Risk Americas 2024

Risk Americas is the only event of its kind and the premier risk and innovation gathering for risk professionals.  

Extensive research through CeFPro’s industry-led advisory board, including 100+ one-on-one research calls. Risk Americas offers an agenda that is driven by the needs of the industry.  

Risk Americas 2024 addresses critical themes across 2 intensive and interactive pre-event Forums, 5 keynote sessions, and 4 simultaneous streams. With 80+ sessions to choose from, more than 20 panel discussions, and 100+ speakers, attendees can delve into their area of expertise, or broaden their risk horizon. In addition, Risk Americas is an opportunity to engage with like-minded industry professionals, as well as advance your professional development.  

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Risk Americas by numbers

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Two pre-event Forums | May 20

Streams for Risk Americas 2024

FUTURE STATE OF RISK MANAGEMENT

  • Generative AI
  • Change Management
  • Climate Risk
  • Model Risk 
  • Fintech

RESILIENCE & NFR

  • Resilience Regulation
  • Cyber Security 
  • TPRM 
  • RCSA 
  • Fraud & AI

MARKET RISK

  •  Interest Rates 
  • FRTB 
  • Modeling 
  • Basel III Endgame 
  • Liquidity

INVESTMENT & ASSET RISK

  •  Credit Risk
  • CECL
  • Commercial Real Estate
  • Investment Risk 
  • Pricing & Valuation

RISK AMERICAS 2024 C-SUITE SPEAKERS INCLUDE

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Carl Groth
Chief Risk Officer
Legal & General Retirement

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Markus Lammer
COO, Investment Banking and Capital Markets
Americas, UBS

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Stacey Bolton
Chief Risk Officer, Asset Servicing
Northern Trust

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Melissa Sexton
Chief Risk Officer
BNY Mellon Wealth Management

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Tendayi Kapfidze
Chief Economist
Wells Fargo

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Emily Nachlas
Chief Risk Officer
Western Alliance Bancorporation

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Kevin Burns
Deputy Chief Risk Officer – US Region
CIBC

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Paul Diouri
Chief Risk Officer
Barings

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Ty Lambert
Chief Risk Officer
Cadence Bank

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Sabeena Liconte
Head of Legal & Chief Compliance Officer Americas
ICBC Standard Bank Group

Risk Americas 2024 Agenda

8:00 – 8:50

Registration and breakfast

8:50 – 9:00

Chair’s opening remarks

9:00 – 9:45

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

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

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Melissa Sexton, Chief Risk Officer, BNY Mellon Wealth Management

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Paul Diouri, Chief Risk Officer, Barings

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Tendayi Kapfidze, Chief Economist, Wells Fargo

9:45 – 10:20

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

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

Speaker to be announced soon

10:20-10:50

Morning refreshment break and networking

Future State of Risk Management

Resilience & NFR

Market Risk

Investment & Asset Risk

10:50-11:25

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

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  • The role or AI in customer service and recruitment
  • Reviewing testing and implementation successes
  • Leveraging AI to improve risk management capabilities
  • Top down approach to implementation to ensure alignment and coordination
  • Reviewing opportunities to organizations for increased efficiency
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Santosh Mishra, Group Head – Quantitative Modeling & Advanced Analytics, KeyBank

10:50-11:25

RESILIENCE REGULATION
Reviewing global resilience requirements and strengthening post-pandemic

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  • Articulating resilience in metrics
  • Identifying level within the business
  • Monitoring and evaluating capabilities
  • Managing variations in views across the industry
  • Measuring metrics for resilience
  • Removing siloed view of risk appetite
  • Identification of important or critical business services
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Emily Nachlas, Chief Risk Officer, Western Alliance Bancorporation

10:50-11:25

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

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

10:50-11:25

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

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

11:25-12:05

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

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  • Protecting firm data and developing data controls
  • Reviewing potential risks, opportunities & controls for effective use of generative AI
  • Managing hallucinations
  • Determining boundaries around use
  • Building a controlled environment for uses of generative AI
  • Reviewing governance approaches to traditional vs. generative AI
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Rajeev Sambyal, MD, Head of Digital Assets Platform, BNY Mellon

