7th Annual Risk Americas 2018

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Risk Americas 2018

7th Annual Risk and Regulation Convention

May 17-18, 2018 | New York Marriott Downtown

PRE-EVENT MASTERCLASSES – MAY 16

MASTERCLASS A:
INTEGRATED CREDIT MODELING: FROM STRESS TESTING TO CECL

The masterclass will be led by:
Soner Tunay, Principal Director, Accenture Consulting 

MASTERCLASS B:
SUPERCHARGING YOUR ERM PROGRAM

The masterclass will be led by:
Craig Spielmann, Former Head of Enterprise Risk Management, First Data 

Move freely between four streams including:

STREAM ONE

Innovation in Risk Management

Technological advances
AI and business benefits
Machine learning
FinTech collaboration, disruption and partnerships
Payments: technology, competition and blockchain
AML and fraud
Cloud and data

STREAM TWO

Liquidity Risk and Funding

Intraday requirements and business opportunities
FTP
NSFR
Recovery and resolution
Liquidity and capital management
CLAR requirements
Lines of defense in liquidity risk

STREAM THREE

Risk Modeling

CECL: parallel runs and modeling
Documentation and communication
Stress tests: CCAR & DFAST
PPNR
Modeling: techniques and validation
Data challenges
Modeling across the enterprise
Beyond validation

STREAM FOUR

Operational and Enterprise Risk

Risk culture and conduct
Vendor and third party risk
Cyber security
Data, business lines and taxonomy
Lines of defense
Operational risk modeling
Disaster recovery planning
Fraud management

Key highlights for 2018 include:

Exclusive CRO keynote addresses and panel discussions

  • Group CRO, Prudential delivers a keynote address on harnessing change as a strategic opportunity
  • Bank of America’s Chief Risk Officer delivers a fireside question discussion
  • Investors Bank, Newtown Savings Bank and IADB discuss the future of regulation
  • Federal Reserve Bank of New York’s CRO delivers insight on ERM best practice
  • CRO & Global Banking Group President, American Express reviews data as a fundamental and platform innovation

Exclusive Networking Opportunities

  • NEW FOR 2018: Champagne Roundtables: join one of 15 roundtables to wrap up the first day
  • Extensive networking breaks throughout the two days to meet peers and industry leading solution providers in the exhibition hall
  • Access to our Convention app: interact with speakers through polls and questions
  • BACK BY POPULAR DEMAND: 2 pre-event (May 16) Masterclasses led by industry experts on; Supercharging your ERM program and Integrated Credit Modeling

2018 WILL FEATURE OVER 100 SPEAKERS

Join over 400 attendees, more than 80 CROs and Heads of Risk across over 70 presentations and panel discussions, 6 keynote sessions and 4 streams over 2 days!

Nicholas Silitch

Nich Silitch Head Shot

Group CRO

Prudential

Paul Marchetti

PaulMarchetti

CRO & Chief Credit Officer

BankNewport

Denise Pickett

DeniseHeadshot2018 copy

CRO & Global Banking Group President

American Express

James Costa

James Costa Head Shot

Chief Risk and Credit Officer

TCF Bank

Philippa Girling

P.GirlingHeadShot

CRO

Investors Bank

Joshua Rosenberg

JoshuaRosenberg

CRO

Federal Reserve Bank of New York

Geoffrey Greener

Greener_2

Chief Risk Officer

Bank of America

Oliver Jakob

Oliver Jakob

International CRO

Mitsubishi UFJ

Peter Keenan

Peter Keenan Headshot

CISO

Lazard

Marcelo Brutti

Marcelo Brutti 7

CRO

Hyundai Capital

Frank Morisano

Fmorisano Headshot

CRO

ICBC

Amy Butler

Amy Butler

CRO

Legal & General

Pre-Event Masterclasses

16 May, 2018 – Full Day

Due to the interactive nature, masterclass seats are strictly limited and on a first come first serve basis.

Over 60% of seats for Masterclass A, and 50% of seats for Masterclass B have now been filled.

Register now to take advantage of the $899 Early Bird rate.

Registration and breakfast will open at 8am, with the Masterclass commencing at 9am. There will be adequate refreshment and lunch breaks throughout the day with the day concluding at 5pm.

Masterclass A:
Integrated Credit Modeling: From Stress Testing to CECL
Masterclass B:
Supercharging Your ERM Program

The masterclass will be led by:
Soner Tunay, Principal Director, Accenture Consulting 

Featuring guest speaker:
Stevan Maglic, SVP, Head of Quantitative Risk Analytics, Regions Bank

The masterclass will be led by:
Craig Spielmann, Former Head of Enterprise Risk Management, First Data 

  • Review of CCAR, DFAST and Basel Models
    • Learning from the last 6 years of CCAR/DFAST; evolution of models, loss forecasts, capital ratios and regulatory feedback
    • Evolution of Stress Testing and comparison to Basel II models
    • Comparison of results, across the banks and across time
    • CCAR scenario selection and development

 

  • Introduction to IFRS9 and CECL concepts
    • The life of loan concept
    • Reasonable and supportable forecasts and scenario generation
    • Mean reversion to longer term averages
    • Expected life of a loan

 

  • CECL Impact analysis
    • Historical simulation
    • Identifying the most impactful parameters

 

  • Modeling Consumer products
    • Basel-era models
    • Evolution from Basel to Stress Testing
    • Leveraging Stress Testing 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

This Masterclass is being led by:

Soner Tunay

Principal Director

Accenture Consulting

About The Leader

Soner is a Principal Director and head of Quantitative Analytics in the Finance & Risk practice at Accenture. Previously, he held executive level positions in leading model development and validation functions in various US banks, FBOs and G-SIBs. He has been a frequent contributor to industry conferences as a speaker. He also holds full-day workshops on credit modelling. Soner received his Ph.D. in Economics from Boston College.

  • ERM in Today’s World
    • Explain the differences and similarities between ERM and Ops Risk.
    • Discuss the evolution of ERM pre and post financial crisis.
    • Develop a sense for the direction ERM is taking by discussing different ERM models applied in the industry.

 

  • ERM Advanced Framework & Approaches
    • Discuss advance approaches to winning business buy-in for framework adaption.
    • Review smart approaches to RCSA, Scenario Analysis, Loss Event (internal & external) and Key Risk Indicators (KRIs), Risk Appetite and Management Reporting.
    • Review ERM’s Technology deployment and positioning for success.

 

  • Evaluating Your ERM / Risk Function
    • Discuss techniques to run ERM as a successful business.
    • Develop you approach to defining your business goals to strategy and execution.
    • Evaluate your ERM business through a People, Process, Technology, and Product & Services approach.
    • Discuss communication vehicles to enhance ERMs presence in the organization

 

  • ERM Staffing & Compensation
    • Discuss a knowledge & skills model that will give you new perspectives on existing and future staffing needs.
    • Work in a group to develop a transformation plan to get a bigger share of budget and rewards.
    • Discuss client and staffing risk training and develop needs to meet your business goals.

This Masterclass is being led by:

Craig Spielmann

Former Head of Enterprise Risk Management

First Data

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 specialises 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 Operation Risk Committee and represented ORM on several domestic and international senior risk  committees.

Early Bird
(Register by May 4)
Standard Rate
(Registrations after May 4)
Pre-event Masterclass
May 16
$899 $1,099
Pre-event Masterclass and Main event
May 16-18
$2,598 $3,298
Other ways to register:

 

Save time – Register by email

Simply email us your e-signature – and we will do the rest!

Download the PDF registration form:
Download the RA18 Registration Form

Day One | May 17, 2018 | Marriott Downtown, NYC

8:00 Registration and breakfast

08:30 Chair’s opening remarks

KEYNOTE ADDRESS

8:40 Future strategic risk: Harnessing change as an opportunity

Understanding the real risks

Keeping up with change: enhanced risk vs. opportunity

Technology advances and risk considerations

Increasing consumer benefits

Nicholas Silitch, Group Chief Risk Officer, Prudential

PANEL DISCUSSION

9:15 The future of regulation across the industry: Managing changes and aligning with BAU

Limiting ability to assess risk with increase in regulators to satisfy

Prioritizing along the way: MRA and MRIA dates

De-centralization of regulators and divergence across jurisdictions

Potential de-regulation: Expectations of change

Philippa Girling, CRO, Investors Bank

Paul Barkan, CRO, Newtown Savings Bank

Federico Galizia, CRO, Inter-American Development Bank

9:55 Enterprise risk management

Joshua Rosenberg, CRO, Federal Reserve Bank of New York

10:30 Morning refreshment break and networking

Stream One: Innovation in Risk Management

Stream Two: Liquidity Risk and Funding

Stream Three: Risk Modeling: CECL and Stress Testing

Stream Four: Operational and Enterprise Risk

AI & MACHINE LEARNING
11:00 An introduction in advances within AI and Machine Learning

Imir Arifi, Senior Director, AI & ML, HCSC

INTRADAY LIQUIDITY
11:00 Managing balance sheet and regulatory requirements across entities and jurisdictions

  • Regulatory requirements
  • Challenges in meeting demands
  • Automating for efficiency
  • Using numbers for strategic decision making

Steven Hageman, Chief Liquidity Risk Officer, Societe Generale

CECL
11:00 Current state of CECL implementation, business impact, and the integrated analytics environment

  • Current state of methodologies and model development
  • Business unit impact, concerns over capital relief, and pro-cyclicality
  • Thoughts about moving towards an integrated analytics environment

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

DOUBLE SESSION
11:00 Driving risk culture and establishing appropriate incentives and behavior

  • Regulator expectations
  • Leadership and risk accountability
  • Governance and risk incentives
  • Risk and controls management
  • Transparency, training and awareness
  • Human capital/people risk
  • Tone at the top

Craig Lane, Director, Chief Risk Office, USAA

Gustavo Ortega, Director, Enterprise Risk Management, AIG

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11:35 Machine learning and artificial intelligence in model risk

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

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11:35 The shape of liquidity

  • Post 2052A and LCR reporting
  • Stress Testing is the next step in your liquidity journey

Don Mumma, Managing Director – Risk, AxiomSL

CECL
11:35 CECL modeling options: Leveraging existing infrastructure vs. building bespoke models

  • Leveraging stress testing models and infrastructure
  • Utilizing current frameworks
  • Pros and cons for each
  • Outsourcing development
  • Methodology for estimation

Xiaoling (Sean) Yu, SVP, Director of Model Risk, KeyBank

DOUBLE SESSION
11:35 Enforcing activity aligned with conduct requirements of the institution

  • Balancing doing the right thing vs. reaching targets
  • Changing mind-set of legacy employees
  • Understanding product processes
  • Avoiding reputational impacts

Craig Lane, Director, Chief Risk Office, USAA

Gustavo Ortega, Director, Enterprise Risk Management, AIG

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12:05 Utilizing risk aggregation to enable risk intelligence

Michael Glotz, Founding Partner and President, Strategic Risk Associates

James Lam, Independent Director, Chair of the Risk Oversight Committee, Member of the Audit Committee, E*Trade

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12:05 Session and speaker from Darling Consulting Group to be confirmed

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12:05 Integration between regulatory stress testing and strategic planning

QRM

COMPLIANCE
12:05 Limiting the implications of compliance risk and aligning teams for a more efficient process

  • Aligning operational risk and compliance
  • Understanding roles of each
  • Implications of compliance risk
  • Regulatory fines and impact on bottom line

12:40 Lunch break & networking

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1:40 Regulatory Reporting as a Service for existing and evolving regulations

  • Myth of ‘End to End Regulatory Reporting Solution’
  • Iterative Data Validation Methodologies
  • How to compute ‘Life of Loan’ for Retail Banking (i.e. Credit Cards)

Udayan Dekhtawala, Associate Managing Director, Risk & Regulatory Practice, Argus Information & Advisory Services

Chip Messick, Managing Director, Risk & Regulatory Practice, Argus Information & Advisory Services

CAPITAL AND LIQUIDITY
1:40 Reviewing the connectivity of liquidity and capital to align activities

  • Aligning for regulatory exercises
    • Recovery and resolution planning
    • CCAR
  • Integrating narrative to show interplay

Will Newcomer, VP, Product & Strategy, US Risk & Compliance, Wolters Kluwer

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1:40 Forecasting for CECL and stress testing and leveraging overlaps to manage outcomes

  • Forward looking loss estimation- benefits & limitations
  • Impact of credit cycles, financial crises, stress testing on credit losses
  • Integrating expert judgment and contextual information into loss forecasts
  • Creating a model uncertainty framework for adjusting ECL estimates

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

DATA
1:40 Connectivity of data across business lines and taking an enterprise view to bring lines together

  • Centralization of data storage, format and collection
  • Gaining buy in from senior management
  • Connectivity of data across business lines
  • Pulling together at an enterprise level

