Risk America 2024 Agenda

8:00 – 8:50

Registration and breakfast

8:50 – 9:00

Chair’s opening remarks

9:00 – 9:35

KEYNOTE PANEL – MACROECONOMIC ENVIRONMENT
Managing complexity in economic environment and future outlook for the industry

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  • Impact of inflationary environment on consumers
  • Increased defaults in high-rate environment
  • Reviewing how macro environment events impact strategy
    • Changes to products and services
  • Impact of global tensions on markets
  • Managing the interplay and disparities of global regulators
  • Future path of US economy as a result of Federal Reserve policy
    • Fiscal policy in an election year

 

Carl Groth, Chief Risk Officer, Legal & General

9:35 – 10:20

KEYNOTE ADDRESS – HOLISTIC VIEW OF RISK
Managing interconnectivity across risk categories and establishing a holistic view of risk

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  • Developing a holistic view of enterprise risk
  • Aggregating risk at an enterprise and global level
  • Changes in regulatory approach after 2023 banking crisis
  • Balancing transformation with maintaining business
  • Enhancing efficiency across processes
  • Leveraging data to drive decisions
  • Incorporating agility into processes

10:20-10:50

Morning refreshment break and networking

Future State of Risk Management

Resilience & NFR

Market Risk

Investment & Asset Risk

10:50-11:25

AI & ML
Reviewing the role of AI and machine learning and the potential to change key operations

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  • The role or AI in customer service and recruitment
  • Reviewing testing and implementation successes
  • Leveraging AI to improve risk management capabilities
  • Top down approach to implementation to ensure alignment and coordination
  • Reviewing opportunities to organizations for increased efficiency

Santosh Mishra, Group Head – Quantitative Modeling & Advanced Analytics, KeyBank

10:50-11:25

REGULATION RESILIENCE
Reviewing global resilience requirements and strengthening post-pandemic

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  • Articulating resilience in metrics
  • Identifying level within the business
  • Monitoring and evaluating capabilities
  • Managing variations in views across the industry
  • Measuring metrics for resilience
  • Removing siloed view of risk appetite
  • Identification of important or critical business services

Emily Nachlas, Chief Risk Officer, Western Alliance Bancorporation

10:50-11:25

GEOPOLITICAL RISK
Managing the impact of global geopolitical tensions on business and profit margins

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  • De-risking in volatile markets: Impact on supply chains
  • Impact of election on future regulation
  • Stress testing the unpredictable
  • Business continuity planning for pulling out of markets
  • Reacting to changes in portfolio and balance sheet
  • Incorporating strategic risk into forecasting
  • Identifying and managing systemic risks

10:50-11:25

CREDIT RISK
Economic environment: Managing the impact of volatility on credit risk

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  • Changes to credit risk policies in a downturn
  • Reviewing impact of market events on credit strategy
  • Maintaining credit standards in high rate environment
  • Reviewing charge of lending based on margins
  • Managing shrinking margins as rates continue to increase
  • Structuring loans in a high rate environment
  • Adjusting and reacting to increased credit

11:25-12:05

GENERATIVE AI – PANEL DISCUSSION
Leveraging Generative AI and reviewing use cases across teams

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  • Protecting firm data and developing data controls
  • Reviewing potential risks, opportunities & controls for effective use of generative AI
  • Managing hallucinations
  • Determining boundaries around use
  • Building a controlled environment for uses of generative AI
  • Reviewing governance approaches to traditional vs. generative AI

Charles Tao, Director, Citi

Kevin Burns, Deputy Chief Risk Officer – US Region, CIBC US

11:25-12:05

RESILIENCE WITH VOLATILITY – PANEL DISCUSSION
Driving resilience programs in times of heightened volatility

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  • Managing number of global geopolitical risks
  • Future of climate risk and impact to the industry
  • Concentration risks with cloud providers
  • Enhancing resilience post-pandemic