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Charles Tao, Director, Citi

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Elyssa Herman, Executive Vice President, Head of Corporate Risk Reporting and Analytics, Wells Fargo

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Senior Executive, Archer

11:25-12:05

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

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  • Managing number of global geopolitical risks
  • Future of climate risk and impact to the industry
  • Concentration risks with cloud providers
  • Enhancing resilience post-pandemic
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Matthew Moore, Director, Operational Risk Manager, Barclays

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Susan Adibi, Director, MUFG

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Sara Ricci, Director of Business Resiliency, HBC

11:25-12:05

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

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  • Interplay of geopolitical risks
  • Reviewing global approaches to tackle high inflation
  • Impact of decoupling with certain markets on prices
  • Managing structural shifts in the global economy
  • Managing a stagflation environment
  • Impact of supply chain disruptions on inflation
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Markus Lammer, COO, Investment Banking and Capital Markets Americas, UBS

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Ronald Ratcliffe, PhD, Managing Director in Applied Portfolio Analysis, BlackRock

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Navin Sharma, Head of Credit & Market Risk and HIMCO Chief Risk Officer, The Hartford Financial Services Group

11:25-12:05

PANEL DISCUSSION
Leveraging AI for credit risk decisions and marketing

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  • Managing risk of bias in AI decisions
  • Changes to marketing messaging in new credit risk environment
  • Leveraging omnichannel marketing
  • Intertwining and connecting credit risk and marketing
  • Aligning marketing to minimize overspend
  • Reviewing lifetime value of a customer
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Seyhun Hepdogan, Director of Analytics, Fifth Third Bank; Fintech Leaders Advisory Board member, CeFPro

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Jascha Prosiegel, Market Lead North America, AI Risks, Munich Re

12:05-12:40

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

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  • Managing models trained on external data
  • Integrating with internal data
  • Managing overreliance on AI to reduce workload
  • Challenges with inputted data residing in ChatGPT
  • Reviewing and validating large language models
  • Developing infrastructure architecture to run and test models
  • Managing data privacy concerns
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Agus Sudjianto, EVP, Head of Corporate Model Risk, Wells Fargo

12:05-12:40

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

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

12:05-12:40

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

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  • Developing creative ways to reduce borrowing costs
  • Adjusting to new reality and operating differently
  • Hedging portfolios with unpredictable future changes
  • Weakening of balance sheets with unpredicted sharp rises
  • Managing tail risk after the regional banking crisis
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Nabil Ez-zaoui, Managing Director, Head of Markets Advisory, Mizuho

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Ashutosh Tripathi, Managing Director, Mizuho

12:05-12:40

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

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  • Managing influx of losses in a volatile economy
  • Tracking the credit cycle
  • Will there be a new credit cycle?
  • Impact of increased cost of borrowing on defaults
  • Managing headline risk with increase in defaults
  • Ripple effect to deposits
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Mitchell Chad, Senior (Managing) Director Stress and Impairment – Modeling and Analytics, RBC

12:40-1:40

Lunch break and networking

1:40-2:20

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

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  • Leveraging AI to streamline customer communication
  • Privacy and protection considerations
  • Reviewing regulatory risks and focus on bias
  • Training and testing models to remove bias and ensure ethical use
  • Managing satisfying regulators while maintaining competitive uses
  • Controlling toxic information from models
  • Ensuring models produce fair and unbiased output
Stacey Bolton will be speaking at CeFPro's Risk Americas Convention discussing risk management

Stacey Bolton, Executive Vice President, Chief Risk Officer, Asset Servicing, Northern Trust

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

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Chris Smigielski, Director of Model Risk Management, Arvest Bank; NFR Leaders Advisory Board member, CeFPro

1:40-2:20

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

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  • Adjusting to new threat reality
  • Escalation of cyber warfare
  • Identifying vulnerabilities
  • Increased risk with outsourcing systems
  • Managing increase in ransomware attacks
    • MGM case study
  • Reviewing new threat landscape with Increased sophistication of threat actors
  • Reviewing new threats and vulnerabilities with use of AI
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Cyril Korenbeusser, Chief Operational Resilience Officer, BNP Paribas