Azlina Wetmore, Head of Commercial Credit Policy & Innovation, Capital One

PANEL DISCUSSION
2:15 Utilizing the benefits of technology to advance risk analytics

  • Model development methodologies
  • Managing people
  • Using data and systems in a more integrated way

Didier Blanchard, Head of Enterprise Risk Management for the Americas, Societe Generale

Eric Grandeo, Sr Director – Emerging Businesses, Moody’s Analytics

Aziz Lookman, Principal Economist, Amazon

Mark Palmer, Senior Vice President of Analytics, TIBCO

PANEL DISCUSSION
2:15 Developing a holistic approach to managing liquidity risk

  • Bringing it all together
  • Regulatory updates
  • Incorporating into strategy
  • Driving business decisions and efficiency

Frank Morisano, CRO, ICBC

Tom Ruseski, VP, Treasury Risk Oversight Manager, Citizens Bank

Andrew Fellingham, Director, Group Head Market and Liquidity Risk Management, Americas Division, Sumitomo Mitsui Banking Corporation

PANEL DISCUSSION
2:15 CECL parallel runs and production challenges ahead of full implementation

  • Building a comprehensive analytical architecture
  • Meeting data requirements ahead of time
  • Implications for risk management
  • Preparing for parallel runs and managing disparities in results

Matthew E. Murphy, Managing Director, State Street Corporation

Krishanu Ray, Analytical Consultant for Risk Solutions, SAS

Chris Smigielski, Director, Model Risk Management, EverBank

PANEL DISCUSSION
2:15 Bringing operational risk to the front line: The balance of risk

  • Governance committees
  • Bringing in operational risk before decisions are made
  • Product and risk committees
  • Reaction after the fact
  • Identifying upfront
  • Governance and escalation processes
  • Assessing new products

Amy Butler, CRO, Legal & General America

Dominique Benz, Director, Mizuho

Craig Spielmann, Former Head of Enterprise Risk Management, First Data

2:55 Model Automation and Standardization: A View from the Model Factory Floor

  • How design of “model families” is streamlining the testing and validation process for new models
  • When and where automated development approaches can accelerate development and review of potential “champion” models
  • How systems are enabling monthly model review and re-validation through secure and standard technologies

Jonathan “Wes” West, Managing Director, Novantas

2:55 Advances in Liquidity and Funding Risk Measurement, Management and Mitigation

  • Introduction – 21st century Liquidity and Funding Risk Management
  • Advanced Liquidity Risk Analytics and Measurement – accounting for Liquidity when pricing and risking derivatives portfolios
  • Model Risk Management, Model Risk Audit and Regulators as an additional layer of Liquidity and Funding Risk Management
  • How an ongoing STEM revolution in Data Science / Big Data / Data Management, Machine Learning, FinTech, etc. affects Liquidity and Funding Risk Management
  • Conclusion – Perspectives of further advances in Liquidity and Funding Risk Management

Alexander Shklyarevsky, Director of Model Risk, State Street

2:55 CECL Activities for Right Now. Preparing your CECL Model for a Parallel Run and Validation

  • Review a work program for a pilot model development process
  • Milestone activities for CECL implementation
  • Modeling techniques for CECL
  • Model validation activities for CECL models

Todd Pleune, Managing Director, Protiviti

2:55 Session and speaker to be confirmed

3:30 Afternoon refreshment break and networking

CYBER AND IT RISK
4:00 Conducting simulated threat exercises (STEs) to further improve cybersecurity program

  • Benefits of STEs
  • Not unique to cybersecurity
  • Testing most viable cyber threats to an organization
  • Ongoing tabletops
  • Playbooks
  • Industry STEs

Nasser Fattah, MD, Bank of Tokyo Mitsubishi UFJ

INTEREST RATE RISK
4:00 Assessing the impact of increasing interest rates on funding and liquidity

  • Impact on risk management
  • Changes to liabilities on the balance sheet
  • Impact on loans and counterparty risk
  • Pricing assets and liquidity in markets
  • Pricing liabilities to meet strategic goals

Frank Sansone, Treasurer, China Construction Bank

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4:00 Session and speaker from S&P Global Market Intelligence to be confirmed

CYBER SECURITY
4:00 Ensuring increased levels of cyber security and keeping ahead of continuous attempts

  • Emerging ways to mitigate the risk
  • Evolution on threats
  • Criminal expertise in house
  • Level of management
  • Defining a mature program
  • Lessons learnt
  • Resources and budget allocation
  • Connectivity of risk to customer

Peter Keenan, Chief Information Security Officer, Lazard

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4:35 Using machine learning and predictive analytics to limit cyber and information security exposure

  • Digital transformations across the industry
  • Increasing cyber threat and techniques
  • Internal risk and governance
  • Understanding the potential threats and where they lie

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4:35 The Evolution of Risk Management in response to Basel III/IV, IFRS-9/CECL and FinTech

  • From Risk Compliance to Strategic Risk Management

Bogie Ozdemir, CRO, Canadian Western Bank

PPNR
4:35 Leveraging machine learning in PPNR and stress testing for portfolio analytics and business value-add

Arun Chinnasamy, Director, PPNR Modeling, RBC Capital Markets

VENDOR AND THIRD PARTY RISK
4:35 Managing the risk of vendors and third parties and ensuring oversight to the level of internal processes

  • Defining a third party
  • Consistency across firms
  • Clearer guidance
  • Internal assessments and onsite reviews

Amy Butler, CRO, Legal & General America

PANEL DISCUSSION
5:10 Using innovations in technology to increase efficiencies and effectiveness of risk management

  • Increasing use of customer facing apps
  • Utilizing opportunities for compliance and risk management
  • Use case for detecting AML
  • Ripple effects across the industry

Chris Ekonomidis, Director, Synechron

Lin Lu, SVP, Enterprise Operational Risk Officer, Freddie Mac

Aziz Lookman, Principal Economist, Amazon

PANEL DISCUSSION
5:10 Reviewing regulatory developments and gaining a clearer end state picture to grow balance sheet and business objectives

  • Balancing growth and compliance
  • End state vision for the industry
  • Adjustments to business model
  • Utilizing regulation as a business opportunity

Oliver Jakob, International CRO, Mitsubishi UFJ

PANEL DISCUSSION
5:10 Advancing stress testing practices to incorporate into BAU

  • Dangers of stress model in BAU context
  • Readiness of banks
  • Expectations for 2018
  • Future of stress testing
  • Setting risk appetite

Fabrice Fiol, MD, Enterprise Risk Management Americas Deputy Head, Societe Generale

Lori Evangel, CRO, Genworth Financial

PANEL DISCUSSION
5:10 Looking beyond third parties to vendor outsourcing and risks across the supply chain

  • Protecting data
  • Understanding access to data and vendor outsourcing
  • Managing and oversight of 4th and 5th parties
  • Transferring risk but opening up to new risks
  • Understanding exposure

Philip Gledhill, Supervisory Examiner, Enterprise Risk Supervision Group, Federal Reserve Bank of New York

Aric Perminter, Founder and Chairman, Lynx Technology Partners

5:50 Chair’s closing remarks

6:00 End of day one, drinks reception and Champagne Roundtables

Day Two | May 18, 2018 | Marriott Downtown, NYC

8:00 Registration and breakfast

8:40 Chair’s opening remarks

PANEL DISCUSSION

8:50 Reviewing the ever-changing role of the CRO and risk management departments in modern day financial institutions

Impact of technology evolution

Regulatory requirements in the new age

James Costa, Chief Risk and Credit Officer, TCF Bank

Paul Marchetti, CRO, BankNewport

Frank Morisano, CRO, ICBC

9:30 Data as a fundamental: Incorporating a long-term data strategy

Denise Pickett, CRO & Global Banking Group President, American Express

10:05 Managing risk and responsible growth

Fireside question discussion

Geoffrey Greener, Chief Risk Officer, Bank of America

10:40 Morning refreshment break and networking

Stream One: Innovation in Risk Management

Stream Two: Liquidity Risk and Funding

Chaired by
Steve Turner, Managing Director, Novantas, Inc.

Stream Three: Risk Modeling: Model Validation and Management

Stream Four: Operational and Enterprise Risk

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11:10 Some financial regulatory implications of Machine Learning: An economist’s perspective

  • Strengths and weaknesses of machine learning
  • Machine learning in supervision versus regulation
  • Some implications for the markets for financial services and the industry structure

Larry D. Wall, Executive Director, Center for Financial Innovation and Stability, Federal Reserve Bank of Atlanta

SENSITIVITY ANALYSIS
11:10 Liquidity sensitivity analysis on key assumptions and audit approach

  • Introduction of sensitivity analysis – on key assumptions
  • Regulatory requirements
  • General practice
  • Audit approach

Erjun Chen, Director, Internal Audit, CIT

MODEL RISK
11:10 Managing overwhelming levels of model inventory and ensuring sustainability of processes

  • Models and hand offs
  • Maintaining a complete inventory
  • Quants becoming a cost center with high inventory pressures
  • Reviewing models and data fields
  • Testifying to a complete inventory

Chris Smigielski, Director, Model Risk Management, EverBank

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11:10 The importance of internal controls in both a data and modelling environment

  • Interaction between the three lines of defense
  • Risk control and self assessments
  • Balancing controls needs between parent and acquired bank in a post-merger environment

Stephanie Cheng, VP, Quantitative Risk Analytics, City National Bank

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11:45 Risk oversight: Challenges and a new approach

  • Risk Oversight Approaches
  • Current risk oversight challenges for FIs
  • A new approach to oversight
  • Practical guide and case study

Richard Pike, CEO, Governor

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11:45 Equity duration management in uncertain times

  • Setting the appropriate policy band
  • Running key rate sensitivities
  • Implications for an increasing rate environment

Federico Galizia, CRO, Inter-American Development Bank

NON-MODELS
11:45 The grey area of models: Defining and managing quantitative non-models

  • Regulatory push
  • When does a tool cross over to a model?
  • Using expert, informed or structured judgment
  • Non-statistical approaches
  • Design, validation and repeatability

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

ERM AND OPERATIONAL RISK
11:45 Using integrated enterprise operational risk as a must have to achieve business objectives in a digital age

  • Reviewing how enterprise operational risk is evolving to the forefront of risk management
  • Operational risk trends, strategy and framework
  • Using to achieve business objectives

Lin Lu, SVP, Enterprise Operational Risk Officer, Freddie Mac

12:20 Lunch break & networking

CYBER ASSESSMENT
1:20 Cyber risk assessment

Aman Raheja, Chief Information Security Officer, BMO Financial Group

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1:20 Session topic and speaker from Darling Consulting Group to be confirmed

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1:20 Improving the efficiency and impact of model risk management functions

  • Use of risk based approach to manage model risk
  • Key levers to improve efficiency and effectiveness
  • Typical journey and roadmap

Marc Taymans, Managing Partner, McKinsey Risk Dynamics

Rahul Agarwal, Senior Manager, McKinsey Risk Dynamics

LINES OF DEFENSE
1:20 The role of the lines of defense and tactical approaches to effectively fulfil the role of functions

  • Regulatory expectations
  • Oversight and responsibilities
  • What does an effective lines of defense model look like
  • Maturity of framework
  • Regulatory and management expectations of each role

David Ortiz, MD, Enterprise Risk Management, BMO Financial Group

TECHNOLOGY ADVANCES
1:55 Leveraging the evolution of technology for competitive advantage and security

  • What’s next for evolution?
  • Preparing for future changes and potential risks
  • Increased power of user devices

Mahi Dontamsetti, SVP, Chief Technology Risk Officer, State Street

LIQUIDITY STRESS TESTS
1:55 Leveraging CCAR/DFAST models to conduct liquidity stress tests for CLAR requirements

  • Deriving assumptions
  • Model inflow and outflow from portfolios
  • Developing architecture
  • Build out of internal systems to automate the process

Lori Evangel, CRO, Genworth Financial

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1:55 An agent-based model approach to balance sheet management

  • Agent based models
  • Capital allocation
  • Strategic liquidity management
  • Exploring ‘what-if’ scenarios

Justin Lyon, CEO, Simudyne

SCENARIO ANALYSIS
1:55 Managing multiple economic stress scenarios

Craig Spielmann, Former Head of Enterprise Risk Management, First Data

BLOCKCHAIN
2:30 Reviewing the potential impact of Blockchain technology on the future of payments

  • Overview
  • Advantages and disadvantages of Blockchain technology
  • Potential use cases in the payments industry
  • Key risks – identification and mitigation

David Iacucci, Director, US Card and Prepaid & Alternative Payments, American Express

DEPOSIT OPTIMIZATION
2:30 Enhancing deposit optimization techniques for liquidity friendly pricing

  • Managing liabilities
  • Positioning and pricing products
  • Approaches to creating and pricing products
  • Driving profitability and efficiency

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2:30 Should a financial model ‘know’ its own ID?

