9th Annual Risk Americas 2020

America’s premier financial risk and innovation Convention 2020


May 12-13, 2020 | New York City | Marriott Downtown


Has regulation gone too far or is there still more to be done?


Aligning risk appetite with strategic objectives and using to drive business


Reviewing the role and skillsets of the CRO and risk management team in an evolving technical landscape


Challenges of viewing the risk world through an appropriate and forward thinking lense


Incorporating ESG into strategy & planning and considerations for risk teams


Contingency planning for future economic downturn and increased geopolitical uncertainty

Automation & Efficiency | FinTech | Client Experience | AI & Machine Learning | RegTech | Blockchain | Data | Disruption | Cloud | Privacy

Plus much more…

Cyber risk | Technology resilience |
Risk ID | Operational Resilience |
Culture | AML | Fraud | Payments | Risk Analytics

Plus, much more…

Interest Rate Risk | Economic Downturn | Repo Markets | IBOR | FRTB | Climate Change | Liquidity Risk | CECL | Bond Markets | Capital Management

Plus, much more…

Model Definition | Model Inventory | Quantification | Enterprise MRM | Validation | Advanced Analytics | Data | AI & Machine Learning | Machine bias

Plus, much more…

IBOR | May 11

Exploring developments, progress and challenges ahead of IBOR transition

Institutions speaking include: Morgan Stanley, TD Securities, BNY Mellon, Bank of America, JP Morgan, Wells Fargo and more….



An overview of developments across the payments landscape and future outlook with real time payments

Institutions speaking include: Citizens Bank, TD Bank, BNY Mellon, ING, Bank of China, Deutsche Bank and more…

Nich Silitch Head Shot [1] copy

Nicholas Silitch
Chief Risk Officer


Michael Alix
Americas CRO

Geoff Craddock

Geoff Craddock

Oliver Jakob

Oliver Jakob
International CRO
Mitsubishi UFJ

Tony Peccia

Anthony Peccia
Chief Risk Officer
Citibank Canada


John Schiavetta
Deputy Chief Risk Officer
Alliance Bernstein

Bill copy

Bill Coen
Former Secretary General, Basel Committee on Banking Supervision
& Chair, IFRS Advisory Council

Judith Hilton

Judith Hilton
DWS Americas

New York, NYC, March 14th 2016, Mr. Tom Wipf serves as Managing Director and Global Head of Bank Resource Management (BRM) for Morgan Stanley. Tom is interviewed by Yu Wong for a new digital piece on Morgan Stanley. Photography Christopher Lane/ Contently

Tom Wipf
Vice Chairman of Institutional Securities, Morgan Stanley, Vice Chairman

Tatiana Segal

Tatiana Segal
Morgan Stanley Investment Management


Vivek Tyagi
CRO – Transaction Banking
Goldman Sachs

Jacques Longerstaey

Jacques Longerstaey

CPE Credits


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.

7:45 Registration and breakfast | 8:40 Center for Financial Professionals Welcome | 08:50 Chair’s Opening Remarks

Take a look back at last years’ opening remarks and an overview of what attendees thought of the Convention


9:00 Aligning risk appetite with strategic objectives and using to drive business

Session details 

  • Evolution of risk appetite and priorities and making risk appetite actionable
  • Combining qualitative statements and quantitative metrics
  • Stature of risk in an organization
  • Education of risk appetite and keeping it at the forefront
  • Changing and embedding risk culture into risk appetite
  • Aggregating metrics to balance risk appetite and risk profile

Michael Alix, Americas CRO, UBS


9:35 Reviewing the role and skillsets of the CRO and risk management team in an evolving technical landscape

Session details 

  • Changes to the role with ongoing automation
  • People risk and impact on staffing
  • Requirements from academia to produce new candidates
  • Changes in requirement profile with increased use of AI and machine learning
  •  Skillsets and talent for senior personnel

Oliver Jakob, International CRO, Mitsubishi UFJ
Anthony Peccia, CRO, Citibank Canada
Vivek Tyagi, CRO, Transaction Banking, Goldman Sachs 


10:15 Incorporating ESG into strategy & planning and considerations for risk teams

Session details 

  • ESG issues for ethical investing
  • Incorporating into portfolios
  • Understanding where risk plays a part
  • Reducing carbon footprint of the industry

Jacques Longerstaey, SMD, CRO, Nuveen Risk & Valuation Services, Nuveen a TIAA Company 

10:50 Morning refreshment break and networking


11:20 Use of technology and opportunities for automation and efficiency

Session details 

  • Reducing labour intensive functions
  • Substituting for high productivity automated solutions
  • Reducing manual input
  • Explainability of models
  • Harmonizing data sources and creating intelligence systems
  • Increasing automation and analytics

Azlina Wetmore, VP, Risk Management, Capital One 


11:20 Building effective cyber security defences and mitigating the risk

Session details 

  • Increased investment across the industry
  • Increased use of ransomware: Understanding exposure
  • Controls and mitigation
  • Education gap between risk and technology teams
  • Global data privacy requirements
  • Safeguarding the information of customers

Tom Wells, SVP, CRO, Digital, US Bank 

View further cyber risk content and insight


11:20 Reviewing changes to US repo market and impact on liquidity and funding

Session details 

  • Funding from the Federal Reserve
  • Short term repo rate fluctuations
  • The impact of compliance and regulation on liquidity
  • Spike in interest rates
  • Impact on treasury and funding
  • Changes to business

Oskar Rogg, Head of Treasury, Credit Agricole


11:20 Managing expanded definitions of a model and incorporating qualitative models and methodology

Session details 

  • Expanding definitions from regulators
  • Movement towards qualitative models
  • Treatment of AI and machine learning
  • Impact to inventory
  • Determining models vs. non models and qualitative methodology



11:55 Exploring opportunities of FinTech innovation on risk management and financial services

Session details 

  • Protecting customers and reputation when making decisions
  • Use cases and case studies
  • Influence on solving risk problems
  • Partnering with FinTechs
  • Getting comfortable with black box models

Murad Nayal, Global Head of Risk Informatics, Goldman Sachs
Markus Lammer, COO, Ultra High Net Worth Business, Credit Suisse
Manoj Kulkarni, Managing Director, Barclays 

View further Fintech content and insight



11:55 Building cyber resilience to protect customers and the institution

Session details 

  • Creating innovative processes to defend internally and externally
  • How risk and cyber security teams are acting harmoniously to serve the business interests
  • Changing culture to be more cyber aware
  • Building controls to keep ahead of change
  • Risk identification and assessment

Tom Wells, SVP, CRO, Digital, US Bank
 Rajat Baijal, MD, Global Head of Enterprise Risk, Cantor Fitzgerald
Phil Masquelette, Senior Vice President and Chief Risk Officer, Ulster Savings Bank
Paul Barkan, Chief Risk Officer, Newtown Savings Bank 



11:55 Impact of interest rate risk on pricing and portfolios

Session details 

  • Preparedness of infrastructure for a low or negative rate environment
  • Impact of negative European rates
  • Impact on pricing and portfolios
  • Best practice to monitor risk in a low rate environment
  • Modeling to assess impact
  • Testing and monitoring
  • Global rate environment
  • Internal audit approaches to interest rate risk

Dajun Tuo, Head of Market Risk Analytics and Economic Capital Modeling, GE Capital
Mike Huff, Senior Director, Portfolio Management and Asset Allocation, TIAA
Oliver Jakob, International CRO, Mitsubishi UFJ



11:55 Model inventory: Tools and techniques for an accurate inventory

Session details 

  • Inventory management to identify all models
  • Identifying where models are and where data comes from
  • Increasing efficiency and automation opportunities
  • Validating models and data input
  • Approaches to ensure inventory is complete
  • Model risk control and governance process

Teuku Arckyansyah Meraxa, Director, Strategic Initiatives and Model Governance, American Express
Judith Hilton,
CRO, DWS Americas
Andreza Pimentel Barbosa, Global Head of Model Governance, Goldman Sachs
Chris Smigielski, Model Risk Director, Arvest Bank 

12:35 Lunch break and networking

Luncheon roundtables to be announced



1:35 Ensuring transparency in reporting and communicating technology risks to decision makers

Session details 

  • Presenting risk and mitigation strategy
  • Keeping the Board of Directors informed
  • Managing risk at an enterprise level
  • Impacts on strategic decision making
  • Reporting deliverables and using to make decisions



1:35 Developing business continuity and incident response plans for damage limitation in a loss event

Session details 

  • Understanding the scope of an attack
    • Impacts to customers and internally
  • Response time to alert of a breach
  • Developing defences to respond to an event
  • Communication strategies with customers
  • Cyber readiness drills



1:35 Next step in financial planning and forecasting

Session details 

Charles A. Richard, III, Senior Vice President, Quantitative Risk Management, Inc. 



1:35 The future of model risk management and technology uses to drive efficiency

Session details 

  • Expanding definition and governance groups
  • Assigning responsibility to expanding remit
  • Maturity of model risk programs
  • Skillsets within an expanding MRM team
  • Replacing outdated methods
  • Using technology to drive efficiency



2:10 Establishing a mature client experience practice as part of the digital transformation strategy

Session details 

  • Understanding CX as a practice and its impact
  • The role of design as part of the practice
  • Navigating cultural differences
  • Establishing new ways of working

Martin Lange, Director, Client Experience Strategy, BNY Mellon 



2:10 An integrated practical framework for managing non-financial risks

Session details 

Anthony Peccia, Chief Risk Officer, Citibank Canada 



2:10 Managing uncertainty in markets and preparing for the next recession

Session details 

  • Changes to risk profile
  • Managing balance sheet and asset liability
  • Interest rate and liquidity changes
  • When will the next downturn be and how severe will it be?
  • Economic factors pointing to a recession
  • Managing a future credit crunch

Phil Ohana, Executive Director, Market Risk Audit Expert, UBS 



2:10 Quantifying model risk to report a full view of risks to management

Session details 

  • Using models to define and measure risk
  • Aggregating risk and reporting
  • Approaches to aggregate model risk
  • Regulatory expectations

Kapil Vohra, Director, Head of Barclaycard IVU, Barclays 



2:45 Practical uses and opportunities of AI and machine learning across the business to increase efficiency

Session details 

  • Practical uses of the technology
  • Looking beyond proof of concept
  • Adopting of techniques in second line
  • Validating first line processes
  • Determining appropriate uses and building controls
  • Protecting customers with algorithms



2:45 Reviewing the fraud and financial crime landscape and evolution of threats

Session details 

  • Progress in human trafficking
  • Leveraging public/private partnerships

Kelley Chamberlain, Global Financial Crimes Intelligence Group, Financial Crimes Risk Management, Wells Fargo 



2:45 Part II - Preparing for the next economic downturn and volatile market conditions

Session details 

  • What is different/similar this time?
  • Quantitative and qualitative considerations
  • Ensuring your framework is forward-looking and effective
  • Maintaining discipline and ensuring action ability
  • Portfolio rebalancing and strengthening your balance sheet
  • Risk mitigation, structured solutions, and insurance protection

Stevan Maglic, SVP, Head of Quantitative Risk Analytics, Regions Bank 



2:45 Model review process: Ensuring models capture core risks for the business

Session details 

  • Reviewing basic assumptions
  • Balancing quantitative validation with business needs

3:20 Afternoon refreshment break and networking



3:50 Managing risk of AI and machine learning models and understanding outputs

Session details 

  • Regulatory outlook on use of automation techniques
  • Demonstrating to regulators understanding of algorithm process and outputs
  • Building governance structures
  • Responsible adoption of AI and machine learning
  • Removing bias from data and outputs
  • Producing a maturity model for AI

Yogesh Mudgal, Director, Emerging Technology Risk, Citi



3:50 Educating and protecting customers and staff from business email compromise and reducing vulnerabilities

Session details 

  • Vulnerabilities to scams regardless of company size
  • Social engineering increasing vulnerability
  • Training and awareness internally and of customers
  • Liability of banks vs. customer
  • Reputation damage
  • Limiting functionality offerings on products and services
  • Building relationships to protect customers
  • Communications for fraud or market abuse situations

Rajeev Dave, Director, Compliance, Barclays 



3:50 Impact of changes to corporate bond market on risk teams

Session details 

  • Increased leverage in bond market
  • Housing market outpacing wages
  • Impact of a downturn or recession
  • Increased risk of default
  • Opportunities and risk of the leverage corporate market

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



3:50 Incorporating model risk management principles across lines of business and risk

Session details 

  • SR11-7 rule to ensure consistent approaches
  • Validation of models and assumptions
  • Creating overlays and expert judgement to produce scenarios
  • Aligning unique composition of portfolios
  • SME to evaluate conceptual soundness

Heather Russell, Director Model Risk Management, Bank of America 



4:25 Regulation and technology: Impact of regulatory changes on systems and updating technology

Session details 

  • Capturing more data and risk
  • Upgrading current models
  • Regulatory view on technology uses

Olmo Vázquez, Global CEO, Mirai ALM Advisory & MAT



4:25 Risk identification and risk reporting as a value added process to drive decision making

Session details 

  • Differentiating key and material risks
  • Designing processes and methods to meet regulatory expectations
  • Striking the balance between granularity and high level risks
  • Meeting internal reporting expectations and managing risk
  • Integrating strategy and risk identification

Julia Lo, Director, Internal Audit, Prudential 
James McIntosh, ED, Head of Enterprise Risk Management Programs, CIBC 

