6th Annual Risk Americas 2017

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6th Annual Risk Americas Convention

America’s leading and premier risk and regulation Convention returns to the New York Hilton Midtown over four days featuring Pre-Convention Masterclasses on May 22, the two-day main Convention across May 23-24, and Post-Convention Masterclasses on May 25. If you would like to register, or for further information, contact the Center for Financial Professionals today on info@cefpro.com | +1 888 677 7007.

Convention Highlights

CRO Keynote Sessions | Four Focused Streams | Pre & Post Masterclasses | Networking Opportunities

Hear from over 80 CROs and Heads of Risk Including

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CRO Keynote Sessions

ROLE OF THE CRO: REGULATORY CHANGE
A range of CROs from different institutions review the impact of changing regulation and the impact on their role

REGULATORY AGENDA FOR 2017
A range of industry leaders from a diverse range of institutions to review the role of the CRO, the impact of changing regulation and differences across different sized institutions

RISK CULTURE, CONDUCT AND ACCOUNTABILITY
Prudential’s Group CRO discusses the topical agenda around conduct, culture and accountability and shares his experience

FUTURE ROLE OF THE CRO
This second discussion will review how the role of the CRO is evolving alongside technological advances and internal restructuring

Four Streams Across Both Days

Stream One: The Future of Risk Management

Future of risk management
CECL
Regulatory Reform
Risk Management in the age of volatility
FinTech
Machine Learning
Technology
Emerging Risks

Stream Two: Stress Testing & Model Risk

CCAR for New Filers
Quant Methods
SR15-18 & SR15-19
Scenario Design
BAU
Model Risk Management
Internal Audit
Economic Capital
PPNR

View Day One

Stream Three: Liquidity Risk & Funding

EPS
NSFR
5G Reporting
Intraday Liquidity
CCAR
Horizontal Review
Recovery & Resolution
Role of Audit
FTP

View Day Two

Stream Four: ERM & Operational Risk

Regulatory Change
RCSA
Accountability
Reputational Risk
Fraud
Risk & Compliance
Vendor Risk
Cyber
GRC

Pre-Convention Masterclasses | May 22

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Integrated credit modelling from CCAR to CECL

SOLD OUT in 2016, due to the interactive nature of this class, seats will be strictly limited, reserve your place today to avoid disappointment. The Masterclass looks to provide in depth understanding of credit modelling, reviewing both an overview of strategies and deep diving on specific challenges.

Soner tunay

Led by: Soner Tunay, EVP, Director of Risk Analytics, Citizens Bank

Supercharging your ERM Program

This interactive masterclass will provide a historical understanding of ERM going back to the crisis and in depth discussions and exercised around ERM advanced framework, value proposition, maturity model and connection to driving business results. The leader brings a wealth of experience and expertise from a range of institutions.

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Led by: Craig Spielmann, Global Head of Enterprise Risk Management Strategy, First Data

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Post-Convention Masterclasses | May 25

Model Risk Governance and Validation Best Practices

Jon Hill

Led by: Jon Hill, MD, Global Head of Model Risk Governance, Credit Suisse

Due to popular demand the Model Risk Masterclass will return for 2017 alongside guest speakers to provide a broader spectrum of insight and knowledge.

Guest Speakers
Agus Sudjianto, EVP, MD, Head of Corporate Model Risk, Wells Fargo Bank
Julian Phillips, Chief Model Risk Officer, GE Capital
Mervyn Naidoo, Chief Operating Officer, Market Analytics, Morgan Stanley

Fraud Management

Dalit Stern

Led By: Dalit Stern, Director, Enterprise Risk Management, TIAA

 

 

This interactive and practical Masterclass will focus on key elements and common challenges associated with the execution of a sound fraud management program.  These challenges, unless adequately addressed may cast a shadow on the best intentions of financial crime professionals to “get it right.”

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Nicholas Silitch

Nich Silitch Head Shot

Group CRO


Prudential Financial

Mervyn Naidoo

Mervyn-N-2

Chief Operating Officer for Risk Analytics


Morgan Stanley

Yury S. Dubrovsky

Yury Dubrovsky

CRO


Lazard ltd.

Brian Goldman

male

CRO, Operations


Goldman Sachs

Matthew Macia

MatthewMacia

CRO


TIAA

Bogie Ozdemir

Bogie

Executive Vice President & Chief Risk Officer


Canadian Western Bank

Dale Cochran

DaleCochran

CRO


USAA Bank

Paul A. Marchetti

Paul

Chief Risk Officer & Chief Credit Officer


BankNewport

Jay Cook

Jay Cooke

CRO


Lloyds Banking Group

Lori Evangel

Lori

CRO


Genworth Financial

Anthony Peccia

AnthonyPeccia

CRO


Citibank Canada

Oliver Jakob

Oliver

International CRO


Mitsubishi UFJ Securities

If you register for the Pre-Congress Masterclass AND the main Congress at the same time, you will save $100 off the total rate.

Integrated Credit Modeling: From CCAR to CECL

Taking place May 22, New York Hilton Midtown, Avenue of the Americas.

Hear from and network with Soner Tunay, Head of Risk Analytics, EVP, Citizens Bank who will be leading the masterclass.

LIMITED SEATS AVAILABLE: 2016 scenario workshop sold out! Due to the interactive nature of the event, seats are strictly limited; reserve your seat early to avoid disappointment.

Registration will open at 8:15am. The Masterclass will commence at 9:00am and conclude at 5pm. There will be adequate time for refreshments midmorning and midafternoon, as well as lunch. There will be a combination of presentations and case studies throughout the day alongside real world examples. Participants are encouraged to ask questions and exchange experiences with the instructor and other participants. To allow for interaction and debate, seats are limited. To avoid disappointment, reserve your seat here.

View the Agenda

May 22


Review of CCAR
  • Learning from the last 5 years of CCAR; evolution of models, loss forecasts, capital ratios and regulatory feedback
  • Evolution of CCAR and comparison to Basel II
  • Comparison of results, across the banks and across time
  • CCAR scenario selection and development
  • Bank-wide application of CCAR – A simulation exercise
Introduction to CECL from modeling point of view
  • The life of loan concept and implications for models and scenario design
Modeling Consumer products
  • Basel-era models
  • Evolution from Basel to CCAR
  • Leveraging CCAR and Basel II models for CECL
Modeling Commercial products
  • Use of Basel models in CCAR
  • More advanced CCAR-centric models – Case study of CRE modeling
  • Connecting Basel and CCAR to CECL
Introduction to PPNR
  • Basic concepts
  • Complexity of PPNR explained
  • Identifying and modeling major drivers of PPNR
Integration of PPNR and Credit models
  • Interaction of balance, yield and credit forecasts
  • An illustration of integrated modeling framework
About the Leader:

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

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

Soner-Tunay

Supercharging Your ERM Program

Taking place May 22, New York Hilton Midtown, Avenue of the Americas.

Hear from and network with Craig Spielmann, Global Head of Enterprise Risk Management Strategy, First Data who will be leading the masterclass.

A walkthrough of ERM processes leading up to and during the financial crisis and how the function has evolved, hear practical examples, case studies and experiences from the course leader alongside interactive group activities to provide an in depth understanding of the objectives, processes and requirements for an effective ERM framework.

  • ERM & The Financial Crisis
  • ERM Advanced Framework
  • ERM Value Proposition
  • ERM Maturity Model
  • ERM Connection to Driving Business results
View the Agenda

May 22


Introduction
  • Icebreaker
ERM Defined
  • Opportunities and Challenges
  • Evaluating your ERM function as a business
  • Developing a perspective on product and services and value they bring
ERM’s Lesson Learned in the Financial Crisis
  • Major Causes
  • Culture &  Behavior
  • Role of Compensation
Frameworks & Tools – Quick Review
  • RCSA, Scenario Analysis, Internal & External Loss Data, Issue Management, Risk Appetite, Culture , Philosophy
Evaluating your ERM function as a business
  • Developing a perspective on ERM’s product and services and value they bring to the business
Define  ERM’s Place in the organization and master the below Major Processes such as:
  • Business Strategy Management
  • Compensation Management
  • Client Relationship Management
  • Regulatory Management
  • Technology Management
Staffing 
  • Capabilities , Required Skills and Career Path
Work shop to Super Charge your ERM team
Conclusions  

1.Build an ERM function that will effectively compete for funding.

2.Create a point of view on of major processes that drive successful firms and business.

3.Learn to evaluate your ERM function as a business.

4.Gain an understanding of the financial crisis to guide businesses through normal and stressed conditions.

5.Identify the products and services that are value added to the businesses.

6.Build your conceptual view of an ideal ERM team.

7.Develop your sense of linking business goals through a strategic business perspective.

8.Create a view of the best skills and expertise to staff a successful ERM function.

9.Working with others, develop your own game plan for “Super Charging” your ERM function.

About the Leader:

Craig has over 30 years of governance, enterprise risk management, business development, technology and audit experience gained from working with the world’s top institutions (First Data, RBS, Citigroup, J.P. Morgan, Dean Witter, & Merrill Lynch). Currently, Craig is Head of Enterprise Risk Management Strategy at First Data and is also the CEO & Founder of RiskTao, LLC which specializes in Enterprise Risk Management training.

Prior to these roles, Craig was RBS’s Global Head of Operational Risk Systems & Analytics and was responsible for providing strategic direction and oversight. In addition, Craig was Head of Operational Risk Management for RBS – Americas where he was responsible for driving the buildout of Americas ORM practice, Compensation Initiative, 2nd line challenge and managing regulatory relationships. In addition, Craig co-chaired the Americas Compliance and Operational Risk Committee and represented ORM on several domestic and international senior risk committees.

Craig

Day One | May 23

07:45 Registration, breakfast and exhibition opens

08:40 Center for Financial Professionals welcome

08:50 Chair’s opening remarks

KEYNOTE SESSIONS

Chair: Charles Richard, Senior Vice President, Quantitative Risk Management

09:00 Role of the CRO in a changing regulatory environment

The Center for Financial Professionals have procured a range of industry leaders from a diverse range of institutions to review the role of the CRO,
the impact of changing regulation and differences across different sized institutions

Paul Marchetti, CRO, BankNewport
Jay Cook, CRO, Lloyds Banking Group

09:40 Reviewing the regulatory agenda for 2017 amidst political and economic change

Matthew Macia, Bank CRO, TIAA
Phil Masquelette, CRO, Ulster Savings Bank
Anthony Peccia, CRO, Citibank Canada

10:20 Morning refreshment break & networking

Stream One:
The Future of Risk Management

Chair: Severino Renna, Executive Director, MSCI

Stream Two:
Stress Testing and Model Risk

Chair: David Risdon, Senior Managing Director, Special opportunities Group, Cushman & Wakefield

Stream Three:
Liquidity Risk and Funding

Chair: Pete Gilchrist, Executive Vice President, Novantas

Stream Four:
ERM and Operational Risk

Chair: Ladd Muzzy, Principal, Nasdaq BWise

PANEL DISCUSSION
10:50 Risk management of the future: The road ahead for risk managers

  • Technology and regulatory advances
  • Internal structure
  • The role of the bank in 2030
  • The evolution of risk management as a function: How to prepare

Paul Marchetti, CRO, BankNewport
David D’Amico, Regulatory Compliance Risk Management, Wells Fargo
Bogie Ozdemir, CRO, Canadian Western Bank

PANEL DISCUSSION
10:50 Overview of CCAR for new filers with new European wave for 2017

  • Lessons learnt from those that have been through it
  • Dealing with unexpected shocks as seen with negative rates and shocks
  • Validating CCAR size shocks
  • Implications of EPS

Vikrant Pradhan, ED, Regulatory Capital Management Office, JP Morgan Chase
Omer Samikoglu, Director, CIT Bank

 

PANEL DISCUSSION
10:50 Incorporating liquidity risk regulatory requirements into one unified process for strategic integration

  • Regulatory agenda
    • LCR, NSFR, EPS, CLAR
  • Collating results and using for strategic decisions
  • Tactical vs. strategic resolutions

Bart Everaert, Market Manager, Risk and Finance, Wolters Kluwer
Stephanie Weiss, MD, Treasurer, Mizuho Securities
Ed Young, Senior Director, Moody’s Analytics

PANEL DISCUSSION
10:50 Regulatory change: Where are we now, what has changed and the implications

  • Operational risk regulatory agenda
  • System infrastructure to support historical and future changes
  • Adaptability of internal frameworks
  • The road ahead

Arnaud Roux de Bezieux, CRO, Rabobank
Philip Gledhill, Supervising Examiner Enterprise Risk Supervision, Federal Reserve Bank of New York
Paul Barkan, CRO, Newtown Savings Bank

CECL DOUBLE SESSION
11:35 CECL challenges, methodologies and implication

  • Interpreting the new standard
  • Methodological approaches
  • Leveraging stress testing methodologies for CECL
  • Potential implications and unintended consequences

Stevan Maglic, SVP, Head of Quantitative Risk Analytics, Regions Bank
Anna Krayn, Senior Director and Team Lead, Capital Stress Testing Business Development, Moody’s Analytics

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11:35 Industry overview of quantitative methods and frustrations

  • Meeting model requirements
  • Expectations from regulators
  • Documenting and recording overlays
  • Quant methods in stress testing: tried and tested

Arnisa Abazi, Director, Credit and Operation Risk Analytics, Citi

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11:35 
Liquidity risk governance: Establishing management, measurement, and compliance processes for efficiency and effectiveness

  • Articulate liquidity objectives in the bank’s risk appetite to foster board and management involvement and set appropriate parameters
  • Liquidity measurement challenges; triangulation needed to project liquidity in stable and stressed environments using internal and industry data
  • Incorporate liquidity into funds transfer pricing that feeds key decision metrics as part of an overall balance sheet optimization process
  • Integrate liquidity measurements—stable and stressed—into an overall treasury ecosystem for efficiency and effectiveness

Steve Turner, Managing Director, Novantas

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11:35 Incorporating a more integrated GRC framework and reviewing best practice

  • Best practice of GRC solution implementation
  • Warning signs
  • Application in practice
  • Available technology
  • Managing data

Mihir Trivedi, Director, Operational Risk, Nuveen


CECL DOUBLE SESSION CONTINUED
12:10 
CECL challenges, methodologies and implications

  • Interpreting the new standard
  • Methodological approaches
  • Leveraging stress testing methodologies for CECL
  • Potential implications and unintended consequences

Stevan Maglic, SVP, Head of Quantitative Risk Analytics, Regions Bank
Anna Krayn, Senior Director and Team Lead, Capital Stress Testing Business Development, Moody’s Analytics

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12:10 Model risk management as an integral aspect of stress testing

  • Managing timeline and schedule from model inventory to model usage and oversight
  • Leading practice for modeling credit and PPNR
  • Model validation coverage
  • Managing model risk including model connectedness
  • Model overlay

Agus Sudjianto, EVP, Head of Corporate Model Risk, Wells Fargo

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12:10 Regulatory liquidity reporting under 5G and integrating into current systems

  • System integration
  • Regulatory reporting vs. internal needs
  • What can be done with the data collected
  • Using data in a more efficient way

Don Mumma, Managing Director, AxiomSL 

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12:10 Reviewing risk framework requirements and moving towards operational risk being raised to an equal visibility as credit and market risk

  • Enterprise risk management framework
    • Definitions
    • Categories of risk (financial/non-financial)
    • Three lines of defense
  • Responsibilities
  • Risk management tools

Ellen McCarthy, EVP, CRO & CCO, Former AST

12:45 Lunch break and luncheon roundtable discussions

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CECL
2:00 Forecasting the future: An overview of CECL and future predictions

  • To what extent is CECL on the radar
  • Data requirements
  • Bringing together risk and finance
  • Documentation and Disclosures
  • Communicating ECL in a volatile new world

Will Newcomer, Vice President Strategy and Market Management, Finance, Risk and Reporting, Wolters Kluwer

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2:00 Effective challenge – Beyond the validation

  • Validating financial and operational risk models
  • Executing an effective challenge framework
  • Lines of defense
  • Effective challenge process, common impediments and pitfalls to avoid
  • Strategic benefits