  • A proposal for detailed trackage of model usage throughout a firm that can offer a path to automating the inventory attestation process

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

ISSUE ESCALATION
2:30 Issue escalation: Understanding and communicating what to escalate and how

  • Proactive vs. Reactive after the matter
  • Escalating to the right committee
  • Ensuring right areas are percolated: having a filter to understand what needs to go further
  • Ensuring a clear and audible trail relating to issues

David D’Amico, Regulatory Compliance Risk Management, Wells Fargo

3:05 Afternoon refreshment break and networking

PANEL DISCUSSION
3:35 The road ahead: What risk management could look like in 2030

Yury Dubrovsky, CRO, Lazard Group

Chris Ekonomidis, Director, Synechron

Lourenco Miranda, Managing Director, Societe Generale Investment Bank

PANEL DISCUSSION
3:35 Reviewing the role of the lines of defence in liquidity risk management and driving decision making

  • Roles of each line
  • Responsibility and accountability
  • Increased ownership on first line
  • Audit perspective

Andrew Fellingham, Director, Group Head Market and Liquidity Risk Management, Americas Division, Sumitomo Mitsui Banking Corporation

Oliver Jakob, International CRO, Mitsubishi UFJ

Kyle Szeliga, Managing Director, Liquidity Risk Oversight, Charles Schwab

PANEL DISCUSSION
3:35 Do we really need another committee?

  • Aligning committees and personnel
  • Transferring responsibility from model owner to committee
  • Absorbing materials
    • Volume of documentation and materials
  • Other vehicles to drive decisions and accountability

Thomas Burrell, CRO, Treasury, State Street

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

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

PANEL DISCUSSION
3:35 Procedures for business continuity across the enterprise and implementing an effective testing function

  • Process and duties under impaired circumstances
  • Impact on bank and business units
  • Exercising the plan for testing
  • Developing feasible plans and timelines
  • Impact analysis
  • Incident response plans

Mahi Dontamsetti, SVP, Chief Technology Risk Officer, State Street

Philip Masquelette, CRO, Ulster Savings Bank

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4:15 Long term strategic risks and evolution

  • Increased automation
  • Products to support change
  • Connection to customers
  • Changing business models techniques to be data driven

Marcelo Brutti, CRO, Hyundai Capital

STRATEGIC PLANNING
4:15 Driving forward regulatory initiatives to use liquidity positions for business decisions

  • Increased regulatory scrutiny
  • CLAR and CLR requirements
  • Liquidity positions
  • Making strategic business decisions to drive returns

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4:15 Assessment of Model Risk in the Aggregate: Contributions of Quantification

  • Industry progress made so far with respect to measuring model risk in the aggregation
  • Measuring model risk at the individual level
  • Aggregating model risk by model family
  • Example of adding some quantitative elements to assess model risk in the aggregate

Ray Brastow, Senior Financial Economist, Federal Reserve Bank of Richmond

Liming Brotcke, Quantitative Manager, Federal Reserve Bank of Chicago

FRAUD
4:15 Reviewing internal and external fraud weaknesses and identifying prevention tools available

  • Sophistication of social engineering techniques
  • KYC: Educating staff to identify customers at risk and understanding behaviors
  • Implementation of biometrics and secondary authentication
  • Reputational risk
  • Internal procedures to handle electronic information
  • Using data to detect internal fraud

Dalit Stern, Director, Enterprise Fraud Risk Management, TIAA

4:50 Chair’s closing remarks

5:00 End of Risk Americas 2018 Convention

Keynotes

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Paul Barkan

CRO

Newtown Savings Bank

Biography

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

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

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James Costa

Chief Risk and Credit Officer

TCF Bank

Biography

James M. Costa is Chief Risk Officer of TCF Financial Corporation overseeing TCF’s enterprise risk management function. Mr. Costa joined TCF in 2013.

Mr. Costa brings with him 25 years of financial services experience, with 15 years in risk management. He most recently served as Executive Vice President of Risk and Head of Enterprise Portfolio Management at PNC Financial Services Group, Inc. Prior to PNC, Mr. Costa led enterprise credit strategy for Wachovia Corporation.

A graduate of Ohio State University, Mr. Costa holds a BSBA degree in Economics. He further conducted his doctoral studies at the University of Minnesota where he was an adjunct professor of finance and economics.

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Federico Galizia

CRO

Inter-American Development Bank

Biography

Federico Galizia, CRO of the Inter-American Development Bank (IDB) since 2015, oversees and maintains the IDB’s capacity to identify, measure and manage financial and operational risk.

Prior to joining the IDB, he served as Head of Risk and Portfolio Management and Chairman of the Investment and Risk Committee at the European Investment Fund in Luxembourg. Before that, he was Deputy Division Chief in the Monetary and Capital Markets Department of the International Monetary Fund in Washington, D.C., and Adviser to the President of the European Investment Bank in Luxembourg.

Federico holds a Ph.D. in Economics from Yale University, and is the editor of “Managing Systemic Exposure: A risk management framework for SIFIs and their markets”, published by Risk.

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Philippa Girling

CRO

Investors Bank

Biography

Ms. Girling is SVP, Chief Risk Officer at Investors Bank. She was previously Chief Business Risk Officer – SVP, at Capital One Commercial Bank. She has over 20 years of experience in the global financial services industry. She is a recognized risk management leader in the industry and was named one of the decade’s “Top Fifty Faces of Operational Risk”.

In addition to authoring two Operational Risk textbooks, she is also an active public speaker on Risk Management topics.

Holding New York Bar and Financial Risk Manager (FRM) qualifications, she was also recognized in 2014 by Working Mother Magazine as one of the top 100 Working Mothers in America. She lives in Montclair, NJ, where she and her husband Joe raised their five daughters.

Ms. Girling received her undergraduate law degree from University of East Anglia, UK, and her PhD in Global Affairs from Rutgers University, USA.

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Geoffrey Greener

Chief Risk Officer

Bank of America

Biography

Geoffrey Greener will be presenting at the forthcoming Risk Americas Convention.

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Paul Marchetti

CRO & 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.

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Frank Morisano

CRO

ICBC

Biography

Frank Morisano is Chief Risk Officer at the Industrial and Commercial Bank of China (ICBC)
overseeing the operations and legal entities through which the bank operates in the USA.
Before ICBC, he spent over a decade in China leading Financial Services Advisory
practices at Ma Lee Advisory and PwC Consulting. The earlier part of his career was spent
in senior risk management, strategy, M&A, and liquidity management positions at
JPMorgan Chase, Bank of America, Capital G Bank, and General Motors Acceptance
Corporation. He is credit trained from the Chase Manhattan Bank, holds a M.Sc.,
Information Systems, and a B.B.A., Statistics.

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Denise Pickett

CRO & Global Banking Group President

American Express

Biography

Denise Pickett was named President, Global Risk, Banking and Compliance and Chief Risk Officer in February 2018. In this role she is responsible for developing American Express’ risk appetite, ensuring its safety and soundness and maintaining its control and compliance environment. She is a member of the Officers’ Group, which is responsible for developing the company’s strategic direction and determining its key policies.

Previously, Denise served as President of U.S. Consumer Services, American Express, which at the close of 2017, generated 31% of the company’s billings. U.S. Consumer Services includes the company’s U.S. Charge Card and Lending portfolios, the industry-leading Membership Rewards program, as well as the Global Travel & Lifestyle Services group. In this role, she was responsible for leading the creation and management of products, benefits and services that empower consumer Card Members along their journeys by providing great value, rich rewards, unmatched service and protections. During Denise’s tenure, U.S. Consumer Services reached strategic cobrand agreements with Marriott, announced a suite of new cobrand cards with Hilton and finished 2017 with the highest number ever of Platinum Card Members. Lastly, as President of U.S. Consumer Services, she was also a member of the American Express Centurion Bank Board.

Prior to leading U.S. Consumer Services, Denise was President of American Express OPEN, the leading card issuer for small businesses in the U.S. In this role, she was responsible for supporting business owners and entrepreneurs with products and services to help them run and grow their businesses. This included business charge and credit cards that deliver purchasing power, flexibility, rewards and savings on business services from a wide variety of partners. She moved to the United States from Canada to assume the EVP/GM role of Product in 2010. During her five years in OPEN, she also spent several years as a member of the Federal Savings Bank Board.

Denise joined American Express in 1992 and has held a series of senior marketing positions in the consumer, small business, commercial card and US Loyalty divisions. She was also Senior Vice President and Country Manager for American Express Canada, leading the consumer and small business divisions and serving as President and CEO of American Express Bank of Canada, a Schedule II bank.

Currently, Denise sits on the board of directors of the Hudson’s Bay Company, a department store retailer with leading banners including Saks Fifth Avenue, Hudson’s Bay and Galeria Kaufhof. She also plays an active role in the community and the financial services industry, serving as Vice Chair on the board of directors of the United Way of New York City, the Vice Chair on the Card Policy Council of the American Bankers Association and as a member of the Dean’s Advisory Council for the Schulich School of Business in Toronto, Canada. She is also the former Chair of the Canadian Marketing Association (CMA).

Denise holds an MBA in marketing from the Schulich School of Business at York University and earned her Honours BA in Human Biology and Physiology from the University of Toronto.

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Joshua Rosenberg

CRO

Federal Reserve Bank of New York

Biography

Joshua Rosenberg is executive vice president, chief risk officer and head of the Risk Group. Mr. Rosenberg oversees the Bank’s risk management framework including its approaches to operational, financial and enterprise risk. Mr. Rosenberg also serves on the Bank’s Management Committee and chairs the Bank’s Risk Subcommittee.
Mr. Rosenberg joined the Bank in 2001 as a research economist.  In 2009, he moved to the Risk Group and established and led the risk analytics function. In 2015, Mr. Rosenberg established and then served as the head of the Risk Group’s enterprise risk management function. During the financial crisis, Mr. Rosenberg contributed to the development and implementation of lending programs including the Term Asset-Backed Securities Loan Facility and the Commercial Paper Funding Facility.
Prior to joining the Bank, Mr. Rosenberg was an assistant professor of finance at New York University’s Stern School of Business. His research focused on derivatives, volatility and risk management. His papers have been published in journals including the Journal of Finance, the Journal of Financial Economics, the Journal of Business and the Journal of Derivatives.
Mr. Rosenberg holds a bachelor’s degree in mathematics and religion from Oberlin College and a doctorate degree in economics from the University of California, San Diego.

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Nicholas Silitch

Group CRO

Prudential

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.

Prior to joining Prudential, Silitch held the position of chief risk officer of the Alternative Investment Services, Broker Dealer Services and Pershing businesses within Bank of New York Mellon. He also served on the Pershing Executive Committee.

Silitch joined Bank of New York Mellon in 1983 as a credit trainee. Throughout his career at the bank, he held senior positions in client management, investor relations, risk management, loan restructuring, credit portfolio management and Basel compliance.

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

Innovation in Risk Management

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Imir Arifi

Senior Director, AI & ML

HCSC

Biography

Imir Arifi is head of Artificial Intelligence and Machine Learning at Health Care Services Corporation, & Adjunct Professor of Credit Risk in the Financial Engineering Program at Illinois Institute of Technology, Stuart School of Business. He provides executive guidance for the company’s AI strategy, leads efforts for its development and execution, manages use case selection and execution to maximize long term value, reviews vendor and in-house development capabilities, and evangelizes AI & ML initiatives.

Prior to HCSC, Imir served as the General Manager for Banking at DataRobot where he led the Banking & Capital Markets practice. In this role, he collaborated with various competencies to deepen and expand DataRobot’s partnerships in the Banking Industry through effective use of DataRobot’s Machine Learning platform. His responsibilities included PNL control and thought leadership in the banking sector and wider global financial market eco system.

Imir has 18 years of diverse banking expertise covering various risk functional areas and products at large financial institutions. In the past, he led the validation of mission critical models focusing primarily on Market Risk, Operational Risk, and Pre-Provision Net Revenue frameworks within the Model Risk Management and Validation Department of Regions Bank.

He supported the Commercial Bank as well as the Commercial & Investment Bank divisions in various capacities including Quantitative Development, Risk Management, and Treasury Functions at JPMorgan Chase & Co. Imir worked as a senior quantitative developer at the Federal Home Loan Bank of Chicago, and he started his career at ABN-AMRO North America where he served in Capital Markets & Treasury roles, including supporting the ALCO Committee and specializing in the valuation of interest rate derivatives.

Imir holds a Doctorate in Management Science with a focus on Credit Risk management from the Illinois Institute of Technology in Chicago, Illinois.