Sara Ricci, Director of Business Resiliency, HBC

11:25-12:05

INFLATION – PANEL DISCUSSION
Outlook on inflation and forward plans to manage longer term high inflation

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  • Interplay of geopolitical risks
  • Reviewing global approaches to tackle high inflation
  • Impact of decoupling with certain markets on prices
  • Managing structural shifts in the global economy
  • Managing a stagflation environment
  • Impact of supply chain disruptions on inflation

11:25-12:05

PANEL DISCUSSION
Leveraging AI for credit risk decisions and marketing

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  • Managing risk of bias in AI decisions
  • Changes to marketing messaging in new credit risk environment
  • Leveraging omnichannel marketing
  • Intertwining and connecting credit risk and marketing
  • Aligning marketing to minimize overspend
  • Reviewing lifetime value of a customer

Seyhun Hepdogan, Director of Analytics, Fifth Third Bank

12:05-12:40

LARGE LANGUAGE MODELS
Developing policies and procedures for uses of large language models

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  • Managing models trained on external data
  • Integrating with internal data
  • Managing overreliance on AI to reduce workload
  • Challenges with inputted data residing in ChatGPT
  • Reviewing and validating large language models
  • Developing infrastructure architecture to run and test models
  • Managing data privacy concerns

12:05-12:40

IT RESILIENCE
Developing business continuity programs and strengthening cyber and IT resilience

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  • Protecting systems from attack
  • Developing frameworks and best practices for incident response
  • Notification and restoring data
  • Reviewing past attacks and lessons learned
  • Cyber health with impact of environmental events on critical infrastructure
  • Ongoing and continuous monitoring of cyber activity

12:05-12:40

INTEREST RATE RISK
Managing unpredictability of current rate environment and maintaining profitability in a high rate environment

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  • Developing creative ways to reduce borrowing costs
  • Adjusting to new reality and operating differently
  • Hedging portfolios with unpredictable future changes
  • Weakening of balance sheets with unpredicted sharp rises
  • Managing tail risk after the regional banking crisis

12:05-12:40

CREDIT LOSSES/DEFAULTS
Reviewing increased rate of defaults as volatility continues

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  • Managing influx of losses in a volatile economy
  • Tracking the credit cycle
  • Will there be a new credit cycle?
  • Impact of increased cost of borrowing on defaults
  • Managing headline risk with increase in defaults
  • Ripple effect to deposits

12:40-1:40

Lunch break and networking

1:40-2:20

ETHICAL AI – PANEL DISCUSSION
Implementing guardrails to ensure the responsible and ethical use of AI

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  • Leveraging AI to streamline customer communication
  • Privacy and protection considerations
  • Reviewing regulatory risks and focus on bias
  • Training and testing models to remove bias and ensure ethical use
  • Managing satisfying regulators while maintaining competitive uses
  • Controlling toxic information from models
  • Ensuring models produce fair and unbiased output

Joe Woulfe, Executive Director – Head of Operational Risk and Resiliency, AQR Capital Management

Chris Smigielski, Director of Model Risk Management, Arvest Bank

1:40-2:20

CYBER SECURITY – PANEL DISCUSSION
Reviewing the new threat landscape as sophistication of threat actors evolves

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  • Adjusting to new threat reality
  • Escalation of cyber warfare
  • Identifying vulnerabilities
  • Increased risk with outsourcing systems
  • Managing increase in ransomware attacks
    • MGM case study
  • Reviewing new threat landscape with Increased sophistication of threat actors
  • Reviewing new threats and vulnerabilities with use of AI

Anita Nandakumar, Head of Operational Resilience – Global Markets, Goldman Sachs

1:40-2:20

PANEL DISCUSSION
Impact of interest rates on bond market and treatment of assets and products

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  • Weakening of bonds in a high rate environment
  • Funding operations through bond issuing
  • Impact of bond offloading
  • Managing uncertainty in bond market
  • Impact of social media on heightened risk
  • Updated CECL accounting practices and impact to asset value
  • Portfolio restructuring and repositioning

