capabilities through recovery

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
6th April 2021
Jeff Simmons, Chief Risk Officer, MUFG Securities (Europe) N.V.

Driving profitability in a heavily regulated environment and future regulatory change

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
1st April 2021
Harsh Singhal Quantitative Analytics Manager / Senior Vice President Head of Decision Science and Artificial Intelligence Validation Wells Fargo & Company

Leveraging AI technology to drive digital transformation and enhance customer experience

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
31st March 2021
James McIntosh, Executive Director, Head of Enterprise Risk Management Programs, CIBC

Robotic Process Automation and Low-Code Applications, perspectives from a citizen developer

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
29th March 2021
Michael Jacobs, Jr., Lead Quantitative Analytics and Modeling Expert, PNC

Model validation methodologies for corporate probability of default (PD) modeling

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
26th March 2021
Roderick Powell, Head of Model Risk Management, Ameris Bank

Developing a Robotic Process Automation (“RPA”) tool risk management program

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
25th March 2021
Markus Lammer, COO, Ultra High Net Worth Business, Credit Suisse

Lessons learnt from COVID-19 pandemic: Looking ahead to business after the pandemic

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
25th March 2021
Ebbe Negenman , CRO & Member of the Executive Board, Knab

Lessons learnt from COVID-19 pandemic: Looking ahead to business after the pandemic

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
24th March 2021
Darius Grinvaldas, Head of Model Risk & Validation, Luminor Group

Elevating Model Validation towards holistic MRM discipline: learnings, challenges, most important aspects

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
23rd March 2021
Adam Behrman, Head of Model Risk, Investors Bank

Building models based on historic data and impact on forecasting

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
19th March 2021
Aruna Joshi, VP, Model Risk Management, Visa

Building models based on historic data and impact on forecasting

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
12th March 2021
By Ayan Mukherjee, Product Owner, Data Science Model Validation, ING

The risk manager’s role in combatting model risk through model validation

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Ayan Mukherjee, Product Owner, Data Science […]
8th March 2021
Nikolai Kukharkin, MD, Head of Model Risk Management, TIAA

Ensuring completeness and accuracy of model inventory to monitor uses across all areas

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Nikolai Kukharkin, MD, Head of Model […]
co-sponsors

EGAR Global


With 20 years of FSI experience, EGAR Global is pioneering no-code within financial services. Proven at over 150 capital market firms, EGAR Global solutions have helped manage over one trillion dollars cumulatively.

The EGAR NoCode platform is the only application platform with majority no-code development, native to FSI, and capable of meeting enterprise scalability with true no-code operation. With hundreds of services, NoCode delivers a turnkey platform for banks and financial institutions to build enterprise systems. With hundreds of experienced specialists, EGAR Global provides expert onsite support for NoCode and the financial modules published on the platform: Front Office, Risk and Limits Management, Client Workspaces, and much more.

Through visual workflow engineering, template-based data management, and more, NoCode empowers any size organization to automate and operate as a Tier 1 institution.

Evalueserve


Evalueserve is a leading analytics partner to Fortune500 companies. Powered by mind+machine™, Evalueserve combines insights emerging from data and research with the efficiency of digital tools and platforms to design impactful solutions. A global team of 4,000+ experts collaborates with clients across 15+ industries.

We use process re-engineering and automation to transform the way you manage risk.

Our services cover MRM, Risk Data and Analytics, Risk Managed Applications. Our tools support delivery of ongoing operations and automate several regulatory requirements (e.g., FRY15, FR 9YC, SCCL, SR 11/10, SR 11/7, BCBS 239) with the use of a centralized data warehouse and reporting tool infrastructure.

Our clients benefit from high quality domain expertise, a tailored approach to suit each bank’s unique infrastructure, and project management located in key financial centers across the US, UK and Europe; low-cost highly skilled teams supporting from delivery centers in Chile, Romania and India.

We number 60 of the world’s leading financial institutions among our valued clients.