Michael R. Guglielmo, Managing Director, Darling Consulting Group
Sam Chen,
 Quantitative Consultant, Darling Consulting Group


2:00 Lines of defense for liquidity

  • Parameters outside of risk appetite
  • Differences between front office and second line
  • Challenging 1st line
  • Communication, governance and documentation

Andrew Auslander, Head of Risk Governance and Disclosure, AIG

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2:00 Leveraging RCSAs to promote a strong first line risk culture

  • Requirements vs. enhancements
  • Driving right behaviors through cultural changes and incentivizing
  • Identifying culture defects and reviewing internally

Craig Lane, Director, Chief Risk Office, USAA

PANEL DISCUSSION
2:35 Setting the foundation: Data strategies across the industry in preparation for future regulation

  • Collecting documentable loss history
  • Collecting contributing factors to losses
  • Exacerbating problems down the road
  • Data beyond regulatory compliance

Rob Lee, Executive Director, AxiomSL
Jorge L Fonseca,
Head of CCAR End to End Stress Testing Controls, HSBC North American Holdings

PANEL DISCUSSION
2:35 Designing an integrated stress testing framework and combining risk framework for better efficiency

  • Combining frameworks: Operational risk, liquidity risk, market risk, credit risk
  • Industry experience
  • Developing an integrated framework

Lori Evangel, CRO, Genworth Financial
Tae Kang, SVP, Lead CCAR Enterprise Review and Challenge, HSBC

PANEL DISCUSSION
2:35 Independent liquidity risk as a second line function: Controls and accountability

  • Parameters outside of risk appetite
  • Differences between front office and second line
  • Challenging 1st line
  • Communication, governance and documentation

Elizabeth Hughes, Director, Risk Governance Validation, MUFG Union Bank
Daniel Gutierrez,
Officer, Funding and Liquidity, Federal Reserve Bank of New York

PANEL DISCUSSION
2:35 Risk and control self assessment: Moving away from a check box exercise to a more targeted approach

  • Un-complicating the process
  • Building one common vision
  • Alignment between op risk, compliance and audit

Brian Goldman, CRO, Operations, Goldman Sachs
Nicholas Diieso, VP, Risk, Deutsche Bank
Craig Lane, Director, Chief Risk Office, USAA

3:20 Afternoon refreshment break & networking

3:50 The interplay of Basel capital requirements and CECL

  • Impact of CECL and IFRS 9 on credit loss reserves and regulatory capital
  • Move from incurred to an expected credit loss model
  • Revised treatment of provisions for credit losses
  • IRB vs. Standardised banks expected loss provision requirements
  • Impact of accounting and regulation on financial stability

Cristiano Zazzara, MD, Head of Risk Services Relationship Management, S&P Global Market Intelligence

3:50 Testing CECL modeling alternatives

  • Data from Fannie Mae and Freddie Mac are analyzed under multiple candidate models

  • Model accuracy, complexity, and resulting forecasts are compared across approaches

  • Sensitivity to sample size and model assumptions are tested

Joseph Breeden, Chief Executive Officer, Prescient Models

3:50 New products approval process

  • Key elements of a sound NPA framework

  • Standardizing processes for better management and control

  • Effective challenge and review process

  • System and reporting capabilities for monitoring compliance and escalating concerns

  • Post-implementation review process

Daniel Gutierrez, Officer, Funding and Liquidity, Federal Reserve Bank of New York

3:50 Enterprise risk aggregation methodologies

  • Risk aggregation principles and concepts
  • Creating a Composite Risk Rating for your institution
  • Aggregating existing KRI’s, Key Risks, existing risk assessments and resultant data (strategic layer) into your models
  • Aggregating business line or product group risk profiles into an enterprise view of risk
  • Applied demonstration: ERM Watchtower Risk Aggregation Engine

Michael Glotz, Founding Partner and President, Strategic Risk Associates
Lori Evangel, CRO, Genworth Financial

4:25 Risk management in the age of volatility

  • Market conditions and the impact on business
  • Political influences and their impact across the industry on financial institutions
  • Changes within economies and effect on business

Manan Rawal, Head of Scenarios and Modeling, HSBC

4:25 Scenario design under new supervisory guidance

  • Differences between SR 15-18 and SR 15-19
  • What is coming with the latest NPR
  • Risk identification, risk inventory and risk appetite
  • Importance of model validation and internal audit

Hakan Danis, Director, Economic Stress Test, MUFG Union Bank N.A.

4:25 3rd Line of defence in liquidity risk management

  • Why is the 3rd line of defense becoming more important
  • What is the 3rd line of defense doing
  • How to keep up with the raising bar
  • Takeaways

Erjun Chen, Audit Director, CIT Bank

4:25 Establishing a clear line of accountability from the top down

  • Board, senior manager and regulatory accountability for conduct
  • Cultural aspects
  • Fraud and reputational fallout
  • Governance and processes in place
  • Accountability of risk on CEO

Gustavo Ortega, Director, Operational Risk, AIG

5:00 ERM’s connection to driving business results

Craig Spielmann, Global Head of Enterprise Risk Management Strategy, First Data

5:00 Method based modeling: Expanding the application of stress testing to managerial decision making

  • Data requirements and filing under FFIEC 101 & 102
  • Collecting and aggregating data
  • Historical collection
  • Data management and recording

Samia Husain, Director, Product Strategy and Marketing for Financial Services, Ayasdi

5:00 Intraday liquidity

  • Retrospective to forecasting intraday needs
  • Holding liquidity buffer
  • Stress testing intraday
  • Seasonality of payments

Roman Winkler, Liquidity Risk Manager, Deutsche Bank

5:00 Integrating model risk into the broader enterprise risk management framework

  • Establishing a firm-wide model risk appetite framework and related Key Risk Indicators (KRIs)
  • Measuring, monitoring and reporting of model risks and risk concentrations
  • Integrated risk assessments and the role of the model risk manager

Emre Sahingur, VP, CRO for Model Risk, Fannie Mae

5:35 Chair’s closing remarks

5:45 End of day one & evening cocktail drinks reception

Day Two | May 24

8:00 Morning registration & coffee

8:40 Center for Financial Professionals welcome

8:50 Chair’s opening remarks

KEYNOTE SESSIONS

Chair: Danny Haydon, Head of Relationship Management Americas, Risk Services, S&P Global Market Intelligence

9:00 Risk culture, conduct and accountability

Nicholas Silitch, Group CRO, Prudential Financial

9:35 Assessing internal restructures and changes to the role and function of the CRO in 2022

An interactive discussion with thought leaders reviewing how the risk function is evolving and what to expect of the role in the future

Jason Vazquez, Deputy CRO, Sterling National Bank
Lori Evangel, CRO, Genworth Financial
Parag Pandya, Chief Risk Officer, ERM Single Family, Fannie Mae
Vivek Tyagi, MD, CRO, Global Transaction Services, Bank of America Merrill Lynch
Yury Dubrovsky, CRO, Lazard

10:20 Morning refreshment break & networking

Stream One:
The Future of Risk Management

Chair: Danny Haydon, Head of Relationship Management Americas, Risk ServicesS&P Global Market Intelligence

Stream Two:
Stress Testing and Model Risk

Chair: Michael R. Guglielmo, Managing Director, Darling Consulting Group

Stream Three:
Liquidity Risk and Funding

Chair: Frank Sansone, SVP, Head of Treasury, China Construction Bank

 
Stream Four:
ERM and Operational Risk

Chair: Anya Kutsina, Board Member and Executive Vice President, Ultimate Risk Solutions

PANEL DISCUSSION
10:50 Future of regulation: Predicting the regulatory vision based on historical changes

Oliver Jakob, International CRO, Mitsubishi UFJ Securities
Samia Husain, Director, Product Strategy and Marketing for Financial Services, Ayasdi 
Caroline Pham, Head of Markets Regulatory Implementation, Citi
Jeff Samuel, MD, Americas Head Group Regulatory and Governance, UBS

 

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10:50 Effectively implementing an enterprise-wide stress testing framework

  • Where are we now?

Charles Richard, Senior Vice President, Quantitative Risk Management

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10:50 Managing systemic liquidity risk through analyzing liquidity spirals and methods for detecting and managing systemic liquidity risk 

  • Creating a vicious cycle of forced selling exemplified by the 2007-2008 liquidity crisis
  • Presenting an analysis of origins spirals and the measurement of systemic liquidity risk
  • Discussing the net stable funding ratio (NSFR) and the potential effectiveness surrounding measurements for systematic liquidity risk – specifically the International Monetary Fund’s Systemic Liquidity Risk Index
  • Addressing an early warning system for changes in liquidity conditions through market movements and it’s relationship to economic releases on employment and manufacturing

Terry Benzschawel, Managing DirectorCiti Institutional Clients Group

PANEL DISCUSSION
10:50 Assessing the increasing cyber threat in a world of continuing technological advances

  • Vague regulatory landscape
  • Enhancing tech risk program
  • Incident response: roles and responsibilities
  • Data loss prevention
  • Business continuity and disaster recovery

Brad Mirkin, Former FINRA
Fred Shane, CRO, Commonwealth Financial Network
Richard Van Horn, VP, IT Risk, Data Protection, JP Morgan Chase
Robert Phelps, Acting Director, Critical Infrastructure, OCC

11:35 What it takes to be an effective risk manager in the evolving market

  • What a CRO needs to be
  • We can’t do it all: We need help
  • Reviewing areas a risk manager needs to get right

Melody Feinberg, Chief Risk Officer, Federal Home Loan Bank of New York

11:35 The role of internal audit in capital adequacy planning and stress testing

Nabeel Alvie, Head of Audit for CCAR and IHC, Credit Suisse

11:35 Reviewing the post-implementation impact of EPS for FBO’s operating with IHC’s and the liquidity repercussions

  • Impact on liquidity reporting
  • Role of IHC
  • Structural changes

Christian Pichlmeier, Head of Liquidity Risk, Union Bank

11:35 Building a Holistic ORM Program —including dynamic and insightful risk reporting

  • How to create a culture of collaboration across the lines-of-defense
  • Composing malleable and relevant risk taxonomies
  • Establishing influential data outcomes

Ladd Muzzy, Principal, Nasdaq BWise

12:10 Backtesting expected shortfall: Relevance for model validation in Basel IV

  • Basel 4 internal models are based on expected shortfall
  • Validation however is done testing value at risk plus a controversial p&l attribution test
  • Direct Backtest of ES represents an end-to-end model validation
  • Conclusive results on ES backtesting open the way to a valid alternative

Carlo Acerbi, Managing Director, Risk Analytics, MSCI

12:10 Credit stress tests, model risk and uncertainty

  • Understanding model benefits and limitations, and changes in business environment

  • Analyzing the impact of credit cycles, financial crises and uncertainty on portfolio losses

  • Integrating expert judgment  and contextual information into stress testing

  • Creating a model uncertainty framework for adjusting stress test model estimates

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

12:10 Liquidity stress testing requirements under different regulations

  • A comparison of liquidity risk management requirements

  • Alignment with HQ/Corporate liquidity stress testing framework

  • Challenges faced to come up with stress assumptions

  • Lessons learned during the process

Sunil Gangwani, Executive Director, Finance, Former ING

12:10 Measuring the impact of fraud events and other challenges

  • Setting up and revising fraud risk appetite statements
  • Affecting cultural change
  • Measurement of fraud
    • KRI
    • Monitoring metrics
    • Recording incidents

Dalit Stern, Director, Enterprise Fraud Risk Management, TIAA

12:45 Lunch break & luncheon roundtable discussions

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PANEL DISCUSSION
2:00 Utilizing the opportunities technology provides for better management of risks

  • Technology as a tool
  • Incorporating a technology element with human interaction
  • Overreliance on technology and ensuring reliability
  • The future impact on risk managers

Elizabeth Hughes, Director, Risk Governance Validation, MUFG Union Bank
David D’Amico, Regulatory Compliance Risk Management, Wells Fargo
Lin Lu, Chief Risk Officer, IT, Freddie Mac
Oliver Jakob, International CRO, Mitsubishi UFJ Securities

PANEL DISCUSSION
2:00 PPNR model development: After fulfilling regulatory requirements

  • PPNR modeling for regulations
    • Regulatory requirements: SR15-18/SR15-19, model overlays, assumptions
  • Integration with BAU process
    • Integration with other regulation
    • Capital impact and balance sheet optimization
    • Sensitivity for trading and banking book

Arun Chinnasamy, Director, PPNR and Balance Sheet Modeling, RBC Capital Markets
Serigne Diop, Head of PPNR Quantitative Modeling, HSBC

PANEL DISCUSSION
2:00 Market conditions: The impact of changing interest rate environment

  • LCR & NSFR impact
  • Impact on deposits
  • Looking to the future
  • Internal stress testing

Joseph Randazzo, Director, Liquidity Risk, Deutsche Bank
Andrew Auslander, Head of Risk Governance and Disclosure, AIG

EXTENDED SESSION
2:00 Aligning risk and compliance departments to ensure risk mitigation and compliance

  • Regulatory overview
  • Internal alignment
  • How risk and compliance can work together
  • Managing risks across the enterprise

Mike Walsh, Senior Executive, Legal/Compliance Division, Federal Reserve Bank of New York
Philip Gledhill, Supervising Examiner Enterprise Risk Supervision, Federal Reserve Bank of New York

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2:45 Reviewing what machine learning advances mean for the industry and the role of the risk manager

  • Promontory/IBM collaboration
  • Managing compliance
  • Balancing speed and accuracy with human influence

Anthony Peccia, CRO, Citibank Canada

DOUBLE SESSION
2:45 Economic capital: How conservative to be with CCAR as binding constraint

  • Calculating economic capital using results
  • Utilizing stress testing scenarios and outcomes

Soner Tunay, Head of Risk Analytics, EVP, Citizens Bank
Mircea Pigli, Director, SVP, Portfolio Analytics, Fifth Third Bank

.
2:45 
Funds transfer pricing: A liquidity perspective

  • Cost of funding
  • Impact of regulation on FTP
  • Who is paying for it
  • FTP supervisory letter March 2016
  • Risk appropriate FTP to mitigate risk

Joseph Randazzo, Director, Liquidity Risk, Deutsche Bank

.
2:45 Enterprise risk management: Integrated management of risk and capital

  •  Risk models and internal capital modeling (ICM)

  • Internal risk-based, or economic, capital needs

  • Dynamic financial analysis vs. stochastically calibrated scenarios

  • Economic scenario generators

  • Optimizing risk-vs-reward profile

Vladimir Uhmylenko, Advisory Board MemberUltimate Risk Solutions

3:20 Afternoon refreshment break & networking

FINTECH
3:50 Overcoming competitive pressures/ disruptions under FinTech and reviewing the evolving landscape

  • Regulatory understanding
  • Second wave of emerging risk
  • Systemic events
  • IT governance
  • Data governance and granularity framework
  • Risk identification across lines

Nimish Mathur, Head, FIG and FinTech Capital Markets, RBS

DOUBLE SESSION CONTINUED
3:50 Economic capital: How conservative to be with CCAR as binding constraint

  • Calculating economic capital using results
  • Utilizing stress testing scenarios and outcomes

Mircea Pigli, Director, SVP, Portfolio Analytics, Fifth Third Bank
Soner Tunay, Head of Risk Analytics, EVP, Citizens Bank

DOUBLE SESSION
3:50 Looking towards implementation of NSFR and understanding the requirements

  • NSFR Background
  • Key Impacts of the NSFR
  • Interplay between NSFR and other liquidity rules
  • Key Differences between NSFR by Region
  • Adapting to the NSFR

Dervish Halil, VP & Global Head of Liquidity Management, CIBC

.
3:50
The intelligent enterprise

  • Artificial intelligence as a ERM solution
  • Enhancing human expertise with technology
  • Trends & opportunities
  • Challenges

Samrah Kazmi, Senior Director, Credit Operations, Former OnDeck Capital, Inc.