Didier Blanchard

Didier Blanchard

Head of Enterprise Risk Management for the Americas

Societe Generale

Biography

Didier Blanchard started at Société Générale in 2009 as Group Head of Global Risk Measurement in Paris, before moving to New York in 2016 as Head of Enterprise Risk Management for the Americas. Prior to joining Société Générale, Didier had performed the Basel 2 validation of BNP Paribas Group, and then had structured regulatory and accounting solutions at that bank’s Fixed Income department in London. A graduate of Sciences Po Paris, Didier had started his career in 1995 at Commission Bancaire, the French banking supervisor.

Marcelo Brutti

Marcelo Brutti

CRO

Hyundai Capital

Biography

Marcelo Brutti is the Chief Risk Officer at Hyundai Capital America overseeing the Consumer and Commercial Risk Management and Credit departments.  He is responsible for the overall direction and controls the risk exposure and portfolio performance.
He directs the company’s efforts to assess and predict business results, as well as determine the strategies and practices that will improve the fundamentals, minimize losses, and maximize the profit and asset growth.
Marcelo comes to Hyundai Capital America from Santander Bank, N.A., where he was their CRO in charge of the Risk Management and Compliance groups.
Prior to joining Santander, he held senior leadership roles in the Risk Management units of TD Bank, Wells Fargo and VISA Inc.

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Udayan Dekhtawala

Associate Managing Director, Risk & Regulatory Practice

Argus Information & Advisory Services

Biography

Udayan Dekhtawala has been part of Argus’s Data & Application Solutions team since 2008. Currently, as a Associate Managing Director, Risk & Regulatory Practice at Argus, he is responsible for the overall management and oversight of the current regulatory practice at Argus. His responsibilities include

· Working extensively in building and managing data collection environments for the US regulators (Federal Reserve Bank, Office of Comptroller of Currency and the Consumer Finance Protection Bureau)
· Building data warehousing platforms for top financial institutions for reporting wide range of regulatory submissions
· New Product development

He has worked with several financial institutions in assessing their current readiness for regulatory submissions and managing implementation of regulatory solutions. He has helped clients in building and implementing an exhaustive set of business rules for validating their regulatory submissions (upstream and downstream levels), reconciling data to key consolidated financial reporting and system of record platforms, automation of end to end processes for building regulatory reporting, providing workflow and data visualizations tools for FI’s.

Udayan holds a Master’s degree in Information Systems Management from Carnegie Mellon University.

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Mahi Dontamsetti

Chief Technology Risk Officer

State Street

Biography

Mahi heads up the Technology Risk functions within Enterprise Risk Management at State Street Corporation. State Street Corporation has been designated as a Global Systemically Important Bank (G-SIB) by US Regulators. As the Global Head of Enterprise Technology Risk Management, his responsibilities include governance and oversight over Cybersecurity, Information Security, Information Technology, Global Continuity Services, Third Party Vendor Management, Regulatory Compliance, Data Protection and Risk Analytics/Reporting globally for the firm. He defines the strategy, execution plan and owns/drives the technology risk agenda for the firms board of directors. Mahi joined State Street from Depository Trust and Clearing Corporation (DTCC), where he was Global Head of IT Risk and Deputy CISO. While at DTCC, Mahi built an IT Risk program that is leveraged across DTCC core clearance and settlement business as well as the new emerging businesses such as global trade repository, Clarient, etc. Mahi has previously served as Global Head of Application Security and Entitlements at Barclays Capital, Chief Technologist at Lockheed Martin and CIO at various startups. He has authored two books on wireless communications, contributed chapters to security books and served on the board of OWASP NY/NJ, Center of Hybrid & Satellite Communications Networks A NASA Commercial Space Center and other institutions. He is actively involved in Financial Services Information Sharing and Analysis Center (FS-ISAC), member of FS-ISACs products and services committee, has co-authored a white paper on Appropriate Software Security Control Types for Third Party Service and Product Providers. Mr. Dontamsetti holds a Masters degree in Computer Science and Telecommunications and a Bachelors degree in Engineering.

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Yury Dubrovsky

CRO

Lazard Group

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.

Chris Synechron

Chris Ekonomidis

Director

Synechron

Biography

Chris Ekonomidis is US Consulting Lead at Synechron. He brings over 15 years of experience in the financial markets, supporting clients in market structure and efficiency demands across fixed income, equities, and derivatives. Previously at Sapient Global Markets and EY, Chris has honed key skills in driving innovative strategies to improve business performance and manage risk. He has extensive experience with advising clients on complex business processes and services.

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Nasser Fattah

MD

Bank of Tokyo Mitsubishi

Biography

Nasser Fattah is a Managing Director at MUFG Union Bank overseeing information security risk management program for the Americas.  This includes working with business on major initiatives (cloud transformation, mobility, etc.), new markets (direct and self-service banking), and conducting risk assessments on Bank’s technologies (applications and infrastructures), internal and customer-facing information systems, and 3rd-party vendors based on Bank’s regulatory requirements (GLBA, PCI, HIPAA, SOX, etc.) and best practices (ISO 27001, COBIT, NIST, etc.).  He works closely with senior management across various lines (business executives, privacy, enterprise risk, compliance, legal and others) to discuss and proactively address actual and potential information security risks, as well as report to executives the status of the bank’s information security risk posture, including recommended mitigation plans, to support the bank’s mission and objectives..
Before joining MUFG Union Bank, Nasser managed the Information Security Program for AIG Financial Division across Latin America and Asia.  He also worked at ADP to achieve ISO certification, and managed the information security risk management program, including 3rd-party reviews.
Nasser began his Information Security career as a federal subcontractor where he maintained and managed the security posture of IT systems as per federal requirements (FISMA, OMB 130, NIST, etc.).   Also assisted with identification and reporting of Medicare fraud.

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Michael Glotz

Founding Partner and President

Strategic Risk Associates

Biography

Mr. Glotz is a Founding Partner and President of Strategic Risk Associates (SRA) and is also the firms’ practice leader for governance, risk management, and internal audit activities. He has led dozens of Enterprise Risk Management engagement efforts for national, regional and community banks, including his leadership role in delivering governance assessments and capital planning engagements.

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 founding SRA, Mr. Glotz was a Managing Vice President with Capital One Financial Corporation. Mr. Glotz held a number of executive-level 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 responsible for supporting the implementation of the first ERM Program and providing independent oversight of acquisition and integration activities for large scale mergers.

Mr. Glotz is a former 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 has also been a frequent Guest Professor of Bank ERM Seminars sponsored by SNL Financial. He has delivered Bank Director training for many state banking organizations and individually for many Bank Boards.

Last year Mr. Glotz was appointed Co-Chair for the Risk-Reward Committee for the American Association of Bank Directors (AABD.) In addition, he is a Faculty Member of the Institute for Bank Director Information, a Division of AABD.
Mr. Glotz received a BBA degree with the University of Wisconsin, an MBA with the University of Richmond and completed the Executive Development Program at Wharton, University of Pennsylvania. He is a Certified Risk Professional (CRP) and a member of the Institute of Internal Auditors (IIA.)

Eric Grandeo

Eric Grandeo

Sr Director – Emerging Businesses

Moody’s Analytics

Biography

Eric Grandeo will be presenting at the forthcoming Risk Americas Convention.

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David Iacucci

Director, Audit Team Leader

American Express

Biography

David Iacucci, CPA and CRCM, 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.

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Peter Keenan

CISO

Lazard

Biography

Peter Keenan will be presenting at Risk Americas 2018

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James Lam

Independent Director, Chair of the Oversight Committee, Member of the Audit Committee

E*Trade

Biography

James is currently President of James Lam & Associates, a risk management consulting firm he founded in January 2002. He works with corporate directors and executives across all industry sectors, including global banks, asset management firms, energy firms, multi-national corporations, regulatory agencies, and non-profits. In a Euromoney survey, James was nominated by clients and peers as one of the world’s leading risk consultants. From a management perspective, James served as the first Chief Risk Officer of Fidelity Investments. He chaired the Global Risk Oversight Committee, which provided corporate oversight of Fidelity’s 40 institutional and retail businesses globally.
James is the author of Enterprise Risk Management: From Incentives to Controls (Wiley, 2014), which has ranked #1 best-selling among 25,000 risk management titles on Amazon.com.

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Aziz Lookman

Principal Economist

Amazon

Biography

Dr. Lookman is a Principal Economist at Amazon and serves as the Global Chief Risk Officer of Amazon Capital Services. He has 20+ years of experience in analytical solutions for valuation and risk management across the energy sector, insurance and fixed income. Aziz earned his Ph.D. in Finance from Carnegie Mellon University and his B.Tech. from the Indian Institute of Technology, Bombay.

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Lin Lu

SVP, Enterprise Operational Risk Officer

Freddie Mac

Biography

Lin Lu is the Head of Operational Risk at Freddie Mac. She is an organizational leader with extensive international experience and broad industry knowledge in banking, consulting, regulatory, information security, technology and risk. She has architected and executed large-scale strategy and transformation across a diverse portfolio, with a strong track record in setting a clear vision and achieving sustainable performance with targeted cost, service, and risk benefits.

Prior to joining Freddie Mac, Lin was a Managing Director of Deutsche Bank where she served as Chief Information Security Officer for Americas and Global Head of Third Party Risk. While at Deutsche Bank, Lin also held several regional and global leadership positions in Europe and the Americas. Her other experience includes investment and business development at British Petroleum, China Construction Bank, and Deloitte Consulting.

Ms. Lu is a thoughtful leader in third-party risk management and data-driven, security-enabled integrated enterprise risk management. She is a trusted advisor to senior stakeholders, including business/technology partners, boards of directors, and audit and risk committees. She received her MBA in Finance and Strategy from the London Business School.

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Chip Messick

Managing Director, Risk & Regulatory Practice

Argus Information & Advisory Services

Biography

Chip has over 25-years of financial services industry expertise and joined Argus in 2013 to lead Argus’ Risk and Regulatory Services. He has extensive experience in all aspects of financial P&L and risk management delivering best-in-industry results. Before joining Argus, he held executive-level roles at MBNA and Bank of America in the US and CA as COO of MBNA marketing systems and was the founder and director of a nationally chartered de novo Herald Bank (NYSE: HNB) serving on the boards ALCO and Personnel Committees. Chip has a BAAS in Biological Sciences and Chemistry from the University of Delaware.

Lourenco Miranda

Lourenco Miranda

MD

Societe Generale

Biography

Prof. Dr. Lourenco Miranda is the Regional Head of Model Risk Management, Capital Planning for the Americas in Société Genérale. He joined the Bank in February this year as Managing Director Head of Capital Planning, Assessment and Review (CCAR) in New York. Prior to that, within his 20+ years of financial industry experience, Lourenco has held multiple leadership roles in Risk Management and Finance at internationally active Financial Institutions in multiple regions and more than 50 regulatory jurisdictions. On the academic world, for the past 25 years, Lourenco has held faculty positions in multiple academic centers worldwide in the field of Financial Mathematics; has been in the board of international professional institutions and a regular speaker at major international risk conferences. Currently, Lourenco is Adjunct Professor of Risk Management and Data Science at Fordham Gabelli School of Business in NYC. Besides that, Lourenco is a published author. His work can be found on shelves either as a writer of books in risk and finance or as an author of articles in peer-reviewed journals. Lourenco himself is a reviewer of professional and academic Journals in Risk as well as a regular contributor/writer to the renowned Risk Magazine; same magazine that nominated him for the Risk Manager of the Year Award in 2006 for implementing a Risk Innovation program in an international European Bank. Lourenco holds PhD in Statistical Physics and Financial Risk Measurement.

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Mark Palmer

Senior Vice President of Analytics

TIBCO

Biography

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

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Richard Pike

CEO

Governor

Biography

Richard has extensive experience of working with financial institutions throughout the world, assisting companies in managing enterprise risk more efficiently while addressing local regulatory guidelines and standards. As well as being the founder and CEO of Governor Software, Richard is currently an Independent Non Executive Director at both PermanentTSB Bank plc and JP Morgan Fund Administration ltd.

Prior to Governor Software, Richard has worked in various senior banking, insurance, credit and market risk roles at Wolters Kluwer Financial Services, ABN AMRO, Bain, COMIT Gruppe and Quay Financial Software. He has analysed, designed and managed the development of core treasury and enterprise risk management systems for large financial institutions, including UBS, Citibank, Schroders and Unicredito.

In 2009, Richard was recognised as a “Top 50” Face of Operational Risk by Op Risk & Compliance magazine and was a contributing author to two books on risk management. He is also a board member of the Governance, Risk and Compliance Technology Centre which focuses on research in the area of financial services governance, risk and compliance. Richard has also received the designation of ‘Certified Bank Director’ by the Institute of Banking.