View further Risk ID content and insight



4:25 An update on developments with IBOR replacement rates and the anticipated market conditions post transition

Session details 

  • Global replacement indexes
  • Differences with new reference rates
  • Functionality of SOFR
  • Trading SOFR based products
  • Finding stability in SOFR performance
  • Overnight collateral with no credit spread

Thomas Braun, Head of CUSO Liquidity and Funding Risk, UBS 

View further IBOR content and Insight 



4:25 End to end management of model risk

Session details 

  • Lifecycle of a model
  • Finding models to build inventory
  • Finding data sources
  • Ongoing management and checking



5:00 Leveraging Blockchain technology and potential advances within risk management functions

Session details 

  • Uses for internal ledger accounting
  • Utilizing for fraud prevention
  • Mandating requirements
  • Decentralized financing disruption to traditional banking
  • Uses of digital currency: Facebook Libra and JP Morgan case study
  • Using blockchain for risk detection



5:00 Building resilience principles into operational risk to maintain critical services

Session details 

  • Relationship with risk appetite
  • Guidance in the US compared to Europe/UK
  • Converting existing processes and frameworks
  • Assigning critical business owners
  • Understanding where resilience fits within a risk management framework
  • Methodologies and structures

Melissa Mellen, Officer and Department Head of Policy, Analytics and Vendor Strategy, Federal Reserve Bank of New York
Mark Frankel, Regional Head for Technology Risk and Operational Resilience, Deutsche Bank
Clarice Carotti, Head of Market, Liquidity and Operational Risk Management, Intesa Sanpaolo NY Branch
Nick Kapatos, Enterprise Risk Manager, AllegianceBank



5:00 Reviewing internal requirements to facilitate IBOR transition including technology, contract review and modeling

Session details 

  • Creating a comprehensive inventory of contracts
  • Changing current contracts and legal agreements to new rates
  • Renegotiation of contracts on a bilateral basis
  • Impact on models and business processes
  • Updating all models using LIBOR rates
  • Volatility matrix recalibration
  • Eliminating conduct risk
  • Next steps to ensure compliance

Thomas Braun, Head of CUSO Liquidity and Funding Risk, UBS
John Schiavetta, Deputy Chief Risk Officer, Alliance Bernstein
Spencer Langston, Derivatives Lead, LIBOR Transition Office, Wells Fargo 



5:00 Model validation techniques

Session details 

  • Improving efficiency of validation activities

Oscar Zheng, Head of Global Market Risk Model Validations, BNP Paribas
Ajeeth Sankaran, US Head, Model Risk, Scotiabank
Manuj Gupta, Director of Risk Management, HSBC 

5:40 Chairs’ closing remarks | 5:50 End of day 1 and drinks reception 

8:00 Registration and breakfast | 8:40 Center for Financial Professionals Welcome | 08:50 Chair’s Opening Remarks

Take a look back at last years’ opening remarks and an overview of what attendees thought of the Convention


09:00 Risk management through a forward thinking lense

Session details 

  • The world is changing at a pace unknown to us and the breadth and depth of change is continuous
  • Navigating risk has always been an important part of the journey
  • We are increasingly faced with economic, technological, biomedical and environmental risks
  • Managing risk through the right lenses is critical to our longevity and relevance
  • Understanding of past’s events
  • Looking to the future to understand risk, its implications and potential outcomes in a more predictive and proactive way

Nicholas Silitch, Chief Risk Officer, Prudential

View further content and insight form Nicholas


9:30 Contingency planning for future economic downturn and increased geopolitical uncertainty

Session details 

  • Risk management strategies to consider geopolitical
  • Technology capabilities of countries causing disruptions
  • What will cause the next recession?
  • Demand for new products to hedge risk
  • House insurance to protect against climate change
  • Capitalization to manage the risk
  • Operational preparation and market risk impact preparation
  • Changing risk profile with social media

Geoff Craddock, CRO, MassMutual
Tatiana Segal, CRO, Morgan Stanley Investment Management
Paul Barkan, Chief Risk Officer, Newtown Savings Bank 


10:10 Has regulation gone too far or is there still more to be done?

Session details 

  • Taking stock of regulatory reform
  • FinTech: Same activity, same regulations?
  • What lies in the road ahead?

Bill Coen, Former Secretary General, Basel Committee on Banking Supervision & Chair, IFRS Advisory Council

10:45 Morning refreshment break and networking


11:15 Developing use cases for quantum computing in finance and uses in risk management

Session details 

  • Overhaul of encryption approaches
  • Changing securing channels and data storage

Gurraj Singh Sangha, Chief Quantamental Data Scientist, Portfolio Trading and Risk Strategist, State Street 


11:15 Changing culture to incentivize and promote good conduct

Session details 

  • Regulatory focus on conduct agendas
  • Treating customers fairly and complying with regulatory expectations
  • Tone from the top

Nison Nagdimov, Senior Operational Risk Manager, Citi 


11:15 Developing your strategic risk profile

Session details 

  • Strategic risk appetite statement
  • Risk attributes and KRI’s
  • Measuring the quality of risk management
  • Aggregation of strategic risk
  • Board reporting
  • Monetizing strategic risk for capital stress testing

Michael B. Glotz, CEO & Co-Founder, Strategic Risk Associates
Arindam Majumdar, Managing Director, Enterprise Risk Analytics and Reporting, Bank OZK 


11:15 Monitoring and validation of neural networks and advanced analytics

Session details 

  • Traditional models vs. neural networks and advanced analytics
  • Applying model validation principles to neural networks and advanced analytics
  • Effective monitoring of models that automatically changes

Xiaoling Yu, Director of Model Validation/SVP, KeyBank 



11:55 Positioning and evolving privacy programs to account for different programs across jurisdictions

Session details 

  • Developing systems to facilitate changing requirements
  • Preparing for state changes
  • Keeping ahead of change
  • Intersection of regulation and technology
  • Cross border challenge for institutions operating across jurisdictions
  • Relationship between data portability and privacy
  • Balancing privacy and commerce


James Bone, Lecturer in Discipline, ERM, Columbia University’s School of Professional Studies ERM Program
Douglas Bloom, Executive Director, Head of Cybersecurity and North American Privacy Law, Morgan Stanley tbc 



11:55 Utilizing new AML tactics to detect activity and increase efficiency in monitoring

Session details 

  • Bringing AI and machine learning into AML monitoring
  • Increasing efficiency in outputs
  • Eliminating or reducing false positives
  • Reallocating resources to more important investigations
  • Challenges for FBOs complying with multiple requirements
  • KYC and client onboarding practices
  • Engaging KRIs and risk appetite

Mark Elkommos, Manager, Financial Crime Risk Assurance, HSBC
Xiaoling Yu, Director of Model Validation/SVP, KeyBank
Milan R. Kosanovich, Supervisory Special Agent, Federal Bureau of Investigation



11:55 Managing global focus towards climate change agendas and impact to business lines and product offerings

Session details 

  • Reputation impact of not keeping up
  • Insurance and credit worthiness
  • Global regulatory initiatives

John Schiavetta, Deputy Chief Risk Officer, Alliance Bernstein
Malik Ali, VP Audit. Head of Audit for Capital Markets, Private Equity and Infrastructure, OMERS
Attila Kerényi, Head Financial Risk Management and CRO, Asset Management, Swiss Re Group 



11:55 Collecting the right data and building transformation programs

Session details 

  • Data limitation with disparate systems
  • Mitigating data limitation
  • Meeting regulatory model development standards
  • Developing models for small portfolios or products
  • Qualitative capture of broad set of risks
  • Ongoing monitoring for qualitative models

Michael Harmon, Managing Director, Market Risk Management, Wells Fargo
Katherine Zhang, Managing Director, State Street
Abhisekh Adukia, Director, Model Risk, Alliance Bernstein

12:45 Lunch break and networking 



1:45 Developing data management infrastructure to support compliance and change programs

Session details 

  • Making data less siloed and accessible across the organization
  • Effective quality assurance and control programs
  • Developing preventative practices
  • Identifying data lineage
  • Developing data hygiene programs

Michelle Hubertus, MD, Risk Data Management and Innovation, Deutsche Bank 



1:45 Reshaping the boundaries of third party risk

Session details 

  • As TPRM exposures escalate in the financial services industry, they are reshaping the fundamentals of the discipline
  • Firms need to be fully mindful of these changes
  • How can firms prepare for upcoming challenges?

Richard Cech, Senior Bank Examiner, Federal Reserve Bank of New York



1:45 Theory and application of a non-risk neutral approach to derivatives

Session details 

  • Data driven description of market micro-structure
  • Term structure of non-normality of returns
  • Non-parametric optimal hedging strategy
  • Option strike term dependent expected P&L and residual risk asymmetry
  • Pursuit of risk-controlled yield and carry controlled tail risk opportunity

Vivek Kapoor, CIO, Volaris Capital Management LLC 



1:45 Managing machine learning and artificial intelligence model risks

Session details 

  • Model and data security risks
  • Business risk of bringing in viruses
  • Capturing risks specific to machine learning
  • Embedding across the bank
  • Developing guidance for validation and governance
  • Applicability of SR11-7 to AI and machine learning models

David Palmer, Division of Banking Supervision and Regulation, Federal Reserve Board 



2:25 Implementation strategies to ensure security and accessibility of data on the cloud

Session details 

  • Making models portable in the cloud
  • Education on using cloud and ensuring security
  • Vulnerabilities storing externally
  • Managing as a third party
  • Data portability across jurisdictions
  • Data governance frameworks
  • Transparency of infrastructure


2:25 Third-Party Risk Management: Overcoming today’s most common challenges

Session details 

  • Managing third-party risk before, during and after vendor onboarding
  • Reviewing the drivers and challenges organizations face when managing third-party risk
  • Identifying priorities before, during and after vendor procurement
  • Automating the third-party risk lifecycle with a step-by-step approach




2:25 The journey to compliance: Understanding how technology can assist with regulatory compliance, leveraging investment to look ahead and anticipate breaches/shortfalls

Session details 

  • Integrating regulatory metrics across Capital, Market Risk, Liquidity, etc.
  • Complying today is not yet planning for tomorrow
  • Prudential consolidation, or how proportionality multiplies complexity
  • How technology can
    • Increase quality, consistency & control over an increasingly complex process
    • Scale up Basel IV performance to facilitate on-demand, forward looking metrics
    • Minimize cost and maintenance of ever-changing regulations

Bart Everaert, Director Product Management, Wolters Kluwer 



2:25 Best practices for validating machine learning models

Session details 

  • Defining an AI model
  • Managing transparency of AI models
  • Making models explainable to users, validators and auditors
  • Skillsets needed for development and validation
  • Keeping up with frequency of model recalibration

Roderick A Powell, SVP, Head of Model Risk Management, Ameris Bank 



3:05 Assessing the implications of CeFPro's international research on the FinTech ecosystem: How can we define the current FinTech ecosystem?

Session details 

  • Interactive session benchmarking audience views and survey responses
  • Insight into the key findings of the global FinTech Leaders research
  • Participate in Q&As and interactive polls throughout

Joshua Kotok, Chief Risk and Compliance Officer, First Savings / CeFPro FinTech Advisory Board Member
Manan Rawal, Head of US Model Risk Management, HSBC / CeFPro FinTech Advisory Board 

View further content and insight from Joshua



3:05 Key findings from CeFPro's Non-Financial Risk Leaders survey and report

Session details 

Jack Sprague, SVP, Operational Risk, HSBC/CeFPro NFR Advisory Board Member
Jeremy Resler, SVP, Director of Third Party Risk Management Governance, US Bank/CeFPro NFR Advisory Board Member
Chris Smigielski, Model Risk Director, Arvest Bank/CeFPro NFR Advisory Board Member 



3:05 Reviewing the post implementation impact of CECL on books and the business

Session details 

  • Implications incorporating life of loan into stress testing
  • Standardizing data execution process

Julio Rivera, VP, Director of CCAR, CECL and Stress Testing Model Implementation, Production and Reporting, US Bank
Julia Litvinova, Head of Model Validation, Managing Director, State Street
Jose Canals-Cerda, Senior Special Advisor, Federal Reserve Bank of Philadelphia
Fred Han, Director of Design and Reporting, RBC



3:05 Evaluating fairness and bias in models for proactive mitigation of algorithmic bias

Session details 

  • Maturing programs and developing teams
  • Impact on reputation risk
  • Model governance process to mitigate bias
  • Variable suppression technique

Seyhun Hepdogan, SVP, Senior Director of Risk Modeling, Santander
Peng Wu, Director of Data Science, Head of Corporate Model Risk Management, PayPal
James Bone,
Lecturer in Discipline, ERM, Columbia University’s School of Professional Studies ERM Program 

3:55 Afternoon refreshment break and networking 



4:25 Approaches to make better risk decisions and manage cyber security

Session details 

  • How to do high-precision probabilistic risk assessments
  • Simple math tricks to create models for any type pf risk assessments for cybersecurity and finance
  • Work through a real-world Public Reputation Risk Assessment (No such thing as Private Reputation Risk) that includes public stock price volatility fluctuations



4:25 Aggregating metrics to balance risk appetite and risk profile

Session details 

  • Framework to construct an institutions risk appetite
  • Methodology to support risk appetite with qualitative statement and quantitative metrics
  • Monitoring risk profile with risk appetite using risk indices which aggregate an institution’s risk posture across level 1, 2 and 3 risk categories
  • Balancing the ‘art’ and ‘science’ of constructing of risk indices