1:40-2:20

CECL– PANEL DISCUSSION
Reviewing the impact of CECL in a BAU environment

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  • Reviewing progress towards CECL BAU
  • Benchmarking best practice
  • Impact of changes in unemployment rate
  • Historical data for variables being modeled
  • Retrofitting embedded lifetime loss in portfolios
  • Managing short term exposures

Haibo Huang, Managing Director, Global Head of Credit Stress and Portfolio Analytics, Morgan Stanley 

Arsa Oemar, Director, Model Risk Management, MUFG

2:20-2:55

REGULATION
The future of regulation for AI and new model requirements

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  • Regulatory expectations before use of AI
  • Demonstrating AI is well managed
  • Productizing the use of AI with regulatory approval
  • Managing variety of executive orders and reporting requirements
  • Managing broader risk landscape with new AI requirements

2:20-2:55

TPRM
Reviewing global regulation for third party risk and ensuring resilience

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  • Implementing and reviewing resilience plans of critical third parties
  • Enhancing governance structures
  • Streamlining approaches to managing vendor due diligence
  • Tracking treatment and security of consumer data
  • Developing sustainable practices
  • Reviewing global resilience requirements for third parties
  • Delivering service in the event of a third party breach

2:20-2:55

FRTB
Reviewing global implementation timelines of final rules across firms

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  • Reviewing internal vs standardized model approaches
  • Building infrastructure for smooth implementation
  • Enhancing data and system capabilities
  • Reviewing current status towards implementation
  • Incorporating consistency for global businesses
  • Running full evaluation for expected shortfall
  • Interaction of FRTB with existing CCAR environment

Wei Zhu, Managing Director, Citi

2:20-2:55

CONSUMER CREDIT RISK
Managing changes to consumer credit risk

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  • Risk of changes to economic environment
  • Managing changes to inflation and interest rates
  • Managing impact of increased pressure on consumers
    • Increased risk of default across products
  • Impact of rising risk to bank earnings
  • Capturing future losses under CECL
  • Impact of increased student loan repayments since Covid-19

2:55-3:40

COMPLIANCE
Reviewing compliance challenges with increased global regulatory pressure

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  • The impact of elections on future regulation
  • Developing gap analysis on change
  • Drive towards standardization across the industry
  • Increased focus on record keeping violations and resulting penalties
  • Instilling a culture of compliance
    • Accountability from the top
  • Keeping up with evolution of privacy laws

Rezarta Aliaj, Executive Director – Global Banking & Markets, Treasury & Swap Dealer Compliance, Scotiabank

2:55-3:40

INTER-AGENCY GUIDANCE
Reviewing expectations under interagency guidelines

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  • Defining a business relationship
  • Expansion of definition for third party
  • Mapping all relationships and categorizing
  • Developing formal policy, governance and documentation
  • Determining scope and approach to TPRM
  • Reviewing how the interagency guidelines impacted TPRM programs
  • Reviewing current capabilities against expectations

2:55-3:40

BASEL III ENDGAME
Interpreting and preparing for final language and managing whole scope of changes proposed

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  • Summary of key changes and implementation timelines
  • Adapting systems and data aligned with compliance
  • Allocating assets for RWA classification
  • Conducting impact analysis to review impact to capital
  • Reviewing introduction of operational risk capital calculations

Shahab Khan, Head of Liquidity Policy, HSBC

2:55-3:40

COUNTERPARTY CREDIT RISK
Impact of market volatility on counterparty credit risk and margin funding costs

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  • Resolving uncleared margin rules
    • Increased frequency of recalibrations
  • Managing changing environment and frequency of standard deviation margin models
  • Identifying reserve requirements to fund margin costs
  • Changes in concentration thresholds
  • Cascading effect of industry liquidation on counterparties

Shahed Shafi, Head of Counterparty Risk/Credit Products, US Bank

3:40-4:00

Afternoon refreshment break and networking

4:00-4:35

DATA
Leveraging non-traditional data sources as technology advances

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  • Managing evolution of fintechs using new data sources
  • Uses of unstructured data to advance digitalization
  • Collaboration and alignment across teams
  • Leveraging data and technology for credit decision insight