Finastra


Finastra is building an open platform that accelerates collaboration and innovation in financial services, creating better experiences for people, businesses and communities. Supported by the broadest and deepest portfolio of financial services software, Finastra delivers this vitally important technology to financial institutions of all sizes across the globe, including 90 of the world’s top 100 banks. Our open architecture approach brings together a number of partners and innovators. Together we are leading the way in which applications are written, deployed and consumed in financial services to evolve with the changing needs of customers. Learn more at finastra.com.

Kamakura Corporation


Founded in 1990 by Dr. Donald R. van Deventer, Kamakura Corporation is the world’s leading provider of risk management information, risk management software and risk management consulting. Kamakura’s executive team represents a broad and diverse cross-section of in-depth experience in economics, financial management, information technology, credit modeling, risk assessment, accounting, business administration, higher education, banking and regulatory oversight.

Kyvos


Kyvos is the world’s fastest BI acceleration platform that delivers instant insights on data at massive scale, both on the cloud and on-premise data lakes. Our breakthrough technology is enabling leading global banks to be on top of their risk and regulatory requirements by analyzing years of data and billions of records in sub-seconds on the BI tool of their choice. Headquartered in Los Gatos, California, Kyvos Insights was formed by a team of veterans from Yahoo!, Impetus and Intellicus Technologies. For more information, visit us at www.kyvosinsights.com.

OneTrust GRC


OneTrust GRC enables risk, compliance and audit professionals to identify, measure, and remediate risk across their business to comply with internal rules and external regulations. With OneTrust GRC, companies can seamlessly integrate risk management into their day to day activities. OneTrust GRC is a part of OneTrust, the #1 most widely used privacy, security, and governance platform trusted by more than 7,500 customers and powered by 130 awarded patents.
To learn more, visit OneTrustGRC.com or connect on LinkedIn.

Strategic Risk Associates


Built by bankers for bankers, Strategic Risk Associates’ Watchtower System advances risk and performance management for executives and the board in financial institutions. SRA Watchtower is a SaaS based Enterprise Risk Intelligence and Collaboration System that aggregates, integrates, normalizes, and reports all critical risk and performance indicators on a continuous basis, providing real time access to company wide risk performance data, integrated in a way so as to strategically optimize risk strategy to the bottom line.

Wolters Kluwer


Wolters Kluwer’s Finance, Risk & Reporting business is a market leader in the provision of integrated finance, risk and regulatory compliance and reporting solutions, supporting regulated financial institutions in meeting their obligations to external regulators and their own board of directors.

Wolters Kluwer (WKL) is a global leader in professional information, software solutions, and services for the health, tax and accounting, governance, risk & compliance, and legal & regulatory sectors. We help customers make critical decisions every day by providing expert solutions that combine deep domain knowledge and specialized technology and services.

Associate Sponsors

Cloudera


Cloudera is the enterprise data cloud company. We empower people to transform complex data into clear and actionable insights. Cloudera Data Platform (CDP) is an enterprise data platform that optimizes risk management with predictive analytics and machine learning. CDP provides an end to end data lifecycle combining and correlating risk data sources to enable timely and accurate insights from the data. It can be deployed in a private, public, or hybrid cloud, or on-premise. Cloudera’s Shared Data Experience (SDX) manages security and governance consistently across deployments while maintaining data lineage and traceability of risk models. Cloudera is a trusted provider to financial services and insurance firms globally.

FTI Consulting


FTI Consulting is an independent global business advisory firm dedicated to helping organisations manage change, mitigate risk and resolve disputes: financial, legal, operational, political & regulatory, reputational and transactional. Individually, each practice is a leader in its specific field, staffed with experts recognised for the depth of their knowledge and a track record of making an impact. Collectively, FTI Consulting offers a comprehensive suite of services designed to assist clients across the business cycle – from proactive risk management to the ability to respond rapidly to unexpected events and dynamic environments. Our EMEA offices include: Belgium, Denmark, France, Germany, Ireland, Netherlands, Spain, United Kingdom, Qatar, U.A.E. and South Africa.