Arindam Majumdar, Managing Director, Enterprise Risk Analytics and Reporting, Bank OZK 



4:25 Interplay across liquidity risk requirements and ensuring compliance in a changing landscape

Session details 

  • Composition of deposits in different institutions
  • Funding models to maintain liquidity
  • Transferring the cost of liquidity across lines of business
  • Adjustments for different sized institutions
  • Wholesale funding in the market
  • Calculating and monitoring NSFR

Andrew Craig, Funding and Liquidity Risk, Federal Reserve Bank of New York 

View further liquidity risk content and insight



4:25 Data and modeling requirements for CECL and lessons learned from first wave

Session details 

  • Data quality implementation
  • Model lifecycle: Leveraging CCAR models for CECL
  • Sourcing of data and quality metrics

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



5:05 Reviewing disruptive trends emerging across the industry and gaining competitive advantage

Session details 

  • Fundamental risk to business models
  • Robin Hood trading fee example
  • Gaining competitive edge
  • FinTech and BigTech disruption case studies

Markus Lammer, COO, Ultra High Net Worth Business, Credit Suisse



5:05 Managing data risk and leveraging the operational risk framework

Session details 

  • What is data – perspective from BNY Mellon
  • How do you define data risks and controls
  • Enabling the first and second line, while keeping the third line happy
  • Rolling it all out and adding value

Debbie Willians, Director, Data Strategy, BNY Mellon 



5:05 Managing processes and methodology for intraday liquidity and ensuring operational efficiency

Session details 

  • Buffer to hold for intraday liquidity stress
  • Frameworks and policies raise awareness across the firm
  • Establishing FTP delivery or API connectivity with vendor to ensure accurate and efficient daily data transmittal
  • Automating liquidity risk reporting via Python
  • Established daily minimum liquidity limit to battle T+0 redemption via NSCC

Lu Chang, Chief Risk Officer, Angel Oak Capital Advisors 



5:05 Developing analytics platforms to build and run CECL & CCAR models

Session details 

  • Build out on internal cloud
  • Goals to avoid UDTs
  • Uses of SPARK, big data and cloud platforms
  • Tools available in the open source comment to build an ecosystem
  • Automating the entire process of CCAR and CECL

Rajesh Kaveti, Director, Head of Finance Regulatory/Capital Adequacy Technology, BNY Mellon

5:45 Chairs’ closing remarks | 5:55 End of Risk Americas 2020 


Michael Alix
Americas CRO


Michael Alix is Americas Chief Risk Officer for UBS, where he oversees credit, market, liquidity, compliance and operational risks of UBS Group’s US branches and subsidiaries.

Prior to joining UBS in 2018, he was leader of the Financial Services Advisory Risk Practice for PwC, where he advised major financial services firms on risk and regulatory matters, including risk governance and capital and liquidity stress testing.

From 2008 through 2014, he was a senior officer at the Federal Reserve Bank of New York, where he helped manage the FRBNY’s crisis-driven credit exposures, led the risk supervision organization, and served on senior policy and governance committees.

He also served in a variety of senior risk management roles in the financial services industry, including at Bear Stearns, Merrill Lynch, and Irving Trust Company.

He holds a BA in economics from Duke University and an MBA in finance from the Wharton School of the University of Pennsylvania.

Bill copy

Bill Coen
Former Secretary General, Basel Committee on Banking Supervision
& Chair, IFRS Advisory Council


Bill Coen served as Secretary General of the Basel Committee on Banking Supervision from 2014 to 2019. The Basel Committee is the international group of central bankers and banking supervisors responsible for setting global bank regulatory standards.

As Secretary General, Bill directed the work of the Basel Committee and managed its Secretariat. He chaired the Basel Committee’s Policy Development Group, which developed and recommended the “Basel III” post-crisis reforms for endorsement by the Basel Committee and its governing body. He also chaired the Committee’s Task Force on Corporate Governance and the Coherence and Calibration Task Force. Prior to his appointment as Secretary General, Bill served as Deputy Secretary General. Appointed to that role in 2007, his responsibilities focused on theCommittee’s response to the financial crisis, including coordinating the various Basel III policy initiatives.

Bill joined the Basel Committee’s Secretariat in 1999 from the Board of Governors of the Federal Reserve System in Washington DC. Before joining the Federal Reserve, he was a bank examiner for the US Office of the Comptroller of the Currency. Bill began his career as a credit officer of a New York City-based bank.

Bill chairs the IFRS Foundation’s Advisory Council, which provides a forum for the International Accounting Standards Board (IASB) to consult a wide range of interested parties affected by the IASB’s work. He is a member of the board of directors for the Toronto Leadership Centre, an international organization that promotes financial stability and financial inclusion globally by providing practical training to financial sector regulators and supervisors, particularly in emerging markets and low-income countries. Bill is a member of the Bretton Woods Committee. He is a native of New York City and received his Master of Business Administration degree from Fordham University (1991) and Bachelor of Science degree from Manhattan College (1984).

Geoff Craddock

Geoff Craddock


Geoffrey (“Geoff”) Craddock joined MassMutual as Chief Risk Officer in October 2017 from its asset management subsidiary, OppenheimerFunds. In his role, Geoff is responsible for driving a holistic risk management approach across MassMutual and its subsidiaries, managing operational and reputational risks while setting the strategic priorities of the Enterprise Risk Management (ERM) function. Geoff is responsible for anticipating changes in the environment, proactively limiting MassMutual’s risk and quickly reacting to disruptions, playing a critical role in achieving the company’s strategic objectives. He is a member of the MassMutual’s Executive Leadership Team.

Geoff holds an MBA from Cranfield School of Management and a BA/MA from Magdalene College, Cambridge, both in the United Kingdom.

Oliver Jakob

Oliver Jakob
International CRO
Mitsubishi UFJ


Oliver joined MUFG from UBS’ Investment Bank, where he was the Global Head of Market Risk. Prior to UBS, Oliver held various risk management positions in New York and Toronto over the last 23 years. He started his career in Bankers Trust’s Market Risk Department.

Oliver graduated from Karlsruhe University (Germany) with a diploma in Industrial Engineering. Oliver holds a CFA designation.

Jacques Longerstaey 120x120

Jacques Longerstaey
SMD, CRO, Nuveen Risk & Valuation Services
Nuveen a TIAA Company


Jacques Longerstaey is the Chief Risk Officer at Nuveen and a member of the TIAA Enterprise Risk Management leadership team. Prior to joining Nuveen, Jacques was the Chief Investment & Model Risk Officer in the Wealth & Investment Management Division of Wells Fargo.

In his over 30 years of experience, he has been the Chief Risk Officer of State Street Global Advisors and Putnam Investments in Boston Prior to joining Putnam in November 2003, Jacques was co-head of the risk management group at Goldman Sachs Asset Management in New York and London. From 1987 to 1998, he held various positions at J.P Morgan and Co. (economist and fixed income researcher for the Benelux, head of the Bond Index Group, developer of the RiskMetrics value-at-risk methodology).

Jacques holds a degree in Economics from the University of Louvain in Belgium. He is a member of the Board of Trustees of GARP (Global Association of Risk Professionals) and chairs the compensation committee. While living in Boston, he was the Honorary Consul of Belgium covering New England.

Tony Peccia

Anthony Peccia
Citibank Canada


Mr. Anthony Peccia is Managing Director and Chief Risk Officer for Citibank Canada. He is responsible for credit, market, liquidity, operational and pension fund risk management. Prior to that he was Managing Director of Operational Risk at Citi, responsible for the development and implementation of operational risk policy and standards globally and managing the global AMA implementation plan

Mr. Peccia has extensive experience in all the major risk types, including credit portfolio management, market, operational, and liquidity risk management. Mr. Peccia has had leadership roles in asset liability management, capital market financing, structured derivatives, securitization and corporate insurance.

Prior to joining Citi, Mr Peccia has consulted to major global banks on operational risk management. He has started up and managed operational risk departments at BMO and CIBC. At CIBC he developed the industry first AMA op risk model. Prior to that, he was head of Treasury Option hedging at CIBC. Previously he was Assistant Treasurer at RBC, in charge of domestic and international long term debt and equity financing.

Mr. Peccia has an MBA and MSC in physics.

Tatiana Segal

Tatiana Segal
Morgan Stanley Investment Management


Tatiana Segal is a Managing Director and a Chief Risk Officer at Morgan Stanley Investment Management. Prior to joining MSIM, she was a partner and the Head of Risk Management at SkyBridge Capital. Prior to joining SkyBridge, she was a Managing Director and Chief Risk Officer at Cerberus Capital Management. Before joining Cerberus, she held positions of progressive seniority at Goldman Sachs Asset Management, Nomura Securities, and Citi Alternative Investments. She began her career at BlackRock Financial Management after graduating from Columbia University with a B.A. in Economics. Tatiana serves on the boards of New York Landmark Conservancy and Tenement Museum, and is an advisory board member for Alpha Quotient LLC. She is also a co-chair of the Risk PAG NY for 100 Women in Finance.

Nich Silitch Head Shot [1] copy

Nicholas Silitch
Chief Risk Officer


Nick Silitch is senior vice president, chief risk officer of Prudential Financial, Inc. In this role, Silitch oversees Prudential’s risk management infrastructure and risk profile across all business lines and risk types. Under his direction, his team develops models, metrics, frameworks and governance to manage risk, and works with internal corporate partners and business groups to identify, assess and prioritize risk across the company.


Vivek Tyagi
CRO, Transaction Banking
Goldman Sachs


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.

Doug Bloom

Douglas Bloom
Executive Director, Co-Head Cyber and Privacy Law
Morgan Stanley


Doug is an Executive Director in Morgan Stanley’s Legal & Compliance Division. He is responsible for the Firm’s cybersecurity and privacy legal matters. Prior to joining Morgan Stanley, Doug was a director in PwC’s Cybersecurity & Privacy, Financial Crimes and Forensics practices, where he led the Firm’s efforts regarding cybersecurity regulatory change. Before PwC, Doug served as a federal prosecutor in the U.S. Attorney’s Office for the Southern District of New York, where he investigated and prosecuted national security cyber offenses, including economic espionage and national defense and government system intrusions. Prior to joining the bar, Doug was as a software engineer and program manager for Xerox’s Palo Alto Research Center, Microsoft and Hewlett Packard.

Doug is a 2015 recipient of the Attorney General’s John Marshal Award, the highest attorney honor granted by the Department of Justice, and a 2013 recipient of the Federal Law Enforcement Foundation’s Prosecutor of the Year award.

He is an Adjunct Professor of Law at Fordham, where he teaches a course on computer crimes and received a Bachelor’s in Symbolic Systems and a Master’s in Linguistics from Stanford University, and a Juris Doctor, cum laude, from Harvard Law School.

James Bone 2

James Bone
Lecturer-In-Discipline, ERM
Columbia University’s School of Professional Studies ERM Program


James is Lecturer-in-Discipline, ERM at Columbia University’s School of Professional Studies in the Enterprise Risk Management program. Bone is a risk researcher and author of Cognitive Hack: The New Battleground in Cybersecurity…. the Human Mind and creator of the first cognitive risk framework for Cybersecurity and Enterprise Risk Management.

Bone has served in numerous senior risk positions including Fidelity Investments, Department of Treasure/Freddie Mac, Liberty Mutual and consultant to professional organizations on GRC risk technology and enterprise risk programs.

Bone graduated Drury University with a B.A. in Business Administration, Boston University with Ed.M. in Management and Harvard University with a M.A. in Business Management and Finance.

Mark Frankel

Mark Frankel
Regional Head for Technology Risk & Operational Resilience
Deutsche Bank


Mark Frankel will be presenting at the forthcoming Risk Americas Convention.

Michelle Hubertus

Michelle Hubertus
MD, Risk Data Management and Innovation
Deutsche Bank


Michelle Hubertus is a senior risk and capital management executive with over 25 years of experience successfully leading risk management, data governance, regulatory and systems implementation teams and initiatives at multiple global banks.  At present, she is a managing director and heads Risk Data Management and Innovation in the Americas at Deutsche Bank.   Michelle holds an MBA in finance from the Stern School of Business and an AB from Lafayette College in economics and international affairs.  In a personal capacity, she serves as a National Board Member of Hadassah and is married with three children.


Joshua Kotok
Chief Risk & Compliance Officer
First Savings


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.

Manoj Kulkarni

Manoj Kulkarni
Managing Director


Manoj Kulkarni will be presenting at the forthcoming Risk Americas Convention.

Markus Lammer

Markus Lammer
COO, Ultra High Net Worth Business
Credit Suisse


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. Markus is also the Chief Operating Officer for the Financial Institutions and the Oil & Gas Groups.

Previously, he was the Chief Operating Officer for Credit Suisse Germany and Central Europe, and also the Head of the Board of Credit Suisse Germany. Markus received his Mag. Degree from University of Graz in Austria, and his LLM from Yale University as a Fulbright Scholar.

Martin Lange2

Martin Lange
Director, Client Experience Strategy
BNY Mellon


As Director for Client Experience Strategy Martin is leading cross-functional teams in developing compelling new experiences. He is driving the enterprise-wide adoption of client-centric methods for research, ideation, concepting and strategy articulation. He is focused on evolving the CX practice through education, training and applying it in strategic service and product design initiatives.