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Aman Raheja

CISO

BMO

Biography

Aman Raheja is the Chief Information Security Officer (CISO) for BMO Harris Bank, based in Chicago. He has also been the Deputy CISO at a Fortune 25, and nation’s largest Pharmacy Benefits Management organization, Express Scripts, for three years and worked at CitiGroup for over seven years. He has experience orchestrating and executing enterprise information risk management strategy. He has led transformations across multiple security domains that ensure compliance, employ prudent risk management and maintain business focus.

Agus Sudjianto

Agus Sudjianto

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.
Prior to his current position, Agus was the Modeling and Analytics Director and Chief Model Risk Officer at Lloyds Banking Group in the United Kingdom where he was responsible for the enterprise development and oversight of all risk management models (Retail and Wholesale Credits, Market, Regulatory Capital, Stress Testing, Asset Liability Mangement, Insurance).
Before joining Lloyds, he was a Senior Credit Risk Executive and Head of Quantitative Risk at Bank of America. Prior to his career in banking, he was product design manager at Ford Motor Company where he led engineering teams designing engine systems and components using complex engineering models.
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.

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Larry D. Wall

Executive Director, Center for Financial Innovation and Stability

Federal Reserve Bank of Atlanta

Biography

Larry Wall is the executive director of the Center for Financial Innovation and Stability (CenFIS) in the research department of the Federal Reserve Bank of Atlanta. He is part of the financial markets team. Dr. Wall joined the Bank’s research department in 1982 and was promoted to executive director of the CenFIS in 2013. He has also been an adjunct faculty member of Emory University and the Georgia Institute of Technology. Dr. Wall earned a bachelor’s degree from the University of North Dakota and a doctoral degree in business from the University of North Carolina at Chapel Hill.

Novantas

Jonathan “Wes” West

Managing Director

Novantas, Inc.

Biography

Wes is a Managing Director at Novantas, Inc. where he leads the Advisory Balance Sheet and Funding Strategy team. In this role, Wes focuses on driving continuous improvement to the analytical rigor and insights generation in areas of balance sheet management, price optimization, and risk management for banks globally. Previously, Wes was the founding chair of the Novantas PPNR Stress Testing Steering Committee which sought to expand the company’s reach by introducing the rigors and techniques developed in regulatory regimes to redesign Business As Usual. He also has extensive experience setting corporate and line-of-business strategy; designing segment-differentiated customer experience; and refining business strategies using advanced deposit analytics. Prior to Novantas, Wes held positions at JPM Chase and Citibank.

Liquidity Risk and Funding

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Erjun Chen

Audit Director

CIT Bank

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.

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Andrew Craig

Funding & Liquidity Risk

Federal Reserve Bank of New York

Biography

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

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Lori Evangel

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.

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Andrew Felligham

Director, Group Head Market and Liquidity Risk Management

Sumitomo Mitsui Banking Corp

Biography

Andrew Fellingham has 20 years of treasury, portfolio management, and risk experience working primarily for FBOs in New York. Currently Andrew is Group Head of Market and Liquidity Risk for SMBC Americas Division where he is responsible for risk identification, model calibration, and addressing NY branch response to EPS requirements. Previously Andrew was in the Liquidity Risk Control group at Deutsche Bank, worked as an independent consultant, and resolved the Swiss National Bank’s 2008 bailout of UBS. In the early days of the credit crisis Andrew was responsible for Credit Agricole’s ABCP issuance where he successfully kept all paper in the hands of third party investors and stayed out of any US government support programs. Andrew began his career in Treasury at Commerzbank where he traded money market products, G7 Government debt, interest rate derivatives, and ran an Agency Mortgage MBS portfolio.

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Federico Galizia

CRO

Inter-American Development Bank

Biography

Federico Galizia is the CRO of the Inter-American Development Bank. Before joining the IDB, he served as Head of Risk and Portfolio Management and Chairman of the Investment and Risk Committee at the European Investment Fund in Luxembourg. He was previously Deputy Division Chief in the Monetary and Capital Markets Department of the International Monetary Fund in Washington, D.C., and Adviser to the President of the European Investment Bank in Luxembourg. Federico holds a Ph.D. in Economics from Yale University, and is the editor of “Managing Systemic Exposure: A risk management framework for SIFIs and their markets”, published by Risk.

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Steven Hageman

Chief Liquidity Risk Officer

Societe Generale Americas

Biography

Steven Hageman is the Chief Liquidity Risk Officer for SG Americas. He is responsible for independent review of liquidity and structural risks for the US Affiliates and Branches.

Prior to joining SG in April 2016, Steven worked for HSBC North America Holdings, where he was responsible for Asset Liability Management for the US Holding Company, including liquidity and interest rate risk. Steven worked for HSBC in ALM for over 9 years, and helped establish the liquidity risk reporting and management framework for their US Operation.

Oliver Jakob

Oliver Jakob

International CRO

Mitsubishi UFJ

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.

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Frank Morisano

CRO

ICBC

Biography

Frank Morisano is Chief Risk Officer at the Industrial and Commercial Bank of China (ICBC)
overseeing the operations and legal entities through which the bank operates in the USA.
Before ICBC, he spent over a decade in China leading Financial Services Advisory
practices at Ma Lee Advisory and PwC Consulting. The earlier part of his career was spent
in senior risk management, strategy, M&A, and liquidity management positions at
JPMorgan Chase, Bank of America, Capital G Bank, and General Motors Acceptance
Corporation. He is credit trained from the Chase Manhattan Bank, holds a M.Sc.,
Information Systems, and a B.B.A., Statistics.

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Don Mumma

Managing Director – Risk

AxiomSL

Biography

Don Mumma 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. Mr. Mumma spearheaded TD’s US entry, first into the US Energy Industry, followed by active derivatives market making, which included key technology decisions. With CS, Mr. Mumma 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. Mr. Mumma 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

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Will Newcomer

VP, Product & Strategy, US Risk & Compliance

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.

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Bogie Ozdemir

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.

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Tom Ruseski

VP, Treasury Risk Oversight Manager

Citizens Bank

Biography

Tom Ruseski will be presenting at Risk Americas 2018

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Frank Sansone

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 operations.
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.

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Alexander Shklyarevsky

Director, Model Risk Management

State Street Corporation

Biography

Alexander Shklyarevsky is a Director, Model Risk Management, in Enterprise Risk Management at State Street in New York. He specialises in quantitative pricing and risk models and other methodologies and processes for Capital, Collateral, Insurance Products, Derivative Products and their portfolios across asset classes. Prior to joining State Street, Alexander worked at AIG, Bank of America, KBC Financial Products, Commerzbank, Merrill Lynch, ING Barings, Deutsche Bank, Bank of Tokyo and Chase Manhattan Bank where he specialized in quantitative pricing, trading and risk models for derivative securities and their portfolios, as well as Risk Management and Risk Analytics. Mr. Shklyarevsky has been published in financial magazines and has been a speaker at multiple industry and academic conferences. Prior to working in an Insurance Industry and a Financial Industry, he worked in Construction Research, Market Research and Academia where he conducted Mathematical Research and taught courses in Mathematics. Mr. Shklyarevsky holds a B.S. / M.S. Degree in Mathematics from Kiev State University (Department of Mathematics) and M.S. Degree with all Ph.D. credits in Mathematics from New York University (Courant Institute of Mathematical Sciences, Department of Mathematics).

Kyle Szeliga

Kyle Szeliga

Managing Director, Liquidity Risk Oversight

Charles Schwab

Biography

Kyle is currently responsible for building out the 2nd Line Liquidity Risk Management Function at Charles Schwab. Kyle’s previous positions include 2nd Line Liquidity Risk Management at BMO Financial Group and 1st line Liquidity Risk and Interest Rate Risk at Discover Financial Services. Kyle holds an MBA from the University of Chicago Booth School of Business, an undergraduate degree in Finance from the University of Iowa, and is a CFA Charterholder.

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Steve Turner

Managing Director

Novantas, Inc.

Biography

Steve Turner is a Managing Director and heads the Risk Practice in Novantas’ Advisory business. 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 balance sheet risks, 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 risk modeling, 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.

Risk Modeling

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Rahul Agarwal

Senior Manager

McKinsey Risk Dynamics

Biography

Rahul is a Senior Manager with McKinsey Risk Dynamics in New York with expertise in model risk management related topics. He has 10+ years of experience in building, and transforming MRM functions for several top banks in the US and Europe. He is also an expert in model validation having several years’ experience leading large CCAR validation for multiple top US
banks, focusing on wholesale and retail credit risk. Within Risk Dynamics. Rahul focuses on building and maintaining relationships with senior model risk executives and serving them as a trusted advisor, he organizes industry events and delivers high impact engagements for his clients.

Rahul focuses on building digital tools for improving efficiency and effectiveness of MRM across the entire model lifecycle. He has helped several banks through their multi-year transformation journey to become lean/efficient MRM functions with enhanced model risk oversight by improving the governance process and deploying targeted automation tools to streamline the MRM function.

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Ray Brastow

Senior Financial Economist

Federal Reserve Bank of Richmond

Biography

Ray Brastow is a Senior Financial Economist at Federal Reserve Bank of Richmond. Since joining the Richmond Fed in 2004 he has had several roles in bank supervision, most recently analysing bank loss models for credit card portfolios and other retail products. Ray’s current research is focused on model risk management, financial institution risks, and issues related to residential real estate. Ray earned a Ph.D. in economics from the University of Washington and has taught economics at several universities. He is currently Emeritus Professor of Economics at Longwood University in Virginia.

Liming Brotcke

Liming Brotcke

Quantitative Manager

Federal Reserve Bank of Chicago

Biography

Liming Brotcke leads the Model Risk Oversight team at the Federal Reserve Bank of Chicago and is responsible for evaluating model risk management (MRM) practice for large, foreign and regional banks within the 7th District. She and her team of MRM specialists conduct in-depth quantitative and qualitative review of models ranging from used for capital and liquidity stress testing as well as key lines of business decision making by bank holding companies across the Federal Reserve System. She is a veteran CCAR examiner and co-leads the quantitative review of credit cards loss estimation approaches in the last four years. Liming has extensive modeling experience in the retail business and sufficient working knowledge of other modeling areas including wholesale, securities, market and liquidity, derivatives, and operational. Her current focus also includes CECL modeling methodology change for revolving products as well as research on machines learning algorithms used for alternative lending and trading. Prior to joining the Fed, she worked at Citi Group and Discover Financial Services with years of model development and portfolio management experience. Liming holds a Ph.D. in Economics from the University of Illinois at Chicago.

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Thomas Burrell

CRO, Treasury

State Street

Biography

Thomas Burrell is the Chief Risk Officer for State Street’s Global Treasury business. He is responsible for the independent risk oversight of Treasury’s activities including investment portfolio management, asset-liability risk, liquidity risk, and funding and liability management. Mr. Burrell joined the Enterprise Risk Management department in January 2011, focused on issues related to enterprise-wide risk analytics, risk governance and reporting, compensation plan design, and the risk and capital implications of new business opportunities. He also served as the department’s Chief Administrative Officer.

Mr. Burrell joined State Street from Bridgewater Associates, a hedge fund in Westport, CT. He held a variety of positions at Bridgewater, both in the investment process and in roles focused on institutional investors. Prior to this, Mr. Burrell was an Engagement Manager at Oliver, Wyman & Company. He led teams advising financial institutions on a broad array of finance, risk measurement, and risk management topics in the United States, Canada, and Europe.

Mr. Burrell graduated summa cum laude from the University of Pennsylvania in 2001 with a M.S.E. degree in Systems Engineering, a B.S.E. degree in Systems Engineering, and a B.S. degree in Economics from The Wharton School with concentrations in Finance and Operations Management/Management Science. He holds the Chartered Financial Analyst (CFA®) and Chartered Alternative Investment Analyst (CAIA®) designations.

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Arun Chinnasamy

Director, PPNR 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.

Arun has proven experience in converting big data into understandable knowledge and increase bottom line profit using statistical / machine learning techniques. He is passionate about developing novel solutions for financial services and love being at the interface of quantitative modeling, risk, finance, and business strategy.

Arun holds MBA in Finance from ESADE, Spain and Masters in Data Mining from National University of Singapore.

Chris Dunn

Chris Dunn

SVP, Director of Capital and Risk Management

Associated Bank

Biography

Christopher Dunn is the Director of Capital and Risk Management at Associated Bank in Green Bay, WI. Mr. Dunn works in Corporate Treasury which is responsible interest rate risk management; funds transfer pricing, liquidity risk management, capital planning and stress testing. His previous position was SVP Asset Liability Management and Capital Planning Director. He has over 25 years of banking and risk management experience. He is responsible for the coordination and submission of the bank’s annual DFAST analysis. Previously, Mr. Dunn was Director of Client Management for Quantitative Risk Management for over 10 years where he advised financial institutions on risk management practices. He has also held various positions in mortgage banking, securitization, asset liability management, and investment portfolio management with Farmer Mac and Freddie Mac. Mr. Dunn holds an M.B.A. in Finance from the University of Chicago and a B.A. in Economics from the University of California, Berkeley.

