6th Annual Risk Americas 2017

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6th Annual Risk Americas Convention

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

Convention Highlights

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

Hear from over 80 CROs and Heads of Risk Including

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CRO Keynote Sessions

ROLE OF THE CRO PART 1
A range of CROs from different institutions review the impact of changing regulation and the impact on their role

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

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

ROLE OF THE CRO PART 2
This second discussion will review how the role of the CRO is evolving alongside technological advances and internal restructuring

Four Streams Across Both Days

Stream One: The Future of Risk Management

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

Stream Two: Stress Testing & Model Risk

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

Stream Three: Liquidity Risk & Funding

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

Stream Four: ERM & Operational Risk

Regulatory Change
RCSA
Accountability
Reputational Risk
Data Collection
Fraud
Risk & Compliance
ERM
Vendor Risk
Cyber
GRC
AMA to SMA
CCAR

Pre-Convention Masterclasses | May 22

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Integrated credit modelling from CCAR to CECL

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

Soner tunay

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

Supercharging your ERM Program

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

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

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Post-Convention Masterclasses | May 25

Model Risk Governance and Validation Best Practices

Jon Hill

Led by: Jon Hill, Managing Director, Global Head of Model Governance, Credit Suisse

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

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

Fraud Management

Dalit Stern

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

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Nicholas Silitch

Nich Silitch Head Shot

Group CRO


Prudential Financial

Mervyn Naidoo

Mervyn-N-2

Chief Operating Officer for Risk Analytics


Morgan Stanley

Yury S. Dubrovsky

Yury Dubrovsky

CRO


Lazard ltd.

Brian Goldman

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CRO, Operations


Goldman Sachs

Matthew Macia

MatthewMacia

CRO


TIAA

Bogie Ozdemir

Bogie

Executive Vice President & Chief Risk Officer


Canadian Western Bank

Dale Cochran

DaleCochran

CRO


USAA Bank

Paul A. Marchetti

Paul

Chief Risk Officer & Chief Credit Officer


BankNewport

Jay Cook

Jay Cooke

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Lloyds Banking Group

Lori Evangel

Lori

CRO


Genworth Financial

Anthony Peccia

AnthonyPeccia

CRO


Citibank Canada

Oliver Jakob

Oliver

International CRO


Mitsubishi UFJ Securities

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

Integrated Credit Modeling: From CCAR to CECL

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

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

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

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

View the Agenda

May 22


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

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

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

Soner-Tunay

Supercharging Your ERM Program

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

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

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

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

May 22


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

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

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

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

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

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

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

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

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

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

About the Leader:

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

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

Craig

Day One | May 23

07:30 Registration, breakfast and exhibition opens

08:40 Center for Financial Professionals welcome

08:50 Chair’s opening remarks

KEYNOTE SESSIONS

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

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

Steven Turowski, CRO, Bancorp
Paul Marchetti, CRO, BankNewport
Jay Cook, CRO, Lloyds Banking Group
Dale Cochran, CRO, USAA Bank

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

James Costa, CRO, TCF Bank
Yury Dubrovsky, CRO, Lazard
Phil Masquelette, CRO, Ulster Savings Bank
Anthony Peccia, CRO, Citibank Canada

10:20 Morning refreshment break & networking

Stream One:
The Future of Risk Management
Stream Two:
Stress Testing and Model Risk

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

Stream Three:
Liquidity Risk and Funding
Stream Four:
ERM and Operational Risk

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

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

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

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

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

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

 

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

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

Stephanie Weiss, MD, Treasurer, Mizuho Securities
Will Newcomer, VP, Product and Strategy, US Risk & Compliance, Wolters Kluwer

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

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

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

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

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

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

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11:35 Industry overview of quantitative methods and frustrations

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

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

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11:35 Looking towards implementation of NSFR and understanding the requirements

  • Key impacts of the NSFR
  • Interaction with other liquidity rules
  • Differences between Basel and US interpretations
  • System evolution

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

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

Mihir Trivedi, Director, Operational Risk, TIAA Asset Management


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

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

Stevan Maglic, SVP, Head of Quantitative Risk Analytics, Regions Bank
Senior Executive, Moody’s Analytics

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12:10 Reviewing current model capabilities and implementing change for CCAR requirements

  • Update current models vs. starting again
  • Implications on larger more complex institutions

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

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

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

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

Ellen McCarthy, EVP, CRO & CCO, Former AST

12:45 Lunch break and luncheon roundtable discussions

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

  • To what extent is CECL on the radar
  • Data requirements
  • Bringing together risk and finance
  • Predicting loss under forward scenarios
  • Factors to calculate PD and LGD

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

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2:00 Scenario design under new supervisory guidance

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

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

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2:00 Lines of defense for liquidity