Prior to joining BNY Mellon Martin held various digital strategy roles at Ogilvy & Mather, a global marketing services company. In these roles he has been helping Ogilvy’s clients navigate the challenges and opportunities that spring from digital transformation. He also led Ogilvy’s global mobile marketing practice where he was responsible for integrating mobile strategy programs into the business programs for Ogilvy’s clients. He has been responsible for the launch of the global DuPont digital platform and led the retail, digital and CRM account for British Airways in North America.

Martin started his career at digital agency “argonauten G2” in Germany as project manager, consultant and ultimately as managing director of their Berlin office.

In his career he ran digital strategy and platform initiatives for companies like Coca-Cola, Merck, Nestle, Volkswagen, and Allianz.

His speaking engagements range from the Cannes Lions Festival, Mobile World Congress to Harvard Business School. He is a published author and winner of WPP’s Atticus Award. He has been honored to be a jury member for the Mobile category at the Cannes Lions Festival in 2013.

Martin holds a degree as “Diplom Kaufmann” (equivalent to MBA) from the Westfaelische-Wilhelms Universitaet in Muenster, Germany.

BNY Mellon is a year and half into their digital transformation journey and are also in the middle of establishing a CX strategy practice to support their robust digital agenda. Martin Lange, BNY’s Director of Client Experience Strategy will be bringing his perspectives on practices, teams, ways of working, and pitfalls and feature examples from his work at the organization.

Yogesh Mudgal

Yogesh Mudgal
Director, Emerging Technology Risk


Yogesh Mudgal is Director and Head of the Emerging Technology Risk & Risk Analytics at Citi; the goal of the program is to enable responsible innovation. He is responsible for leading the program globally, which includes identification of risks, evangelizing risks with emerging technologies, influence building of guardrails and frameworks, and risk assessments of emerging technologies. The program designs and manage risks analytics platform used by various teams to conduct risk assessments. Recently, he has been actively evangelizing, and collaborating with various institutions on AI risks. Yogesh has experience working at various financial institutions, where he built and influenced various information security initiatives.


Murad Nayal
Global Head of Risk Informatics
Goldman Sachs


Murad is the global head of the Risk Informatics group at Goldman Sachs. Before that, Murad was the global head of Market Risk Analytics and Reporting as well as Market Risk Core Technology, responsible for calculating and reporting firm-wide market risk and capital metrics. In previous roles, also at Goldman Sachs, he managed the Market Risk Modelling team in the Americas driving the development of Market Risk, CCAR and Capital models, he also managed the Corporate Treasury Modelling team developing models of Liquidity risk. He joined Goldman Sachs in 2005 as an associate in Market Risk Technology. Murad was named managing director in 2017.

Previously, Murad worked as a research scientist in Computational Biology at Howard Hughes Medical Institute and Columbia University in New York where he used physical and statistical models as well as machine learning techniques to predict the function of proteins and the manner in which they interact with drugs.

Murad earned an MD from Damascus University in 1990, a PhD in Biophysics from Washington University in St. Louis in 1997, and a Masters in Mathematical Finance from the Courant Institute, NYU in 2016.


Manan Rawal
Head of US Model Risk Management


Manan N. Rawal, EVP and Head of Model Risk Management of HNAH since September 2017.  He joined HSBC in 2008 and has held positions in client risk management, market risk, and stress testing.  Prior to joining HSBC in 2008, Mr. Rawal has held trading and asset management roles at DKR Capital, Advent Capital, Swiss Re and Deutsche Bank spanning a period from 1994 – 2007.

He has an international executive MBA (Trium – HEC Paris, NYU, and the London School of Economics), M.Sc. in Economics (London School of Economics) and a B.S. in Finance from the Wharton School (University of Pennsylvania). He is also an adjunct faculty member of the New York Institute of Finance (https://www.nyif.com/).

His interests include thinking about the impact of technology / data / analytics on society, wine, traveling, and focusing on the positive.


Gurraj Singh Sangha
Chief Quantamental Data Scientist, Portfolio Trading and Risk Strategist
State Street


Gurraj Singh Sangha will be presenting at the forthcoming Risk Americas Convention.


Olmo Vazquez Rodriguez
Global CEO
Mirai ALM Advisory & MAT


Currently, I am the Global CEO at Mirai Advisory, responsible for all of the operations in the USA, LATAM, and Europe.
Mirai is a niche consulting firm focused primarily in Balance Sheet Management -ALM, Liquidity, FTP, Capital, etc. We have been designing and developing End-to-End solutions across the globe for the past 5 years with great success. In 2016 we decided it was time to drive an evolutionary leap within our areas of expertise and decided to develop a new generation tool. Our goal was to get the most out of the current technologies through the other companies of our group -BI Geek and Tadaima Studio- in a way that would really create a huge step in ALM. MAT is based in real-world experience, in what our clients and ourselves have wanted or dreamed of, it doesn’t come only from a lab.


Azlina Wetmore
VP, Risk Management
Capital One


Azlina Wetmore heads the Policy & Innovation function for Capital One’s Commercial Bank and is currently spearheading efforts to simplify credit policy, leveraging on
technology where possible. She is also responsible for governance as well as regulatory and assurance matters for Commercial Credit Risk Management.

Azlina started out her career as a lawyer and regulator before turning to product and business development. Her experience delivering change within varying regulatory environments in Europe, Asia and the US has led to management roles covering Operational, Enterprise and Credit Risks.

Azlina is passionate about driving transformation that optimizes business value, building motivated teams, volunteering and giving back to the community.

She earned her Master of Commercial Law from Cambridge University and completed her undergraduate studies, also in law, in Warwick University. Azlina has also been called to the Bar of England & Wales.

Rajat Baijal

Rajat Baijal
MD, Global Head of Enterprise Risk
Cantor Fitzgerald


Rajat Baijal is the Managing Director – Global Head of Enterprise Risk at Cantor Fitzgerald. In this role, he is responsible for designing and embedding a robust Risk Framework across the firm. This includes articulating and implementing an effective Risk & Control Self-Assessment (RCSA), Risk Event Management, Key Risk Indicators etc. and ensuring that the Board is suitably informed about all material risk issues.

Rajat has an MBA in Finance and has worked across the UK and the US for firms such as Lloyds Banking Group, American Express, Aviva and Kensington Mortgages. Rajat is a regular speaker at risk conferences across London and New York and has authored a number of articles for risk journals/textbooks.

paul barkan - 120x120

Paul Barkan
Chief Risk Officer
Newtown Savings Bank


Paul Barkan is Senior Vice President, Chief Risk Officer of Newtown Savings Bank and joined the Bank in 2016. He is responsible for leading the Risk Management, Compliance, Asser Recovery and Anti-Fraud units and has held various financial-related positions in Compliance and Risk Management during the course of his career.

Mr. Barkan earned a B.A. from Binghamton University in 1990 and a J.D. from American University in 1993.  He is currently a member of ACAMS and has extensive experience in project management, data privacy, regulatory compliance, crisis management, AML-KYC due diligence, risk assessments, monitoring and testing, and employee training.


Clarice Carotti
Head of Market, Liquidity and Operational Risk Management
Intesa Sanpaolo NY Branch


Responsible for overall supervision and management of the Market, Liquidity and Operational Risk management function at the Intesa Sanpaolo New York Branch . Clarice’s expertise is also on Valuations of securities (for Liquidity purposes as well) and complex derivatives mainly due to her quantitative mathematical background. Senior level Risk Management Manager, with more than 20 years of experience in the Banking industry. Moreover Clarice’s expertise is also on designing and improving Risk Management frameworks. Prior to moving to the Intesa Sanpaolo New York Branch, she was in charge of the Financial Valuation and Risk management of the Structured Credit Portfolio for Intesa Sanpaolo Group in Head Office (Milan).


Richard Cech
Senior Bank Examiner
Federal Reserve Bank of New York


Richard Cech will be presenting at the forthcoming Risk Americas Convention

Kelley Chamberlain

Kelley Chamberlain
Global Financial Crimes Intelligence Group, Financial Crimes Risk Management
Wells Fargo


Kelley Chamberlain is a member of Wells Fargo’s Global Financial Crimes Intelligence Group where she covers matters relating to cyber-enabled financial crimes. Prior to joining Wells Fargo, Ms. Chamberlain was an Associate at Booz Allen Hamilton supporting cyber threat intelligence, financial intelligence, and open source intelligence endeavors. Ms. Chamberlain is a veteran of the United States Marine Corps, and has held FINRA Series 7 and Series 66, and COMPTIA Security+ certification.


Rajeev Dave
Director Compliance


Rajeev (Raj) Davé has over 20 years of Compliance, Information Security, Operational Risk and Financial/IT Audit experience.

Currently, Davé is the Americas Head of Surveillance at Barclays based in New York City. His work is focused on managing functions and compliance risks across E-Communication, Trade and Control Room activities supporting Barclays businesses across the Americas region.

Previously, Davé spent almost 9 years as a VP working in Compliance and Internal Audit with Goldman Sachs in the Chicago, Salt Lake City, New York and Bangalore, India offices. He also spent almost 5 years at the Bank of Montreal Group of Companies in Operational Risk and IT Audit and almost 2 years with KPMG in their Information Risk Management practice. He also practiced risk management at an internet startup venture early in his career and is very interested in researching and deploying enterprise risk techniques to disruptive and emerging technology-centric organizations. Over the course of his career, Davé has developed and delivered live risk management training to over 10,000 individuals on 5 continents.

He thoroughly enjoys classroom engagement with students and is an avid believer in bringing, where applicable, real-life examples into the classroom to enhance group discussions and learning.

Davé is a registered Certified Public Accountant in the state of Illinois (Inactive) status.


Mark Elkommos
Manager, Financial Crime Risk Assurance


Three-time “The Risk Universe Magazine” Cover-front Author, Mark Elkommos works at HSBC USA as Financial Crime Risk Assurance Manager, is a seasoned FCC AML professional with more than 10 years of banking experience. Mark also is an avid technology & compliance reader, and evidently, one of the world most popular authors of FCC, AML and FinTech topics. He wrote numerous articles on many Risk Management Magazines, also he is a regular LinkedIn blogger. Visit his LinkedIn page and website to know more.

LinkedIn: www.linkedin.com/in/markelkommos .

Nick Kapatos

Nick Kapatos
Enterprise Risk Manager


Nikolas Kapatos has served in numerous banking positions in New York and Houston in enterprise risk management, insurance and strategic planning and most recently as the Enterprise Risk Manager for Allegiance Bank. He is Professor of Practice in Risk Management and Insurance at the Bauer College of Business at the University of Houston. In the past Nikolas has provided consultative services to financial institutions, public entities, and aviation companies. He has a MBA in finance and corporate accounting from the University of Rochester and holds Texas insurance licenses in property & casualty and life & health.


Milan R. Kosanovich
Supervisory Special Agent
Federal Bureau of Investigation


Supervisory Special Agent Milan R Kosanovich has worked for the FBI for over eleven years specializing in white collar criminal investigations.  He is a graduate of Syracuse University (BS) and Georgetown University (JD).  He has worked in the New Haven and Cleveland field offices.  He served as a detaileé to the Commodity Futures Trading Commission while working as a supervisor in the Economic Crimes Unit at FBIHQ.  Kosanovich has lectured and presented on behalf of the FBI in Estonia, Netherlands, Canada, Israel, Seychelles, Mauritius, Singapore, Malaysia, Germany, France and the United Kingdom.  He is currently assigned to the White Collar Crime squad in Cleveland and serves in multiple collateral duties as a member of the nationwide Corporate Fraud Response Team and as a Hostage Negotiator.


Julia Lo
Director, Internal Audit
Prudential Insurance Company of America


Julia Lo is a Director in Internal Audit at the Prudential Financial Inc. specializing in Enterprise and Investment Risk. She has over 15 years of banking and insurance risk management experience, as well as risk advisory experience focused on driving cross-functional risk collaboration in the financial services industry. In her current role, Julia evaluates Prudential’s risk and investment practices, including enhancements to the Company’s principal risk frameworks, policies and risk reporting. Prior to joining Prudential, Julia served as the Chief of Staff to the Americas Chief Risk Officer, and as a credit officer covering North American Financial Institutions at Standard Chartered Bank. Julia holds an M.B.A. specializing in Financial Analytics, Finance and Marketing from NYU Stern School of Business, and a bachelor’s degree from Boston University.

Arindram Majumdar

Arindam Majumdar
Managing Director of Enterprise Risk Analytics and Reporting
Bank OZK


Arindam Majumdar is the Managing Director of ERM at Bank OZK in Little Rock where he manages the Bank’s Risk Appetite, Top-Down Risk Identification and the Risk Analytics function for the Bank. Arindam previously worked at Discover Financial Services in Chicago. At Discover, Arindam was a key member of the Risk team, helping the institution establish its Enterprise Risk Management practice and Capital Stress Testing program. Arindam has a Bachelor’s degree in Instrumentation Engineering from Jadavpur University, India, an MBA from University of Iowa, a Master’s Degree in Banking and Leadership from Wharton and Risk Certification for Corporate Leaders from Harvard Business School. Arindam is also a twice-published author in the Risk Management Association (RMA) Journal, where he has penned his thought on Risk Identification and Risk Aggregation.

Microsoft Word - General Speaker Details - RA17.doc

Phil Masquelette
Senior Vice President and Chief Risk Officer
Ulster Savings Bank


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 in Economics from Tulane University.


James McIntosh
Executive Director and Head of Enterprise Risk Management Programs


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.