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Lori Evangel

CRO

Genworth

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.

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Fabrice Fiol

MD, Enterprise Risk Management, Americas – Deputy Head

Societe Generale

Biography

Fabrice Fiol is a Managing Director and Deputy Head of the Enterprise Risk Management Americas division. In this capacity, he co-manages a team responsible for risk appetite statement and reporting, risk identification, enterprise wide stress testing and governance including regulatory oversight for the Americas.
He was previously in charge of the market risk cross-asset teams overseeing regional limit framework, Market Risk Stress Testing and various regulatory market risk initiatives. His prior role was heading the Equity/Fixed Income/Commodity market risk teams for SG in the Americas, including NY, Canada and Brazil trading platforms. This included risk oversight of the Primary Dealer desk, Agency MBS desk, Swap/Swaption activities as well as structured portfolios and Equity Derivatives activities.

Fabrice Fiol joined Societe Generale NY in 2009. Prior to SG, Mr. Fiol was a Senior Vice President at NATIXIS- NY in charge of Trading Risk Management on a U.S Agency MBS portfolio.
Prior to Natixis, Mr. Fiol was a Vice President at the reinsurance company SWISSRE-NY where he was initially in charge of front-office quantitative pricing and subsequently joined the U.S Rates Derivative Desk trading. He was responsible for swaptions/cap market-making, while executing the firm hedging strategy in US Treasury, US Swaps as well as Bond/I.R future options.

He graduated from ENSAE (National School of Statistics and Economics) and holds a Graduate Degree (DEA) from Paris VII University. 

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Jon Hill

MD, Global Head of Model Risk Governance

Credit Suisse

Biography

Jon Hill, Ph.D., is Global Head of Model Risk Governance at Credit Suisse. Jon has over twenty years of experience in various areas of quantitative finance. Prior to joining Credit Suisse as a Managing Director in January of 2017, he was the founder and global head of the Morgan Stanley’s global market and operational risk validation team; his team of 7 Ph.D. and Masters level quants in New York and Budapest is responsible for the validation (second-line-of-defense) of Morgan Stanley’s global market risk models, including Value at Risk (VaR), Stressed VaR, Incremental Risk Charge, Comprehensive Risk Measure and all firmwide Operational Risk models. Jon is a frequent speaker at professional conferences
Before joining Morgan Stanley in 2010, Jon was an Associate Director of model validation at the consulting firm Protiviti. Prior to that Jon was a member of the model validation group at Citigroup for six years, concentrating on equity, fixed income, foreign exchange, credit and market risk models. Before joining the Citigroup model validation team he worked for eight years on model development and general quantitative risk analytic methodologies as a member of the Quantitative Analysis Group at Salomon Smith Barney, which merged with Citibank in 1998 to form Citigroup. Jon began his professional career as a research scientist at AT&T Bell Laboratories in Holmdel, NJ, and worked for in such diverse areas as systems engineering, data mining, micro-processor design and operations research. Jon holds both a Ph.D. in Biophysics and a bachelor’s of Electrical Engineering degree from the University of Utah, as well as bachelor’s of Engineering Science degree from the University of Florida. Jon is a frequent speaker on the topics of model risk, risk analytics and model validation methodologies at professional conferences and seminars and is based in New York City.

Justin Lyon

Justin Lyon

CEO

Simudyne

Biography

Justin Lyon will be presenting at the forthcoming Risk Americas Convention

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Stevan Maglic

SVP, Head of Quantitive 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.

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Matthew E. Murphy

Managing Director

State Street Corporation

Biography

Matt is a Managing Director in the Enterprise Risk Management Group at State Street and Head of Global Credit Review (GCR). GCR provides oversight of the bank’s credit risk management practices through periodic reviews of units engaged in originating and/or managing counterparty credit risk, as well as various other continuous surveillance activities, with a focus on credit risk and credit and rating approvals. GCR also oversees the bank’s credit reserve assessment and impairment activities.

Matt has 30 years of finance industry experience. Prior to joining State Street in 2007, Matt worked at Citizens Financial Group for six years, most recently as a Senior Vice President, where he held positions in commercial credit approval and problem loan management, where he was recognized as a top performer. Prior to that, Matt was Director of Investor Relations for Latona Associates, a private merchant bank, and Fisher Scientific International, a provider of scientific lab products. Prior to his time at Latona/Fisher, Matt held a variety of positions at BankBoston Corporation, both in the United States and Brazil, over an 11+ year period. Most of his time at BankBoston was as a member of a group responsible for originating, structuring, syndicating and investing in non-investment grade assets, including leveraged loans, mezzanine debt and private equity.

Matt received his Bachelor of Science degree in Business Administration from the University of Rhode Island in 1988.

Matt is a Chartered Financial Analyst and a member of the Boston Society of Security Analysts.

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Todd Pleune

Managing Director

Protiviti

Biography

As a leader in the Model Risk practice within Protiviti’s Data Management and Advanced Analytics Solution, Todd focuses on risk modeling and model validation for Credit, Market, Operational, and Conduct Risk. Recently, Todd has supported allowance and stress testing model development, validation and internal audit at more than 15 major banks. He has developed model governance processes and risk quantification processes for the world’s largest financial institutions and is an SME for internal audit of the model risk management function. Todd has a Ph.D. in corrosion modeling from the Massachusetts Institute of Technology.

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Krishanu Ray

Analytical Consultant for Risk Solutions

SAS

Biography

As a CECL Implementation Lead at SAS, Krish Ray has implemented IFRS 9 and CECL solutions at multiple global institutions and focuses on solving financial institutions’ risk challenges. Krish possesses a deep understanding of the issues surrounding risk implementations and delivery and advises partners and clients on the development of best practices related to expected credit loss.

Krish holds a Master’s degree in Computational Economics from Duke University and Bachelor’s degrees in Computational Physics and Quantitative Economics from the University of California, Irvine. Prior to SAS, he led the credit risk analytics team for the property-secured portfolios at a major regional bank.

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Chris Smigielski

Director, Model Risk Management

EverBank

Biography

Chris Smigielski has been with TIAA FSB’s Enterprise Risk Management Group for approximately five years; in his current role as Model Risk Management Director and previously as Enterprise Risk Manager – Capital Markets and Treasury. Chris has over 25 years of financial services industry experience, primarily in Asset/Liability Management (ALM), market risk modeling, financial model development and model validation. As VP & Sr. Quantitative Analyst at HSBC (US), Chris’ responsibilities included market risk modeling and reporting. His prior experience includes working as a Sr. Consultant at Diebold and Fiserv, two leading bank service providers, as SVP of Finance for a community bank, and as an ALM Analyst and ALCO member at First Niagara.

Alexey Smurov

Alexey Smurov

Senior Director

Capital One

Biography

Alexey Smurov is a Senior Director in Capital One’s Model Validation Group, which is a part of the Model Risk Office. In his current role, Dr. Smurov is leading a team of 20+ quants and data scientists responsible for Model Risk Management for the Bank’s capital models (including retail and commercial credit, counterparty, operational and market risk).
Prior to Capital One, Dr. Smurov spent eight years developing and implementing credit risk models at Fannie Mae. Alexey holds a PhD in Economics from the University of Georgia. He earned his Financial Risk Manager (FRM) and Energy Risk Professional (ERP) designations from the Global Association of Risk Professionals (GARP), and currently serves as a member of the GARP Washington DC Chapter Committee. He also holds the Chartered Financial Analyst (CFA) and Professional Risk Manager (PRM) designations.

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Jorge Sobehart

MD, Credit and Operational Risk Analytics

Citi

Biography

Jorge R. Sobehart is a Managing Director at Citi Franchise Risk Architecture (Credit and Operational Risk Analytics) where he manages advanced modeling for wholesale portfolios for credit risk capital allocation, stress testing and CCAR/DFAST, and loan loss reserves including IFRS9/CECL.     During his career, he has worked for several prestigious institutions making contributions and publishing tens of technical articles in multiple fields.   He also acted as a reviewer for several professional journals and book editors in risk management, finance, physics, computation and mathematical modeling.   Dr. Sobehart has advanced degrees in physics and postdoctoral experience at the Center for Non-Linear Studies at the US-Los Alamos National Laboratory.  

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Agus Sudjianto

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.
Prior to his current position, Agus was the Modeling and Analytics Director and Chief Model Risk Officer at Lloyds Banking Group in the United Kingdom where he was responsible for the enterprise development and oversight of all risk management models (Retail and Wholesale Credits, Market, Regulatory Capital, Stress Testing, Asset Liability Mangement, Insurance).
Before joining Lloyds, he was a Senior Credit Risk Executive and Head of Quantitative Risk at Bank of America. Prior to his career in banking, he was product design manager at Ford Motor Company where he led engineering teams designing engine systems and components using complex engineering models.
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.

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Marc Taymans

Managing Partner

McKinsey Risk Dynamics

Biography

Since 2005, Marc has led the development of McKinsey Risk Dynamics model risk management and validation services. He built the relationships with key clients, being in charge of numerous model risk advisory and independent validation programs. These projects covered all types of financial risks (credit, market, insurance life and P&C), non-financial/operational risks and regulatory frameworks (Basel II/III/IV, Solvency 2, ICAAP/ORSA, stress testing/CCAR) for banks and insurers in Europe, North America and the Middle-East.

Marc is also an expert in non-financial risk management, having been responsible for the review/redesign of several operational risk frameworks and AMA models for large international banks. He has also acted as personal advisor to several senior risk managers and presents regularly to executives and board members of banks, insurers and to supervisors/regulators.

Marc participates regularly to industry events & conferences and often gives lectures on risk management in universities.

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Xiaoling (Sean) Yu

SVP, Director of Model Risk

KeyBank

Biography

Sean (Xiaoling) Yu is a SVP and Director of Model Validation at KeyBank. He has over 10 years of experience in the financial services industry in different quantitative modeling roles. His areas of functional expertise include Consumer and Commercial Credit Risk, Stress Testing, Allowance/Reserve, Capital Modeling, Risk Analytics, and Model Governance. Prior to Key, Sean was Sr. Group Manager of Quantitative Analytics and Model Development in PNC Financial Service Group. He started his financial services career in National City Bank as a Sr. Capital Allocation Analyst after worked as a Research Consultant at the Center for Regional Economic Issues of Case Western Reserve University. Sean has a Ph.D. in Economics from Case Western Reserve University, and a Master in Management Science and a Bachelor in Industrial Economics from Tianjin University.

Operational and Enterprise Risk Management

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Dominique Benz

Director

Mizuho

Biography

Dominique has over 20 years of financial services industry experience and deep expertise in Operational Risk, Technology, and Process Transformation. Dominique is a Director at Mizuho Bank in the Americas Risk Department providing 2nd line of defense services to all business lines across Mizuho’s U.S. operations. He is responsible for building out and overseeing the Operational Risk Management framework for a number of key risk domains including Third Party, Business Continuity, and Data Management. Dominique has worked in similar capacities for some of the world’s leading global banks including Goldman Sachs, Morgan Stanley, Deutsche Bank and Citigroup. Dominique holds an MBA and a BS in Industrial Engineering from Rutgers University in New Jersey.

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Amy Butler

CRO

Legal & General

Biography

Amy Butler is the Chief Risk Officer for Legal & General America (LGA). Amy joined LGA in April 2011 and was appointed the LGA CRO in August of that same year. She has over 30 years experience in the insurance industry with a strong background in insurance operations. Amy built and evolved the LGA enterprise risk management function in alignment with the enterprise risk management framework of LGA’s London based parent company Legal & General Group plc. Prior to joining LGA, Amy spent 23 years with The Prudential Insurance Company of America in significant roles in Operations, Finance, Internal Audit and Annuities Operations Risk Management. She also served as the AVP of Internal Audit at the Penn Mutual Life Insurance Company for four years with specific responsibility for the Insurance and Annuity operations. Amy holds a Bachelors Degree in Business Management from St Francis College and an MBA in Accounting from LaSalle University. She is a member of the Institute of Internal Auditors and the ACLI Global Risk Management Committee. Amy holds FLMI and CFSA designations.

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Stephanie Cheng

VP, Quantitative Risk Analytics

City National Bank

Biography

Stephanie Cheng has over 15 years of Financial Services experience and leads internal controls within the capital planning and stress testing team at City National Bank, a subsidiary of Royal Bank of Canada. Prior to CNB, Stephanie was a KPMG consultant focused on capital planning and stress testing initiatives for financial institutions including the largest U.S. Banks. At Bank of America, she provided model risk and loss forecasting policy oversight with an emphasis on the bank’s use of loss forecasting models within the consumer real estate portfolio. She holds a B.S. from MIT and an M.B.A from the Anderson School at UCLA.