4:25  Stress Testing Framework overview

  •  Stress testing implementation and key objectives

  • Enhancement of  stress testing capabilities

  • Application of Stress testing to CCAR – Trading losses and Counterparty Default losses

  • Storyboard design – Global Market Shocks

  • Various used methodologies

  • Assumptions and limitations

Mostafa Kalai, Head of Market, Counterparty & Liquidity Analysis & Reporting, BNP Paribas

.
4:25 Developing effective model validation methodologies and practices for effective review and challenge

  • Delineation between models and tools
  • Limitations
  • Independent review and challenge
  • Benchmarking/challenging models

Jon Hill, MD, Global Head of Model Governance, Credit Suisse

DOUBLE SESSION
4:25 Looking towards implementation of NSFR and understanding the requirements

  • NSFR Background
  • Key Impacts of the NSFR
  • Interplay between NSFR and other liquidity rules
  • Key Differences between NSFR by Region
  • Adapting to the NSFR

Dervish Halil, VP & Global Head of Liquidity Management, CIBC

.
4:25 Expectations of the third line of defense in the current regulatory landscape

  • The impact of heightened expectations on the third line of defense
  • Overview
  • Response to heightened expectations
  • Subject matter expertise
  • Forward looking

David Iacucci, Director and Audit Team Leader, American Express
Kevin Conlon, Vice President and Audit Leader, American Express

5:00 Chair’s closing remarks

5:10 End of convention

Taking place May 25, New York Hilton Midtown, Avenue of the Americas.

If you register for the Pre-Congress full day Masterclass AND the main Congress at the same time, you will save $100 off the total rate.

Model Risk Governance and Validation Best Practices

The Masterclass will be led by Jon Hill, Global Head of Model Governance, Credit Suisse with contributions and insightful presentations and interaction from guest speakers to further expand on key points raised across model risk management and validation.

View the agenda

Governance of Model Risk Management Functions

  • What is model governance?
    • Model risk governance versus mode validation
  • How to prepare a global model risk governance policy.
  • The four lines of model risk defense
  • MRM governance structures as a function of the size, complexity and nature of the organization
  • Model risk identification
  • Mode risk tiering
  • Model inventory
  • Model risk reporting to management,
    • Use of heat maps to identify model risk concentrations 

Model Development and Usage: Key Considerations

  • Expectations for what constitutes “sufficiently detailed” model documentation
  • Model performance and key risk indicators

Model Validation Policy and Procedure Document

  • Checklist Of Best Practices For Validating Quantitative Models
  • Developing Model Validation Policy and Procedure Documents
    • prioritizing validations on a risk basis
    • walkthrough of the essential steps in a validation
    • reviewing and assessing developers’ documentation
    • reviewing the underlying assumptions of the model
    • reviewing the mathematics of the model
    • designing and implementing a testing framework
      • code review, benchmark or replication?
      • creating a comprehensive test suite
      • testing the marks and Greeks
      • designing and implementing stress tests
  • Assessing the test results for pricing and risk models
  • Criteria for passing/failing the model
  • Writing a Final Validation Report

Auditing Models and Model Risk Management Functions  

  • Audit key considerations
  • From risk based audit planning to actionable audit findings

Lessons From The Front Lines Of Model Validation: 

(A) How To Interact Effectively With Clients And Successfully Navigate Regulatory Exams 

  • Practical advice for delivering validation and audit findings to model owners
  • Meet the Regulators: The usual suspects: FRB, OCC, SEC, FDIC, PRA
  • Review of regulatory expectations and how to anticipate and field the diverse types of questions they may be expected to ask
  • Practical tips for controlling the narrative during a model validation regulatory exam
  • Best practices for demonstrating effective challenge

(B) Case Study of the 2012 JPM Morgan “London Whale” Dystopia 

  • A case Study of the consequences of failures in both model risk governance and validation
  • Gain an understanding of the detailed sequence of technical, managerial and cultural failures that combined to cause the 6.2 billion 2013 trading disaster
  • The narrative events for this presentation are threaded together exclusively from publicly available documents and white paper post-mortems that have been written and distributed by JPM
  • Video highlights from the March, 2013 Senate hearings into the London Whale

Industry Guest Speaker Presentation

Questions and Answers

About the Leader

Jon Hill is a Managing Director, Global Head of Model Governance at Credit Suisse, prior to this role he served as an Executive Director at Morgan Stanley with over eighteen years of experience in various areas of quantitative finance. He was formerly Global Head of the Market and Operational Risk Model Validation Team at Morgan Stanley comprised of 7 Ph. D. and Masters level quants in New York and Budapest.

Jon Hill
Guest Speakers

Half Day Masterclass: Fraud Management 

This interactive and practical Masterclass will focus on key elements and common challenges associated with the execution of a sound fraud management program.  These challenges, unless adequately addressed may cast a shadow on the best intentions of financial crime professionals to “get it right.”

View the agenda
  • The panel will briefly introduce key elements of a sound fraud management program and the specific requirements established in the new Fraud Risk Management Guide issued by COSO and the Association of Certified Fraud Examiners (ACFE). The guidance provides an outline for carrying out fraud management responsibilities borne by management and board of directors.
  • The panelists will discuss challenges that may be encountered in connection with the common complexities in fraud management and will explore critical steps in the planning and execution of fraud and misconduct risk assessments in large and complex organizations and discuss effective strategies. The panel will explore the impact of organizational complexities, operational processes, data quality issues and budgetary constraints.
  • In addition, the panel will explore the complexities associated with coordination between the various financial crime functions, including and effective delineation of responsibilities between 1st and 2nd line of defense, including Corporate Legal, Compliance and Risk Management and the Line of Business functions over Fraud, Trading, AML, Sanctions and other anti-financial crime units within a financial institution.

About the leader

Dalit Stern, Director of Enterprise Risk Management of Fraud at TIAA Financial Services where she is responsible for the build-out of the enterprise risk mitigation and the detection of fraud. She leads assessments of fraud risks; defining fraud metrics and KRIs; developing root-cause analysis procedures, risk appetite statements and conducting ongoing review of the effectiveness of counter-fraud controls.

Dalit
Guest Speakers

Eva Weiss
Senior Adviser
StoneTurn Group

Eva Weiss, a Senior Adviser to StoneTurn Group, has more than 25 years of experience in forensic investigations and compliance controls and monitoring for both the public and private sectors. Specifically, she focuses on fraud risk assessment processes, and designing proactive anti-fraud programs and control frameworks.

Polly Greenberg
Managing Director
Duff & Phelps

Polly Greenberg is a managing director on the Disputes and Investigations team at Duff & Phelps, focusing on areas of financial crime such as anti-money laundering, anti-bribery and corruption and sanctions compliance. Polly supports financial services firms and global corporates in developing robust governance systems and controls in line with regulatory expectations and industry best practices. She advises on effective strategies and compliance frameworks for both local and cross-jurisdictional markets. Polly also conducts investigations to assist firms in identifying internal misconduct and both internal and external risk.

Webinar: A practitioners perspective on CECL

Live Webinar: Tuesday 11 April, 10am CT/ 11am EST


What will be covered?

In this session, two seasoned industry practitioners will perform a beginning-to-end overview of CECL implementation.  The discussion begins with a review of the standard, contrasting interpretations of the standard, and the associated challenges.  A methodological overview will be provided to tailor the appropriate analytical solution to the needs and constraints of your firm.  Finally, in terms of CECL implementation, the pros and cons of internally built solutions will be discussed in the context of the variety of vendor and consulting solutions that are available.

Hear from:

Stevan Maglic

Steven

SVP, Head of Quantitative Risk Analytics


Regions Bank

Biography

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

Soner Tunay

Soner-Tunay

Head of Risk Analytics, EVP


Citizensbank

Biography

Soner Tunay is currently an SVP and the H11ead of Risk Analytics in the Risk Architecture Department of Citizens Financial Group. He leads the efforts in the design, development and implementation of credit risk solutions for the Bank’s portfolios including CCAR models, Economic Capital and Risk Rating Models. His past work covered a broad range of asset classes, including commercial, retail products and structured credit instruments.

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

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

Arnisa Abazi

Arnisa

Director, Credit and Operation Risk Analytics


Citi
Biography

Arnisa Abazi is Director at Credit and Operation Risk Analytics, Citibank responsible for the development of credit stress testing (CCAR/internal stress testing) models for Global Wholesale portfolios.

In her prior role, she was Director at American Express, responsible for Economic Capital/Basel II/Stress Testing model development for Global Retail portfolios and oversight of Economic Capital in decisions/underwriting. She was distinguished with American Express Centurion circle award and Chairman’s Award for Innovation.

Arnisa holds a Ph.D. in Economics with specialty in Econometrics and Financial Economics. She completed her graduate studies at Central European University (in Budapest), Rutgers and Princeton universities where she was awarded Doctoral Fellowship, Sidney Simon Research Grant and George Soros fellowship.

Nabeel Alvie

Picture1

Head of Audit for CCAR and IHC


Credit Suisse
Biography

Nabeel Alvie has more than thirty years of experience in the bulge bracket banking sector with some of the world’s largest and most complex financial institutions in major global financial centres, including North America, Europe and Asia Pacific. In the past he has worked with Bank of America and MUFG. Currently he is the Head of Audit for CCAR and IHC for Credit Suisse in New York.  His expertise includes developing, implementing and administering risk management and governance frameworks as well as assessing the design and operating effectiveness of control environment of complex functions.  His experience includes ensuring compliance with supervisory expectations particularly for Capital Adequacy Planning, Risk Management and Basel.

Paul Barkan

Paul Barkan

CRO


Newtown Savings Bank
Biography

Paul Barkan will be presenting at Risk Americas 2017.

Mirka Clavel

Mirka Clavel

Senior Vice President, US Director of Operational Risk Management


Santander
Biography

Mirka Clavel will be presenting at Risk Americas

Dale Cochran

DaleCochran

Chief Risk Officer


USAA Bank
Biography

Dale Cochran will be presenting at Risk Americas 2017.

Jay Cook

Jay Cooke

CRO


Lloyds Banking Group
Biography

Jay Cook joined Lloyd’s Bank in January 2013 as Chief Risk Officer for North America and assumed additional responsibility for Europe and Asia in 2016. Jay has over 30 years of industry experience and joined from RBS, where he had worked for the last four years in a variety of senior roles including Chief Risk Officer of RBS Americas, Citizens Financial Group and RBS NV Americas where he had responsibility for all aspects of risk management including credit, market, operational, regulatory, compliance, BSA/AML, risk analytics and quality assurance.

Prior to his time at RBS Jay had a number of senior roles at Citigroup, Canadian Imperial Bank of Commerce and Lehman Brothers.

Sam Chen

Picture1

Quantitative Consultant


Darling Consulting Group

Biography

As a Quantitative Consultant at Darling Consulting Group, Sam validates a variety of risk models for financial institutions in the large bank space—including risk rating (PD/LGD), stress testing, allowance and deposit models—from both a statistical and business perspective. Sam combines his background in econometrics with his model building experience to bring practical model risk management insights to DCG’s validation clients.

Before arriving at DCG, Sam served as a senior consultant in SunGard’s Risk & Performance group, where he developed models in multiple areas of financial risk, with a focus on credit and interest rate risk. Sam designed SunGard’s Dodd-Frank Act stress testing model selection algorithm and has also created custom PD and LGD models, including a suite of models currently implemented at a top 15 U.S. bank.

Sam graduated cum laude with a bachelor’s degree in economics with mathematical applications from Princeton University. While at Princeton, he was the recipient of the John Glover Wilson Memorial Award for his thesis studying the economics of bargaining.

Arun Chinnasamy

Picture1

Director, PPNR and Balance Sheet Modeling


RBC Capital Markets
Biography

Arun is a Director in the PPNR modelling team at RBC Capital Markets focussing on developing statistical models, expert judgment analytics and forecasting other supporting metrics for both banking and trading books to meet CCAR requirements. He has over 10+ years of analytical experience both in industry and as a consultant ranging across CCAR, PPNR modeling, risk modeling (Basel PD, LGD, stress models, ALLL), financial forecasting and portfolio analytics.

David D’Amico

David

Compliance Consultant


Wells Fargo
Biography

David D’Amico joined Wells Fargo’s Regulatory Compliance Risk Management (RCRM) Governance & Reporting team in October 2016 as a Compliance Consultant. David is responsible for administering the RCRM Committee, as well as supporting the development, maintenance and evolution of the RCRM governance framework, facilitating the flow of information across various governance committees, producing RCRM reporting for senior management and Board committees and other Wells Fargo stakeholders.

Before joining Wells Fargo, David served as a Director in the Office of the Chief Risk Officer at MUFG Union Bank responsible for enterprise level Risk Reporting. He previously led the Risk Inventory and Credit Risk Reporting teams in New York & San Francisco and served as the Secretary for the Enterprise Risk Management Committee, Credit Risk Committee and Wholesale Credit Risk Sub-committee. He started in the Americas Holdings Division where his responsibilities included improving reporting processes and creating a more robust data gathering and reporting platform in order to report credit risk holistically across all MUFG Americas entities.

Prior to joining MUFG, David spent over 22 years with JPMorgan and predecessor institutions in a variety of roles in Loan Operations, Investment Bank Middle Office, Loan Syndications, Credit Risk Technology, Credit Risk Reporting, and Finance & Business Management.

David has a Bachelors Business Administration degree from Queens College.

Hakan Danis

Hakan

Director, Stress Testing


MUFG Union Bank
Biography

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

Nicholas Diieso

Nicholas

Vice President, Head of Infrastructure ORM and RCSA Americas


Deutsche Bank
Biography

Nick Diieso is a Vice President with Deutsche Bank’s global risk management group responsible for Operational Risk Management related to Infrastructure and RCSA in the Americas. Previously, Nick was a Risk Director with Santander Bank within Santander’s US Commercial book of business (~$40bn). Nick began his career at GE Capital and has served in various financial, strategic, and risk (1st and 2nd Line) capacities with significant experience building out advanced analytics, sustainable governance, and transverse projects around complex, large-scale business strategy and risk initiatives. Nick graduated from the John F. Welch College of Business at Sacred Heart University with honors and an advanced risk certification from Stanford University.

Yury S. Dubrovsky

Yury Dubrovsky

Chief Risk Officer


Lazard ltd.
Biography

Yury Dubrovsky is a Managing Director, Chief Risk Officer of Lazard Ltd. and Head of Global Risk Management at Lazard Asset Management LLC. He and his global teams are responsible for all aspects of risk management at the bank as well as at its fully owned asset management subsidiary, covering equity and fixed income universes for both traditional as well as alternative investments. In addition, Yury is in charge of the quantitative analysts who provide support to portfolio management teams on portfolio construction issues, execute the initial phase of the research process and provide portfolio attribution analytics. He began working in the investment field in 1994. Prior to joining Lazard in 2005, Yury was Global Head of Market Risk Management for Emerging Markets and G20 Credit Products with Credit Suisse First Boston, Global Head of Exposure Management for Emerging Markets and Regional Head of Exposure Management for the Americas with Deutsche Bank AG. Before joining Deutsche Bank in New York in 1995, Yury was associated with JP Morgan & Co., AT&T and Kiev Polytechnic University in quantitative and technological capacities. He has an MBA in Finance from St. John’s University and MS (Hons) in Mechanical Engineering from Kiev Polytechnic University. Yury is a member of the CFA Institute, New York Security Analysts Society, International Association of Financial Engineers, Global Association of Risk Professionals and Professional Risk Management Association.

Lori Evangel

Lori

CRO


Genworth Financial
Biography

Lori M. Evangel is Executive Vice President and Chief Risk Officer for Genworth. Lori joined Genworth in January of 2014. Prior to Genworth she was Managing Director and Chief Risk Officer at Aflac’s Global Investment Division. Prior to Aflac Lori served as Enterprise Risk Officer at MetLife with responsibility for global enterprise risk management leading a cross-functional team in more than 50 countries. Lori also served in key risk management roles at MBIA Insurance and Moody’s Investor Services. At Genworth Lori is responsible for leading all aspects of enterprise risk management including creating, implementing, and leading global risk management systems and strategies.

Lori holds a BA in Political Science from Middlebury College in Vermont and an MBA in Finance from the State University of New York at Albany. She resides in Richmond, Virginia with her family.