Melissa Mellen
Officer and Department Head of Policy, Analytics and Vendor Strategy
Federal Reserve Bank of New York


Melissa Mellen is an Officer within Procurement Value Management, leading the Policy, Analytics, & Vendor Strategy department. In this capacity, Melissa is responsible for overseeing Procurement Policy related compliance, and advisory client driven services. She also manages the Federal Reserve Bank of New York’s Vendor Management, and Supplier Diversity Program.

Prior to joining the Federal Reserve Bank of New York, Ms. Mellen spent over ten years in the private sector, focused on Procurement, Supplier Diversity and Vendor Risk Management for firms such as: MUFG Union Bank, JP Morgan Chase, OppenheimerFunds, and Mizuho Bank, Ltd.

Ms. Mellen received her Bachelor’s degree in Philosophy from SUNY Albany, and also holds a MBA with a concentration in Risk Management from Saint Peter’s University. She recently earned a Professional Certificate in Diversity & Inclusion from Cornell University. Melissa is currently a Doctoral Candidate at Pace University, with a focus in Business Management.

Nison Nagdimov - Headshot

Nison Nagdimov
Senior Operational Risk Manager


Nison Nagdimov is a Senior Operational Risk Manager at Citi overseeing the operational risk framework across the U.S. Retail Bank and Mortgage businesses. In his prior role at Citi, he managed operational risk in the Institutional Clients Group globally. He has also previously worked at HSBC U.S. Private Bank and led the identification and management of operational risk for the investment services, insurance, custody, and trust businesses. In this role, he was responsible for assessing plausible risk events, overall control environment effectiveness, and inherent and residual risks related to regulatory compliance, financial crimes, information and cybersecurity, employment practices, tax, legal, operations, safety and infrastructure, and fraud. His other prior experiences have spanned across several roles in project management, finance, and accounting. Nison is a Certified Anti-Money Laundering Specialist (ACAMS) and is an active member of the Association of Certified Anti-Money Laundering Specialists.


Jeremy Resler
SVP, Director, Third Party Risk Management Governance
US Bank


Jeremy has over ten years of experience and expertise in the financial services and legal sectors, and is currently a Vice President and the Director of Governance in the Corporate Third Party Risk Management group at U.S. Bank.

Jeremy is responsible for overseeing various functions and teams within the centralized, enterprise TPRM Program, including quality assurance, policy and audit/exam management, fourth party risk, joint venture/strategic alliance risk, merger and acquisition operational risk, and enterprise RCSA third party risk. Jeremy graduated with an Economics degree from the University of Minnesota and a Juris Doctor from the William Mitchell College of Law in St. Paul, MN. Prior to U.S. Bank, Jeremy worked for a legal publishing company and subsequently clerked for a District Court Judge in Hennepin County, MN.


Chris Smigielski
Model Risk Director
Arvest Bank


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.

Jack Sprague

Jack Sprague
SVP, Operational Risk


Jack is a Senior Vice President and the US Head of Operational Risk Policy, Framework, Capital, and Stress Testing at HSBC. He is responsible for designing and implementing the Operational Risk Management Framework in the US and manages the firm’s Operational Risk CCAR and scenario analysis programs. Jack also leads the oversight of other second line of defense teams in the US.

Prior to his current role, Jack was the Head of Business Risk and Control for HSBC’s Private Bank, where he implemented a first line risk management program and managed risk and control teams across the US and Latin America. Jack has also held Operational Risk advisory roles at HSBC.

Before joining HSBC, Jack was an internal auditor at the Bank of Tokyo-Mitsubishi and Fidelity Investments. Jack earned his degree in Accounting from the University of Massachusetts, Amherst.


Tom Wells
SVP, CRO, Digital
US Bank


Tom Wells will be presenting at the forthcoming Risk Americas Convention.


Debbie Williams
Director, Data Strategy
BNY Mellon


Debbie is responsible for the rollout of the unified data management framework and managing relationships with regulatory agencies and internal audit. She has more than 25 years of experience in financial services and technology and has advised on market trends, product positioning and strategy as well as guiding financial institutions on technology adoption.

Prior to joining BNY Mellon, Williams directed the marketing and business development efforts for the Risk Analytics business at S&P Capital IQ. Prior to S&P Capital IQ, she held significant roles as Head of Marketing and Business Development at R2 Financial Technologies, Director of the Basel II Program for RBS Citizens Bank, and co-founder and COO of Meridien Research.

Williams is based in New York and holds a bachelor’s in Economics from Vassar College and a master’s in Business and Entrepreneurship from Babson F. W. Olin Graduate School of Business. She is a member of the steering committee and previous regional director for the Boston region and a founding member of PRMIA (Professional Risk Management International Association).

Malik Ali

Malik Ali
VP Audit. Head of Audit for Capital Markets, Private Equity and Infrastructure


Malik is a VP and Head of Audit for Capital Markets, Private Equity and Infrastructure and Ventures at OMERS. Malik has over 15 years of experience having started with Citibank as the Head of Product Control, CFO with Citibank in 2005. Since then he has enjoyed a varied career path including Controller, CFO at Credit Suisse Singapore, Credit Flow and Structured Credit. Malik immigrated to Canada in 2010 and joined the Canadian Imperial Bank of Commerce as a Senior Director, Audit, where he is responsible for Capital Markets, Risk, Treasury, and Finance.

Having worked with large global financial institutions across several countries in Asia Pacific, Middle East & Africa during the last 15 years, Malik brings a wealth of knowledge and global perspective around governance, risk finance, and controls. Malik believes that the work he does in audit & finance cut across many functions and is complex, often requiring effective listening & analytical skills to give sound advice and fulsome assessment.

A CFA Chartered Holder and as Associate CPA CA, Canada, Malik has also served as a Chair of Finance and Accounting Professional Alliance and supports global charities in Asia and Africa for poverty elimination and sustainable living.

Tom Braun

Thomas Braun
Head of CUSO Liquidity & Funding Risk


Tom Braun will be presenting at the forthcoming Risk Americas Convention.

Jose copy

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


José J. Canals-Cerdá is a Senior Special Advisor at the Federal Reserve Bank of Philadelphia in the Supervision, Regulation, and Credit Department. His areas of expertise are Financial Risk Management, Financial Econometrics, Retail Credit Risk and Loss Models. He has made significant contributions to the development of systems and databases at the Federal Reserve for the analysis of regulatory stress tests. He was the principal developer of the Federal Reserve System methodology for Stress Testing of cards portfolios leading a group of Ph. D. economists and analysts. He is a lead quantitative expert in credit risk, securitization, ALLL/CECL, Economic Capital, Stress Testing, Basel, Credit Scoring and Model Risk Management. He has lead quantitative benchmark studies in several areas of interest to the Federal Reserve System related to Stress Test, Basel II and ALLL/CECL.

Lu Chang Headshot

Lu Chang
Chief Risk Officer
Angel Oak Capital Advisors


Ms. Chang is the Chief Risk and Operations Officer at Angel Oak Capital Advisors where she oversees all risk management and operations efforts for the firm. She chairs the firm’s Risk Management Committee and Valuation Committee, as well as serves as the secretary of the Investment Committee and Angel Oak Fund Trust.

Ms. Chang has over 15 years of experience with both buy-side and sell-side firms. Prior to joining Angel Oak, Ms. Chang spent over a decade at Wells Fargo, Evergreen Investments, and legacy Wachovia Securities across various risk management and investment research functions.
Ms. Chang holds a B.A. degree in Finance from Wuhan University and an M.B.A from College of William and Mary, where she graduated with distinction, Beta Gamma Sigma. She holds the Chartered Financial Analyst (CFA), the Financial Risk Manager (FRM), and the Chartered Alternative Investment Analyst (CAIA) designation.


Andrew Craig
Funding and Liquidity Risk
Federal Reserve Bank of New York


Andrew is a liquidity risk specialist at the Federal Reserve Bank of New York covering a large domestic financial Institution in the Second District. He also participates in the Comprehensive Liquidity Assessment and Review (CLAR) program. Andrew joined the Federal Reserve in 2011 after 20+ years in various treasury positions at a large domestic financial institution. He holds a Masters in Economics from the University of New South Wales and Masters of Applied Finance from Macquarie University as well as Chartered Financial Analyst (CFA) and Financial Risk Manager (FRM) designations.

Bart copy

Bart Everaert
Director Product Management
Wolters Kluwer


Bart Everaert is Director, Product Management, Risk and Finance, for Wolters Kluwer’s Finance, Risk and Reporting-Americas business. In this role, he is responsible for the vision and strategic outline of the group’s risk and finance offerings. Everaert started his career in 2005 with Wolters Kluwer’s Professional Services team, where he led various projects in the U.S., Europe and Middle East on capital adequacy, liquidity, stress testing, IFRS 9 and regulatory reporting initiatives. This experience has made him a big believer in the need for an integrated framework across an organization’s finance, risk and reporting areas.


Michael B. Glotz
CEO & Co-Founder
Strategic Risk Associates


Capital One Financial Risk Executive:

  • Managing VP of Corporate Audit & Credit Review Services
  • Oversight of over 100 Audit and Risk Professionals
  • Lead Independent Assessments of Regulatory Remediation Activities and Project Duros (Capital One Companywide Consent Order in 2003)
  • Supported Implementation of first Enterprise Risk Management Program
  • Lead Independent Assessments of Bank Acquisitions & Integration Activities

SunTrust Bank Strategic Financial Officer (SFO):

  • Strategic Financial Strategy, Retail Operations, Strategic Cost Management

American Association of Bank Directors (AABD)

  • Risk-Reward Committee Co-Chair
  • Faculty Member – Institute of Bank Director Education
  • Former Faculty Professor – Virginia Bankers School, University of Virginia
  • Taught Risk Governance & Enterprise Risk Management
  • Bank Director Risk Training – Board Members & State Banking Associations

Educational Background:

  • BBA – Accounting and Information Systems – University of Wisconsin
  • MBA – Business – University of Richmond
  • Executive Development Program, Wharton School, University of Pennsylvania
  • CRP – Certified Risk Professional

Fred Han
Director of Design and Reporting


Fred Han will be presenting at the forthcoming Risk Americas Convention.

Mike Huff

Mike Huff
Senior Director, Portfolio Management & Asset Allocation


Mike is a Portfolio Manager on the $265 Billion TIAA General Account investment portfolio. His responsibilities include portfolio management, asset allocation, derivatives/hedging strategies, 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. Previously at Genworth, he was a Senior Derivative Trader where he managed and traded the derivatives portfolio and developed hedging strategies. Prior to joining Genworth, Mike worked at Principal Financial Group where he managed a portfolio of structured products and derivatives. Earlier in his career, Mike worked in treasury and finance at BBVA/Compass Bank.

Mike holds a bachelors 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).

Jarrow Smaller

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


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.

VK copy

Vivek Kapoor
Volaris Capital Management LLC


Vivek has created stochastic descriptions of markets that are empirically driven and connected to market agent-behavior. The irreducible and highly asymmetric risks associated with options are quantified by his work. This enables assessing opportunities in the option markets and a palette to design strategies in search of risk-controlled yield and carry-controlled tail-risk opportunity.

Vivek received a Doctor of Science degree from MIT and was subsequently a Post-Doctoral Researcher at Stanford University. Prior to starting his career in Financial Markets in 2000, he was a Faculty Member at Purdue and Georgia Tech. Vivek has led the Volaris team since 2012.

Atilla copy

Attila Kerényi
Head Financial Risk Management and CRO Asset Management
Swiss Re Group


Attila Kerényi, Managing Director, is the Head Financial Risk Management of Swiss Re Group and Chief Risk Officer for Asset Management. Mr. Kerényi leads a global team that is responsible for the oversight of all financial risk exposures from investment, underwriting, transaction and corporate finance activities, as well as financial model validation and independent price verification. Prior to taking on this role, Mr. Kerényi oversaw the execution of Swiss Re’s investment strategy across externally managed fixed income, equities and alternative investments mandates, covering USD 35bn in AUM. Prior to his move to New York in 2008, Mr. Kerényi held various positions in Switzerland and Spain, including as Head Executive Office Asset Management, Senior Manager Group Corporate Strategy and as Property & Casualty Reinsurance Treaty Underwriter. Mr. Kerényi holds a Master of Science degree from the University of Zurich. He is a graduate of the Harvard Business School Advanced Management Program and a CFA Charterholder.


Spencer Langston
Derivatives Lead, LIBOR Transition Office
Wells Fargo


Spencer Langston is the Derivatives Lead for the LIBOR Transition Office (LTO), a position he has held since May 2018.

The LTO is charged with developing and directing the execution of a coordinated strategy to transition the numerous LIBOR-based products and processes across Wells Fargo to alternative reference rates. Among other things, the LTO is responsible for ensuring that Wells Fargo is appropriately represented on industry groups and regulatory committees related to LIBOR transition, communicating clearly and proactively with customers and other stakeholders, and managing the accounting, financial, legal and operational risks related to the transition. The Derivatives Lead for the LTO develops and executes a coordinated strategy to transition the numerous LIBOR based hedging product and processes to the Secured Overnight Financing Rate (SOFR) and the other global alternative rates.

Spencer has over 20 years of experience in banking and capital markets.  Immediately prior to working in the LTO, he structured and marketed interest rate derivative products to various financial institutions as a member of Wells Fargo’s Macro group within the Corporate and Investment Bank.  Prior to that, Mr. Langston was a banker in Wells Fargo’s Asset Backed Finance & Securitization group.   Spencer joined Wells Fargo in 1998.