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David D’Amico

Regulatory Compliance risk management

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.

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Mahi Dontamsetti

Chief Technology Risk Officer

State Street

Biography

Mahi heads up the Technology Risk functions within Enterprise Risk Management at State Street Corporation. State Street Corporation has been designated as a Global Systemically Important Bank (G-SIB) by US Regulators. As the Global Head of Enterprise Technology Risk Management, his responsibilities include governance and oversight over Cybersecurity, Information Security, Information Technology, Global Continuity Services, Third Party Vendor Management, Regulatory Compliance, Data Protection and Risk Analytics/Reporting globally for the firm. He defines the strategy, execution plan and owns/drives the technology risk agenda for the firms board of directors. Mahi joined State Street from Depository Trust and Clearing Corporation (DTCC), where he was Global Head of IT Risk and Deputy CISO. While at DTCC, Mahi built an IT Risk program that is leveraged across DTCC core clearance and settlement business as well as the new emerging businesses such as global trade repository, Clarient, etc. Mahi has previously served as Global Head of Application Security and Entitlements at Barclays Capital, Chief Technologist at Lockheed Martin and CIO at various startups. He has authored two books on wireless communications, contributed chapters to security books and served on the board of OWASP NY/NJ, Center of Hybrid & Satellite Communications Networks A NASA Commercial Space Center and other institutions. He is actively involved in Financial Services Information Sharing and Analysis Center (FS-ISAC), member of FS-ISACs products and services committee, has co-authored a white paper on Appropriate Software Security Control Types for Third Party Service and Product Providers. Mr. Dontamsetti holds a Masters degree in Computer Science and Telecommunications and a Bachelors degree in Engineering.

Philip Gledhill Head Shot

Philip Gledhill

Supervisory Examiner, Enterprise Risk Supervision Group

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.

Peter Keenan Headshot

Peter Keenan

CISO

Lazard

Biography

Peter is the Chief Information Security Officer (CISO) at Lazard where he is responsible for the global information security strategy and program at one of the world’s preeminent financial advisory and asset management firms with operations in 43 cities across 27 countries . Prior to Lazard, Peter was with Citigroup’s global information security team serving as the Head of Information Risk Governance, where he led the team that was responsible for Information Security Policy globally. His experience also includes 6 years as a Director with PricewaterhouseCoopers’ Threat and Vulnerability Management advisory practice and over a decade founding and operating a publicly traded technology consultancy that specialized in designing, building, and operating secure high availability data centers and networks around the world for military, intelligence, and commercial clients.

Craig Lane Head shot

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.

Lin Lu Head Shot

Lin Lu

SVP, Enterprise Operational Risk Officer

Freddie Mac

Biography

Lin Lu is the Head of Operational Risk at Freddie Mac. She is an organizational leader with extensive international experience and broad industry knowledge in banking, consulting, regulatory, information security, technology and risk. She has architected and executed large-scale strategy and transformation across a diverse portfolio, with a strong track record in setting a clear vision and achieving sustainable performance with targeted cost, service, and risk benefits.

Prior to joining Freddie Mac, Lin was a Managing Director of Deutsche Bank where she served as Chief Information Security Officer for Americas and Global Head of Third Party Risk. While at Deutsche Bank, Lin also held several regional and global leadership positions in Europe and the Americas. Her other experience includes investment and business development at British Petroleum, China Construction Bank, and Deloitte Consulting.

Ms. Lu is a thoughtful leader in third-party risk management and data-driven, security-enabled integrated enterprise risk management. She is a trusted advisor to senior stakeholders, including business/technology partners, boards of directors, and audit and risk committees. She received her MBA in Finance and Strategy from the London Business School.

Philip Masquelette

Philip Masquelette

SVP/Chief Risk Officer

Ulster Savings Bank

Biography

Philip Masquelette is the Senior Vice President & Chief Risk Officer at Ulster Savings Bank. His responsibilities include oversight of all the Bank’s risk management functions in addition to managing the Legal and Compliance Departments. He previously worked with both Connecticut and Rhode Island financial institutions and has extensive experience in both federal and state compliance, as well as risk management. Mr. Masquelette is a former FDIC Senior Attorney.

Mr. Masquelette holds an MBA degree from the University of Rhode Island, a Juris Doctorate from the University of Houston and a Bachelor of Arts degree in Economics from Tulane University.

Gustavo Ortega

Gustavo Ortega

Director, Enterprise Risk Management

AIG

Biography

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.

David Ortiz Head Shot

David Ortiz

MD, Enterprise Risk Management

BMO Financial Group

Biography

David Ortiz is a Managing Director of the Foundational Risk Management team for BMO Financial Group (“BMO”). In this capacity, David provides leadership and guidance in implementing a consistent, efficient, intuitive, dynamic and comprehensive Risk Identification, Risk Appetite and Risk Culture processes within the firm. In addition, David provides analysis and leadership to support the successful delivery of the Comprehensive Capital Analysis and Review (CCAR), OCC Heightened Standards and the completion of related regulatory matters, with process and outcome improvements, and incorporating current regulatory expectations and leading peer practices. He provides portfolio risk management analysis to improve efficiency and productive utilization of capital across BMO.
His role provides insight into U.S. regulatory issues and into BMO risk and finance matters to ensure that the BMO Financial Corporation’s Chief Risk Officer and BMO’s Head of Operational Risk and Risk Governance are well informed as to regulatory, portfolio management and capital productivity issues, alternatives and opportunities. David plays a leadership role in the review and challenge of finance, risk, business unit and CCAR-related regulatory deliverables, including the annual CCAR capital plan, OCC Heightened Standards Risk Governance Assessment and the DFAST stress test results. Most importantly, Mr. Ortiz is tasked with embedding consistent risk identification, risk appetite and risk culture approaches into business as usual risk management to streamline and improve operational efficiency of BMO.
David Ortiz joined BMO in September, 2014, bringing extensive experience in portfolio management, loss modelling, stress testing, risk analytics, regulatory expectations and industry risk management best practices from his role as Assistant Vice President, Officer and Head of the Wholesale Credit Risk Center & Credit Risk at the Federal Reserve Bank of Chicago.
Previously, Mr. Ortiz spent 18 years in asset management and corporate finance, most recently as Senior Portfolio Manager with Pioneer Investments, managing the corporate securitization platform that included Corporate CDOs and CLO investments. He also served as Partner and Head of Private Placements for Asset Allocation & Management Company, where he managed corporate and asset backed securities portfolios for the firm’s insurance company clients. David began his career as an Investment Analyst involved in middle market direct landing and private placements as part of Prudential Capital Group. He holds a B.S. in Business from Miami University and an M.B.A. in Finance, from the University of Chicago. He is a Chartered Financial Analyst and a Member of the C.F.A. Society of Chicago.

Aric K. Perminter

Aric Perminter

Founder and Chairman

Lynx Technology Partners

Biography

Aric K. Perminter, Chairman, Founder and Chief Revenue Officer, has embodied all three roles while guiding Lynx Technology Partners through its evolution into a multi-million dollar Information Security and Risk Management company.

In his 25-year career, Mr. Perminter has held a wide variety of leadership positions across key parts of Information Technology businesses. He founded Lynx in March 2009 and served as the CEO through August 2015. Prior to founding Lynx, he was Regional Sales Manager of Lumension Security’s Northeastern region, which services clients’ endpoint security and risk management needs.

Mr. Perminter represents a number of external venues. He is the second member and shareholder of THREAT STREAM, serves on the executive board of BCT Partners, is a member of the Employer Advisory Council for Per Scholas, an Advisory Board Member of CloudeAssurance, and investor in SecurityCurrent.

CraigSpielmann

Craig Spielmann

Former Global Head of ERM

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 Head SHot

Dalit Stern

Director, Enterprise Fraud Risk Management

TIAA

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.

Profile pic Jan 2016

Azlina Wetmore

Head of Commerical Credit Policy & Innovation

Capital One

Biography

Azlina Wetmore currently heads Commercial Credit Policy & Innovation at Capital One. Prior to this, she led the Regulatory Risk Management, Governance and Strategic Transformation function for the Risk Division at Credit Suisse in the US. Other roles held during her time at Credit Suisse include COO for the US and other Legal Entities CRO, Head of Operational Risk Governance for the Americas, Director for New Business in Asia and Head of Legal & Compliance in Malaysia. Azlina has also spent some time as a Regulator in the Malaysian Securities Commission. Originally from Malaysia, Azlina studied law in the UK at the University of Warwick and obtained her Masters of Commercial Law from the University of Cambridge. She has also been called to the Bar of England & Wales.

10th April 2018

White paper: KRI basics for Financial Institutions

How to implement this crucial part of risk management   Key Risk Indicators (KRIs) are an essential part of any risk program. They provide early warning signals […]
9th April 2018

Long term strategic risks and evolution

By Marcelo Brutti, CRO, Hyundai Capital.
4th April 2018

Should a financial model ‘know’ its own ID?

By Jon Hill, MD, Global Head of Model Governance, Credit Suisse
4th April 2018

Supercharging your ERM Program

By Craig Spielmann, Former Head of Enterprise Risk Management, First Data
6th March 2018

Equity duration management in uncertain times

By Federico Galizia, CRO, Inter-American Development Bank.
6th March 2018

The road ahead: What risk management could look like in 2030

By Chris Ekonomidis, Senior Director, Synechron.
20th February 2018

Best practices in validating CECL models

By Jacob Kosoff, Head of Model Risk Management & Validation, Regions Bank.
20th February 2018

Managing balance sheet and regulatory requirements across entities and jurisdictions

By Steven Hageman, Chief Liquidity Risk Officer, Societe Generale.
9th February 2018

Innovation in Risk Management

By Alice Kelly, Head of Research, CeFPro.
8th February 2018

Second line: Effective challenge and validation

By Theresa Reynolds, Director of Operational Risk, Management Validation, Capital One.
8th February 2018

Reviewing the impact of EPS on FBOs

By Ji Qin, Head of Market Risk, MUFG and Andrew Fellingham, Director Group Head Market and Liquidity Risk, Sumitomo Mitsui Banking Corp. 
8th February 2018

Three lines of defense: Tactical approaches to effectively fulfil the role of functions

By David Ortiz, Managing Director, Enterprise Risk Management, BMO Financial Group.
24th January 2018

Ensuring effective and up to date controls are in place for monitoring and mitigating internal fraud risk

By Richard Huebler, Deputy Head of Financial Crime Management, Raiffeisen Bank.
22nd January 2018

For the Investor: Benefits of the “CECL” model and “vintage” disclosures

By Hal Schroeder, Board Member, FASB.
22nd January 2018

CECL from the regulators

By Larry Sherrer, Senior Examiner, Banking Supervision and Regulation Division, Federal Reserve Bank of St. Louis and Ty Lambert, SVP, Bancorp South.
16th January 2018

Implementing a comprehensive analytical architecture

By Stevan Maglic, SVP, Head of Quantitative Risk Analytics, Regions Bank.
16th January 2018

Understanding the interactions between cyber-crime and fraud prevention

By Brian Dilley, Group Director, Fraud and Financial Crime Prevention, Lloyds Banking Group.
16th January 2018

Assessing the exposure to risk and techniques to continually identify and manage new risks

By Kevin Lindsay, Deputy Head of Financial Crime Group, Sumitomo Mitsui Banking Corporation Europe Limited.
16th January 2018

Steps, Data and Methodology

By Prashant Dinodia, Director, Risk Advisory, FIS.
9th January 2018

Whitepaper: Uncovering top banking risks

Can your organization contribute at Risk Americas 2018 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. 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.

Knowledge Partners:

Argus


Argus Information & Advisory Services, LLC (“Argus”), a subsidiary of Verisk Analytics (NASDAQ: VRSK), is a global leader in the understanding and addressing of data, information, and analytics oriented challenges facing the banking and payments industry. Argus brings almost 20 years of experience in collecting, aggregating and reporting retail banking data across a range of banking products, including but not limited to Mortgage, Deposit, Credit Cards, Auto, Personal Loans, Alternate Lending, Commercial, and Corporate from hundreds of financial institutions across the United States, United Kingdom, Canada and Australia.

Governor


With offices in Dublin, London and New York, Governor Software Ltd supports senior risk and compliance executives at financial institutions, maintain governance and oversight, through clear visualisation of their regulatory obligations and risk appetite.

Founded in 2015 by CEO Richard Pike, the Governor Software team have first-hand experience of the production and oversight of governance information within financial institutions. Empowered with this unique knowledge, Governor Software have taken a fresh approach to addressing these challenges; using visualisation technology to efficiently tackle the issues associated with governance and oversight in their entirety.

Governor Software believe the opportunity for compliance and risk professionals to make governance and oversight a more robust and effective process is significant.