Riskonnect


Riskonnect is the leading global integrated risk management solution provider that enables organizations to anticipate and manage strategic and operational risks across the extended enterprise. Its unique, holistic approach to integrated risk serves more than 900 companies across 6 continents. Riskonnect has operations in the Americas, Europe and Asia, employing more than 500 risk management experts.

For more information about Riskonnect, visit riskonnect.com, email info@riskonnect.com or call 770-790-4700.

exhibitors - RED - LONG

360factors


360factors empowers organizations to accelerate profitability, innovation and productivity by predicting risks and streamlining compliance. Predict360, its flagship software product, is a Risk and Compliance Intelligence Platform augmented with Artificial Intelligence technology to predict and mitigate operational risks while streamlining regulatory compliance. 360factors is the exclusive endorsed solution provider for risk and compliance management by the American Bankers Association (ABA). Visit www.360factors.com for more information.

Workiva


Workiva simplifies complex work for thousands of organizations worldwide. Customers trust Workiva’s open, intelligent and intuitive platform to connect data, documents and teams. The results: improved efficiency, greater transparency and less risk.

O.R.X


ORX is the largest operational risk association in the financial sector and for nearly two decades has been an ever-expanding global community that brings together thousands of operational risk professionals to share knowledge, expertise and experience.

ORX’s services include a range of solutions focused on effective management and measurement of operational and non-financial risk. As well as enabling the secure and anonymous exchange of loss data between financial organisations, their services also include ORX News, a platform that collates publicly-reported loss events from around the globe, an extensive research programme, and many global networking events.

Sponsorship

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CAN YOUR ORGANIZATION CONTRIBUTE?

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. For more information on what we can offer, please 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.

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How can your organization benefit from a CeFPro partnership?

CPE
CPE

Earn 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

FAQs
Can I present at the Risk Americas Convention?

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

Where can I find the Convention documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations after the Convention* We will work with our presenters to include as many presentations as possible on our Risk Insights App during the Convention. *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 there be opportunities to network with other attendees?

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

  • Roundtables
  • Virtual networking capabilities
  • Virtual business cards (you will be in control of what information is visible)
Do I have to attend the whole event or can I just attend one session?

You have the option to attend either the whole event or just one session. Throughout the two day virtual gathering you can log in and out where necessary. You will need to register for the event on our registration page.

Can I access the presentations after the event?

After the virtual event we will create a post-event website where you can access some of the materials. The sharing of presentational material is subject to speaker approval.

Can I log onto the virtual event using a PC, tablet or smartphone?

Yes, our technology developers recommend to use Google Chrome for the best experience.

Are there opportunities to share my thought-leadership at the Risk Americas Convention?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of  Risk Americas Convention 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 Convention. 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.

Are media partnerships available for the Risk Americas Convention?

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 more flexible with what we can offer however, we usually offer:

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

To discuss this further please contact alex@cefpro.com or call +1 888 677 7007

RISK AMERICAS IS A FREE TO ATTEND EVENT…

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Benjamin Westwood will be presenting at the 10th Annual Risk EMEA Summit.
Suresh Sankaran will be presenting at the 10th Annual Risk EMEA Summit.
Nigel Milbank is a Cambridge University graduate and Chartered Accountant having trained with Arthur Andersen and Deloitte. Nigel has held audit positions in Schroders and Credit Suisse as an Audit Director, following which he helped set up the Operational risk function and Product Control global assurance at Credit Suisse.Nigel was Director of Enterprise and Operational Risk at Santander UK from 2006 to 2011 and joined RBS in 2012 to run the Group ICAAP function. He has held various stress testing delivery and improvement roles at RBS/ Natwest Group and since 2020 has been Programme Manager on the Climate Programme building climate stress capability and embedding climate financial risk management.
Alistair McLeod will be presenting at the 10th Annual Risk EMEA Summit.
Melissa Longmore will be presenting at the 10th Annual Risk EMEA Summit.
Libor Krkoska will be presenting at the 10th Annual Risk EMEA Summit.
Pradyumna specializes in Market Risk and Counterparty Risk with experience spanning both the Front Office and Risk Management functions at two of the largest global investment banks. In his current multi-dimensional role he is the market risk manager for JPM’s differential discounting desk, the banking book loan portfolio and also is the head of CVA stress testing. He is also involved in developing a climate risk management framework for JPM’s trading book. Outside of work, he is a bit of a musician and is working on his first album.
Jérôme Henry is Principal Adviser at the ECB, in the financial stability area. He led Quality Assurance for SSM stress tests and was a BIS fellow. Originally from the Banque de France, Mr Henry started at the ECB leading its modelling team and thereafter its projection exercise. Mr Henry has a number of research publications, eg the ECB STAMP€ e-book. An ENSAE graduate, he holds an Economics PhD and a History BA from Paris Sorbonne.
Per Hansson is a Director and Head of CCR Exposure Management within Credit Risk Management at Deutsche Bank, responsible for the bank’s IMM and pre-deal exposure models for counterparty credit risk. Per is additionally responsible for capital planning and the bank’s Pillar 2 capital model for credit risk. Previously, Per worked in Market Risk Management for Credit Trading and CVA at Deutsche Bank and JP Morgan and was also a risk manager in JP Morgan’s prime finance business. Per has an MSc in Engineering Physics from Lund University, Sweden.
Atanas Dimov will be presenting at the 10th Annual Risk EMEA Summit.
Ashish Bansal, a certified Chartered Accountant from India, is the Head of Finance & Regulatory Reporting in Union Bank of India (UK) Limited. In his 8 years of industry know-how, his range of experiences span from application of operational aspect of conventions at grassroot, to administering and formulating policy blueprints at the executive stratum. His in-depth technical understanding of banking products and demonstrated cognizance of RBI’s as well as Bank of England’s regulatory governance, adds to his industry’s proficiency.
Yingbo Bai currently heads up the global valuation methodologies team at UBS, where he is also a D&I ambassador . Previously, he worked in a number of quantitative roles at Morgan Stanley and JP Morgan, after starting his career at CICC. Yingbo graduated from Oxford University with MSc in Mathematical Finance and London Business School with Masters in Finance, with undergraduate at Tsinghua University.
Sean Titley will be presenting at the 10th Annual Risk EMEA Summit.
Member of the Fraud Leadership Team across Natwest for 5 years; previous fraud prevention responsibilities have covered various products, customer journeys and fraud typologies. Currently accountable for the overall prevention and strategy of First Party Fraud (covering onbook, mules and application fraud)Previous roles include Operations Manager for Debt Management and Head of Customer Experience for Ulster Bank.
Praveen Singh will be presenting at the 10th Annual Risk EMEA Summit.
Gary Savill is Head of Enterprise Risk for Saga Group and has over 12 years of extensive risk management expertise, working previously in general and medical insurance for AXA UK for 10 years and as Deputy Head of Operations for Sanlam Investment Management for 4 years. Gary is a Chartered Management Accountant, qualifying whilst working for Nestle UK and is also a Specialist member of the IRM and member of the Institute of Management.
Alex Rothwell will be presenting at the 10th Annual Risk EMEA Summit.
Andrea Pozzi will be presenting at the 10th Annual Risk EMEA Summit.
Ozgur Ozel will be presenting at the 10th Annual Risk EMEA Summit.
Vikas Munshi will be presenting at the 10th Annual Risk EMEA Summit.
Diane Menville will be presenting at the 10th Annual Risk EMEA Summit.
Maciej is a seasoned banking professional with 20+ years of experience ranging from financial control, credit risk management to corporate banking, derivatives and fixed income, combined with experience of regulatory topics and passion for tackling the climate transformation.