He was awarded a bachelor’s degree from Carleton College and a Master of Business Administration from the University of North Carolina Chapel Hill.  Mr. Langston also has held a CFA charter.  Spencer is a math tutor in high-poverty elementary schools.

Spencer is based in Charlotte.


Julia Litvinova
Head of Model Validation, Managing Director


Julia Litvinova is a Managing Director and Head of Model Validation at State Street. In this role Julia is responsible for supervising validation of a broad range of models including models used for credit, market and liquidity risks, regulatory capital, valuation, asset and investment management.
Prior to joining State Street, Julia obtained extensive consulting experience at the Brattle Group, the economic litigation consulting company. She specialized in the application of finance, risk management and taxation to a variety of consulting and litigation settings. She received her Ph.D. in Economics from Duke University, M.A. in Economics from New Economics School and M.S. in Mathematics from Moscow State University.


Stevan Maglic
SVP, Head of Quantitative Risk Analytics
Regions Bank


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


Phil Ohana
Executive Director, Market Risk Audit Expert


Phil Ohana, CFA joined UBS Audit group in 2018 as a market risk subject matter expert. Previously, he was an executive director at Morgan Stanley focusing on market risk and regulatory risk topics.

Prior to Morgan Stanley, Phil worked at Societe Generale as a risk manager covering Fixed Income desks and later as the Risk COO in the Americas. Phil holds an MBA from the NYU Stern School of business and a master in applied mathematics from ENSEEIHT, France.

Julio Rivera

Julio Rivera
VP, Director of CCAR, CECL and Stress Testing Model Implementation, Production and Reporting
US Bank


Julio is Vice President and head of CECL/CCAR Model Implementation and Analytics at US Bank since 2016, where he manages implementation, production execution, performance monitoring and analytics of credit risk models, stress testing, CCAR/DFAST and CECL models. With 19 years’ experience in building, implementing, validating and monitoring behavioural models using advanced econometric techniques, focused on Allowance, CCAR, Stress testing, IFRS9, CECL, Credit Risk for Commercial and Retail products.

Prior to working at U.S. Bancorp, Julio was CECL/IFRS9 Solution Management Lead in the Risk Research and Quantitative Solutions Division at SAS. Prior to SAS, Julio was Vice President of Model Risk Management/ Model Validation at TCF Bank. He also held other management positions at Ally Bank and General Motors Acceptance Corporation in the areas of Model Validation, Model Development, Model Implementation and Credit Risk.

John Schiavetta, headshot copy

John Schiavetta
Deputy Chief Risk Officer
Alliance Bernstein


John Schiavetta is Deputy Chief Risk Office for AB, overseeing aspects of risk management to ensure that risks being taken are well understood and appropriately managed.  Schiavetta joined AB in 2008 as Director of Risk Management with responsibilities for Fixed Income Risk, Liquidity Risk, Counterparty Risk and Valuation.  Previously, he was at Fitch Ratings for 15 years, most recently as group managing director responsible for managing the agency’s global structured credit-ratings group. Prior to that, Schiavetta was product manager at the pension-consulting firm CDA Investment Technologies. He began his career at the Dreyfus Corporation. Schiavetta holds a BA in economics from Bates College and is a CFA charterholder. Location: New York

Charles Richard

Charles A. Richard, III
Senior Vice President
Quantitative Risk Management, Inc.


Charles A. Richard III is a Senior Vice President at QRM, with over 25 years of experience in enterprise risk management, balance sheet management, credit risk management, and regulatory capital management. During his tenure at QRM, he has consulted with hundreds of financial institutions worldwide and helped QRM build an international client base of over 250 long-term engagements.


Oskar Rogg
Head of Treasury
Credit Agricole


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 human services consulting firm. Oskar began his career at First Boston (now Credit Suisse) where he worked in municipal finance and traded repo. 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.

Dajun Tuo

Dajun Tuo
Head of Market Risk Analytics & Economic Capital Modeling
GE Capital


Dajun Tuo will be presenting at the forthcoming Risk Americas Convention.

Donald van Deventer -2017

Donald R. van Deventer
Founder and CEO
Kamakura Corporation


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.


Roderick A Powell
SVP, Head of Model Risk Management
Ameris Bank


Roderick Powell is the Head of Model Risk Management at Ameris Bank in Atlanta, Georgia. Prior to joining Ameris, Powell was a Director at KPMG LLP where he specialized in model development, implementation, and validation for financial institutions. He also worked for ten years at Bank of America primarily in Quantitative Finance and Market Risk Management. Powell earned his MBA at Florida State University and is a Certified Financial Risk Manager (“FRM”).


Abhisekh Adukia
Director, Model Risk
Alliance Bernstein


Abhi Adukia manages model risk governance for AllianceBernstein (AB). He is responsible for executing all aspects of model governance activities including model due-diligence reviews, periodic reviews and model error assessments for all covered models used in the investment processes at AB. Prior to assuming this role in 2013, he worked for AB’s Internal Audit Group for 3 years. Before joining AB in 2009, Abhi has worked for AIG’s Financial Services Unit, doing reviews of credit derivatives valuation models. He holds a MBA in finance from University at Buffalo and a bachelor in accounting from Mumbai University. Abhi is a CFA charter holder and has CPA and FRM certifications.

Andreza Barbosa

Andreza Pimentel Barbosa
Global Head of Model Governance
Goldman Sachs


Andreza Barbosa is Global Head of Model Risk Management Governance Team covering policies, procedures and frameworks for all models Firmwide, including management of the Firm’s model inventory. Andreza joined Goldman Sachs in 2016 from ICE Clear Europe in London where she was the Head of the Risk team for interest rates, equities, indices and agricultural products. Prior to that, Andreza was the Head of the Market Risk team at NYSE/LIFFE. She also held positions as Head of Risk for F&O and OTC Clearing at Citigroup and Head of EMEA Risk for FX Prime Brokerage and Rates OTC Clearing at JPMorgan. Andreza holds a Ph.D. in Finance and Risk Management from the ICMA Centre-University of Reading. She wrote her doctoral thesis on hedging with futures and exchange traded funds, and subsequently published several papers, notably in the Journal of Portfolio Management and the Journal of Banking and Finance and a book from her thesis on Exchange Traded Funds. Andreza also holds MSc and MBA degrees from Cass Business School London, and Rio de Janeiro Federal University.

Manuj Gupta

Manuj Gupta
Director of Risk Management


Manuj Gupta will be presenting at the forthcoming Risk Americas Convention.

Michael Harmon

Michael S Harmon
Managing Director, Market Risk Management
Wells Fargo


Michael S Harmon will be presenting at the forthcoming Risk Americas Convention.


Seyhun Hepdogan
SVP, Senior Director of Risk Modeling


Seyhun Hepdogan is SVP, Senior Director of Risk Modeling at Santander Holdings USA. In his role he oversees AML, fraud, operational risk and C&I credit risk models in Banco Santander’s US entities. Prior to Santander Bank, he has worked in banking and financial services companies including Fannie Mae and Merrill Lynch covering pricing and model development for collections, stress testing, economic capital, retail and wholesale credit risk. Seyhun holds a PhD in Operational Research from University of Central Florida.

Judith Hilton

Judith Hilton
DWS Americas


Judith Hilton will be presenting at the forthcoming Risk Americas Convention.


Rajesh Kaveti
Head of Finance Regulatory/Capital Adequacy Technology/Director
BNY Mellon


Rajesh Kaveti is director at BNY Mellon and is the global head for RISK and Financial Regulatory Reporting Technology. Prior to this. Rajesh was responsible for development of Enterprise Data Lake implementing a single source of truth across the enterprise. He has strong experience in data engineering and has focused extensively on bigdata-based enterprise wide solutions for compliance related projects.

Currently he is focused on developing an advanced analytical platform in the internal cloud to support CECL and CCAR model development using PYTHON and SPARK. This is to remove all UDTs solutions and automate the entire process of data acquisition, model development and execution for CCAR and CECL cycles.

Rajesh has extensive background in engineering and data science. He has worked in financial companies including State Street, Fidelity and Thompson Financial. He has Masters Degree in Engineering from University of Arizona, Tucson and Computer Science from University of Massachusetts, Boston.

Kai Ching-Lin

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


Kai-Ching Lin will be presenting at the forthcoming Risk Americas Convention.


Teuku Arckyansyah Meraxa
Director, Strategic Initiatives and Model Governance
American Express


Teuku Arckyansyah Meraxa (Arcky) is the Director of Strategic Initiatives & Model Governance for the Global Operational Risk Oversight Group at American Express (AXP). He is responsible for the enterprise-wide model risk management (MRM) governance framework which covers Policies and Procedures, Model Inventory, Model Risk Reporting, and Regulatory Management. He is also the business owner AXP’s MRM Capabilities: Enterprise Model Manager (EMM) which is used by model developers and validators globally to manage model risk workflows. Arcky holds a PhD in Economic Geography and BA/MS in Financial Economics from University at Buffalo, the State University of New York

David E. Palmer Photo

David Palmer
Division of Banking Supervision and Regulation
Federal Reserve Board


David Palmer is a senior supervisory financial analyst in the Division of Banking Supervision and Regulation at the Federal Reserve Board. He focuses on several primary topic areas, including banks’ capital planning practices, banks’ model risk management practices, banks’ and supervisors’ stress testing activities, validation of supervisory stress testing models, and banks’ credit risk capital models. He engages in both policy-related projects as well as on-site examinations. David was a primary author of the Federal Reserve’s Supervisory Guidance on Model Risk Management (SR 11-7), issued in April 2011 jointly with the OCC (and more recently with FDIC), and continues to lead the implementation of that guidance within the Federal Reserve. He was also a key contributor to the Federal Reserve’s supervisory guidance on capital planning for large firms issued in December 2015 (SR Letters 15-18 and 15-19), as well as to the Federal Reserve’s final rules to implement Dodd-Frank stress testing requirements and the Federal Reserve’s Capital Plan Rule. More recently, David has been involved in evaluating supervised firms’ use of fintech, including artificial intelligence/machine learning.

He has a bachelor’s degree from Oberlin College and a master’s degree from Georgetown University.

Heather Russell

Heather Russell
Director, Model Risk Management
Bank of America


Heather Russell is a Director in Model Risk Management at Bank of America, responsible for the validation of mortgage models. Prior to joining Bank of America, she developed CCAR models for Retail and Wholesale portfolios at Wells Fargo, including foreign and energy portfolio models. Prior to joining Wells Fargo, Heather was an Associate Director of Quantitative Research at Moody’s Analytics where she served as technical lead for CCAR consulting projects. She also developed the models behind several products including CDS-Implied EDFs, the Qualitative Overlay template, and RiskCalc US Banks. Heather holds a PhD in Mathematics from Harvard University, a Masters in Financial Engineering from UC Berkeley, and a BS from the California Institute of Technology.

Ajeeth Sankaran

Ajeeth Sankaran
US Head, Model Risk


Ajeeth Sankaran will be presenting at the forthcoming Risk Americas Convention.


Kapil Vohra
Director, Head of Barclaycard IVU


Head of Barclaycard Model Validation team. He has over 12 years of experience in Credit Risk and strong track record in delivering risk management solutions. He has been part of Barclays for over 9 years and in this time has been responsible for delivery of many key regulatory projects across both UK and US. Since 2017 he heads Barclays US Retail Validation team and was responsible in delivery of first successful CCAR submission.  Prior to this role he was based in UK and was responsible for implementation of key regulatory projects including IFRS9 for UK Retail Bank and Basel Model Development

Peng Wu

Peng Wu
Director of Data Science, Head of Corporate Model Risk Management


Peng Wu is heading the Model Risk Function at PayPal, where he has global responsibilities to manage models risks in ML/AI applications, financial models, and credit underwriting models. Before joining PayPal, he was Senior Vice President of Model Development with Santander US Holdings. He previously worked as principal economist with Fannie Mae and held modeling leadership roles with GE Capital and Exelon. He received his Ph.D. in operations research from the University of California at Davis.

Xiaoling Yu

Xiaoling Yu
Director of Model Validation/SVP


Xiaoling (Sean) Yu is an SVP and Director of Model Validation at KeyBank, with 15 years of experience in the financial services industry in different quantitative modeling roles. His areas of functional expertise include Consumer and Commercial Credit Risk, Stress Testing, Allowance/Reserve, Capital Modeling, Fair Lending, AML, Risk Analytics, and Model Governance. Prior to Key, Sean was a Sr. Group Manager of Quantitative Analytics and Model Development in PNC Financial Service Group. He started his financial services career in National City Bank as a Sr. Capital Allocation Analyst after worked as a Research Consultant at the Center for Regional Economic Issues of Case Western Reserve University. Sean has a Ph.D. in Economics from Case Western Reserve University, and a Master in Management Science and a Bachelor in Industrial Economics from Tianjin University.

Katherine Zhang

Katherine Zhang
Managing Director
State Street


Katherine Zhang is a MD and the head of Integrated Analytics Team at State Street.  She is currently leading this centralized analytic team within ERM & Compliance to provide either quantitative analysis or model development services to all business units, and led the model validation team for three years after she joined State Street in 2015.