4:00-4:35

SUPPLY CHAIN RISKS
Managing long term implication of supply chain disruptions

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  • Risk of geopolitical tensions and impact to supply
  • Developing alternative supply chains
    • Removing dependence on China
  • Impact of sanctions on global supply chains

4:00-4:35

CAPITAL
Understanding the effect of volatility and changing regulation on capital requirements

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  • Impact of current environment on capital
  • Increased competition for deposit gathering
  • Managing cost of funds and impact on margins
  • Strategies to raise capital across different organizations
  • Impact of Basel 3 rules on capital
  • Modeling approaches for new regulatory capital requirements

4:00-4:35

COMMERCIAL CREDIT RISK
Monitoring risk of commercial credit risk volatility and preparing for defaults

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  • Risk with reduced demand for office space
  • Reduction in retail footprint for malls
  • Managing high leveraging of borrowers
  • Leveraging innovative methods for early risk detection
    • Expanding data availability
  • Integrating non-structured data to monitor patterns

4:35-5:10

CHANGE MANAGEMENT
Developing a robust change management risk framework

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  • Adjusting to changing business and technology landscape
  • Managing downstream change impacts
  • Case study to harness change management
  • Implementing a strong culture around change management
  • Managing constant technology change
  • Managing the volume of change and testing before rollout

Stephen Woitsky, SVP, Operational Risk Business Oversight, Wells Fargo

4:35-5:10

ESG & SUSTAINABILITY
Reviewing industry approaches to ESG and long term sustainability programs

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  • Modifying risk and governance processes
  • Incorporating into existing program
  • Approaches and best practices
  • Managing political agenda relating to ESG
  • Managing global regulatory divergence

4:35-5:10

STRESS TESTING
Reviewing global stress testing requirements and leveraging as a risk management tool

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  • Reviewing regulatory requirements for increased modeling
  • CCAR as a tool for effective collection and storage of data
  • Minimizing double counting with Basel 3 endgame
  • Reviewing proposals for multiple scenarios to capture broader risks
  • Incorporating credit, liquidity and interest rate risks in modeling

Sean Keenan, Executive Director, RMDAD – Stress Testing, SMBC

4:35-5:10

COMMERCIAL REAL ESTATE
Outlook for the CRE market: Managing potential default bubbles

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  • Reviewing long-term viability
  • Future structural changes in working practices
  • Managing rising costs of energy
  • Treatment of unrealized losses
  • Reviewing exposures on commercial real estate
  • Accumulation of low occupancy and rising interest rates on commercial real estate
  • Refinancing abilities in a high rate environment

5:10-5:40

PAYMENT RISK
Managing the move to faster and real time payments and impact to risk landscape

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  • Increased risk of returns and chargebacks for disputed transactions
  • Reducing losses due to real time payments
  • Introduction of Fed Now real time payment rails
  • Execution risk with changing payment formats
  • Impact of changes under ISO 20022
  • Data limitations for cross border payments
  • Functionality and sustainability of payment systems

5:10-5:40

PEOPLE RISK
Maintaining employee engagement in a changing landscape

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  • Attrition risks and challenges
  • Advancement in technology enhancing insecurity
  • Engaging teams to minimize mistakes
  • Management and communication techniques in remote and hybrid working environments
  • Maintaining cultural coherence among generations and demographics

4:10-5:40

Stress testing in an era of heightened volatility and effectiveness to drive business decisions

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  • Reviewing collateral and improving parameters
  • Capturing tail risks for derivatives
  • Capturing convexity in times of high volatility
  • Characterizing scenarios and connecting to losses
  • Reviewing stress tests to define vulnerabilities in a potential recession
  • Building framework and infrastructure to stress test whole portfolio

Phil Ohana, Global Head of Market Risk Audit, UBS

5:10-5:40

Stability and counterparty confidence: Managing risks in an unpredictable landscape