Melody J. Feinberg

MelodyFeinberg

Chief Risk Officer


Federal Home Loan Bank of New York
Biography

Ms. Melody J. Feinberg is the Chief Risk Officer of Federal Home Loan Bank of New York (FHLBNY). She is responsible for all aspects of enterprise-wide risk management, including financial risk, credit risk, model risk, operational risk and compliance functions. She previously served as Senior Vice President and Deputy Chief Risk Officer. In 2011, she was the Director of Finance at the FHLBNY. Ms. Feinberg began her career as a CPA with Ernst & Young, and then held positions of increasing responsibilities at three investment banks, namely, JP Morgan Chase, HSBC and Goldman Sachs, spanning approximately 20 years. She earned an M.B.A. in Finance from Drexel University and a B.S. in Accounting from The College of New Jersey, both Magna Cum Laude. She is a member of the NYSCPA and AICPA and holds a PRMIA Market, Liquidity, and Asset Liability Management Certification.

Elizabeth L. Hughes

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Director, Risk Governance Validation


MUFG Union Bank

Biography

Ms. Hughes began her banking career as a corporate lending officer, which kindled her fascination with the many and surprising ways that disparate risks intersect in the real world of banking. In her current role with MUFG Americas she builds and executes frameworks to validate enterprise risk and capital management processes, generally linked to various regulatory requirements. These include validation of the bank’s Advanced Approaches regulatory capital program, and of the firm’s capital adequacy process, including CCAR;  as well as independent review of enterprise liquidity risk management, and the enterprise-level internal control framework.  In past roles, including Bank of America and Bank of the West, Ms. Hughes’ responsibilities ranged across Basel implementation and Dodd-Frank prudential regulation; enterprise risk data and information systems; credit, market and operational risks; industry and portfolio analysis; enterprise risk reporting; commercial lending, credit analysis and relationship management.  Ms. Hughes holds an AB from Harvard in Japanese Studies and an MBA from Stanford.

Phil Gledhill

PHIL

Supervising Examiner


Federal Reserve Bank of New York
Biography

Phil has over 30 years of experience in bank operational risk management and treasury/capital markets operations management. Since joining the FRBNY in September 2011, Phil has been heavily involved in examining the annual Comprehensive Capital Analysis and Review (CCAR) stress test loss projections, and evaluating Recovery/Resolution Plans (“living wills”) mandated by the Dodd-Frank Act. As a former industry consultant and practitioner, Phil brings extensive hands-on experience to the FRBNY and promotes proven yet practical approaches for identifying and managing operational risks, maintaining solid internal controls and encouraging durable risk management and governance frameworks within financial institutions.

Brian Goldman

Brian Goldman

CRO, Operations


Goldman Sachs
Biography

Brian is head of Enterprise Risk BManagement. He serves as a member of the Firmwide Operational Risk Committee and Sovereign Risk Committee.

Previously, Brian was chief risk officer of Operations, and prior to that, he was head of Goldman Sachs Bank Operations. Earlier in his career, he managed Securities Operations and Foreign Exchange Operations for Japan and Korea and held roles in Derivatives Operations in New York. Brian joined Goldman Sachs in 1997 as an analyst and was named managing director in 2009.

Daniel A. Gutierrez

daniel

Officer


The Federal Reserve Bank of New York
Biography

Danny manages the funding and liquidity risk team responsible for overseeing the domestic Global Systemically Important Financial Institutions (G-SIFIs) of the Federal Reserve’s Second District. Danny has led a number of firm specific liquidity examinations including as part of the annual Comprehensive Liquidity Analysis and Review (CLAR). Danny originally joined the Federal Reserve Bank in 1993 in the Statistics Function before leaving in 1998 to pursue an M.B.A. Daniel then joined the Corporate Treasury Function of Merrill Lynch where he spent 10 years working across various assignments including Corporate Finance, Liquidity Risk Management and LATAM Treasury. Danny holds an M.B.A. from the University of Rochester – William E. Simon Graduate School of Business and a B.A. in economics from Rutgers University in NJ.

Hussein Harajli

HusseinHarajli

Senior Regulatory Lead


Citi Bank
Biography

Hussein is a certified compliance and regulatory professional with 12 years of finance transformation and business development experience. Specializing in regulatory response, infrastructure enhancement and process optimization/control in the context of the Dodd-Frank Act (Title VII and Volcker Rule), Hussein worked and continues to work with top sell side firms in addressing the complexity of regulatory compliance. Hussein received his Master’s Degree in Business Administration from Wayne State University, a Diploma in Financial Risk Management from New York University as well as CCRP certification from Pace University.

Jon Hill

Jon Hill

MD, Global Head of Model Governance


Credit Suisse
Biography

Jon Hill is a Managing Director, Global head of Model Governance at Credit Suisse, prior to this role he served as an Executive Director at Morgan Stanley with over eighteen years of experience in various areas of quantitative finance. He was formerly Global Head of the Market and Operational Risk Model Validation Team at Morgan Stanley comprised of 7 Ph. D. and Masters level quants in New York and Budapest.

Oliver Jakob

Oliver

International CRO


MUFG
Biography

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 17 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.

Craig Lane

Craig Lane

Director, Chief Risk Office


USAA
Biography

Craig Lane is currently a Director at USAA, a competitive provider of financial products and services to the military community and their families, where he is responsible for independent oversight of Operational Risk issues within the company’s P&C insurance business. Prior to USAA, Craig managed adherence of Basel II credit risk requirements and model governance for Bank of Montreal’s US operations. His risk management career started with GE Capital with experience in underwriting, account workout, portfolio management and analytics, and policy development. Craig earned his Bachelor’s degree from Georgetown University and a MBA from Duke University.

Matthew Macia

MatthewMacia

Bank CRO


TIAA
Biography

Matt Macia joined TIAA as the Bank Chief Risk Officer in January 2014.  In his current role, he is responsible for leading the risk management practice at TIAA’s banking operation.

Matt has over 24 years of combined banking and risk management experience.  He began his career at Providian in San Francisco working in their consumer lending business as a quantitative analyst and product manager.   Thereafter, he spent seven years as a Director of Risk Management for several lines of businesses within HSBC Americas.

He was a Senior Vice President, Director of Risk Management at Wachovia for 10 years covering their auto, credit card, commercial card and small business portfolios.  He also led their model development and validation team.  Immediately prior to joining TIAA, Matt was the Enterprise Risk Executive covering deposits and small business lending for Bank of America.

Matt lives in Weddington, NC with his spouse of 20 years, Lisa, and their two children Morgan and Joey.  He holds a B.A. in Economics from Fresno State University and completed his postgraduate study at the London School of Economics in London, U.K.

Stevan Maglic

Steven

SVP, Head of Quantitative Risk Analytics


Regions Bank
Biography

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

Paul A. Marchetti

Paul

Chief Risk Officer & Chief Credit Officer


BankNewport
Biography

Paul A. Marchetti is the Chief Risk Officer and Chief Credit Officer of BankNewport where he has served in this position and a similar position since 2012. Prior to that he served in executive and senior roles at large banking institutions in both Credit, Risk Management & Compliance for several years. Paul started his career as a Federal Bank Examiner. He received an MBA from Bryant University and he holds a bachelor’s degree in business from the University of Rhode Island. Paul also is a Chartered Financial Analyst and Certified Anti Money Laundering Specialist.

Ellen McCarthy

Ellen McCarthy-Coyne

EVP, CRO & CCO


Former AST
Biography

Ellen McCarthy, an accomplished attorney with over 25 years of experience in legal, risk management, and compliance leadership, has established a strong and consistent record of advocating for initiatives that transform organizations and ensure operational excellence. Ms. McCarthy is the CEO and Founder of Sustainable Compliance Strategies, LLC, providing compliance and risk management consulting for the financial services industry. Previously, Ellen served as Executive Vice President and Chief Risk and Compliance Officer of the American Stock Transfer & Trust Company (AST), where she directed all corporate compliance and risk functions throughout the U.S and Canada for AST and its affiliated operating entities, including CST Trust Company and DF King. An active member of an industry-wide Risk and Compliance Committee as well as AST’s Trust Indenture, New Business Acceptance, and New Initiative Approval Process Committees, Ellen provided leadership and subject matter expertise to clients and the Board, and led a senior executive team composed of CCOs, CROs, AML officers, and privacy officers in the U.S. and Canada.

Nimish Mathur

Nimish

Managing Director, Co-Head of US Origination and Advisory


RBS Corporate and Investment Bank
Biography

Nimish co-heads US origination for NatWest Markets focusing specifically on technology companies and financial institutions.  His prior experience includes investment banking at Nomura, Barclays and Lehman Brothers

While working with start-ups to some of the largest tech companies, he also advises US banking companies on strategic actions. This gives him a grounded perspective of the speed of technology adoption and the advantage of JVs to build competitive advantage.

He has an engineering degree specializing in telecommunications from Punjab Engineering College, India and a Masters in economics from Harvard University. He is a CFA charter holder.

Bradley Mirkin

Bradley Mirkin headshot

.


Former FINRA
Biography

Bradley Mirkin is a Cybersecurity, Financial Crimes and Regulatory Compliance expert. He is a former securities regulator, broker-dealer Chief Compliance Officer, senior compliance officer leading Cybersecurity, AML and Fraud Compliance for one of the world’s largest investment advisors and law firm partner representing US and foreign investment advisors, hedge funds and broker-dealers in investigations and enforcement actions brought by the SEC, FINRA and other US financial regulators. The focus of his practice is on regulatory compliance in areas such as Cybersecurity, Anti-Money Laundering and Financial Crimes with a special emphasis on issues involving Information Security and Compliance Software.

He is the former co-chair of the American Bar Association’s International Anti-Money Laundering Committee, was appointed to the ABA’s Task Force on Anti-Money Laundering and Anti-Terrorism Initiatives and is the former vice-chair of the ABA International Law Section’s International Financial Products and Services Committee. He is a graduate of the University of Pennsylvania Law School, the London School of Economics and Political Science and Brandeis University.

Mervyn Naidoo

Mervyn N

Chief Operating Officer for Risk Analytics


Morgan Stanley
Biography

Mervyn is currently the Chief Operating Officer for Risk Analytics at Morgan Stanley and is responsible for planning, coordinating, enhancing and directing all aspects of polices, control processes, strategic and administrative positions within his department. He has collaborated and worked in areas that spanned policy, governance, statistics, quantitative modelling and documentation. His pattern of independent, yet clear and coherent thinking and communicating ideas both orally and in writing has been a consistent and valuable trait in his current role.

Will Newcomer

Will Newcomer

Vice President Strategy and Market Management, Finance, Risk and Reporting


Wolters Kluwer
Biography

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

Gustavo Ortega

Gustavo

Head of Corporate Operational Risk Management


AIG
Biography

Gus Ortega, Head of Corporate Operational Risk Management, AIG

Gus is a risk practitioner in the financial services industry with over 15 years of experience. Currently, he is responsible for Operational Risk policy, governance, programs and framework, data management and reporting at AIG. Gus’s primary responsibility is maintaining an integrated operational risk function that supports the company’s three lines of defense accountability model and ensures regulatory requirements are met with respect to the design and implementation along with continuous refinement of the Operational Risk program across AIG. Prior to AIG, Gus held various senior positions at UBS Investment Bank, Dresdner Bank and Morgan Stanley.

Mircea Pigli

Mircea

Director, Commercial Risk Analytics, SVP


Fifth Third Bank
Biography

Mircea Pigli joined Fifth Third Bank in 2005, and is currently Senior Vice-President, leading the Commercial Risk Analytics team. The team is responsible for developing the models used in CCAR Stress Testing to generate the Commercial Credit and Operational loss projections. Mircea is also responsible for the modeling and estimation of the bank’s Economic Capital for all risk types, and for the risk components of the RAROC-based Commercial pricing. Prior to joining Fifth Third, Mircea had worked at BankOne, later at JP Morgan Chase, where he was responsible for the development of PD models and for enhancements to the Credit Risk Economic Capital models. Mircea has a PhD, AbD, in Mathematical Physics from the University of Chicago, where he has investigated the use of Quantum String Theory to explain the nature of the elementary particles.

Bogie Ozdemir

Bogie

Executive Vice President & Chief Risk Officer


Canadian Western Bank
Biography

Bogie Ozdemir is currently Chief Risk Officer and an Executive Vice President with Canadian Western Bank Group (a diversified financial services organization providing specialized services in banking, trust, and wealth management. Prior to joining Canadian Western Bank Group, and in his role as a Vice President with Sun Life Financial Group, Bogie led the development and implementation of (and was responsible for) ORSA, as well as overseeing Operational Risk, Model Vetting and Risk Analytics. Prior to this, as a Vice President with BMO Financial Group, he was responsible for Economic Capital, Stress Testing, and Basel Analytics, as well as the development and implementation of ICAAP. Previously, as Vice President of Standard & Poor’s Credit Risk Services group, Bogie held global responsibility for engineering new products and solutions, and business development and management. Bogie has authored and co-authored numerous papers and three books.

Christian Pichlmeier

Christian Pichlmeier

Head of Liquidity Risk


MUFG Unionbank N.A
Biography

With more than 15 years of experience in Treasury and Asset/Liability Management, Christian joined the MUFG family in 2013 when he became Treasurer of Mitsubishi UFJ Securities (USA). He was building up the Treasury framework for the Broker/Dealer entity in close corporation with MUSHD and aligned MUS’ liquidity risk to best practices in the industry. Having worked at Citi’s Treasury function before, he brought the know-how necessary to meet regulatory expectations in particular setting the stage for MUS to comply with the Enhanced Prudential Standards. Christian had worked for HSH Nordbank of Germany for over 7 years, most notably as their Treasurer of the New York Branch from 2007 through 2011. He just recently took on the role as Head of Liquidity Risk at MUFG Union Bank with a particular focus on the integration of bank and non-bank entities into the Intermediate Holding Company MUAH. Christian is a CFA charter holder.

Anthony Peccia

AnthonyPeccia

CRO


Citibank Canada
Biography

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.

David Risdon

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Senior Managing Director


Cushman and Wakefield of Georgia

Biography

David Risdon is a Senior Managing Director and Co-Head of the new Special Opportunities Group within Cushman & Wakefield’s global Valuation & Advisory Practice. The Special Opportunities Group’s focus is bank advisory diligence, to include data aggregation and financial modeling for CCAR stress testing, bank loan portfolio analyses to include portfolio stratification analyses, loan underwriting, credit scoring and loss-given-default analyses.

Mr. Risdon joined the Atlanta office of Cushman & Wakefield in July of 2015. Prior to joining Cushman & Wakefield, Mr. Risdon led Situs LLC’s CCAR data aggregation practice, having successfully completed numerous large CCAR data aggregation assignments for major U.S. and foreign-owned financial institutions.

Robert Phelps

Bob Phelps Headshot

Acting Director for Critical Infrastructure Policy


Comptroller of the Currency
Biography

Bob Phelps is the Director for Critical Infrastructure Policy at the Comptroller of the Currency (OCC).  Bob is responsible for establishing OCC policy related to all areas of critical infrastructure, to include cyber security.  He formerly served as Assistant Deputy Comptroller for Midsize Bank Supervision where he was responsible for the supervision of six midsize banks totaling over $200 billion in assets, Examiner-in-Charge of a Midsize Bank, and has also worked in community and large bank supervision.

Mr. Phelps is also a Commander in the Navy Reserve supporting the US Naval Academy and formerly as an Intelligence Officer with over 29 years of service.  Bob graduated from the Naval War College in Newport, RI in 2007 and holds a BA in Economics, AS in Electronics, Naval Computer Architecture studies, as well as a focus in cyber warfare through his MBA work.

Vikrant Pradhan

Vikrant Pradhan

ED, Regulatory Capital Management Office


JP Morgan Chase
Biography

Vikrant Pradhan is an Executive Director and one of the founding members of the “Challenger” function within JP Morgan. Vik joined the Regulatory Capital Management Office with a focus on Capital Stress Testing Analytics in 2013. Vik has a broad range of industry experience with 12+ years within financial services. His experience includes Business planning, Balance sheet forecasting, P&L analytics, Product Profitability, Asset Liability Management and Liquidity Risk oversight. Vik holds an MBA from the University of Houston and a Bachelor’s degree in engineering from College of Engineering Pune, India.