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

Omar Pazmino, Senior Complex Financial Institution Specialist, FDIC

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

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

Craig Lane, Director, Chief Risk Office, USAA

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

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

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

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

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

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

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

Elizabeth Hughes, Director, Risk Governance Validation, MUFG Union Bank
Daniel Gutierrez, Officer, Funding and Liquidity, Federal Reserve Bank of New York
Luisa Gardner,
Head of Liquidity Risk Management, HSBC
Omar Pazmino,
Senior Complex Financial Institution Specialist, FDIC

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

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

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

3:20 Afternoon refreshment break & networking

3:50 The interplay of Basel capital requirements and CECL

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

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

3:50 Model Risk Management as an integral aspect of stress testing

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

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

3:50 Tying liquidity processes into recovery and resolution plans for more accurate risk mitigation

  • Challenging assumptions
  • Reviewing scenarios
  • Creating a resolution plan with limited impact
  • Recovery plan to mitigate risk
  • Tying liquidity into recovery and resolution

3:50 Enterprise Risk Aggregation Methodologies

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

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

3:50 Risk management in the age of volatility

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

Manan Rawal, Head of Scenarios and Modeling, HSBC

4:25 Effective challenge – Beyond the validation

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

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

4:25 Using horizontal review for a greater understanding of liquidity positions

  • Accounting for liquidity in stress testing
  • Scenario analysis
  • Assessing adequacy of liquidity positions
  • CLAR and CLR
  • Peer analysis
  • Collateral management
  • Intraday reporting

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

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

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

Gustavo Ortega, Director, Operational Risk, AIG

5:00 Reforming regulatory reform: Is the regulatory regime too big to fail

  • The Trump anti-regulation movement
  • Brexit and impact on global regulations
  • Regulatory roadmap

Hussein Harajli, Senior Regulatory Lead, Citi Treasury Investments

5:00 Ensuring traceability of data sets across the institution for effective model input

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

5:00 Intraday liquidity

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

5:00 Accounting for reputational risk and quantifying the impacts

  • Exit screening process to capture data
  • Capturing loss data
  • Media portrayal and public perception vs. reality
  • Social media impact
  • Negative outweighing positive

5:35 Chair’s closing remarks

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

Day Two | May 24

8:00 Morning registration & coffee

8:40 Center for Financial Professionals welcome

8:50 Chair’s opening remarks

KEYNOTE SESSIONS

9:00 Risk culture, conduct and accountability

Nicholas Silitch, Group CRO, Prudential Financial

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

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

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

10:20 Morning refreshment break & networking

Stream One:
The Future of Risk Management
Stream Two:
Stress Testing and Model Risk
Stream Three:
Liquidity Risk and Funding

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

 
Stream Four:
ERM and Operational Risk

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

  • Using past changes to predict the future

Oliver Jakob, International CRO, Mitsubishi UFJ Securities

PANEL DISCUSSION
10:50 Automating the stress testing process to become a more pre-defined annual process with required infrastructure

  • CCAR/DFAST transformation process
  • Involving all departments: risk and finance
  • Ensuring replicability
  • Leveraging regulatory capital infrastructure and procedures
  • Ad-hoc/manual process

Gary Tognoni, SVP, Head of Stress Testing Execution, TD Bank

PANEL DISCUSSION
10:50 Reviewing the role of audit as a liquidity risk challenging function

  • Challenging 1st and 2nd lines
  • Internal framework
  • Data to support reports

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

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

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

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

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

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

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

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

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

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

Christian Pichlmeier, Head of Liquidity Risk, Union Bank

11:35 Integrating model risk into the broader enterprise risk management framework

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

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

12:10 Cloud based data: Reviewing the threats and opportunities of cloud data storage

  • In house vs. outsourcing storage of data
  • Vulnerabilities of each
  • Governance and accountability

12:10 Model risk management: Defining a model, governance and analytics

  • What is classed as a model: What is not?
  • Model governance from development to data integrity
  • Data under stress and artificial data
  • Infrastructure separate from model approval
  • Requirements vs. best practice

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

12:10 Incorporating liquidity considerations into CCAR

  • Ensuring lending during CCAR
  • Impact on liquidity and funding
  • Link to CCAR scenario into current liquidity scenarios

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

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

Dalit Stern, Director, Enterprise Fraud Risk Management, TIAA

12:45 Lunch break & luncheon roundtable discussions

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

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

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

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

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

Arun Chinnasamy, Director, PPNR and Balance Sheet Modeling, RBC Capital Markets

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

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

Joseph Randazzo, Director, Liquidity Risk, Deutsche Bank

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

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

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

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

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

Anthony Peccia, CRO, Citibank Canada

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

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

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

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2:45 Funds transfer pricing: Reviewing regulatory demands and implementing consistent frameworks

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

Joseph Randazzo, Director, Liquidity Risk, Deutsche Bank

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2:45 Reviewing vendor risk management models for increased transparency and oversight

  • SR11-7: Vendor model validation requirements
  • Validation and reporting
  • Ensuring models are accurate
  • Transparency of models
  • Improving reporting processes