Amit Lakhani has varied experiences in managing operational risks at organisations of all sizes. He started his career working as a consultant with Accenture where he developed and deployed multi-million dollar programmes involving compliance and risk elements, especially information security and cyber risks. Further, Amit worked at large multinational organisations in his role at KPMG driving strategic decision-making, investments and risk reduction programmes.
Cecilia Gejke will be presenting at the 10th Annual Risk EMEA Summit.
Beate Born has 17 years of experience in the financial services industry in Switzerland, Europe and Asia and has run her own consulting practice. She is currently Head of Strategic Projects at UBS Wealth Management in Zürich. Many of her 13 years at UBS she spent in Operational Risk and Capital Markets running global regulatory initiatives such as MiFID I&II as well as large initiatives such as Brexit and platform programs for Wealth Management. She is member of the leadership team of the Enterprise Data Management Council (EDMC) Women in Data Network as well as the EDMC ESG Committee. In September 2021 Beate will complete a Master’s Degree in Sustainability Leadership from the University of Cambridge with a focus on ESG data reporting and carbon disclosure comparability. Further Academic degrees include an MBA from Clark University, a DESS from the Sorbonne, an executive MBA from the Swiss Finance Institute and a certificate of advanced studies in Financial Market Regulation from the University of Zürich.
Andrew Barnett will be presenting at the 10th Annual Risk EMEA Summit.
Sucharita Banerjee Lodha is the Head of General Insurance International Operational Risk and Governance, ERM. She has held various operational risk management positions within GI International supporting effective roll out of operational risk management tools and concepts within Claims, Finance, Operations and shared service centres. She has led teams across Business Consulting, Outsourcing Risk management, Offshore Development Centers, Technology and Risk Management. She has a proven track record of managing global teams and leading regulatory change initiatives. Sucharita holds an MBA from London Business School and an MS in Quality Management from Birla Institute of technology. She is also a six sigma Black belt and has a B.tech in Information Technology. She chose non-financial risk management as a career to pursue her passion for healthy risk culture in organizations. She has worked with Deloitte, American Express, Tata Consultancy Services in her professional career. She has worked with consulting and Financial services firms in India, the US and is currently based in London, UK. Sucharita is also the chair of Gender Equality Matters Employee resource group in AIG.
Sunil Verma will be presenting at the 10th Annual Risk EMEA Summit.
Stéphane Malrait is Managing Director and Global Head of market structure and innovation for Financial Markets at ING Bank. Stephane is working with advocacy groups, policy makers and regulators to follow market structure and industry challenges impacting the financial market industry. He is also leading innovation activities in the capital market space within ING and developing external partnership with Fintech companies. He actively contributes in industry working groups to represent ING Bank.Stéphane joined ING in 2015 to lead the bank e-commerce initiatives across all financial market products and to develop the financial market group’s cross-asset ecommerce strategy
Maurice Lisi will be presenting at the 10th Annual Risk EMEA Summit.
Katrina-May Kwan will be presenting at the 10th Annual Risk EMEA Summit.
Niels Kaas will be presenting at the 10th Annual Risk EMEA Summit.
Ange is responsible for Cloud and Technology Change Risk at Lloyds Banking Group. Prior to working at Lloyds, Ange led transformation teams and programmes at Deutsche Bank including: Cloud Security, Risk and Compliance, Anti-Financial Crime Analytics, Data Quality People Change and Money Markets Finance, Risk and Regulatory Reporting.Before joining Deutsche Bank, Ange worked as a Senior Manager at EY across Asia Pacific and EMEIA within the Financial Services Organisation focusing on Corporate Banking and Capital Markets transformation and advisory programmes. Ange started her career at IBM in Australia working as a developer, tester, designer and then business analyst and project manager.Ange has an honours degree in Mechanical Engineering (Mechatronics / Robotics) and Computer Science from the University of Melbourne, Australia.
Aleksi Grym is Head of Digitalisation at the Bank of Finland. He manages a portfolio of cross-departmental projects related to the digital transformation of the financial industry, covering topics such as FinTech, payment technologies, digital currencies, and cyber security. Before joining the Finnish central bank he worked in the consulting and technology investment industry for 15 years in London and Helsinki.
Francis Gross will be presenting at the 10th Annual Risk EMEA Summit.
Terri Duhon went from a Math degree at MIT to a derivative trader on Wall Street then on to become an entrepreneur and author. She is now an educator, often guest lecturing at Oxford University where she is an Associate Fellow, and a board member of a