Joseph Randazzo

JosephRandazzo

Director – Liquidity Risk


Credit Suisse
Biography

Joseph Randazzo is a Director in the Liquidity Risk team at Credit Suisse focusing on liquidity reporting under the Federal Reserve Reg. YY Enhanced Prudential Standards for FBOs. In this role Joe focuses on liquidity risk, balance sheet management, and daily disclosure of Credit Suisse’s FR2052a. Prior to joining Credit Suisse, Joseph enjoyed a brief stint advising financial services firms in assessing the adequacy of their systems and processes to satisfy regulatory reporting demands. His past experiences include portfolio management for the Federal Reserve’s SOMA team, Treasury systems development (technical in 4 languages), financial model development, and various roles related to risk management and strategy in the financial services industry. Joseph is a graduate of Bernard M. Baruch College with a degree in Finance.

Manan Rawal

Manan Rawal

SVP – Head of Scenarios & Modeling


HSBC
Biography

Manan has a B.S. Finance from the Wharton School at the University of Pennsylvania, M.Sc. in Economics from the London School of Economics and an executive MBA from the Trium program (www.triumemba.org).

Manan is currently a Senior Vice President at HSBC where he focuses on stress testing and enterprise wide risk management. Previously, he was Regional Manager of OTC Derivatives Pricing and Risk for HSBC’s securities services division which involved evaluating client portfolios across multiple asset classes and strategies in the alternative investment space. Manan also worked at Deutsche Bank, Swiss Re and DKR Capital. At DKR, he ran a portfolio focusing on global volatility trading across convertible bonds and equity derivatives. His experience covers portfolio management for derivative products as well. He is also an adjunct faculty member at the New York Institute of Finance. Manan specializes in courses related to the trading and risk management of derivatives across asset classes, including equity, fixed income, foreign exchange and credit. His course offerings have also included stress testing, Asian capital markets, and structured products.

Arnaud Roux de Bezieux

Arnaud Roux de Bexieux

CRO


Rabobank
Biography

Arnaud Roux de Bézieux is a wholesale and rural banking professional with 25 years of experience in general management, first and second line of defense positions in Europe, Asia-Pacific and North America. He started with HSBC and ING in Paris before moving to Rabobank in 1999 where he acted as General Manager of the Paris Branch and Chief Risk Officer for the rural lending activities in Australia and New Zealand. He joined Rabobank in New York in September 2013 as Chief Risk Officer for the wholesale activities in the US, Canada and Mexico. He is a French citizen and holds a degree from a French business school.

Emre Sahingur

Emre

VP and Chief Risk Officer for Model Risk


Fannie Mae
Biography

Dr. Emre Sahingur is the Vice President and Chief Risk Officer for Model Risk for Fannie Mae. In this role, Dr. Sahingur is responsible for oversight and management of risks in models and business analytics used across the enterprise for risk, pricing, forecasting, reporting and other purposes. Dr. Sahingur previously held other leadership roles related to modeling and risk at Fannie Mae since joining the firm in 2010.

Previously, Dr. Sahingur was with Capital One Financial Services. During his 10-year tenure, he held various roles related to risk management and analytics, modeling and data-driven strategy development for consumer lending products.

Dr. Sahingur holds a PhD in Finance and an MBA from the State University of New York. He received his bachelor’s degree in Industrial Engineering from Istanbul Technical University.

Frank Sansone

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SVP Treasurer


China Construction Bank
Biography

Frank joined China Construction Bank NY branch (CCB) in 2014 as SVP & Treasurer of. Was Treasurer for Dexia Credit Local US , where Frank launched the Dexia US operations as USD global competence center to USD 70 billion, following Treasurer of the National Bank of Kuwait US. Frank chaired the US Liquidity Contingency Committees of both Dexia & NBK; leading Dexia global USD liquidity management efforts during the crisis of 2008, 10 & 11; and NBK during the Iraqi invasion of Kuwait. A forward thinking seasoned risk strategist and influential thought leader, Frank leverages a thorough understanding of the mechanics of treasury to manage the evolving regulations on treasury. Frank has worked as an independent advisor and consultant. Recent engagements included European, American, Asian and Middle Eastern banks, hedge funds and a private equity firm specifically focusing on Treasury Best Practices, Liquidity and FTP. Frank is a regular speaker at industry conferences, moderating the 2012 IIF (Institute of International Finance) Executive Program on Treasury Risk. Presented at the IQPC CFO Conference 2016. Chaired the Marcus Evans Annual 2013 & 2015, 16 Liquidity Conference and 2013, 14, 15, Annual Funds Transfer Pricing and BSM. Presented at 2015 Funds Mgt. Conference.

Fred Shane

Fred

Chief Risk Officer


Commonwealth Financial Network
Biography

As Chief Risk Officer, Fred directs the Enterprise Risk Management department, an independent group reporting directly to Commonwealth’s President and COO. Several groups report to Fred including Risk Management, Due Diligence, Vendor Management, and Internal Audit. He also chairs the Enterprise Risk Committee; a group mainly comprised of managing partners and senior vice presidents. Lastly, Fred leads several departmental risk programs in partnership with IT, Operations, Finance and Wealth Management.

Fred utilized concepts from COSO, ISO, NIST, and COBIT to build Commonwealth’s enterprise risk program. He implemented a formalized governance structure to support risk assessments, risk monitoring and risk reporting. In addition, Fred partnered with LogicManager (a risk software provider) to development systems to effectively administer Commonwealth’s ERM program. Lastly, Fred established a centralized SharePoint database to store vast amounts of risk data, matrices and tracking spreadsheets.

Nick Silitch

Nich Silitch Head Shot

Senior Vice president, Chief Risk Officer


Prudential Financial
Biography

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. He is chairman of the organization’s Enterprise Risk Committee that evaluates current and emerging risks relevant to the company, and is a member of Prudential’s Senior Management Council.

Silitch also works with external stakeholder groups to forward industry interests. He is head of the International Affairs Committee for the North American Chief Risk Officers’ Council, and is a member of the Advisory Council for the International Association of Credit Portfolio Managers.

Silitch joined Prudential in 2010 as chief credit officer and head of investment risk management, overseeing Prudential’s general account and other proprietary investment risks globally, as well as maintaining and approving Delegations of Authority and Investment Policy Statements.

He received a bachelor’s degree in economics from Colby College.

Craig Spielmann

Craig

Global Head of Enterprise Risk Management Strategy


First Data
Biography

Craig has over 30 years of governance, enterprise risk management, business development, technology and audit experience gained from working with the world’s top institutions (First Data, RBS, Citigroup, J.P. Morgan, Dean Witter, & Merrill Lynch). Currently, Craig is Head of Enterprise Risk Management Strategy at First Data and is also the CEO & Founder of RiskTao, LLC which specializes in Enterprise Risk Management training.

Prior to these roles, Craig was RBS’s Global Head of Operational Risk Systems & Analytics and was responsible for providing strategic direction and oversight. In addition, Craig was Head of Operational Risk Management for RBS – Americas where he was responsible for driving the buildout of Americas ORM practice, Compensation Initiative, 2nd line challenge and managing regulatory relationships. In addition ,Craig co-chaired the Americas Compliance and Operational Risk Committee and represented ORM on several domestic and international senior risk committees.

Dalit Stern

Dalit

Director of Enterprise Fraud Risk Management


TIAA Financial Services
Biography

Dalit Stern is a Director of Enterprise Risk Management of Fraud at TIAA Financial Services where she is responsible for the build-out of the enterprise risk mitigation and the detection of fraud. She leads assessments of fraud risks; defining fraud metrics and KRIs; developing root-cause analysis procedures, risk appetite statements and conducting ongoing review of the effectiveness of counter-fraud controls.

Dalit has over 20 years of experience in mitigating fraud risks; conducting internal investigations into allegations of accounting irregularities, fraud, corruption and conflict of interest and assisting organizations respond to regulatory proceedings.

Dalit is a CPA (Isr.); M.B.A and a Certified Fraud Examiner. She is an adjunct professor at New York’s Baruch College where she teaches courses focused on forensic investigations, corruption and procurement fraud. She is a former partner at PwC, Forensic Services group.

Agus Sudjianto

Agus

MD, Head of Corporate Model Risk


Wells Fargo
Biography

Agus Sudjianto is an Executive Vice President and Head of Corporate Model Risk for Wells Fargo where he leads a highly technical team to manage model risk across the enterprise.

Agus holds numerous US patents in both Finance and Engineering fields. In addition to publishing numerous technical papers, he is also a co-author of a statistics book in Design and Analysis of Computer Experiment. His technical expertise and interest include Quantative Risk, especially credit risk modeling and statistical finance, statistical methods for fighting financial crimes, and computational statistics.

He holds graduate degrees in Engineering and Management from Wayne State University and Massachusetts Institute of Technology.

Dervish Halil

Dervish

VP & Global Head of Liquidity Management


CIBC

Biography

15 years of experience in Banking and Capital Markets specializing in Treasury, Risk Management and Capital Markets Trading Business Management. Honors Bachelor of Applied Science in Chemical Engineering, University of Waterloo. Post graduate executive training courses at the International Finance Faculty, Ivey Business School and Harvard Law School. Lecturer for Rotman Executive Programs, Shanghai Jiao Tong University and Laurier MBA program

Mihir Trivedi

Mihir

Director, Operational Risk


TIAA Asset Management
Biography

Mihir Trivedi has 15+ years in roles spanning technology and risk management.  Currently, he is responsible for Nuveen’s risk appetite statement and reputation risk framework.  Along with that, Mihir is accountable for the implementation of the operational risk framework for Real Estate Americas.  His experience has led him to gain experience in the management and implementation of various GRC solutions.  Prior to joining Nuveen, Mihir spear-headed the efforts in the replacement of JPMorgan’s enterprise operational risk platform and managed the RCSA process for their Asset Management business.

Soner Tunay

Soner-Tunay

Head of Risk Analytics, EVP


Citizensbank
Biography

Soner Tunay is currently an SVP and the H11ead of Risk Analytics in the Risk Architecture Department of Citizens Financial Group. He leads the efforts in the design, development and implementation of credit risk solutions for the Bank’s portfolios including CCAR models, Economic Capital and Risk Rating Models. His past work covered a broad range of asset classes, including commercial, retail products and structured credit instruments.

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

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

Steven Turowski

Steven Turowski

CRO


Bancorp
Biography

Steven Turowski will be presenting at Risk Americas 2017.

Jason Vazquez

Jason Vazquez Headshot

Deputy CRO


Sterling National Bank
Biography

Jason Vazquez is a Senior Vice President, Deputy Chief Risk Officer and the BSA/AML Compliance Officer for Sterling National Bank. In this capacity, Jason supports the operation and ongoing refinement of Sterling’s Enterprise Risk Management Program. In addition, he has overall responsibility for managing and overseeing the bank’s Bank Secrecy Act (BSA/AML) and OFAC Compliance Programs, the Financial Crimes Investigative Unit (or, FCIU), physical security, Model Risk Management and CRA Compliance. Jason leads the teams charged with investigating all potential instances of financial crimes; including, money laundering, economic sanctions, bribery and corruption. His work includes coordinating all the related activities and initiatives with the bank to ensure related programs are operating effectively, applying consistency of approach where appropriate, and driving an accountable and transparent business environment. Jason has an established career in the banking and financial services industry where he has held several senior leadership risk management roles in BSA/AML and Financial Crimes Compliance. These roles included serving as the Head of AML Compliance and AML Compliance Officer for Deutsche Bank’s Asset Management division and as the Director and Global AML and Financial Crimes Prevention Officer for Babson Capital Management. Jason frequently serves as a speaker and panelist as a risk management industry expert on BSA/AML, financial crimes, risk management and related topics.

Richard van Horn

Richard Van Horn Headshot

Vice President, Information Risk


JP Morgan Chase
Biography

Richard has been in the world of IT Governance, Risk & Control over 20 years, and is currently a Vice President at JP Morgan Chase. His career has evolved along with the field, from working as an IT Auditor at the Federal Reserve Bank of Boston, to implementing enterprise security solutions at Fidelity Investments, to managing IT Risk at Goldman Sachs, the CIT Group, DTCC and now JP Morgan Chase. He is certified as a Certified Information Systems Auditor and Certified Risk and Information Systems Control (CRISC) from the Information Systems Audit and Control Association (ISACA).

Michael Walsh

Michael

Deputy Head of Compliance Risk


Federal Reserve Bank of New York
Biography

Michael Walsh is Deputy Head of the Compliance Risk department of the Federal Reserve Bank of New York. The department is responsible for assessing the legal and compliance risk practices at supervised state member banks, foreign banking organizations, and bank holding companies and their compliance with BSA/AML requirements, laws and regulations.

Mr. Walsh has also served in a variety of capacities including Chief Compliance Officer of ZAIS Group, LLC and First Vice President and General Counsel for Merrill Lynch & Co. focused on retail banking products and middle market lending. Mr. Walsh worked for Credit Agricole for 15 years ultimately as General Counsel – Capital Markets for Calyon. Mr. Walsh received his undergraduate degree from Georgetown University and his law degree from Rutgers University School of Law.

Stephanie Weiss

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MD, Treasurer


Mizuho Securities
Biography

Stephanie Weiss has spent the last 20+ years in Treasury at various global financial firms. She is currently the Treasurer of Mizuho Securities USA, where she created and implemented the Corporate Treasury function. She is responsible for the unsecured funding of the balance sheet, investing excess cash, developing policies and procedures related to funding, investing and transfer pricing, consistent with regulations where applicable. She is also responsible for liquidity management, and has developed reports, analyses, policies and procedures to monitor, manage and mitigate liquidity risk to the firm. She is a member of the ALCo and Risk Committees, as well as the New Products Committee. She is also responsible for developing and maintaining relationships with banks, regulators and rating agencies for liquidity.

David Iaccucci

David

Director and Audit Team Leader


American Express
Biography

David Iacucci, CPA, is a Director and Audit Team Leader at American Express. David is responsible for leading operational, compliance, and technology audits over credit and prepaid cards, fee based services, system development, and new product approval. Previously, he was a Senior Auditor within the Risk Assurance practice at PricewaterhouseCoopers LLP, where he performed financial statement and technology audits as well as third party assurance reviews. David has a Master of Science in Accounting and a Bachelor of Science in Accounting and Information Management and Technology from Syracuse University.

Kevin Conlon

Kevin

Vice President and Audit Leader


American Express
Biography

Kevin Conlon, CRCM, CISA, CAMS, is the Vice President – Audit Leader at American Express focused on Operational Risk and Consumer Compliance. Before this role, Kevin was focused on building and leading the prepaid audit team at American Express. Prior to joining American Express Kevin was at PricewaterhouseCoopers where he managed multiple complex audit engagements that included financial, business process, compliance, operational, and information technology risks within banking and insurance environments.   Kevin holds a Bachelor’s of Science in Finance, from the University of Connecticut.  He is a Certified Regulatory Compliance Manager, Certified Information Systems Auditor and a Certified Anti-Money Laundering Specialist.

Michael R. Guglielmo

Mike-Guglielmo-low-rez1

Managing Director


Darling Consulting Group
Biography

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

Michael Glotz

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Founding Partner and President


Strategic Risk Associates
Biography

Mr. Glotz is a Founding Partner of Strategic Risk Associates (SRA) and is the firms’ practice leader for risk management, governance, regulatory remediation, bank integration and internal audit activities and has led numerous Enterprise Risk Management engagement efforts for regional and community banks, including his leadership role in delivering governance assessments.

Mr. Glotz previously served as Senior Vice President and Strategic Financial Officer for Crestar Bank and later SunTrust Bank through acquisition.. During his tenure with SunTrust Bank he held various senior financial positions including Strategic Financial Officer and Head of Strategic Cost Management.