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  • Impact of unpredictability on pricing models
  • Managing changing retail mix and pricing levels
  • Reviewing general stability of the banking system

5:40

Chair’s closing remarks & networking drinks reception

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8:00 – 8:50

Registration and breakfast

8:50 – 9:00

Chair’s opening remarks

9:00 – 9:35

KEYNOTE ADDRESS – FUTURE BUSINESS STRATEGY
Future state of risk management as technology becomes adopted into business strategy

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  • Influence of AI on business strategy
  • Strategic partnerships to harness innovation
  • Adjusting enterprise risk management perspectives
  • Measuring, assessing, monitoring and reporting of evolving risks
  • Changing payments landscape
  • Developing an AI-specific business strategy
  • Maintaining competition within tiers of banking system
    • The role of community and regional banks

9:35 – 10:20

KEYNOTE PANEL
The evolution of the CISO: Managing increased complexity as technology advances

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  • Reviewing evolving IT threat
  • Uses of AI in fraud and cyber attacks
  • Reviewing the technology landscape
  • Managing technology initiatives and change programs

10:20-10:50

Morning refreshment break and networking

Future State of Risk Management

Resilience & NFR

Market Risk

Investment & Asset Risk

10:50-11:25

CLIMATE RISK
Reviewing global regulatory environment for climate risk

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  • Reviewing California legislation and requirements
  • Alignment with European requirements
  • Collecting data for disclosures around processes, risk assessments and impacts
  • Reporting Scope 1, 2 and 3 emissions
  • Managing input data quality to compute granular Scope 3 emissions

10:50-11:25

RCSA
Leveraging continuous insight to inform business decisions and exposures

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  • Understanding risks and controls effectively
  • Evolution of RCSA
    • Leveraging as a tool for the business
  • Business appetite to conduct and embrace RCSA
  • Developing as a pillar for good operational risk management
  • Determining ownership in 3 LoD model
  • Maintaining RCSA as an ongoing tool

Paul Tava, Chief Risk Officer – Advice & Wealth Management, Ameriprise Financial Services

10:50-11:25

MARKET RISK
New paradigm of market risk and volatility with sustained high rates

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  • Changes to market movement with sustained high interest rates
  • Impact of money injection from regulators
  • Ramifications across asset classes and knock on effect
  • Increased volatility on the back of the curve
  • Managing long term ALM
  • Managing new paradigm of higher interest and dollar exchange rates

Sandeep Jain, Director & Market Risk Executive, Bank of America

10:50-11:25

BALANCE SHEET MANAGEMENT
Reviewing changes to balance sheet management practices and countering credit losses

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  • Increasing liability sensitivity in a falling rate environment
  • Holistic view of balance sheet movement
  • Deterioration of earning assets as a result of credit risks
  • Managing losses on the income statement
  • Reviewing how credit risk impacts capital

11:25-12:00

Reviewing climate risk initiatives across the industry

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  • European climate risk stress testing processes
  • Future outlook of requirements and global variations
  • Traceability and accuracy of information
  • Running scenarios and stress tests for climate risk
  • Identifying losses due to climate risk
  • Restrictions on capital and liquidity for lending
  • Amending business models and exposure distribution

Andries Berendsen, Head of FP&A and Capital Planning, Rabobank

11:25-12:00

FRAUD
Analyzing trends in fraud practices and tactics to stay ahead

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  • Reviewing increased risk of first party fraud
  • Impact of economic downturn on fraud risks
  • Move to traditional tactics as organizations digitize
  • Managing conduct risk to mitigate internal fraud
  • Monitoring, managing and reporting on fraud in existing frameworks
  • Leveraging technology for fraud detection and prevention
  • Overlap with cybersecurity resilience

11:25-12:00

MODELING
Modeling in a volatile environment

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  • Managing models built with long historical data
  • Modifying models with data limitations
  • Incorporating pandemic data
  • Preparing models for future interest rate changes
  • Weighting for more recent data
  • Developing flexible and dynamic models
  • Adjusting pandemic data over time