FINTECH
3:20 Overcoming competitive pressures/ disruptions under FinTech and reviewing the evolving landscape

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

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

DOUBLE SESSION CONTINUED
3:20 Economic capital: How conservative to be with CCAR as binding constraint

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

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

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3:20 An overview of changes to money market reform and the effect on liquidity in the market

  • Evolving landscape as a consequence
  • Impact on money
  • Institutional prime money market fund to government fund
  • Evolving and changing the way bank operate

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3:20
KRIs: Is there really value in key risk indicators and how this is achieved

  • Evolving landscape as a consequence
  • Impact on money
  • Institutional prime money market fund to government fund
  • Evolving and changing the way bank operate

3:55 Afternoon refreshment break & networking

4:25 Emerging risks on the radar: When do they move from emerging to current and actionable

  • Looking forward
  • Developing infrastructure to help mitigate the risk
  • Identifying risk in individual business lines

Mirka Clavel, SVP, US Director of Operational Risk, Santander US Holdings

4:25 Incorporating stress testing into BAU and aligning with regulatory objectives

  • Maturing the process
  • Regulatory shift to different banks
  • Unified framework to integrate numbers
  • CECL: Future scenarios
  • Using the information and reconciling results

4:25 Accounting for current and future regulatory changes and revising product mix offerings

  • Rethinking products on offer
  • Mix with balance sheet management
  • Evolving regulation

4:25 ERM’s connection to driving business results

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

5:00 An insight into Bitcoin and BlockChain technology for better understanding and management

5:00 Developing effective model validation methodologies and practices for effective review and challenge

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

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

5:00 Interaction between funding desk and liquidity risk management teams

5:00 Expectations of the third line of defense in the current regulatory landscape

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

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

17:35 Chair’s closing remarks

17:45 End of convention

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

Model Risk Governance and Validation Best Practices

Agenda Coming Soon!

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

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

View the agenda

Governance of Model Risk Management Functions

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

Model Development and Usage: Key Considerations

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

Model Validation Policy and Procedure Document

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

Auditing Models and Model Risk Management Functions  

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

Lessons From The Front Lines Of Model Validation: 

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

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

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

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

Industry Guest Speaker Presentation

Questions and Answers

About the Leader

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

Jon Hill
Guest Speakers

Half Day Masterclass: Fraud Management 

Agenda Coming Soon!

  • Key elements of a sound Fraud Management Program and the requirements of the new guidance issued by COSO and the Association of Certified Fraud Examiners (ACFE)
  • Fraud and Misconduct risk assessment
  • Coordination between various Anti-Fraud and Misconduct functions within a financial institution
  • Effectiveness of Ethics and Compliance Program incorporating Fraud and Misconduct Risk considerations

About the leader

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

Dalit

Arnisa Abazi

Arnisa

Director, Credit and Operation Risk Analytics


Citi
Biography

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

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

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

Nabeel Alvie

Picture1

Head of Audit for CCAR and IHC


Credit Suisse
Biography

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

Paul Barkan

Paul Barkan

CRO


Newtown Savings Bank
Biography

Paul Barkan will be presenting at Risk Americas 2017.

Mirka Clavel

Mirka Clavel

Senior Vice President, US Director of Operational Risk Management


Santander
Biography

Mirka Clavel will be presenting at Risk Americas

Dale Cochran

DaleCochran

Chief Risk Officer


USAA Bank
Biography

Dale Cochran will be presenting at Risk Americas 2017.

Jay Cook

Jay Cooke

CRO


Lloyds Banking Group
Biography

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

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

Robert Chan

Robert-Chan

SVP, Head of Quantitative Risk Analytics


City National Bank
Biography

As the Senior Vice President, Head of Quantitative Risk Analytics at City National Bank, Robert Chan leads City National’s Bank’s enterprise wide efforts for the annual DFAST submission and City National’s portion of the CCAR submission for RBC, including coordinating efforts in process planning, risk ID, model development, model validation, internal audit, documentation, governance, PPNR forecasting and review and challenge.

Prior to working at City National Bank, he has worked in investment and corporate banking roles at Peter J. Solomon Company and BMO Capital Markets, respectively. Robert earned a Bachelor’s Degree in Economics and Master’s degree in Statistics from Harvard University and an MBA from the University of Chicago, concentrating in Analytic Finance and General Management.

Arun Chinnasamy

Picture1

Director, PPNR and Balance Sheet Modeling


RBC Capital Markets
Biography

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

David D’Amico

David

Compliance Consultant


Wells Fargo
Biography

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

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

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

David has a Bachelors Business Administration degree from Queens College.