Immediately before starting SRA, Mr. Glotz was a Managing Vice President with Capital Once Financial Corporation. Mr. Glotz held a number of senior positions with Capital One including Managing Vice President of Corporate Audit and Credit Review Services for Capital One Bank ($80 Billion in Assets at the time), which included the oversight and development of over 100 audit and risk professionals. Mr. Glotz was also responsible for supporting the implementation of Enterprise Risk Management and leading independent assessments of bank acquisition and integration activities for large scale mergers.

Mr. Glotz was a Faculty Professor of the Virginia Bankers School at the University of Virginia where he taught a course in Risk Governance and Enterprise Risk Management. He also has been a Guest Professor of Bank ERM Seminars sponsored by SNL. He has delivered Bank Director training for the West Virginia Banker Association, the Virginia Banker Association, the Virginia Association of Community Bankers, the North Carolina Bankers Association, and individually at a number of Bank Boards.

Mr. Glotz received a BBA degree with the University of Wisconsin, and MBA with the University of Richmond and completed the Executive Development Program at Wharton, University of Pennsylvania. He is also a Certified Risk Professional.

Parag Pandya

parag_corp_bio_picture

Chief Risk Officer, ERM Single Family


Fannie Mae
Biography

Parag Pandya is Fannie Mae’s Single-Family Chief Risk Officer in the ERM division. Parag leads the organization that provides independent oversight of Single Family (SF) acquisitions and book, evaluates the effectiveness of risk management across the business, is responsible for setting corporate parameters for SF acquisition risk and establishing and monitoring associated risk limits and thresholds. Prior to joining Fannie Mae in August 2016, Parag was Chief Risk Officer of Mortgage Servicing at Nationstar. Before that, he played a variety of leadership roles in risk management, analytics, finance, and portfolio management and leading business units at Homeward Residential, American Home Mortgage Servicing, and Ocwen. Parag holds a Bachelor of Engineering from Mumbai University, and a Master in Business Administration from the Mays Business School at Texas A&M University.

Tae Kang

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SVP CCAR & Stress Testing


HSBC
Biography

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

Vlad Uhmylenko

Vladimir+Uhmylenko+4[1]

Managing Director


URS
Biography

Mr. Vlad Uhmylenko Vlad Uhmylenko is an expert in Enterprise Risk Management and Decision-Making under Uncertainty, which includes Capital-Adequacy Modeling, Dynamic Financial Analysis, and Program Optimization. Prior to joining URS, a leading provider of solutions for integrated management of risk and capital, he led Build America Mutual’s Enterprise Risk Management from the startup phase to a mature risk-management practice, ranked as “Strong” by Standard & Poor’s. Before Build America Mutual he was Director at Standard and Poor’s where he lead Enterprise Risk Management analyses on many of the most complex (re)insurers. Before S&P, he had worked for 12 years at Aon in various risk-consulting roles. Vlad received an MBA (International Finance emphasis) from Thunderbird, the American Graduate School of International Management, in Glendale, AZ. His post-graduate and doctoral training in mathematics was at the People’s Friendship University of Russia (Moscow).

Anna Krayn

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Senior Director and Team Lead


Moody’s Analytics
Biography

Anna Krayn is a Senior Director and Team Lead, responsible for business development for stress testing and capital planning solutions. Her clients include a variety of financial services institutions, including those in the insurance, banking, and consumer finance sectors across Americas. Prior to her current role she was with Enterprise Risk Solutions as engagement manager leading projects with financial institutions across Americas in loss estimation, enhancements in internal risk rating capabilities and counterparty credit risk management.
Before joining Moody’s Analytics in 2008, she was an analyst with Moody’s Investors Service. While on the ratings side of Moody’s Corporation, Ms. Krayn was a member of the New Instruments Committee and an analyst in the Financial Institutions Group focused on insurance sector.
Earlier in her career, Ms. Krayn worked as an investment banker at Bank of America and also at Titan International, a boutique private equity firm. A native of Russia, Ms. Krayn holds a Bachelor of Science degree in finance and international business and an MBA from the Stern School of Business at New York University (NYU).

Vivek Tyagi

Vivek Tyagi corp picture

Managing Director, Head of Risk Management, Global Transaction Services


Bank of America Merrill Lynch
Biography

Vivek Tyagi is Managing Director, Head of Risk Management for Bank of America Merrill Lynch’s Transaction Services group – a Fortune 350 equivalent business division. In this capacity Vivek is responsible for all business risks globally, including Credit, Operational, Regulatory Compliance, AML, Market and Strategic risks. Previously, Vivek served as Chief Risk Officer and division risk executive at JP Morgan, Genworth Financial and Citigroup.

Carlo Acerbi

Acerbi_n

Managing Director, Risk Analytics


MSCI
Biography

Carlo Acerbi currently heads the ‘risk and regulation’ research team out of the MSCI Geneva office. His main areas of interest in finance are risk management, risk regulation and derivatives pricing.
He started a career in quantitative finance in 1997, with a permanent double track in the industry and the academia.
Prior to MSCI, Dr Acerbi worked as a Risk Manager for Banca Intesa (Milan, Italy) and as a Financial Engineer for Abaxbank, Credito Emiliano Group (Milan, Italy). He also worked as a senior expert in the risk practice of McKinsey & Co, also in Milan.
He is the author of several relevant papers in renowned international journals, focusing in particular on the theoretical foundations of financial risk and the extension of portfolio theory to illiquid markets. He is renowned for instance for the definition of Expected Shortfall (with D. Tasche, 2001), of Spectral Measures of Risk (2002) and of a coherent liquidity risk framework (with G. Scandolo, 2008).
He has taught “advanced derivatives” at Bocconi University, Milan. He is an Executive Fellow of the Essex Business School (UK) and honorary professor at Corvinus University of Budapest. He has been for years a member of the board of ‘The Journal of Risk’.
Dr Acerbi received a Ph.D. in Theoretical Physics from the International School for Advanced Studies (SISSA – ISAS), Trieste, Italy, before turning to Finance in 1997.

Christiano Zazzara

Christian

Managing Director and Head of Risk Services Relationship Management


S&P Global Market Intelligence

Biography

Dr. Cristiano Zazzara is Managing Director and Head of Risk Services Relationship Management, focusing on key market stakeholders, including C-level Executives and Regulators. He is an expert in financial risk management with over 20 years’ experience at banks, government agencies, service providers, Universities and think tanks. Cristiano joined S&P Global Market Intelligence from MSCI Risk Metrics where he was the Head of Market, Credit, Counterparty Risk and OTC Clearing Business for the EMEA Banking sector and Global Head of Credit Advisory Business for Buy-side and Sell-Side Institutions. Previously, he was Managing Director in the Research & Strategy Unit of Unicredit Group, Managing Director and Head of the Internal Rating Unit at Capitalia Banking Group, and General Manager of the Italian Association of Banking and Finance (ASSONEBB). Dr. Zazzara also served as a financial economist at the Fondo Interbancario di Tutela dei Depositi, where he was the Head of the Research Department. Dr. Zazzara received a BSc in Economics & Business and a MSc in Banking from the University La Sapienza of Rome, and a PhD in Management (Finance) from the Swiss Federal Institute of Technology in Lausanne (EPFL).

Don Mumma

Ieva Sireikyte Photography

Managing Director


Axiom SL

Biography

Joined AxiomSL in 1998 and heads the Risk Management Practice .Prior to joining AxiomSL, Don has 20 years of experience as a financial services executive, market participant and risk management specialist with JPMorgan Chase, Toronto Dominion and Credit Suisse. Don spearheaded TD’s US entry, first into the US Energy Industry, followed by active derivatives market making, which included key technology decisions. With CS, Don started the first Global Currency Options Unit, and while he was the Head of the bank’s Australia/New Zealand Region, acted as the Regional Chief Risk Officer. Don has several published articles on Risk Management and holds undergraduate and MBA degrees in Finance from Miami University and The Ohio State University. He is an active member of a number of professional organizations including GARP, PRMIA and IAFE.

Severino Renna

Severino

Executive Director


MSCI

Biography

Severino Renna is a Senior Relationship Manager covering several of the MSCI’s largest Bank and Brokerage clients. Severino returned to MSCI in 2012 from Royal Bank of Canada Capital Markets where he lead the client coverage organization for RBC’s exchange traded and OTC clearing business. Prior to RBC, Severino joined the RiskMetrics Group sales team from JP Morgan in 2000 covering the Bank and Broker Dealer client segment. He left RiskMetrics in 2004 to lead Citigroup’s Prime Finance risk management and cross product margining capabilities. Severino has a Bachelor of Science degree in Mathematics from Seton Hall University. Severino lives in New Jersey with his wife and two children.

Reza Haniph

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Head of North American Professional Services


AxiomSL

Biography

Reza Haniph is the Head of North American Professional Services at AxiomSL.   Reza leads a team of professionals delivering risk and regulatory solutions to the financial services industry, covering areas including BHC, IHC, Liquidity, Risk and financial reporting.

Prior to joining AxiomSL, Reza was a senior leader at EY, PwC and IBM, developing innovative risk and regulatory solutions for the CDO, Internal Audit and Compliance functions within the financial services industry.  He has an M.B.A. in Finance from the Wharton, and a B.A. in Economics from Columbia University.

Bart Everaert

Bart's picture

Market Manager, Risk and Finance


Wolters Kluwer, Finance, Risk and Reporting

Biography

Bart Everaert is Market Manager, 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.

Ed Young

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Senior Director


Moody’s Analytics

Biography

Ed Young is a Senior Director on the Stress Testing and Capital Planning Team. In this capacity, he focuses on structuring solutions that bring together capabilities across Moody’s Analytics to support robust capital planning and stress testing processes. His primary focus is on clients in the banking and insurance sectors across the Americas.

Prior to joining Moody’s Analytics Ed worked at the Federal Reserve. During his tenure he was focused on supervisory activities related CCAR, credit risk, , model risk management, market risk and liquidity risk. Earlier in his career Ed held roles focused on balance sheet management in the Treasury group at two large regional banks.

Joseph Breeden

Joseph Breedon

CEO


Prescient Models LLC

Biography

Joe has been designing and deploying risk management systems for retail loan portfolios since 1996. His expertise includes scoring, forecasting, stress testing, and economic capital models.

Since 2011, Joe has been CEO of Prescient Models, where he leads a consulting and product development team in this space, focusing on loan-level models for forecast, stress testing, and pricing.

Previously, Joe co-founded Strategic Analytics in 1999, where he led the design of advanced analytic solutions including the invention of Dual-time Dynamics. Dr. Breeden has created models through the 1995 Mexican Peso Crisis, the 1997 Asian Economic Crisis, the 2001 Global Recession, the 2003 Hong Kong SARS Recession, and the 2007-2009 US Mortgage Crisis and Global Financial Crisis. These crises have provided Dr. Breeden with a rare perspective on crisis management and the analytics needs of executives for strategic decision-making.

Joe has published over 40 academic articles, a dozen trade publications, and six patents. His book “Reinventing Retail Lending Analytics: Forecasting, Stress Testing, Capital, and Scoring for a World of Crises” was published by Riskbooks in 2010 and is currently in its second edition.

Joe received separate BS degrees in mathematics and physics in 1987 from Indiana University. He earned a Ph.D. in physics in 1991 from the University of Illinois studying real-world applications of chaos theory and genetic algorithms.

Steve Turner

Novantas

Managing Director


Novantas

Biography

Steve Turner is a Managing Director in Novantas’ Treasury and Risk Support practice.  He has broad experience working with financial institutions to develop and execute financial strategies, improve risk measurement capabilities, and strengthen overarching governance.  He focuses on treasury, liquidity and funding, valuation, stress testing, and governance issues.  He started his career in commercial banking and led the treasury function of a $30 billion bank, along with stints leading the strategic planning and acquisition groups.  Prior to joining Novantas, Steve was a Partner in the risk practice at First Manhattan Consulting Group. Steve is a frequent speaker at numerous banking and regulator sponsored conferences on topics which have included LCR/NSFR industry effects, funds transfer pricing, stressed liquidity, and CCAR.  He is a published author on these topics in top industry publications including the Novantas Review, Bank Accounting and Finance, Commercial Banking Review, Bank Director and American Banker. Steve received a BS in economics from Allegheny College and an MBA in finance from Tulane University.

Rob Lee

Rob Lee

Executive Director


AxiomSL

Biography

Robert Lee has extensive experience in leading and implementing solutions for regulatory, risk, and management reporting at major U.S. and international financial institutions.  His background focuses on the translation of regulations and prudential standards into practical information technology solutions for the financial industry.  He has successfully advised clients on best practices for data management, regulatory processes, and technology solutions to comply with regulatory requirements such as CCAR, Basel, and Dodd Frank Act.  He began his career with the Federal Reserve Bank of N.Y.  He has a B.A. in Economics from Stony Brook University and an M.B.A. in Finance from Pace University.

Ladd Muzzy

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Principal


Nasdaq BWise

Biography

Ladd Muzzy is a principal and subject matter expert at Nasdaq BWise – an industry leading Governance, Risk, and Compliance (GRC) solutions and services organization.  Leveraging more than 20 years of experience specializing in the development, implementation, and coordination of risk management curriculums – including enterprise, operational, compliance, information technology, human resources, processing, strategic, reputation, regulatory, business continuity and resiliency, vendor, and internal audit risk – he assists customers with the challenge of implementing tools to support an automation risk strategy to meet stakeholder requirements.   

 Ladd has held senior risk management leadership positions as a consultant across a variety of industries in some of the world’s largest and most complex organizations (former clients include:  Citigroup, JPMorgan Chase, Bank of America, Wells Fargo, Deutsche Bank, OCC, Freddie Mac, Microsoft, Google, Pfizer, Johnson & Johnson, Duke Energy, Blue Cross & Blue Shield, General Motors, Ford, and Northwestern Medical Center).  He has also lead risk management practices at Barclays Plc, Capital One, and the Bank of Montreal. 

Ladd has worked closely with many internal (Board of Directors, executives, audit and risk committees, the business) and external (regulators, shareholders, advocacy groups, customers, and suppliers) constituents to understand and provide value-added risk insights to solve business and functional challenges.  

Andrew Auslander

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Head of Risk Governance and Disclosure


AIG

Biography

Andrew will be presenting at the upcoming 6th Annual Risk Americas 2017 Convention.

Roman Winkler

Head shot photo Roman Winkler[3]

Liquidity Risk Manager


Deutsche Bank

Biography

Roman Winkler is a member of the Liquidity Risk Control Team at Deutsche Bank New York since 2014. As the liquidity risk project lead he managed the implementation of Regulation YY for the second line of defense for Deutsche’s CUSO and is a liquidity risk officer since 2016. He studied finance and business at the Frankfurt School of Finance and Management in Germany.

Terry Benzschawel

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Managing Director


 Citi Institutional Clients Group

Biography

Terry Benzschawel is a Managing Director in Citigroup’s Institutional Clients Business. The group develops tools and strategies for credit trading and risk management. Samples include models of corporate default and recovery, strategies for trading corporate bonds, loans, and credit derivatives, and portfolio optimization.

Terry began his investment banking career at Salomon Brothers in 1992, building models for trading bonds, currencies and derivatives in Salomon’s Fixed Income Arbitrage Group. In 1998, he moved to credit strategy.

Terry holds a Ph.D. in Experimental Psychology from Indiana University (1980) and a B.A. from the University of Wisconsin (1975). Terry has done post-doctoral fellowships in Optometry (University of California at Berkeley) and in Ophthalmology (The Johns Hopkins University School of Medicine) and at the IBM Thomas J. Watson Research Center. He currently serves on the steering committees of Masters of Financial Engineering Programs at the University of California at Berkeley and at Los Angeles.

Sunil Gangwani

Sunil Gangwani

Executive Director, Finance


ING

Biography

Strategic business partner with 17 years of diverse experience in risk and finance roles with GE Capital, ING & PwC. Developed a risk appetite framework for a SIFI covering liquidity, credit and various other risk categories. Drafted liquidity stress framework for an FBO. Chartered Accountant and MBA from NYU Stern School of business. Recently finished MIT Fintech course. Strongly believes in leveraging and connecting regulatory requirements with Company’s strategy and long term plans.