Kai-Ching Lin, Head of Model/Market Risk, Valley National Bank

11:25-12:00

SECURITIES
Managing securities on the balance sheet with high interest rates

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  • Managing undercapitalization of the industry
  • Impact to loss absorption capacity of banks
  • Future of regulatory focus and change
  • Managing capital issues on a performance basis
  • Prudent capital and balance sheet management

12:00-12:45

CLIMATE SCENARIO – PANEL DISCUSSION
Reviewing global climate risk scenarios and implementation with a broader program

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  • Results of Fed climate scenario analysis program
  • Key lessons learned for the industry
  • Future mandates for climate scenarios
  • Reviewing impact to capital
  • Benchmarking European practices

12:00-12:45

FRAUD & AI – PANEL DISCUSSION
Understanding evolution of fraud risks and prevention tactics with increased use of AI

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  • Managing rapid evolution of uses of AI and machine learning tools
  • Developing controls to monitor for AI risks
  • Managing fraud risk using and resulting from AI
  • Advances in social engineering and biometric techniques
  • Leveraging generative AI as a defensive tool

Patrick Simonnet, Managing Director – Chief Audit Executive, Bank of China

12:00-12:45

LIQUIDITY – PANEL DISCUSSION
Gaining strong visibility of funding sources for liquidity monitoring

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  • Heightened scrutiny on intraday deposit monitoring
  • Ensuring ability to gather real-time data and insights
  • Ensuring multiple forms of liquidity availability
  • Implementing technology for proactive monitoring
  • Managing heightened liquidity risks as a result of high interest rates
  • Managing daily mismatches between assets and liabilities

Ian Broff, Head of Market Risk, USAA

Oskar Rogg, Managing Director, Head of Treasury, Credit Agricole 

Asha Gowda, Director – Market Risk Governance, KeyBank

12:00-12:45

PRICING AND VALUATION
Reviewing approaches to pricing and valuation as the landscape evolves

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  • SEC approaches to pricing and valuation
  • Developing a framework for valuing investments
    • Fund valuation practices
  • Pricing for complex instruments
    • Assigning a price to opaque structures or characteristics
  • Reviewing impact of rising ESG insurance costs on assets

12:45-1:45

Lunch break and networking

1:45-2:20

TRADITIONAL FINANCE
Risks evolving from stresses in the traditional financial services model

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  • Importance of data in an advancing world
  • Leveraging alternative data sources
  • Managing competitive environment with traditional and emerging banking services
  • Reviewing equipment and software requirements
  • Mitigating limitations of legacy systems
  • Uncertainties with continued deglobalization

1:45-2:20

CANNABIS BANKINGI
Managing the complexities of banking cannabis and cross-state regulations

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  • Managing state vs. federal laws
  • Reviewing who can be banked
  • Managing risks of connection to cannabis industry
  • Understanding indirect and third party implications

1:45-2:20

DEPOSITS
The race to attract deposits: Maintaining deposits in high interest rate environment

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  • Staying competitive
  • Impact of rates on margins
    • Managing loss making products
  • Attracting enough deposits to fund business
  • Balancing other products to cover deposit prices
  • Balancing impact to consumers
  • Managing deposit runoffs in high interest rate environment
  • Managing reliance on deposits to fund balance sheets

1:45-2:20

INVESTMENT RISK
Managing investment risk and portfolios in a volatile climate

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  • Managing asset side of the balance sheet
  • Impact of 10 year bond yield
  • Managing unrealized losses
    • Waiting out the risk vs. selling bonds

2:20-2:55

MODEL RISK
Managing the evolving complexities in defining and managing models end to end

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  • Validating AI models
  • Documentation requirements as model scope increases
  • Developing controls for complete model inventory
  • Defining a model and ownership
  • Identifying skills to evaluate, review and monitor a model
  • Ensuring transparency in model outputs