Hakan Danis

Hakan

Director, Stress Testing


MUFG Union Bank
Biography

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

Nicholas Diieso

Nicholas

Vice President, Head of Infrastructure ORM and RCSA Americas


Deutsche Bank
Biography

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

Yury S. Dubrovsky

Yury Dubrovsky

Chief Risk Officer


Lazard ltd.
Biography

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

Lori Evangel

Lori

CRO


Genworth Financial
Biography

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

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

Melody J. Feinberg

MelodyFeinberg

Chief Risk Officer


Federal Home Loan Bank of New York
Biography

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

Luisa Gardner

LuisaGardner

Head of Liquidity Risk Management


HSBC
Biography

Luisa Gardner will be presenting at Risk Americas 2017

Phil Gledhill

PHIL

Supervising Examiner


Federal Reserve Bank of New York
Biography

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

Brian Goldman

Brian Goldman

CRO, Operations


Goldman Sachs
Biography

Brian Goldman will be presenting at Risk Americas 2017

Daniel A. Gutierrez

daniel

Officer


The Federal Reserve Bank of New York
Biography

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

Hussein Harajli

HusseinHarajli

Senior Regulatory Lead


Citi Bank
Biography

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

Jon Hill

Jon Hill

MD, Global Head of Model Validation


Credit Suisse
Biography

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

Oliver Jakob

Oliver

International CRO


MUFG
Biography

Oliver joined MUFG from UBS’ Investment Bank, where he was the Global Head of Market Risk. Prior to UBS, Oliver held various risk management positions in New York and Toronto over the last 17 years. He started his career in Bankers Trust’s Market Risk Department. Oliver graduated from Karlsruhe University (Germany) with a diploma in Industrial Engineering. Oliver holds a CFA designation.

Craig Lane

Craig Lane

Director, P&C Operational Risk Management


USAA
Biography

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

Matthew Macia

MatthewMacia

Bank CRO


TIAA
Biography

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

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

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

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

Stevan Maglic

Steven

SVP, Head of Quantitative Risk Analytics


Regions Bank
Biography

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

Paul A. Marchetti

Paul

Chief Risk Officer & Chief Credit Officer


BankNewport
Biography

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

Ellen McCarthy

Ellen McCarthy-Coyne

EVP, CRO & CCO


Former AST
Biography

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

Ellen earned her Bachelor of Arts in History and Business Management from Saint Joseph’s College, where she graduated Summa Cum Laude and was class Valedictorian, and a Juris Doctor from Saint John’s University School of Law. She is a Bar Member of the State of New York and is currently on the faculty of the Practicing Law Institute. She received Working Mother Magazine’s “Working Mother of the Year Award” in 2013.

Nimish Mathur

male

Head FIG and Fintech Capital Markets


RBS Corporate and Investment Bank
Biography

Nimish Mathur will be presenting at Risk Americas 2017.

Bradley Mirkin

Bradley Mirkin headshot

.


Former FINRA
Biography

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

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

Mervyn Naidoo

Mervyn N

Chief Operating Officer for Risk Analytics


Morgan Stanley
Biography

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

Will Newcomer

Will Newcomer

Vice President of Product and Strategy


U.S. Risk & Compliance
Biography

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

Gustavo Oretega

Gustavo

Head of Corporate Operational Risk Management


AIG
Biography

Gus Ortega, Head of Corporate Operational Risk Management, AIG

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

Mircea Pigli

Mircea

Director, Commercial Risk Analytics, SVP


Fifth Third Bank
Biography

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

Bogie Ozdemir

Bogie

Executive Vice President & Chief Risk Officer


Canadian Western Bank
Biography

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

Omar Pazmino

Omar

Senior Complex Financial Institution Specialist


FDIC
Biography

Omar Pazmino will be presenting at Risk Americas 2017.

Christian Pichlmeier

Christian Pichlmeier

Head of Liquidity Risk


MUFG Unionbank N.A
Biography

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

Anthony Peccia

AnthonyPeccia

CRO


Citibank Canada
Biography

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

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

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

Mr. Peccia has an MBA and MSC in physics.

Robert Phelps

Bob Phelps Headshot

Acting Director for Critical Infrastructure Policy


Comptroller of the Currency
Biography

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

Mr. Phelps is also a Commander in the Navy Reserve supporting the US Naval Academy and formerly as an Intelligence Officer with over 28 years of service.  Bob graduated from the Naval War College in Newport, RI in 2007 and holds a BA in Economics, AS in Electronics, Naval Computer Architecture studies, as well as a focus in cyber warfare through his MBA work.