Prior to joining State Street, Katherine Zhang has 20+ years of experience in model risk management, either model development or model validation to support Basel II compliance, regulatory and economic capital, stress testing, allowance and pricing, and underwriting and equity/derivative trading experience in the early career. She worked for JPMorgan Chase and GE Capital before. Katherine Zhang is a graduate of University of Chicago with a MBA with concentration in analytics.

Oscar Zheng

Oscar Zheng
Head of Global Market Risk Model Validations
BNP Paribas


Oscar is currently the Head of Global Risk Model Validations at BNP Paribas USA. He has more than 10 year experience in the financial industry. First, he started his career with the risk neutral models for IRFX derivatives in Tokyo. Then, he moved to the market and counterparty risk models, first in London and then in Brussels. For his current role, he came to the US in 2016. His long-term engagement in the risk management across regions has led him to an extensive coverage of the trading risk management, capital regulations and model risk management principles.

Oscar, FRM holder, has a master’s degree from the French school – Mines ParisTech in the quantitative finance and executive engineering, on top of his degrees from the university Paris Sciences and Lettres.

For 2020, Risk Americas 2020 will feature a 5th stream, which will host a series of invite-only closed-door briefings. The briefings are not presentations, rather an opportunity to engage with like-minded professionals, where ‘Chatham House rules’ will apply. Briefings will be moderated by an industry professional, addressing critical challenges, and opportunities, but unlike presentations, the briefings are an occasion to engage with like-minded professionals. There will be board room style seating, with numbers of attendees limited to c. 20 attendees, and the briefings lasting for at least one hour. The Briefings will run in unison with Risk Americas, will be by invitation and first come, first served basis.

To register your interest please contact info@cefpro.com or at the time of your registration.


Reviewing the changing interest rate environment and impact on the economy and recession

Session details 

  • Impact from a societal perspective
  • How to make money in a negative rate environment
  • Hedging against the risk
  • Maintaining liquidity in a low rate environment

Moderated by:
Daniel Alamariu, ED, Head of US Country Risk, UBS


Defining the requirements surrounding ESG in a modern day financial institution

Moderated by:
Rosanna Pezzo-Brizio, Director, Investment Consulting Group, New York Life Investment Management


Discussing how current operational risk infrastructure in ready to handle the changing landscape in today’s environment

Session details 

  • What are the emerging risks that require resiliency?  (Geopolitical, Privacy, Regulatory, etc.)
  • Are companies utilizing an independent 3rd line of defense to identify gaps in resilience? Has this been an effective initiative?
  • What current KRI’s exist to monitor resiliency?
  • What do regulators think about resiliency and operational risk?

Moderated by:
Joshua Kotok, Chief Risk & Compliance Officer, First Savings


Highlighting the latest developments within AI and machine learning within model risk management


Discussing the key concerns within cyber risk and disruptive technology across the financial landscape

IBOR Forum Speakers
New York, NYC, March 14th 2016, Mr. Tom Wipf serves as Managing Director and Global Head of Bank Resource Management (BRM) for Morgan Stanley. Tom is interviewed by Yu Wong for a new digital piece on Morgan Stanley. Photography Christopher Lane/ Contently

Tom Wipf
Vice Chairman of Institutional Securities, Morgan Stanley / Vice Chairman

Chris Killian

Chris Killian
Managing Director, Securitization and Corporate Credit

Mark Cabana

Mark Cabana
Head of US Rates Strategy
Bank of America

Priya Misra

Priya Misra
Head of Global Rates Strategy
TD Securities

Xiaobo Liu

Xiaobo Liu
Head of Markets Model Validation / Managing Director, Corporate Model Risk Management
Wells Fargo

Josh Younger

Josh Younger
Managing Director
JP Morgan

8:15 Registration and breakfast

8:50 Chair’s opening remarks

Fireside Chat – ARRC
09:00 Discussing the ARRC’s progress to date and priorities going forward in the transition

  • Background: what progress has been made over the past 6 months?
  • Discussion of term SOFR
  • Direction of loan and bond markets
  • Discussion of legacy contracts
  • How will LIBOR end?
  • ARRC priorities for the next 12 months

Tom Wipf, Vice Chairman of Institutional Securities, Morgan Stanley  / Vice Chairman, ARRC

Global Rates – Panel Discussion
09:35 Exploring the variations in global rates and the challenges of adapting to multiple currencies

  • UK, US, Europe, Japan – SOFR, SONIA, ESTER & TONAR
  • Market adoption timelines
  • Liquidity in the various markets
  • Creating multi-currency products
  • Exposure to different benchmark rates
  • When will LIBOR officially end globally?
  • Managing volatility as we move closer to expiration

Gennadiy Goldberg, US Rates Strategy, TD Securities
Gaurav Shukla, Managing Director, Morgan Stanley

10:15 Morning refreshment break and networking

10:45 Reviewing the latest SOFR developments and the key market trends as firms prepare to move onto alternative rates

  • Development of other alternatives
  • Liquidity in the SOFR market
  • When will SOFR become a fully functioning index?
  • Switch from Fed funds to SOFR alignment discounting
  • Trading SOFR based products
    • Mortgages
    • Understanding use in cash products and loans

Mark Cabana, Head of US Rates Strategy, Bank of America

11:20 Assessing the current behaviour and future expectations of the derivatives market

  • Market liquidity
  • Direction of loan and bond markets
  • Transitioning derivatives to overnight rates
  • Managing uncleared and exotic derivatives
  • Handling swaptions and settlement
  • Hedging risk
  • Understanding cash flow needs and planning for payments

Josh Younger, Managing Director, JP Morgan

Term rate
11:55 Exploring the next steps and developments associated with the term rates

  • Regulatory developments
  • Liquidity in term rates
  • Industry approaches
  • Fixing term rate language
  • Term rate for future contracts
  • Challenges of reviewing models or assess investments in the future
  • Understanding the term rate options
  • Governance perspective

Sonali Das Theisen, Head of Fixed Income Market Structure and E-Trading, Bank of America

12:30 Lunch break and networking

Product Design & Pricing
1:30 Discussing the challenges of designing and pricing new products to be commercially viable

  • Approaches to pricing
  • Avoiding differences in old and new pricing
  • Economically viability vs charging too much
  • Additional charges
  • Cash products and cash loans
  • Compounding in arrears vs compounding in advance
  • Building capabilities in house vs vendors
  • Communicating differences

2:05 Understanding the changes to modelling requirements needed to facilitate transition

  • Modelling the impact of LIBOR on individual institutions and the wider industry
  • Adapting/changing models linked to LIBOR
    • Ability to handle the negative rates and different LIBOR components
  • Recalibrating correlations, volatility metrics and basis risk
  • Impact on the overall business
  • Reducing work load on model redevelopment

Xiaobo Liu, Head of Markets Model Validation/Managing Director, Corporate Model Risk Management, Wells Fargo

Documentation – Panel Discussion
2:40 Exploring the practical challenges and industry approaches of updating documentation and legacy contracts

  • Changing legal agreements and fall back language
  • When and how to convert legacy contracts?
    • Negotiating contract by contract
  • Ensuring third party terms have also been changed
  • Changing dynamic for cash products
  • On boarding clients to new contract terms
  • Managing variations in products and region

Chris Killian, Managing Director, Securitization and Corporate Credit, SIFMA
Alexis Pederson, Senior Company Counsel, Wells Fargo
Tess Virmani, Associate General Counsel & Executive Vice President, Public Policy, Loan Syndications & Trading Association
Priya Misra, Head of Global Rates Strategy, TD Securities

3:20 Afternoon refreshment break and networking

Technology & IT
3:50 Discussing the IT and technology needs to facilitate transition and trade new products

  • Using innovation to facilitate the swapping/changing of terms
  • Platforms to reduce exposure
  • Approaches from larger and smaller firms
  • Complications of re-booking trades
  • Developing internal tools vs using vendors
    • Ensuring vendors can deliver
  • Having solutions available come the day of transition
  • Combining IBOR teams and IT departments

Implementation Challenges
4:25 Understanding the operational and internal implications associated with the removal of LIBOR

  • Internal coverage of documentation, contracts and products
  • Potential treasury related issues of SOFR issuance
  • System readiness – Adapting systems to the new rate
  • Governance on end user impacts – Answering client questions
  • Legal obstacles of amending contracts

Sheryl King, Advisor, Bank of Canada

5:00 Chair’s closing remarks & End of Forum

Vivek Kohli 2016 06-09 copy

Vivek Kohli
Director, Emerging Payments Technology
BNY Mellon

Tibor Bartels _ING_Sept2019 (2) copy

Tibor Bartels
Head of Transaction Services Americas

JonPrendergast copy

Jonathan Prendergast
Head of Payment Strategy
TD Bank

Walter Delacruz

Walter Delacruz
US/Americas Regional Data Privacy Officer
Deutsche Bank

Sabeena Liconte

Sabeena Ahmed Liconte
Deputy Chief Operating Officer & Chief Legal Officer
BOC International Holdings Inc., a member of the Bank of China Group

Jim Maimone

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

8:15 Registration and breakfast

8:50 Chair’s opening remarks

09:00 Reviewing the evolution and changing nature of the payments landscape and future expectations

  • International developments
  • Variety of payment types
  • Offerings from non-financial institutions
  • Impacts of changing legislation – PSD2, Basel 4
  • Global variations in ISO2022
  • Regulatory guidance
  • Expectations around customer experience

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

09:40 Transformation across the industry and adoption of faster/real time payment methods

  • Approaches and tools to develop faster payments
    • Automation, FinTech, Vendors
    • Anomaly detection software
  • Increasing volume and encouraging customer adoption
  • Having visibility across different jurisdictions
  • Mobile devices
  • Catering for generational needs and improving customer service
  • Ensuring efficient oversight of the associated risks
  • Risk of not preparing now
  • Applicability to smaller firms

Jonathan Prendergast, Head of Payment Strategy, TD Bank

10:20 Exploring the latest developments within the digitization of cash and the applications in DLT/ Blockchain

  • Where is the digital world going? – International trends
  • Creating an ecosystem which works in the digital works
  • Regulatory perspective
  • Experimentation within the industry
  • Digital settlement assets – what to expect?
  • How to control money supply, AML, KYC and sanctions
  • Avoiding manipulation of the system – limiting access
  • Avoiding volatility
  • Interaction with other areas of the business – liquidity, balance sheet

Vivek Kohli, Treasury Services Emerging Technology Head, BNY Mellon

11:10 Morning refreshment break and networking

11:40 Discussing some of the challenges and opportunities associated with centralization

  • Centralization trends – shared service centres
    • Implications of moving operations to a single location
  • IT challenges
  • New product developments – virtual accounts
  • Working capital optimization
  • Fraud prevention

Fulco Werner, Director, Transaction Services Sales, ING Bank NV

12:20 Retaining customers in a competitive landscape and developing effective produce and platform offerings

  • New generations and feelings toward brand loyalty
    • Willingness to switch
  • Correlation between product offering and client retention
  • Developing diversity in payment methods to target customers
  • Creating platforms and apps which incorporate all areas – Zillow, Auto Trader
    • Increased data on customer behaviour
  • KYC – Understanding which platforms suit your customer needs

1:00 Lunch break and networking

2:00 Managing increased diversity of threats of fraudulent activity as the industry moves towards faster payments

  • New ways of money movement
  • Bank Secrecy Act (BSA) and Anti-Money Laundering (AML)
  • Push payment fraud
  • Regulatory expectation – Keeping up with the pace of change
  • Ensuring efficient risk management with changing payment types
    • Monitoring, process and controls
  • Collaboration from risk, payment and fraud teams
  • Technology to assist in fraud management

Sabeena Liconte, Chief Legal Officer & Chief Compliance Officer, Bank of China

2:40 Continuing the discussion on fraudulent activity and latest trends within the industry

Walter Delacruz, US/Americas Regional Data Privacy Officer, Deutsche Bank

3:20 Afternoon refreshment break and networking

3:50 Discussing the world of Blockchain and the future of crypto currency

  • Reluctance to take bitcoin assets
  • Future development of crypto
  • Financial sector concerns on trust
  • Criminal uses
  • Uses of Blockchain in other industries

Lynne Marlor, CEO and Founder, Transformational Strategies, LLC

4:30 Understanding the influences of FinTechs on the payments industry and the impact on traditional financial institutions

  • Disintermediation of the industry
  • Understanding your business model – Compete or partner
  • FinTechs lack of brand recognition and trustworthiness
  • Partnering and integrating market solutions
    • Identifying a strategic partner which merges with your needs
  • Savings apps – Financial education of younger customers
  • Financial institutions of the future – Amazon, Apple

Tibor Bartels, Head of Transaction Services Americas, ING

5:10 Chair’s Closing Remarks & End of Forum


Ample networking opportunities are available throughout the two days; breakfast, lunch and refreshments will also be served across both days to allow for further discussion and networking. Further discussion and debate is encouraged at our Briefings and Drinks Reception.

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.

Closed Door Briefings

New for 2020, we will be hosting closed door briefings where select professionals will debate key industry trends. In an informal and relaxed environment topics such as cyber risk, interest rate risk, ESG and more will be discussed.

Drinks Reception

Immediately following the end of day one, there will be a drinks reception to wrap up the first day. Unwind in a more informal setting with drinks and canapés to carry on the day’s discussions with colleagues and peers.


Be sure to bring a cell phone, tablet or laptop to make the most of our technology benefits at the event. Attendees can interact through electronic devices with moderators, panelists and presenters by sending questions related to the session.