2:20-2:55

SANCTIONS
Navigating complexities in the sanctions landscape

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  • Managing complicated environment with Russia sanctions
  • Future sanctions with Middle East events in 2023
  • Screening payments and customers
  • Heightened compliance environment to identify sanctioned parties
  • Changes to business presence in foreign markets

2:20-2:55

FTP
Reviewing FTP changes and management across different sized organizations

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  • Developing industry consensus on FTP
  • Valuation and treatment of investment portfolio
  • Communicating value to business lines
  • Considering capital usage, liquidity, interest rate risk and credit risk
  • Importance of FTP to banks effectiveness
  • Incorporation of LCR and NSFR

2:20-2:55

RISK ADJUSTED RETURN
Analyzing risk adjusted return and shifting a focus to profitability

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  • Evaluating risk adjusted return on assets
  • Concentration risk and portfolio diversification
  • Identifying tail risk in portfolio
  • Analysis of regulatory vs. economic capital
  • Managing growth of shadow banking and private equity markets

2:55-3:25

Afternoon refreshment break and networking

3:25-4:00

Approaches to model development post pandemic with data distortions

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  • Redeveloping models to reflect Covid-19 experience
  • Regulatory view on use of Covid-19 data
  • Impact of divergence on typical risk drivers and credit performance
  • Changing relationship of macroeconomy and credit performance
  • Managing potential contamination using data
  • Modeling unorthodox market behavior
  • Continuation of volatile market movements since Covid-19

3:25-4:00

DATA
Developing data governance and quality assurance programs

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  • Aligning taxonomies and languages across businesses and regions
  • Identifying data related issues and tracking
  • Balancing modernization with budget constraints
  • Investing in data risk management capabilities in legacy platforms
  • Developing bespoke approaches across jurisdictions with limited uniformity

3:25-4:00

LIBOR
A post LIBOR world: Imapct of evolution

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  • Reviewing impact of transition to SOFR
  • Inclusion of credit risk
  • Benchmarking progress for full transition of all contracts

3:25-4:00

CLIMATE RISK INSURANCE
Reviewing the impact of climate risk on real estate insurance

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  • Real estate appraisal function in risk management
  • Reviewing the impact of climate and scarcity of insurance
  • Factoring inability to get insurance in certain locations
  • Credit risk considerations with impact to property value
  • Appraisal management and credit underwriting for climate and insurance
  • Impact on collateral values and lending

4:00-4:40

FINTECH – PANEL DISCUSSION
Staying ahead of innovative fintech organizations and balancing security

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  • Raising awareness on heightened risks of fintech’s
  • Assessing risk from a third party risk perspective
  • Balancing innovation and competitive advantage with security
  • Managing information security and BSA risks
  • Incorporating non-traditional participants in business models
  • Balancing speed and transaction savings with heightened risk

4:00-4:40

CLOUD – PANEL DISCUSSION
Leveraging cloud platforms and developing controls to stay resilient

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  • Developing resiliency plans for cloud outage
  • Managing accessibility in an event
  • Developing effective resilience plans
  • Understanding risks and controls for cloud providers
  • Implementing an IT risk management framework to manage cloud risks

4:00-4:40

CFP – PANEL DISCUSSION
Managing heightened alertness and awareness as a result of market events on contingency funding planning

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  • Operationalizing contingency funding plans
  • Prioritizing contingency funding planning to comply with Fed expectations
  • Lessons learned from SVB
  • Monitoring collateral and testing
  • Testing discount windows to access collateral
  • Understanding reaction to idiosyncratic systemic events
  • Early warning indicators and KRIs to monitor breaches
  • Understanding requirements for testing and application to real-world scenarios

4:00-4:40

M&A– PANEL DISCUSSION
Navigating the continued M&A activity and processes to combine teams

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  • Increased activity to raise capital
  • Reviewing trends in M&A activity
    • Types and frequency of transactions
  • Integrating teams in event or merger

4:40

Chair’s closing remarks and end of Convention

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