Jorge L Fonseca

Jorge Fonseca

Head of CCAR End to End Stress Testing Controls


HSBC North American Holdings, Inc

Biography

Jorge L Fonseca is a Senior Vice President, HSBC, North America Holdings and most recently Head of the CCAR End to End Stress Testing Controls team.  Joining HSBC in 2005, Jorge held various roles within finance focusing on management information, product support and US stress testing.  He has led many initiatives to achieve stress testing process efficiencies through the development of an integrated architecture, data strategy and robust end-to-end controls.

Previously, Jorge held a variety of positions within American Express, where his responsibilities covered domestic and international treasury, corporate banking, investment products, card and travel industries.

Jorge holds a B.A. in Economics from Fordham University and studied Management Systems at the Fordham Graduate School of Business.

Samia Husain

SamiaHusein

Director, Product Strategy and Marketing for Financial Services


Ayasdi Inc.

Biography

Samia Husain is the Director of Product Strategy and Marketing for Financial Services at enterprise AI pioneer Ayasdi.

Samia has developed considerable domain expertise in banking regulation, risk management, public policy, and regulatory stress testing during her seven year career at the Federal Reserve Bank of San Francisco and the Federal Reserve Board in Washington D.C.

Following her tenure at the Fed, Samia worked for Moody’s Analytics as a subject matter expert and product manager to lead development of enterprise risk software applications. She also served as a consultant on client advisory engagements at Moody’s.

Samia holds a Master’s Degree in Economics and a Master’s Degree in Public Policy from Washington University in St. Louis. She is currently completing her Ph.D. in Economics. She graduated with honors and dual bachelor degrees in Economics and Business Administration from the University of California, Berkeley.

Pete Gilchrist

Novantas

Executive Vice President, Global Head of Finance and Risk


Novantas

Biography

Pete has devoted his career to emerging banking challenges in finance, risk, treasury, and credit.  He has particularly deep experience in conducting stress test modelling, optimizing bank funding and balance sheet management, formulating advanced deposit analytics, implementing profitability measurement, developing advanced credit risk analytics, and constructing tools to measure and manage interest rate risk and liquidity.

Pete is a frequent speaker at leading industry forums throughout the world.  He holds a BA cum laude in field from Harvard University in Mathematics, and a JD from New York University, where his studies focused on banking law and regulation.

Charles A. Richard, III

Richard III

Senior Vice President


Quantitative Risk Management, Inc.

Biography

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.

Caroline Pham

Caroline

Head of Markets Regulatory Implementation


Citi

Biography

 

Markets Regulatory Implementation provides coordination and oversight of regulatory change management and advises on the implementation of U.S. regulations. The team monitors and identifies significant regulatory developments that impact the Markets and Securities Services businesses for approximately 50 regulatory bodies, including the SEC, FINRA, CFTC, NFA, prudential regulators such as the OCC and Federal Reserve Board, exchanges, swap execution facilities, clearinghouses, and other self-regulatory organizations. In addition, Markets Regulatory Implementation provides strategic and advisory support for Citi’s Swap Dealers and the Citi Volcker Compliance Program.

Caroline joined Citi in 2014 to start the Markets Regulatory Implementation team. She has lead global enterprise-wide project workstreams related to the implementation of the Volcker Rule and Dodd-Frank Act regulation, including the development of policies and procedures and design of comprehensive compliance programs. Caroline is a member of various governance forums and advises senior management and the business, global functions, and other stakeholders on regulatory interactions and the interpretation and application of regulatory requirements. In addition, Caroline represents Citi on the SIFMA Swap Dealer Compliance Roundtable and regularly participates in industry and trade association working groups. She is a recipient of the Compliance Leadership and Excellence Award for Q4 2015.

Prior to joining Citi, Caroline practiced law in Washington, DC, most recently serving as Special Counsel and Policy Advisor to former CFTC Commissioner Scott O’Malia. She was also a Visiting Fellow at the George Washington University Center for Law, Economics and Finance, and has spoken and lectured on financial regulatory reform. Caroline is a Business and Finance Advisory Board member of the George Washington University Law School, co- chair of the American Bar Association (ABA) Business Law Fellows program, vice chair of the Securities, Capital Markets and Derivatives Subcommittee of the ABA Banking Law Committee, and a member of the ABA Board of Governors Legal Opportunity Scholarship Committee. Caroline received her BA from UCLA and her JD from the George Washington University Law School. She lives in New York, NY.

Serigne Diop

Serigne Diop Headshot

Head of PPNR Quantitative Modeling


HSBC

Biography

Serigne is with the Scenarios and Modeling group of HSBC where he leads the effort for the development of the quantitative models to stress non-interest income and wholesale loans portfolios. His team is also responsible for the development of most of the challenger benchmark models to support HSBC’s Review and Challenge process. Prior to HSBC, Serigne was a Principal and Head of Research and Quantitative Modeling for a New York-based Asset Management firm.

He currently teaches (on a part-time basis) an online Risk Management course for the University of Dayton’s Masters of Financial Engineering. He holds a doctorate in Applied Mathematics from the City University of New York.

Anya Kutsina

Anya+Kutsina+7

Board Member and Executive Vice President


Ultimate Risk Solutions

Biography

Anya Kutsina, M.Sc., MBA, is a co-founder, Board Member and Executive Vice President of Ultimate Risk Solutions (URS)

Ms. Kutsina and her team created and developed URS’ Risk ExplorerTM, the brand leader in insurance analytics. Today, as head of URS’s Global Business Development group, she has been active in the International Insurance Society as an Ambassador. Since beginning her insurance career in 1998 as an actuary at Guy Carpenter & Co., she has held lead actuarial roles with Aon Ron Re and Swiss Re, with a special focus upon Re-insurance Pricing activities. She has been a college lecturer on Statistics and the Theory of Probability and has participated in key industry panels and conferences.

Ms. Kutsina holds an M.Sc in mathematics and computer sciences from Kiev Pedagogical University and an MBA in an actuarial science and finance from the College of Insurance (St. Johns University), completing postgraduate work in statistics at Columbia University in New York

Jeffrey Samuel

Jeffrey Samuel

MD, Americas Head Group Regulatory and Governance


UBS

Biography

Jeff Samuel is a Managing Director at UBS and Americas head of Group Regulatory Relations and Strategic Initiatives.  Prior to joining UBS in 2016, Jeff was a Managing Director at  Barclays and has held several leadership positions within the organization.  He currently serves as head of regulatory strategy, interim head of the US corporate secretariat for Barclays’ US intermediate holding company, and is leading the development of Barclays’ capital plan.  Prior to joining Barclays, Jeff was at the Federal Reserve Bank of New York (FRBNY) from 2005 to 2010, where he led the FRBNY’s Basel II implementation, served as Vice Chair for the internal capital adequacy policy group, and represented the FRBNY at the Basel Committee.  Earlier in his career, Jeff also worked at the World Economic Forum and the Center for Strategic and International Studies. Jeff has an MBA from Columbia Business School in New York and a BA in Global Economics and Political Science from Duke University.  

Mostafa Kalai

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VP, Head of Market, Counterparty and Liquidity Analysis and Reporting


BNP Paribas

Biography

Mostafa Kalai is currently heading MCLAR -Market Counterparty and Liquidity Analysis and Reporting- America at BNP Paribas covering ownership of capital market stress testing platform, leading CCAR program for stress testing, developing RWA forecasting models and preparation of Risk focus points to Board level committees. Previously he worked as Quantitative Developer on Convertible bonds and Forward Trading Desks and then as Algorithmic Trading Project Manager.

Before moving to New York in 2007, Mostafa worked as quantitative analyst on asset swaps for CALYON in London. He graduated with honors with two master degrees in Financial Engineering from Ecole des Mines De Nancy and Mathematics from Henri Poincare University in Nancy, France.

Samrah Kazmi

GE_0346 copy

Senior Director, Credit Operations


Former OnDeck Capital, Inc.

Biography

As a veteran of the Capital Markets, Samrah has consistently remained at the forefront of financial innovation. She has deep experience in leading teams and driving transformation & regulatory compliance at complex global institutions.

Samrah is a key member of the elite Risk team which executed the historic merger of New York Stock Exchange & InterContinental Exchange.

She currently serves as the Senior Risk Advisor to Ledger Funding, a blockchain enabled Working Capital Solutions provider, where she is leading the build out of Artificial Intelligence-based Credit Decisioning & Enterprise Risk Management frameworks.

Samrah has also served as Senior Director of Credit Operations at the largest US online lender & Fintech firm, OnDeck Capital, where she ran the Underwriting & Escalation functions for North America.

Previously she held the role of Director of Credit Methodology at GE Capital’s prestigious Model Development Center of Excellence (MDCOE) where she managed & led the end-to-end model lifecycle processes for Credit Risk models (incl. PD, LGD & EAD). At GE, she also led global Technical Working Groups focusing on CCAR preparedness incl. developing Policy, Scorecards and a Point-In-Time/Through-the-Cycle Commercial Credit Ratings Framework.

She is the recipient of multiple Above & Beyond Awards at GE Capital, in the areas of Agile Model Development, Model Documentation and Credit Methodology.

Samrah has also developed Strategic Roadmaps for the modeling & implementation of CECL, IFRS9 & FRTB.

Prior to her career in Risk, Samrah was a Derivatives Trader at Laidlaw & Structured Credit professional at Wachovia & BNP Paribas. Her notable career in Energy includes bringing PSE&G’s Renewable Energy loan program to profitability & worldwide acclaim.

Samrah holds a Bachelor’s degree in Economics with a minor in Journalism from Boston University, an MBA from the University of Southern Europe and a Fintech certification from Massachusetts Institute of Technology (MIT).

She is on Momentum’s Financial Innovation Advisory Board and is a member of NYSSA’s Fintech Thought Leadership Committee.

Erjun Chen

ErjunChen

Audit Director


CIT Bank, NA

Biography

Erjun Chen is a director of Internal Audit Service at CIT. His responsibilities include leading an audit team covering the Liquidity and Market Risk practices as well as DFAST/CCAR processes at CIT.

Prior to joining CIT, Erjun worked at Ernest & Young and KPMG as a Senior Audit Manager and an Audit Manager, respectively focusing on the financial statements audits in the banking industry. Prior to work for “Big Four’ accounting firms, he worked as a Foreign Exchange trader at one of Chinese Banks.

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

18th May 2017
Cimcon

EUC Data Security

15th May 2017
Unknown-1

Liquidity risk governance

10th May 2017
AxiomSL Banner

Key regulatory drivers to key business drivers

9th May 2017
Coins

Incorporating liquidity risk regulatory requirements into one unified process for strategic integration

9th May 2017
Sammy

Adapting regulatory compliance skills in the era of deregulation

4th May 2017
Cluster Seven

Spreadsheet Management in BlackRock

3rd May 2017
Jon Hill

Model risk management: Defining a model, governance and analytics

27th April 2017
Michael R guglielmo

Effective challenge – Beyond the validation

13th April 2017
Unknown-2

Reviewing the regulatory agenda for 2017 amidst political and economic change

12th April 2017
Hafstien Gislason

Using operational & enterprise risk management as value added exercises beyond regulatory compliance

31st March 2017
Bogie Ozdemir

Technology and regulatory advances have had an impact on risk managers

30th March 2017
Manhattan

Mind Your Ps and Qs: Real World vs. Risk Neutral Probabilities

28th March 2017
gustavo ortego2

The challenges of Operational Risk Management in today’s environment

22nd March 2017
Suit

Rising rates are here again! Ready?

16th March 2017
Tae Kang

Designing an integrated stress testing framework and combining risk framework for better efficiency

16th March 2017
SONER TUNAY

Integrated Credit Modeling: From CCAR to CECL

16th March 2017
craig spielmann (1)

Supercharging your ERM Program

15th March 2017
Robert phelps

Assessing the increasing cyber threat in a world of continuing technological advances

14th March 2017
Screen-Shot-2016-11-29-at-14.45.07

Beautiful Banking: Insights from the world’s beautiful game

14th March 2017
agus Banner

Developing efficient models to support stress-testing process

13th March 2017
Unknown

The Three Lines of Defense

13th March 2017
Screen Shot 2017-03-21 at 15.07.54

Risk management for financial institutions: Compliance, Stress Testing and Risk Analytics

10th March 2017
Unknown

Measuring the impact of fraud events and other challenges

2nd March 2017
Paul Marchetti

Risk management of the future: The road ahead for risk managers

15th February 2017
Unknown

Reviewing risk framework requirements and moving towards operational risk being raised to an equal visibility as credit and market risk

14th February 2017
Unknown-1

The role of internal audits in capital adequacy planning and stress testing

13th February 2017
Unknown-3

Risk management of the future: The road ahead for risk managers

13th February 2017
Unknown-4

Incorporating liquidity risk regulatory requirements into one unified process for strategic integration

10th February 2017
Unknown-2

Liquidity Risk Management & Funding

1st February 2017
C pichelmier2

Reviewing the post-implementation impact of EPS for FBO’s operating with IHC’s and the liquidity repercussions

26th January 2017
Cyber Risk

Finance’s role in operational risk management

26th January 2017
Dodd Frank

Dodd-Frank Reform: BASEL III and Capital Requirements

25th January 2017
Kevin Curran

Liquidity Requirements of Enhanced Prudential Standards (EPS) for Foreign Banking Organizations (FBOs)

25th January 2017
Calculator

Current Expected Credit Loss Standard for ALLL (CECL)

25th January 2017
USA

The Future of Risk Management

4th January 2017
-1

U.S. derivatives regulator to move on from Dodd-Frank under Trump

29th November 2016
Screen Shot 2016-11-29 at 14.45.07

Beautiful banking – insights from the world’s beautiful game

28th November 2016
Unknown-2

Reviewing the 2016 CCAR & DFAST stress tests and looking towards 2017

3rd November 2016
Jeremy Condie copy

Data & technology as it relates to model governance

1st November 2016
Screen Shot 2016-10-26 at 15.55.06

Improving usefulness of PPNR CCAR stress test models: Adding 30+ years of rate data to deposit balance models

24th October 2016
Unknown-4-1

Addressing imperfect results in your PPNR CCAR Models

14th October 2016
Unknown-2-1

Overview of the process for new filers and existing ones: Controls and best practices

10th October 2016
Craig Lane

Gaining value from an effective RCSA program and using to make strategic business decisions

5th October 2016
Axiom SL

CCAR: Tackling stress testing with AxiomSL’s enterprise-wide integrated platform

30th September 2016
Unknown

Data challenges specific to CCAR to ensure accurate data inputs

27th September 2016
jodi richard

Aligning compliance and operational risk departments to better remediate the risks

27th September 2016
Ed Young, Senior Executive

Comparing SR 15-19 to 15-18 as a guide for what is to come for DFAST banks

23rd September 2016
Unknown

Reviewing the 2016 CCAR & DFAST stress tests and looking towards 2017

23rd September 2016
Unknown-1

Operational Risk: Establishing an effective governance structure

22nd September 2016
Hafsteinn

Using operational and enterprise risk management as value added exercises

Venue

New York Hilton Midtown
1335 Ave of the Americas
New York
NY
10019

We have a limited number of rooms with the hotel for attendees to Risk Americas 2017. These are at a preferential rate of $399++. If you need to reserve accommodation please click here for a secure site dedicated to Risk Americas, please ensure to click on the CFPHR on the Guest Selection or alternatively you can call the Hotel on 1-800-HILTONS and quote CFPHR.

Alternatively, we would recommend the following hotels that are a very short walk from the venue:
Sheraton New York Times Square Hotelhttp://www.sheratonnewyork.com/
The Manhattan at Times Square Hotelhttp://www.manhattanhoteltimessquare.com/

CPE Logo

Risk Americas Congress: Earn up to 15.5 CPE credits

Risk Americas Masterclass: Earn up to 7.5 CPE credits per class

Frequently Asked Questions

Can I present at Risk Americas?

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

Are there any rules on the dress code?