Vikrant Pradhan

Vikrant Pradhan

ED, Regulatory Capital Management Office


JP Morgan Chase
Biography

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

Joseph Randazzo

JosephRandazzo

Director – Liquidity Risk


Credit Suisse
Biography

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

Manan Rawal

Manan Rawal

SVP – Head of Scenarios & Modeling


SBC
Biography

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

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

Arnaud Roux de Bezieux

Arnaud Roux de Bexieux

CRO


Rabobank
Biography

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

Emre Sahingur

Emre

VP and Chief Risk Officer for Model Risk


Fannie Mae
Biography

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

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

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

Frank Sansone

frank

SVP Treasurer


China Construction Bank
Biography

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

Fred Shane

Fred

Chief Risk Officer


Commonwealth Financial Network
Biography

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

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

Nick Silitch

Nich Silitch Head Shot

Senior Vice president, Chief Risk Officer


Prudential Financial
Biography

Nick Silitch is senior vice president, chief risk officer of Prudential Financial, Inc. In this role, Silitch oversees Prudential’s risk management infrastructure and risk profile across all business lines and risk types. Under his direction, his team develops models, metrics, frameworks and governance to manage risk, and works with internal corporate partners and business groups to identify, assess and prioritize risk across the company. He is chairman of the organization’s Enterprise Risk Committee that evaluates current and emerging risks relevant to the company, and is a member of Prudential’s Senior Management Council.

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

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

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

Craig Spielmann

Craig

Global Head of Enterprise Risk Management Strategy


First Data
Biography

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

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

Dalit Stern

Dalit

Director of Enterprise Fraud Risk Management


TIAA Financial Services
Biography

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

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

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

Agus Sudjianto

Agus

MD, Head of Corporate Model Risk


TIAA Financial Services
Biography

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

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

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

Gary Tognoni

Gary Tagnoni

SVP, Head of Stress Testing Execution


TD Bank
Biography

Gary C. Tognoni is the Senior Vice President, Head Stress Testing Execution in Treasury and Balance Sheet Management for TD Bank. Based in Cherry Hill, N.J., he leads the bank’s Treasury Stress Testing Analytics group responsible for developing and sustaining a robust stress testing process primary focused on loan and deposit pricing and the bank’s $100B fixed income securities portfolio. This includes governance and controls oversight, cycle execution, ALM Analytics and model development, and primary aggregation of the stressed financial statements.

Tognoni joined TD Bank in 2013 and previously oversaw the development of a quantitative team responsible for PPNR model development. Prior to joining TD, Tognoni held various positions in Bank of America’s Enterprise Stress Testing, Capital Management and Global Markets Finance teams. He is a member of the AICPA and holds both CPA and CGMA designations. Tognoni is a graduate of the Monfort School of Business at the University of Northern Colorado in Greeley, CO.

Mihir Trivedi

Mihir

Director, Operational Risk


TIAA Asset Management
Biography

Mihir Trivedi will be presenting at Risk Americas 2017.

Soner Tunay

Soner-Tunay

Head of Risk Analytics, EVP


Citizensbank
Biography

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

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

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

Steven Turowski

Steven Turowski

CRO


Bancorp
Biography

Steven Turowski will be presenting at Risk Americas 2017.

Jason Vazquez

Jason Vazquez Headshot

Deputy CRO


Sterling National Bank
Biography

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

Richard van Horn

Richard Van Horn Headshot

Vice President, Information Risk


Chase Citizensbank
Biography

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

Michael Walsh

Michael

Deputy Head of Compliance Risk


Federal Reserve Bank of New York
Biography

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

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

Stephanie Weiss

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MD, Treasurer


Mizuho Securities
Biography

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

David Iaccucci

David

Director and Audit Team Leader


American Express
Biography

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

Kevin Conlon

Kevin

Vice President and Audit Leader


American Express
Biography

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

Michael R. Guglielmo

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Managing Director


Darling Consulting Group, Inc.
Biography

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

Michael Glotz

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Founding Partner and President


Strategic Risk Associates
Biography

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

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

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

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

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

Parag Pandya

parag_corp_bio_picture

Chief Risk Officer, ERM Single Family


Fannie Mae
Biography

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

Tae Kang

IMG_0248

SVP CCAR & Stress Testing


HSBC
Biography

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

Vlad Uhmylenko

Vladimir+Uhmylenko+4[1]

URS
Biography

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

Anna Krayn

krayna_LThumb

Senior Director and Team Lead


Moody’s Analytics
Biography

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

Vivek Tyagi

Vivek Tyagi corp picture

Managing Director, Head of Risk Management, Global Transaction Services


Bank of America Merrill Lynch
Biography

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

Carlo Acerbi

Acerbi_n

Managing Director


Risk Analytics
Biography

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

Christiano Zazzara

Christian

Managing Director and Head of Risk Services Relationship Management


S&P Global Market Intelligence

Biography

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

Elizabeth L. Hughes

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Director, Enterprise Risk Management Validation


MUFG Americas

Biography

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

15th February 2017
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Reviewing risk framework requirements and moving towards operational risk being raised to an equal visibility as credit and market risk

14th February 2017
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The role of internal audits in capital adequacy planning and stress testing

13th February 2017
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Risk management of the future: The road ahead for risk managers

13th February 2017
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Incorporating liquidity risk regulatory requirements into one unified process for strategic integration

10th February 2017
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Liquidity Risk Management & Funding

1st February 2017
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Reviewing the post-implementation impact of EPS for FBO’s operating with IHC’s and the liquidity repercussions