How leaders foster an inclusive culture

A quick look back at Risk Americas 2019

Interview with Model Risk Director of Arvest Bank

21st February 2020

Building resilience principles into operational risk to maintain critical services

By Melissa Mellen, Officer and Department Head of Policy, Analytics and Vendor Strategy, Federal Reserve Bank of New York
19th February 2020
James Bone

Positioning and evolving privacy programs to account for different programs across jurisdictions

By James Bone, Lecturer in Discipline, ERM, Columbia University’s School of Professional studies ERM Program
17th February 2020
Roderick A Powell

Best practices for validating machine learning models

By Roderick A Powell, SVP, Head of Model Risk Management, Ameris Bank
17th February 2020
Heather Russel

Incorporating model risk management principles across lines of business and risk

By Heather Russell, Director Model Risk Management, Bank of America
14th February 2020
Bill Coen

Has regulation gone too far or is there still more to be done?

By Bill Coen, Former Secretary General, Basel Committee on Banking Supervision
12th February 2020
Daniel Hoyt - Head of Model Validation

Definition and classification of a model under the global guidelines and treatments across the institution

By Daniel Hoyt, Head of Model Validation, Euroclear
12th February 2020
Nison Nagdimov

Changing culture to incentivize and promote good conduct

By Nison Nagdimov, Senior Operational Risk Manager, Citi
27th January 2020

Risk Americas – How can risk managers be more efficient?

22nd January 2020

CeFPro Webinar – Global collaborative efforts for mitigating financial crime – Identifying key challenges and developing comprehensive solutions

17th January 2020

Research survey: Basel IV Readiness – How prepared is your firm?

2nd January 2020

Global research survey: Technology risk in financial services

12th December 2019

CeFPro Webinar – Implementing strong customer authentication – Customer’s journey and Merchant readiness

22nd October 2019

Improving third party risk management programs to optimize operations

21st October 2019

Integration of stress testing with financial planning and driving strategic decisions

By Venkat Iyer, Director of PPNR Forecasting, Santander The insights in this article are not necessarily representative of Santander
21st October 2019

How to leverage stress testing for strategic and competitive advantage

By Ty Lambert, Chief Data Analytics Officer, BancorpSouth
21st October 2019

Presentation: CECL for Municipals: PD and LGD Approach

18th October 2019

CeFPro Webinar – CECL delay opens window of opportunity for strategic risk process improvements

10th October 2019

Model risk management in CECL

4th October 2019

CECL model implementation and execution: 1st line model validation / risk management and running alongside stress tests in a cohesive framework

By Michael Jacobs, Lead Quantitative Analytics and Modeling Expert, PNC
1st October 2019

CeFPro Webinar – Model Risk: Where will innovation take us and what challenges are ahead?

27th September 2019

CeFPro Webinar – Business Value: Risk culture, lines of defense and emerging risks


DataRobot is the leader in enterprise AI, delivering trusted AI technology and ROI enablement services to global enterprises competing in today’s Intelligence Revolution. DataRobot’s enterprise AI platform democratizes data science with end-to-end automation for building, deploying, and managing machine learning models. This platform maximizes business value by delivering AI at scale and continuously optimizing performance over time. The company’s proven combination of cutting edge software and world-class AI implementation, training, and support services, empowers any organization – regardless of size, industry, or resources – to drive better business outcomes with AI. Learn more at datarobot.com.


Quantitative Risk Management (QRM) is the world’s premier enterprise risk management consulting firm. QRM develops industry-leading risk management principles, practices, and models, and provides clients with the advice, knowledge, and tools necessary to leverage those innovations into higher risk-adjusted returns. Since 1987, we have partnered with our clients to enhance their ability to measure risk, identify profitable opportunities, and make sound financial decisions. With offices in Chicago, London, and Singapore, QRM has established over 250 long-term engagements with top financial institutions from the banking, finance, and insurance industries worldwide.

Risk Dynamics

Risk Dynamics is the world’s leading Model Validation and Model Risk Management specialist. We have a global footprint with offices in London, Paris, Brussels, New York, Boston, Gurgaon and Beijing. Risk Dynamics is part of McKinsey & Company.

Risk Dynamics works closely with banks, insurers, asset managers and CCPs to design, embed and execute best practice Model Risk Management. Our work covers all aspects of MRM from the fundamental governance setup, through detailed policy implementation and regulatory remediation, to the delivery of high-quality independent Model Validation.

Our long-established track record in independent validation includes complex models, new model types and techniques (compliance, AML, AI and machine learning), critical regulatory exercises and large-scale external validation support. We also support a range of non-financial corporates across industry sectors as diverse as energy, pharmaceuticals and telecoms to help them manage the risk from their rapidly expanding portfolios of analytics.

Our team of 100+ quantitative experts (PhDs, actuaries, former supervisors and business consultants) have delivered 1,000+ model-related projects. Thanks to this unique blend of technical expertise, regulatory knowledge and industry experience, we are well equipped to tailor our services to meet individual client needs.


At Apttus, we help companies modernize their revenue and legal operations for the digital economy. We created, continue to move, and lead a space called the Middle Office, which houses the most important processes for any enterprise organization – revenue generation and management of commercial relationships.

What is Apttus Contract Management?
Apttus Contract Lifecycle Management brings speed, visibility and control to the contract management process, so that your agreements become a strategic advantage instead of a cost center. Apttus is the contract management leader, trusted by more than 70 Fortune 500 companies and used by more than one million users across the globe. Apttus Contract Lifecycle Management is part of the seamless suite of Apttus Quote-to-Cash applications.

With Apttus, organizations get an end-to-end Quote-to-Cash solution that streamlines all Middle Office business processes, eliminates manual tasks, keeps all stakeholders informed, collapses sales and contract cycle times, reduces risk, and ultimately maximizes revenue yield.
Analysts rank Apttus as the global gold standard for Quote-to-Cash (QTC) and Contract Lifecycle Management (CLM) solutions and customers include hundreds of the world’s Global 2000. Apttus is a US, Silicon Valley-based global provider.


ClusterSeven is a global provider of strategic Spreadsheet Management software. Our market-leading suite of products provide a governance platform for a firm’s spreadsheets, user-built databases and modelling tools. The ClusterSeven suite provides transparency around spreadsheet activity, enables the capture of an inventory of spreadsheets as well as facilitates a full audit trail of changes to the key spreadsheets and databases in the inventory.

The suite provides businesses and their control functions full confidence in the integrity of their firm’s spreadsheet data, while also offering substantial savings on the time and resources used to check data processes and accuracy.

MAT- Mirai ALM Tool

MAT is a new generation ALM tool that leans on state-of-the-art technologies with the goal of evolving the balance sheet management to a new paradigm. MAT is not just a calculation engine, it engloves the three components of a traditional architecture – Data loading, calculation engine and advanced reporting – allowing the user to devote more time in analyzing the data instead of its generation. MAT is not just a management tool, it has been developed in order to cover both the management and regulatory requirements for interest rate risk and liquidity risk.
Because of the technologies involved, MAT is able to load and compute the data at the contract level. It incorporates an advanced set of dynamic reports ready for use as Repricing Gap, Sensitivity Analysis for NII and MVE, Survival Horizon and Liquidity Gap, LCR, NSFR among others but also to create as many reports as the user wants
through a powerful web reporting design.
MAT is a tool that offers some innovative functionalities such as: ALCO simulations, self-calibrated new business, manual entries module, MAT is available on mobile devices, cloud solution, data analytics module, etc.

MAT, rethinking the ALM.

Kamakura Corporation

Founded in 1990, Honolulu-based Kamakura Corporation is a leading provider of risk management information, processing, and software. Kamakura was recognized as a category leader in the Chartis Report, Technology Solutions for Credit Risk 2.0 2018. Kamakura was named to the World Finance 100 by the editor and readers of World Finance magazine in 2017, 2016 and 2012. In 2010, Kamakura was the only vendor to win two Credit Magazine innovation awards. Kamakura Risk Manager, first sold commercially in 1993 and now in version 10.1, is the first enterprise risk management system for users focused on credit risk, asset and liability management, market risk, stress testing, liquidity risk, counterparty credit risk, and capital allocation from a single software solution. The KRIS public firm default service was launched in 2002. The KRIS sovereign default service, the world’s first, was launched in 2008, and the KRIS non-public firm default service was offered beginning in 2011. Kamakura added its U.S. Bank default probability service in 2014. The Kamakura Troubled Company Index® measures the percentage of 40,575 public firms in 76 countries that have an annualized one- month default risk of over one percent. Its risk management products have been used in 49 countries.


OneTrust Vendorpedia™ is the largest and most widely used technology platform to operationalize third party risk, security, and privacy management. More than 5,000 customers of all sizes use OneTrust, which is powered by 75 awarded patents, to offer the most depth and breadth of any third party risk, security, and privacy solution in the market. OneTrust Vendorpedia is purpose-built software designed to help organizations manage vendor relationships with confidence and integrates seamlessly with the entire OneTrust platform, including – OneTrust Privacy, OneTrust GRC, OneTrust DataGuidance™, and OneTrust PreferenceChoice™.

To learn more, visit vendorpedia.com or connect on LinkedIn, Twitter and Facebook.

Strategic Risk Associates

Strategic Risk Associates (SRA) is national risk software and consulting firm, specializing in financial services industry. SRA delivers Executive and Board Risk Intelligence through its ERM Watchtower software, which is utilized by leading financial services organization. Product and Services include: Enterprise Risk Management; Board Risk Training, Merger and Acquisition Services; Bank Integration; Credit Risk Management including Loan Reviews, Stress Testing, Credit Training, and Process Improvements; Strategic Plans, Capital Plan, Capital Stress Testing and Risk Function Reengineering and Best Practices.


– We provide investors access to yield-enhancement and hedging opportunities in the options market.

– Our insights based on experience and active research and our customized technology applications are applied to pursue client’s goals​.

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 N.V. (AEX: WKL) is a global leader in information services and solutions for professionals in the health, tax and accounting, risk and compliance, finance and legal sectors. Wolters Kluwer reported 2017 annual revenues of €4.4 billion. The company, headquartered in Alphen aan den Rijn, the Netherlands, serves customers in over 180 countries, maintains operations in over 40 countries and employs 19,000 people worldwide.


No matter what role risk plays in your organization, SAS has proven methodologies and practices to help you meet regulatory demands with confidence. Our high-powered analytics empowers users to increase efficiency, transparency and profitability. Risk is at the core of banking, and SAS’ seamless risk framework enables a risk-aware culture and optimizes capital and liquidity. How do we know? SAS® provides award-winning risk management to customers globally. Learn all the ways SAS transforms risk at sas.com/risk.



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.


How can your organization benefit from a CeFPro partnership?

Marriott Downtown, 85 West St, New York, NY 10006 USA


We have secured a $369++ accommodation rate for you to stay at the hotel. Please note there is limited availability and we suggest you book your accommodation as soon as possible, this is also based on a first come first served basis with the rates and any remaining rooms expiring on April 25, 2020.

To book your room at the Marriott Downtown, please click here.

Earn up to 21 CPE Credits. 14 CPE Credits for the Main Convention and up to 7 CPE Credits for each Forum.

  • 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

Attendees can earn up to 14 CPE Credits for the Main Convention (May 12-13) and up to 7 CPE Credits for each Forum (May 11).

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.

Are there any rules on the dress code?

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

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

We offer incentives for ‘early bird’ registrants of the Convention, as outlined on our pricing structure. Registration includes breakfast, refreshment breaks, lunches, full access to the sessions and exhibition area. Presentations from sessions are also available, subject to speaker approval.

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 breakfast, lunch and refreshment be provided?

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

Will there be opportunities to network with other attendees?

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

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

Certainly! We are pleased to offer you a 50% discount on the third registration or provide a fifth registration for free. If you would like to register more than five colleagues please contact us on +1 888 677 7007 or email amy.greene@cefpro.com

Please note:

  • Registrations must be made at the same time
  • Registrations must come from the organisation
  • The lowest registration will be discounted
Are there opportunities to share my thought-leadership at 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 amy.greene@cefpro.com or call +1 888 677 7007

Representing a financial institution or government body – (E.g. Bank, Insurance company, Asset Manager, Regulator)


Registrations Before February 21


Registrations Before March 27


Registrations Before April 24


Registrations After April 24

1 Pre-Event Forum
May 11


SAVE $300


SAVE $200


SAVE $100


Risk Americas Main Event
May 12-13


SAVE $900


SAVE $700


SAVE $500


1 Pre-Event Forum and Main Event
May 11-13


SAVE $1,200


SAVE $900


SAVE $600


Representing an Information/Service Provider (Eg: Consultant, Vendor, Executive Search Firm, Law Firm)


Registrations Before February 21


Registrations Before March 27


Registrations Before April 24


Registrations After April 24

1 Pre-Event Forum
May 11


SAVE $300


SAVE $200


SAVE $100


Risk Americas Main Event
May 12-13


SAVE $500


SAVE $400


SAVE $200


1 Pre-Event Forum and Main Event
May 11-13


SAVE $800


SAVE $600


SAVE $300


Group rates are available for 3 or more attendees from the same organisation, when registering at the same time. The current rate allows:
Every third colleague to come along for half price
A fifth colleague to attend for free!


Simply email us with your e-signature
we will do the rest for you!

We only need your:
Full name
Job title
Company & address
Contact number


Call us on +1 888 677 7007 or +44 (0) 20 7164 6582



Connect With Us