Do visit us at www.governorsoftware.com or follow-us on Linked-in.

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.

S&P Global


We deliver exceptional solutions, for exceptional results. Every day at S&P Global Market Intelligence, we collect, scrub, interpret, and analyze vast volumes of content, turning it into actionable intelligence on the global financial markets and the companies and industries that comprise those markets. We deliver the data and insight you need to make informed, smarter business decisions and investment decisions that are critical to your future. Driven by our core tenets of accuracy, relevance, completeness, and timeliness, S&P Global Market Intelligence is a leading provider of financial and industry data, research, news and analytics to investment professionals, government agencies, corporations, and universities worldwide. By unifying the highest quality data and industry-leading solutions from S&P Capital IQ and SNL, we integrate news, comprehensive market and sector-specific data and analytics into a variety of tools to help clients track performance, generate alpha, identify investment ideas, understand competitive and industry dynamics, perform valuations, and assess credit risk.

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.

Co-Sponsors:

Accenture


Accenture is a leading global professional services company, providing a broad range of services and solutions in strategy, consulting, digital, technology and operations. Combining unmatched experience and specialized skills across more than 40 industries and all business functions—underpinned by the world’s largest delivery network—Accenture works at the intersection of business and technology to help clients improve their performance and create sustainable value for their stakeholders. With more than 401,000 people serving clients in more than 120 countries, Accenture drives innovation to improve the way the world works and lives.

ACL


ACL is a global software company with innovative solutions to help risk professionals keep their processes in check and protect their organization’s reputation. Through a unique combination of extreme ease-of-use, cloud delivery and the integration of industry standard risk analytics, ACL’s platform helps organizations manage risks and assure effective governance. Learn more at our booth and www.acl.com.

AxiomSL


AxiomSL combines deep industry expertise with an intelligent data management platform to deliver regulatory reporting, liquidity, capital & credit, operations, trade & transactions and tax analytics. Our global footprint spans 70 regulators across 50 jurisdictions, surveilling more than 2,000 regulatory filings. We currently serve national, regional and global financial institutions with more than $39 Trillion in Total Assets.

AxiomSL’s integrated platform minimizes end-user applications and manual processes, reduces time to market costs, leverages existing data, increases transparency and control while ensuring accurate and timely regulatory calculations and reporting. Sample solutions include Basel III capital and liquidity requirements, the Dodd-Frank Act, MiFID II, IFRS 9/CECL, and both market and credit risk management requirements

CastleHill


CastleHill Managed Risk Solutions, LLC – CastleHIll offers advisory, implementation, and managed services for Regulatory Change Management, Enterprise Risk Management, Third Party Risk Management, Compliance and additional Operational risk disciplines. Our structured approach to implementation and onboarding (Prototype-Iterate-Enhance) leverages best practice risk management process design, prototyping and iterative enhancement techniques that delivers rapid value. In addition, our GRC as a Service (GRCaaS) managed service helps simplify your risk management processes by providing options for outsourcing the costly administrative activities and technology support that distract risk managers from their primary job of managing risk. CastleHill team members average over 17 years of professional experience and act as Subject Matter Experts in two or more risk domains. We have a proven track record of departmental and enterprise GRC implementations using the RSA Archer and ProcessUnity platforms.

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 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 tools).

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.

Protiviti


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

McKinsey Risk Dynamics


McKinsey Risk Dynamics, part of McKinsey & Company, is a global consulting firm that has been providing model risk management advisory and independent model validation and audit services to banks, insurers, asset managers and financial infrastructure operators throughout the world for over 14 years. As part of the McKinsey & Company, we provide a combination of deep technical expertise and strategic thinking to help our clients assess the risks faced across their model portfolio in a timely and efficient manner, while identifying the most relevant mitigation strategy. Our team consists of quantitative consultants (PhDs and actuaries) and business experts, allowing us to offer our clients a mix of business, risk, audit, and regulatory compliance skills. We have expertise in all major model classes including regulatory/economic capital, pricing, valuation, provisioning (e.g. IFRS9/CECL) and non-financial (e.g. AML) and decision-support models.

Simudyne


Simudyne powers computer simulations to augment human intelligence and enable radically better decisions.

Simudyne has built tomorrow’s simulation platform, integrating realistic bottom-up models of the world with artificial intelligence, to make it easier to simulate every possible future. This technology empowers executive decision makers to work directly with intelligent agents and make radically better decisions. Our technology allows businesses to understand the past by creating realistic models of the world from the bottom up. Then, you can explore your environment by testing all possible decisions in a safe virtual environment. Finally, you decide your future by leveraging the wisdom of computational simulation. Simudyne is already in use by leading banks looking to enhance stress testing models, simulate contagion risk and for a range of other commercial and retail banking activities.

Synechron


Synechron is a global consulting and technology organization providing innovative solutions to the financial services industry through its three main business focus areas: digital, business consulting, and technology. Based in New York, the company has 18 offices around the globe, with over 8,000+ employees producing over $500+M in annual revenue. For more information on the Company please visit the website or our LinkedIn community.

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

Stream Sponsor:

FI Consulting


FI Consulting is a specialist firm that provides risk analytics, financial modeling and information technology services to banks, credit unions and government agencies. For more than 13 years, clients have called on us to address complex and high-stakes analytical challenges based on our particular strengths in developing, validating and implementing credit risk and stress testing models. At FI Consulting, we take pride in our ability to deliver high impact and practical solutions that stand up to examination by our clients’ toughest stakeholders including management, auditors and regulators.

Associate Sponsors:

Bureau van Dijk


With information on 285 million companies worldwide, Bureau van Dijk is the resource for company data. We capture and treat private company information for better decision making and increased efficiency.
Moody’s Analytics BankFocus is the definitive solution for analyzing banks. It’s a new approach to global banking data, combining renowned content from Bureau van Dijk and Moody’s Investors Service, with expertise from Moody’s Analytics. The result is a comprehensive banking database that you can use to identify, analyze and monitor banks and other financial institutions.
Research and analyze companies and banks for counterparty credit risk, portfolio analysis, regulatory reporting and anti-money laundering due diligence.
You can access:
• Financial statements, and peer analysis, for more banks than any other solution
• Comprehensive, portfolio-level views of group exposure
• Channel agnostic solutions – integrate into your workflow or use our contemporary interface and tools
We offer free consultations and free trials – get more information and register your interest at bvdinfo.com.

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.

Lynx Technology Partners


Lynx Technology Partners is the trusted Information Security and Risk Management Advisor that customers in highly-regulated industries worldwide depend on to improve security posture, facilitate compliance, reduce risk, and refine operational efficiency. With world-class skills and knowledge capital built over 30 years, Lynx security experts help customers recognize and control IT-related risks and maintain compliance with major industry and government standards. Through consulting, security and risk assessments, penetration testing, managed security services, and an award-winning GRC solution, Lynx supports many critical projects for security-conscious leaders in Financial Services, Federal, Energy, Healthcare, State Government, and Higher Education. For more information, please visit LynxRiskSolutions.com.

SAS


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

TIBCO Software


TIBCO fuels digital business by enabling better decisions and faster, smarter actions through the TIBCO Connected Intelligence Cloud. From APIs and systems to devices and people, we interconnect everything, capture data in real time wherever it is, and augment the intelligence of your business through analytical insights. Learn how TIBCO makes digital smarter at www.tibco.com.

Workiva


Workiva (NYSE:WK) delivers Wdesk, an intuitive cloud platform that modernizes how people work within thousands of organizations, including over 70 percent of the 500 largest U.S. corporations by total revenue. Wdesk is built upon a data management engine, offering controlled collaboration, data connections, granular permissions, and a full audit trail. Wdesk helps mitigate risk, improves productivity, and gives users confidence in their data-driven decisions. For more information, visit workiva.com

Exhibitors:

ProcessUnity


ProcessUnity’s cloud-based solutions help organizations of all sizes automate their risk and compliance programs. Our highly configurable, easy-to-use tools significantly reduce manual administrative tasks, allowing customers to spend more time on strategic risk mitigation. As a software-as-a-service technology, ProcessUnity deploys quickly with minimal effort from customers and their IT resources. The inherent efficiency our technology delivers faster, better results, and the ability to scale governance, risk, and compliance programs over time. Learn more at www.processunity.com.

ZM Financial Systems


Sleep better at night knowing you have stronger confidence in your bottom line and balance sheet decisions. Join the more than 2,000 financial institutions using dependable and defendable analytics from ZM Financial Systems to maximize profit and minimize market risk. Our integrated solutions inspire confidence in an uncertain economic world with tools that align your capital, earnings and risk profiles with your company strategies.

Media Partners:

CAIA
Fintech Weekly
Global Risk Community
ICA
The Record

Risk Americas 2018 Highlights

A look back at Risk Americas 2017

A quick look back at Risk Americas 2017

Modelling alternatives for CECL

The current and future role of the CRO

Has regulation helped or hurt risk management?

The interplay of Basel capital requirements and CECL

Venue:
Marriott Downtown
85 West St
New York
NY 10006
USA

Accommodation:
Preferential rates available from $339++ per night at the Marriott Downtown please click here or visit https://aws.passkey.com/e/49417402 to book online. Alternatively you may contact the hotel directly on 1-877-303-0104, please ensure to let them know that you are part of the conference.

The Center for Financial Professionals have reserved a limited number of rooms for attendees to Risk Americas. Please note, rooms were oversubscribed last year, and we recommend that you reserve any accommodation at your earliest convenience, to avoid disappointment.

CPE Credits

Earn up to 21 CPE Credits

Earn up to 14 CPE Credits for the main convention, and up to 7 for a pre-event Masterclass.

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

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

Frequently asked questions

Can I present at the Risk Americas Convention?

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at the Risk Americas Convention. For further information on this please contact Alice.Kelly@cefpro.com or call us on +44 (0) 20 7164 6582.

Are there any rules on the dress code?

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

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

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

Where can I find the Convention documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations after the Convention* We will work with our presenters to include as many presentations as possible on our Risk Insights App during the Convention. *Please note that our speakers often have to gain permission from their relevant compliance departments to release their presentations. On rare occasions compliance may not allow presentations to be distributed.

Will breakfast, lunch and refreshment be provided?

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

Will there be opportunities to network with other attendees?

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

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

Certainly! We are pleased to offer you a 50% discount on the third registration or provide a fifth registration for free. If you would like to register more than five colleagues please contact us on +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

Will there be opportunities to network with other attendees?

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

  • Breakfast, lunch and refreshment breaks
  • Cocktail reception at the end of the day (Subject to confirmation)
  • Q&A, panel discussions and audience participation technology available through the Risk Insights App
Are there opportunities to share my thought-leadership at the Risk Americas Convention?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of  Risk Americas Convention and our wider risk professionals community. At the event We can distribute your material to the attendees, offer you an exhibition booth, and provide speaking opportunities so that you may enjoy a more prominent presence at the Convention. Visit the Sponsor tab for further information or contact sales@cefpro.com / +44 (0) 207 164 6582. Risk Insights Feature your content on our Risk Insights website and supporting Risk Insights monthly newsletter.

Are media partnerships available for the Risk Americas Convention?

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

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

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

Risk Americas Webinar

Early challenges of CECL implementation

April 11, 2018. 11am EST

Key topics to be addressed:

  • Initiating and maintaining senior management support – begin with end in mind
  • Identifying major data gap and building an efficient data collecting and updating system
  • Identifying loss drivers and build a robust and calibrated model for loss projection – Examples of model challenges
  • Building a streamlined process/platform for compiling data from all sources and automatic reporting
  • Process controls
  • Disclosure requirements
Over the two days you will have access to breakfast, lunch, refreshments, presentations and the ability to move freely between multi focused streams.
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 on +1 888 677 7007 or email Amy.Greene@cefpro.com

Early Bird
(Register by May 4)
Standard Rate
(Registrations after May 4)
Pre-event Masterclass
May 16
$899 $1,099
Risk Americas Main event
May 17-18
$1,699 $2,199
Pre-event Masterclass and Main event
May 16-18
$2,598 $3,298
Group Bookings:

The current rate allows a third colleague to come along for half price or the fifth for free, when registering at the same time. Should you have any questions regarding registering, please contact the Center for Financial Professionals on +1 888 677 7007 or email Amy.Greene@cefpro.com

1. Other ways to register:

Save time – Register by email

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

2018 Knowledge Partners:
SP-Global
2018 Co-Sponsors:
ACL 245x150
CastleHill_Logo[1] 245x150
Simudyne
Wolters Kluwer New Logo
2018 Stream Sponsor:
2018 Associate Sponsors:
Bureau Van Dijk
Workiva
2018 Exhibitors:

Can your organization contribute at our Risk Americas 2018 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. 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.

Connect With Us | #RiskAmericas

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