26th January 2017
Cyber Risk

Finance’s role in operational risk management

 
26th January 2017
Dodd Frank

Dodd-Frank Reform: BASEL III and Capital Requirements

25th January 2017
Kevin Curran

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

25th January 2017
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Current Expected Credit Loss Standard for ALLL (CECL)

25th January 2017
USA

The Future of Risk Management

4th January 2017
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U.S. derivatives regulator to move on from Dodd-Frank under Trump

29th November 2016
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Beautiful banking – insights from the world’s beautiful game

28th November 2016
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Reviewing the 2016 CCAR & DFAST stress tests and looking towards 2017

3rd November 2016
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Data & technology as it relates to model governance

1st November 2016
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Improving usefulness of PPNR CCAR stress test models: Adding 30+ years of rate data to deposit balance models

24th October 2016
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Addressing imperfect results in your PPNR CCAR Models

14th October 2016
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Overview of the process for new filers and existing ones: Controls and best practices

10th October 2016
Craig Lane

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

5th October 2016
Axiom SL

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

30th September 2016
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Data challenges specific to CCAR to ensure accurate data inputs

27th September 2016
jodi richard

Aligning compliance and operational risk departments to better remediate the risks

27th September 2016
Ed Young, Senior Executive

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

23rd September 2016
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Reviewing the 2016 CCAR & DFAST stress tests and looking towards 2017

23rd September 2016
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Operational Risk: Establishing an effective governance structure

22nd September 2016
Hafsteinn

Using operational and enterprise risk management as value added exercises

22nd September 2016
Joseph Breeden

One model to rule them all

19th September 2016
Robert Chan

Understanding the requirements for organizations moving towards CCAR compliance

14th September 2016
Steve Turner

Capabilities requirements for liquidity and funding management in a post-crisis world

14th September 2016
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Modeling deposit portfolio rates: Combining replicating portfolio concepts with regression analysis to improve PPNR stress testing and ALM accuracy

9th September 2016
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Systemic operational risk: A review of case studies, regulation and requirements

7th September 2016
Tally Ferguson

Using stress testing alongside risk appetite for more informed decisions

7th September 2016
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Effectively incorporating stress testing into business as usual practices across the business

31st August 2016
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The challenge of the challenger model

30th August 2016
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Developing efficient models at Stress Testing USA 2016

26th August 2016
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The heart of bank stress tests: Data

23rd August 2016
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Taking a step back to the future: What does the future hold for the evolution of regulatory expectations

22nd August 2016
Ken FUTONGPENG

Sound model risk practice for effective stress testing

16th August 2016
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Benefits of embedding stress testing into ‘Business As Usual’ framework

10th August 2016
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Overcoming data challenges to accommodate regulatory requirements across the liquidity & funding landscape

10th August 2016
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What lies ahead for operational risk professionals

10th August 2016
Cyber risk across FIs

Assessing upcoming cyber risk trends in 2016 and beyond

9th August 2016
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Relationship between operational risk management and business continuity

28th July 2016
Liquidity Risk

Liquidity and funding risk in a post crisis environment

13th July 2016
Christian Pichlemeier

Challenges of meeting regulatory demands under LRM

29th June 2016
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Presentation Release: Challenges of LCR implementation and using the LCR to leverage internal stress testing

9th May 2016
Tom Garrubba Vendor Risk Insights

TPRM landscape is poised for coordinated standardisation of assessment processes

5th May 2016
SIMON LLOYD HORTON

Third party risk management towards a pragmatic approach

29th April 2016
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Model Validation: The new tool to fight key personnel risk

27th April 2016
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Risk Technology – Demystified

14th April 2016

Build a stronger financial services firm with analytics and hybrid IT

12th April 2016
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CROs in financial risk management join leading risk Americas convention in NYC

12th April 2016
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Establishing an effective governance structure to better account for operational risks

8th April 2016
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Join Wolters Kluwer at this year’s Risk Americas 2016!

7th April 2016
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Building models for different classes of vendor

6th April 2016
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Key components of LCR/2052a implementation

30th March 2016
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Exposure Exchange Agreements (EEA) Among MDBs

30th March 2016
David Ingram Risk Americas

Challenges, pitfalls and opportunities for effective PPNR modelling

14th March 2016
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The Importance of Aggregating Risk Data for Enterprise Risk Management in the Banking Industry

9th March 2016
Liquidity Risk Americas

Reviewing the liquidity risk landscape

25th February 2016

Stress Testing Beyond Regulatory Compliance

25th February 2016
DFAST and CCAR Challenges

2016 CCAR and DFAST Challenges

25th February 2016

Integrating Operational Risk Into Business Strategy And Adding Value

24th February 2016
TALLY FERGUSON

A Midsize Bank’s Musings On The Volcker Rule Impact

28th January 2016
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How Stress Testing is Compared to Economic Capital

28th January 2016
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What’s on the Horizon for Risk Americas 2016?