Business attire is requested. The Congress is a formal opportunity to network with like-minded professionals.

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

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

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

Where can I find the Congress documentation and speaker presentations?

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

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

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

Will breakfast, lunch and refreshment be provided?

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

This will be provided on both days of the Congress.

Will there be opportunities to network with other attendees?

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

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

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

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

Please note:

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

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

At the event
We can distribute your material to the attendees, offer you an exhibition booth, and provide speaking opportunities so that you may enjoy a more prominent presence at the Congress. Visit the Sponsor tab for further information or contact sales@cefpro.com / +44 (0) 207 164 6582.

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

Are media partnerships available for Risk Americas?

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

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

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

Knowledge Partners

Moody's Analytics


Moody’s Analytics helps capital markets and risk management professionals worldwide respond to an evolving marketplace with confidence. The company offers unique tools and best practices for measuring and managing risk through expertise and experience in credit analysis, economic research and financial risk management. By providing leading-edge software, advisory services and research, including proprietary analyses from Moody’s Investors Service, Moody’s Analytics integrates and customizes its offerings to address specific business challenges.

MSCI



For more than 40 years, MSCI’s research-based indexes and analytics have helped the world’s leading investors build and manage better portfolios.
Clients rely on our offerings for deeper insights into the drivers of performance and risk in their portfolios, broad asset class coverage and innovative research.
Our line of products and services includes indexes, analytical models, data, real estate benchmarks and ESG research.
MSCI serves 97 of the top 100 largest money managers, according to the most recent P&I ranking.
For more information, visit us at www.msci.com.

S&P Global Market Intelligence


Complex markets and evolving regulatory demands mean that the definition of success is always changing. Become the benchmark with deep industry insight from SNL financial and credit risk and surveillance tools from S&P Capital IQ.

Now operating jointly as S&P Global Market Intelligence, we offer the industry’s deepest data, sector-focused news, and powerful analytics so you can navigate through challenging operating norms with confidence, manage the full spectrum of your credit risk exposure, and better serve your customers.

Quantitative Risk Management


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.

Co-Sponsors

AxiomSL


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

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

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

Ayasdi


Ayasdi is a leader in the design, development and deployment of artificial intelligence applications for the financial services, healthcare and public sectors. Developed at Stanford and seeded by DARPA, the Ayasdi technology has solved some of the hardest challenges in multiple industries – earning it recognition as one of the world’s most innovative companies from Fast Company and the World Economic Forum. Based in Menlo Park, CA, Ayasdi is backed by Kleiner Perkins Caufield & Byers, IVP, Khosla, CenterView Partners, Draper Nexus, Citi Ventures, GE Ventures and Floodgate Capital.

Darling Consulting Group


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

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

Nasdaq BWise


Nasdaq BWise is a global GRC technology leader. We help organizations, both big and small, around the globe, embed, sustain, and streamline their GRC and integrated risk management activities. The BWise software application is the cornerstone of Nasdaq’s GRC technology portfolio. It offers a wide range of leading GRC functional capabilities for risk management, internal audit, internal control, information security and regulatory compliance.

Having implemented some of the largest GRC projects in various industries around the globe in various industries means that Nasdaq BWise will truly be able to leverage its global resources to ensure a successful implementation by bringing a blend of technical and industry experience, a mature project governance methodology, and a dedication to effectively and efficiently transfer knowledge for long-term success.

BWise is recognized by independent analysts as a leader in GRC software and won awards for best product as well as best vendor in the industry. For more information about our solutions and services, please visit www.bwise.com.
Nasdaq is recognized around the globe as a diversified worldwide technology, trading and information services provider to the capital markets, with more than 3,500 colleagues serving businesses and investors from over 50 offices in 26 countries across six continents – and in every capital market.

Novantas


Novantas is the industry leader in analytic advisory services and technology solutions for banks. We create superior value for retail and commercial banks through deep and insightful analysis of the information that drives the financial services industry across pricing, product development, treasury and risk management, distribution, marketing, and workforce management.

For more information, visit www.novantas.com

Prescient Models


Prescient Models provides best-in-class modeling and software for a broad range of forecasting and stress testing applications. We created leading stress testing applications before CCAR and DFAST existed. Our models were CECL compliant before FASB saw a need. Through multiple recessions and business environments, our models are battle tested and proven true.

Now we’ve taken our industry insights to a new product, PrescientManager™. Too many analysts spend more time validating and documenting than building models. Too often model refreshes are nearly impossible because of the weight of review. PrescientManager solves these problems. A carefully designed refresh process leaves the model review in tact while adapting to environmental changes. Automated validation and documentation run every time the data is refreshed mean that all models are monitored in real-time. Robust. Analytically rigorous. Simple to use.

All of this is availble at the loan-level for account decisioning and loan pricing. Our margin forecasting engine is already CECL compliant, can be run under stress scenarios, and is available today.

Prescient Models – Seeing the future through models.

Strategic Risk Associates


Strategic Risk Associates (SRA) is national consulting and advisory firm, specializing in the banking and financial services industry. SRA provides commercial banks and financial services companies with a broad spectrum of services. These include: Enterprise Risk Management; Merger and Acquisition Due Diligence; Internal Audit; Bank and Financial Services companies’ Integration; Credit Risk Management including Loan Reviews, Stress Testing, Credit Training, and Process Improvements; Regulatory Support for Bank Exams; MOUs,and Enforcement Actions; Management and Board Assessments; Strategic Plans and/or Capital Plans; DFAST; Board of Director Training; Succession Plans; Staff Augmentation, Mortgage Operations Support, and numerous Other Services.

SRA recently launched its ERM Watchtower application to financial service companies. This is an enterprise risk aggregation and reporting tool with a “Strategic” approach to risk management. ERM Watchtower enables organizations to use a cloud-based, online system to efficiently create customized Risk Profiles the Department, Business, and Enterprise level. In addition, ERM Watchtower allows each institution to monitor, manage, and mitigate their top risks across the organization. Key risks which prevent the organization from achieving its strategic plan, or negatively affecting its capital position, are closely tracked and monitored. ERM Watchtower helps organizations manage key risk categories which have been defined by each financial institution or its regulators such as Strategic, Reputational, Credit, Liquidity, Interest Rate, Insurance, Operational, Compliance and Legal, and Pricing. Lastly, Risk Improvement Activities (regulatory issues, internal audit issues, compliance issue, etc.) can be effectively managed and reported on an enterprise basis.

Ultimate Risk Solutions


Ultimate Risk Solutions (URS) is the world’s leading independent provider of risk modelling solutions. Risk Explorer™, the company’s flagship product, is the Dynamic Financial Analysis technology used by leading insurers, reinsurers, brokers, and consultants worldwide.

Wolters Kluwer


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

For further information please visit www.wolterskluwerfs.com

Associate Sponsors

ClusterSeven


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.
Founded in 2003 with offices in London, New York and Boston; over a third of the world’s top 30 banks as well as multiple leading insurers, investment managers and energy firms are customers. In June 2015, private equity firm Azini Capital Partners LLP acquired 100% of ClusterSeven and has provided additional investment to promote high quality product development and wider customer engagement.

Cushman & Wakefield


With over $5 billion in revenues and 48,000 employees across over 300 offices in over 60 countries, Cushman & Wakefield is a leading global commercial real estate brokerage and appraisal firm. Cushman & Wakefield’s Special Opportunities Group has extensive experience leading large diligence teams for time-sensitive projects specializing in loan file data extraction and remediation for CCAR data submission, loss forecast models and various levels of regulatory compliance, such as flood, CRE and HMDA.

Workiva


Workiva (NYSE:WK) is a leading provider of enterprise cloud solutions for improving productivity, accountability, and insight into business data. Thousands of organizations, including over 70 percent of the 500 largest U.S. corporations by total revenue, use Wdesk.

Exhibitors

CIMCON Software


CIMCON Software helps companies reduce the business risks inherent in spreadsheets and other end-user controlled applications. For over twenty years, CIMCON has enabled companies in financial services and other industries improve the effectiveness of their GRC processes and avoid the operational losses associated with errors, data loss and regulatory non-compliance. Close to 500 companies in over 30 countries use our products to identify and control their highest risk models, tools and spreadsheets. CIMCON is a global company with offices in Boston, London and India and has been recognized by leading market analysts.

enableIT


enableIT offers Risk and Innovation consultant-led services. We help you compete on:

Financial Risk (Credit, Market, Liquidity and Regulatory)
Cyber Security (Offensive and Defensive Security)
Digital Innovation (Interfaces, Analytics, AI, Robotics, Blockchain)

Technology disruption and economic disintermediation are forcing financial services to take on more risks to create more return for their customers. As a Risk Advisory, our mission is to improve risk resilience and secure clients’ business offerings. By providing 1st, 2nd and 3rd lines of defense, we help you focus on improving flow of capital into investment opportunities, cut compliance costs, offer better prices through proper hedging and ensure financial stability and sustainability.

Besides professional services, we offer research-backed insights through ‘enableit Labs’, and customized training and coaching to organizations of all sizes. Our clients include both buy and sell side institutions. We help Risk , Finance, Treasury and IT change initiatives. We have offices in NYC and San Francisco.

FactSet


FactSet (NYSE:FDS | NASDAQ:FDS) delivers superior analytics, service, content, and technology to help more than 66,000 users see and seize opportunity sooner. We are committed to giving investment professionals the edge to outperform, with fresh perspectives, informed insights, and the industry-leading support of our dedicated specialists. We’re proud to have been recognized with multiple awards for our analytical and data-driven solutions and as one of Fortune’s 100 Best Companies to Work For and a Best Workplace in the United Kingdom and France. Subscribe to our thought leadership blog to get fresh insight delivered daily at insight.factset.com.

Incisive


Incisive provides award-winning and innovative risk intelligence through spreadsheet management solutions. Our enterprise-class offerings provide visibility and control to all business areas that use or interact with spreadsheets. Incisive products have been recognized for accurately and reliably highlighting risks to give users confidence in their spreadsheet information.

International Market Recruiters


International Market Recruiters (IMR) is a financial industry leader with over 25 years’ experience recruiting permanent, consultant, and temporary employees. IMR has long-standing partnerships with top-tier Investment Banks, Asset Management Firms, Hedge Funds, Private Equity Firms, Broker-Dealers, Clearing Houses, Exchanges and Rating Agencies.
IMR is respected by clients and candidates alike for our dedication to hard work, integrity, and confidentiality.  IMR is the go-to provider for firms seeking talented financial service professionals and a valuable resource for highly skilled people seeking new and financially rewarding opportunities. Our financial services placements include Operations; Front to Back Office; Finance, Tax & Accounting; Regulatory, Risk, Control & Compliance; Change Management; Client Onboarding; IT and Cyber Security.
IMR’s headquarters is based in New York City with offices in Chicago, Charlotte, and Columbus; placing candidates across the country.
At International Market Recruiters we ensure optimal results, and guarantee success for both our clients, and candidates.
For more information call 212-819- 9100 or visit our website at www.goimr.com and follow us on LinkedIn, Facebook & Twitter.

Macroeconomic Advisers


STRESS-TESTING, MACRO COMMENTARY, POLICY ANALYSIS, ALTERNATIVE SCENARIOS
For over thirty years, Macroeconomic Advisers has assisted clients in obtaining a broad and deep understanding of what is driving the US economy, its future direction, opportunities and risks.  We aid clients in planning, strategy, asset allocation and risk management through a variety of offerings. We designed and maintain the premier US macro model and employ that model in producing well documented forecasts and alternative scenarios supported by carefully constructed narratives.  Our clients range from financial institutions of all sizes and type to policy makers to C-suite executives at non-financial corporations. Clients trust MA because of our insistence on analytical rigor, attention to detail, unbiased research, seasoned judgment and our unsurpassed customer service.  Contact Maureen Maguire at mmaguire@macroadvisers.com or see more at: http://www.macroadvisers.com.

MCG Midtown Consulting


Since opening in 2004, Midtown Consulting Group, a management and technology consulting firm, has helped clients compete by developing actionable insights. Our consultants assist clients with aligning strategic goals and decisions through specific metrics, data visualizations, and data strategies. Midtown is headquartered in Atlanta, Georgia, with offices in Charlotte, Nashville, and Orlando. With every engagement, we deliver practical and actionable solutions that enable our clients to achieve a competitive advantage through proper alignment of technology, personnel, and business strategy.

www.midtowncg.com

Can your organization contribute at Risk Americas 2017 Convention?

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. Below is an outline of what we can offer, but please contact sales@cefpro.com or call us on +1 888 677 7007 / +44 (0)20 7164 6582 where a member of the team will be happy to tailor the right package for you.

Media Partnerships

We are happy to support publications, associations and organisations at this event. From a simple company listing with your logo to taking advantage of some of our sponsor benefits listed above. To discuss this further please contact jesse.hopkins@cefpro.com on +1 888 677 7007 /+44 (0)20 7164 6582

ABA
bobsguide1-180x80
Compliance 180x110
CrowdReviews 180x110
The European
Fintech Finance 180x110
Global-Risk-Community-180x110
OTC
Risk-and-Insurance
SmartMoneyWatch 180x110
The Record

Looking Back At Risk Americas 2016

2016 CRO Discussion

A Quick Look Back At Risk Americas 2016

Risk Americas 2016 Speaker Line-Up

Download Presentations from Risk Americas 2016

All presentations from the Convention are available to download here – please refer to your inbox for the log-in password, or request a new password here.

Call +1 888 677 7007 for more information

3rd Colleague Half Price
Over the two days you will have access to breakfast, lunch, refreshments, presentations and the ability to move freely between four focused streams/sixty sessions for the registered Convention/Masterclasses.
Register 2 or more attendees from the same organisation. The current rate allows every third colleague to come along for half price! or a fifth colleague for free. When registering at the same time.

Should you have any questions regarding registering, please contact the Center for Financial Professionals, please contact us on +1 888 677 7007 or email info@cfp-events.com

I want to register for the Main Convention only

Risk Americas Convention
May 23-24 2017
Early Bird
(Expired 5 May)
Standard Rate
 $1599 $1999

I want to register for the Main Convention and a Masterclass

Early Bird

Expired May 5

Standard Rate

Registrations After May 5

Risk Americas Convention + ONE Full Day Masterclass | May 22 – 24 or May 22 – 25
Save an extra $100 when registering for both!
$2498 

.

$3098

.

Risk Americas Convention + Half Day Masterclass: Fraud Management
| May 23-25
$2198

.

$2698

.

Risk Americas Convention + TWO Full Day Masterclasses | May 22 – 25
Save an extra $200 when registering for both!
$3397

.

$4197

.

Risk Americas Convention
+ Full Day Masterclass + Half Day Masterclass: Fraud Management | May 22 – 25
Save an extra $100 when registering for both!
$3097

.

$3797

.

I want to register for a Masterclass only

 .

.

Early Bird

Expired May 5

Standard Rate

Registrations After May 5

Full day masterclass
$999

.

$1099

.

Half day masterclass $599 $699

.

I want to register multiple colleagues to multiple options

The registration process will allow you to do this with ease. Simply select register now and follow the on-screen instructions. If you need any assistance with registering please contact the Center for Financial Professionals on +1 888 677 7007

Group Bookings:

Group rates are available for 2 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!

Should you have any questions regarding registering, please contact the Center for Financial Professionals, please contact us on +1 888 677 7007 or email info@cfp-events.com

Other ways to register:

Save time – Register by email

Simple email us your e-signature – and we will do the rest for you!

Knowledge Partners
Moody's Analytics
MSCI 245x150
S&P Global
QRM

Co-Sponsors
axiom 245x150 v2
Ayasdi
DCG 245x 150
Nasdaq BWISE
Novantas 245x150%5b1%5d
Prescient Models 245
SRA245x150
USR logo
Wolters Kluwer New Logo
Associate Sponsors
Screen Shot 2017-03-21 at 17.34.51
Cushman-Wakefield-
Workiva 245x150

Exhibitors
Cimcon
enableIT - 245x150
FactSet_Logo_245x150
logo_Incisive_PMS 245x150
IMR
Macro
Preferred logo - MCG
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