27th January 2016
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Reviewing the Origins and Comprehensive History of Model Risk

20th January 2016

Board Presentations Made Easier
 David Huntley, CFA, FRM, CQF

20th January 2016

A Pragmatic Approach to Model Validation

20th January 2016

Analysing the Differences Between Basel lll In The US Compared To Other Jurisdictions

20th January 2016
GustavoOrtega

Forward Looking Risk Culture & Roles Of The First And Second Lines Of Defence

1st October 2015
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Operational Risk Management in the World of Big Data

19th August 2015

Ensuring Operational Risk Practices are Forward Looking for Vendor Processes, Stress Testing, and Scenario Analysis

27th July 2015
Robert chan

Understanding the Gains and Losses for Institutions on the Verge of Crossover and Building an Effective Governance, Control and Challenge Process

27th July 2015
Ty Lambert

Macroeconomic Stress Testing Lessons Learned From Bancorpsouth’s Strategy and Implementaion

27th July 2015
David D'Amico

Making Sense Of Regulatory Changes And Shaping Policy To Ensure Compliance And Value Added

15th July 2015

Operational Risk Management: “Time for a face lift”

12th May 2015

Risk Americas 2015 Q&A: 
Understanding How The ORSA Is Changing Governance And Reporting Structures And Lines; Building An Effective Model Governance Program In The US

Susan Cleaver, Director, ERM, State Farm These are the opinions of Susan Cleaver and do not necessarily reflect the opinion of State Farm® and its affiliates. […]
12th May 2015

Risk Americas 2015 Q&A: Assessing The Challenges With The Implementation Of Economic Capital For Insurers

Assessing The Challenges With The Implementation Of Economic Capital For Insurers Please tell us a little bit about yourself, your role and your experience. I am […]
12th May 2015

Risk Americas 2015 Q&A: Understanding How The ORSA Is Changing Governance And Reporting Structures And Lines; Building An Effective Model Governance Program In The US Insurance Industry

Ahead of Risk Americas 2015, CFP spoke to Timothy Carmon, Vice President of Enterprise Risk Management, MassMutual. Timothy will be one of many Senior Risk Professionals […]
12th May 2015

Data Assumptions For Stress Tests

Data Assumptions For Stress Tests Hamid Benbrahim the MD, Chief Data Scientist, TD Ameritrade Hamid provides a key insight into assuming the data for stress tests […]
12th May 2015

Efficient Governance and Communication of Stress Testing and CCAR

Efficient Governance and Communication of Stress Testing and CCAR Sanjay Sharma, Global Arbitrage & Trading, RBC Capital Markets Sanjay recently presented at CFP’s Stress Testing USA […]
12th May 2015

Qlik White Paper: Forging Collaboration Between Risk And The Business

Forging Collaboration Between Risk And The Business Qlik will be contributing to CFP’s 4th annual Risk Americas 2015 Congress. Qlik have published a white paper based […]
12th May 2015

S&P Capital IQ: Unanswered Questions: 2015 CCAR Results

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Risk and data governance report: Why getting your risk data into shape will lead to business rewards

Venue

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

Risk Americas Congress: Earn up to 15.5 CPE credits

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

CPE Logo

Reserve a room at the Hilton Midtown Hotel at a discounted rate

We have reserved a limited number of rooms with the Hilton Midtown Hotel for attendees to Risk Americas 2017. These are at a preferential rate of $359++ and will be issued on a first come, first served basis.

To reserve accommodation, please click here for a secure site dedicated to Risk Americas or alternatively you can call the Hotel on 1-800-HILTONS and quote the group codeCFP” provided to us by the Hotel.


Hilton Midtown 4
Hilton Midtown
Hilton Midtown 3
Hilton Midtown 2

Download the Risk Insights App

Interact with your colleagues, peers and industry thoughts leaders live at Risk Americas 2017.

Our Risk Insights App provides an audience interaction participation tool at the Congress which allows you to ask speakers and panelists questions throughout the sessions and engage in industry polls with other senior risk professionals.

All Congress information is available at a click of a button such as the two day agenda, biographies of all presenters map location and surveys.


Sponsor the App.
For more information, email us.

Mobile users

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After the event

Keep the Risk Insights App after the event to browse risk and regulation insights, share and save articles, and receive notifications on the latest challenges all within your professional interests. Our network of authors range from risk professionals within banking risk, financial regulation, market risk, credit risk, operational risk and treasury/balance sheet management.

Interact at the event

‘My Dashboard’ provides the user information about the upcoming events, providing access polls, questions, presentations and more.

Please enter your email address and access code, which has been provided to you, to access all details you need prior and during the event. This includes presentations, agenda and map. The polls and ask a question features will be used during the course of the two days so make sure to keep your phones handy during the event.

Other Devices

We have a web App available to use through your phone internet browser. At the event visit www.cefpro.com/app and simply select Risk Americas 2017, then enter your details and the access code (refer to your emails for the code).

If you are having any issues please feel free to call +44 (0)20 7164 6582 and a member of the team will be able to assist you.

Frequently Asked Questions

Can I present at Risk Americas?

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

Are there any rules on the dress code?

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

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

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

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

Where can I find the Congress documentation and speaker presentations?

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

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

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

Will breakfast, lunch and refreshment be provided?

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

This will be provided on both days of the Congress.

Will there be opportunities to network with other attendees?

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

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

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

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

Please note:

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

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

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

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

Are media partnerships available for Risk Americas?

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

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

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

Knowledge Partners

Moody's Analytics


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

MSCI


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

S&P Global Market Intelligence


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

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

Co-Sponsors

AxiomSL


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

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

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

Darling Consulting Group


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

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

Nasdaq


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

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

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

Novantas


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

For more information, visit www.novantas.com

Prescient Models


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

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

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

Prescient Models – Seeing the future through models.

Strategic Risk Associates


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

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

Ultimate Risk Solutions


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

Wolters Kluwer


Whether complying with regulatory requirements or managing financial transactions, addressing a single key risk, or working toward a holistic enterprise risk management strategy, Wolters Kluwer Financial Services 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 Financial Services provides risk management, compliance, finance and audit solutions that help financial organizations improve efficiency and effectiveness across their enterprise, with more than 30 offices in 20 countries.

For further information please visit www.wolterskluwerfs.com

Associate Sponsors

Cushman & Wakefield


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

Workiva


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

Exhibitor

EnableIT


Enable IT will be exhibiting at Risk Americas 2017

Can your organization contribute at Risk Americas 2017 Convention?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. Below is an outline of what we can offer, but please contact sales@cefpro.com or call us on +1 888 677 7007 / +44 (0)20 7164 6582 where a member of the team will be happy to tailor the right package for you.

Media Partnerships

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

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

Looking Back At Risk Americas 2016

2016 CRO Discussion

A Quick Look Back At Risk Americas 2016

Risk Americas 2016 Speaker Line-Up

Download Presentations from Risk Americas 2016

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

Call +1 888 677 7007 for more information

3rd Colleague Half Price
Register 2 or more attendees from the same organisation. The current rate allows every third colleague to come along for half price! or a fifth colleague for free

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

I want to register for the Main Convention only

Super Early Bird

Register By March 3

Spring Break Special

Register By March 31

Early Bird

Register By May 5

Standard Rate

Registrations After May 5

Risk Americas Convention | May 23-24
$1199

(Save $800!)

$1399

(Save $600!)

$1599

(Save $400!)

$1999

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I want to register for the Main Convention and a Masterclass

Super Early Bird

Register By March 3

Spring Break Special

Register By March 31

Early Bird

Register By May 5

Standard Rate

Registrations After May 5

Risk Americas Convention + ONE Full Day Masterclass | May 22 – 24 or May 22 – 25
Save an extra $100 when registering for both!
$1898
(Save a total of $1200!)
$2198
(Save a total of $900!)
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(Save a total of $600!)
$3098

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Risk Americas Convention + Half Day Masterclass: Fraud Management
| May 23-25
$1698
(Save $1000!)
$1898
(Save $800!)
$2198
(Save $500!)
$2698

.

Risk Americas Convention + TWO Full Day Masterclasses | May 22 – 25
Save an extra $200 when registering for both!
$2597
(Save a total of $1600!)
$2997
(Save a total of $1200!)
$3397
(Save a total of $800!)
$4197

.

Risk Americas Convention
+ Full Day Masterclass + Half Day Masterclass: Fraud Management | May 22 – 25
Save an extra $100 when registering for both!
$2397
(Save a total of $1400!)
$2697
(Save a total of $1100!)
$3097
(Save a total of $700!)
$3797

.

I want to register for a Masterclass only

Super Early Bird

Register By March 3

Spring Break Special

Register By March 31

Early Bird

Register By May 5

Standard Rate

Registrations After May 5

Full Day Masterclass | May 22 or 25 $799

(Save $300!)

$899

(Save $200!)

$999

(Save $100!)

$1099

.

Half Day Masterclass: Fraud Management | May 25
$499
(Save $200!)
$499
(Save $200!)
$599
(Save $100!)
$699

.

I want to register multiple colleagues to multiple options

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

Group Bookings:

Group rates are available for 2 or more attendees from the same organisation, when registering at the same time. The current rate allows every third colleague to come along for half price!

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

Other ways to register:

Save time – Register by email

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

Knowledge Partners
Moody's Analytics
MSCI 245x150
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Co-Sponsors
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DCG 245x 150
Nasdaq BWISE
Novantas 245x150%5b1%5d
Prescient Models 245
SRA245x150
USR logo
Wolters Kluwer 245x150
Associate Sponsors
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Workiva 245x150

Exhibitor
enableIT - 245x150
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