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

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Angela Phillips, Director Cyber & Operational Resilience, SMBC

1:40-2:20

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

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

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Ernest Lang, Head of ALM Analytic Solutions, Transamerica 

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Xiaowei Han, VP, Head of ALM, TIAA

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Shawn Snyder, Global Investment Strategist, Executive Director, JP Morgan

1:40-2:20

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

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  • Reviewing progress towards CECL BAU
  • Benchmarking best practice
  • Impact of changes in unemployment rate
  • Historical data for variables being modeled
  • Retrofitting embedded lifetime loss in portfolios
  • Managing short term exposures
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Haibo Huang, Managing Director, Global Head of Credit Stress and Portfolio Analytics, Morgan Stanley 

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Arsa Oemar, Director, Model Risk Management, MUFG

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Linda Starnes, Director of Credit Risk Analytics, USAA

2:20-2:55

BIAS
Identifying, quantifying and managing data and algorithm bias

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  • Benchmarking multiple AI algorithms
  • Highlighting performance in the retail credit space
  • Managing strict fair lending regulations in the US and EU
  • Reviewing common approaches to identify and quantify bias
  • Demonstrating use of AI to train other Ais to identify and manage bias
  • Showing outcomes for various classes of algorithms
  • Demonstrating sensitivity to small changes in inputs
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Imir Arifi, Executive Director, Models and Methodologies, UBS

2:20-2:55

TPRM
Reviewing global regulation for third party risk and ensuring resilience

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

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Tausif Khan, Director, Third Party Risk Management, DTCC; Third Party Risk Management Advisory Board member, CeFPro

2:20-2:55

FRTB
Reviewing global implementation timelines of final rules across firms

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  • Reviewing internal vs standardized model approaches
  • Building infrastructure for smooth implementation
  • Enhancing data and system capabilities
  • Reviewing current status towards implementation
  • Incorporating consistency for global businesses
  • Running full evaluation for expected shortfall
  • Interaction of FRTB with existing CCAR environment
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Gavin Xu, Global Head of Credit and Balance Sheet Management Models, HSBC US

2:20-2:55

CONSUMER CREDIT RISK
Managing changes to consumer credit risk

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  • Risk of changes to economic environment
  • Managing changes to inflation and interest rates
  • Managing impact of increased pressure on consumers
    • Increased risk of default across products
  • Impact of rising risk to bank earnings
  • Capturing future losses under CECL
  • Impact of increased student loan repayments since Covid-19
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Erdem Aktug, Head of Model Risk – Retail, Securitization & FSL, Morgan Stanley

2:55-3:40

COMPLIANCE
Reviewing compliance challenges with increased global regulatory pressure

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  • The impact of elections on future regulation
  • Developing gap analysis on change
  • Drive towards standardization across the industry
  • Increased focus on record keeping violations and resulting penalties
  • Instilling a culture of compliance
    • Accountability from the top
  • Keeping up with evolution of privacy laws
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Rezarta Aliaj, Executive Director – Global Banking & Markets, Treasury & Swap Dealer Compliance, Scotiabank

2:55-3:40

INTER-AGENCY GUIDANCE
Reviewing expectations under interagency guidelines

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  • Defining a business relationship
  • Expansion of definition for third party
  • Mapping all relationships and categorizing
  • Developing formal policy, governance and documentation
  • Determining scope and approach to TPRM
  • Reviewing how the interagency guidelines impacted TPRM programs
  • Reviewing current capabilities against expectations
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Madiha Fatima, Executive Director, JP Morgan; Third Party Risk Management Advisory Board member, CeFPro

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Tamara Culler, Director for Governance and Operational Risk Policy, OCC

2:55-3:40

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

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

2:55-3:40

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

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  • Resolving uncleared margin rules
    • Increased frequency of recalibrations
  • Managing changing environment and frequency of standard deviation margin models
  • Identifying reserve requirements to fund margin costs
  • Changes in concentration thresholds
  • Cascading effect of industry liquidation on counterparties
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Shahed Shafi, Head of Counterparty Risk/Credit Products, US Bank

3:40-4:00

Afternoon refreshment break and networking

4:00-4:35

DATA
Leveraging an enhanced data framework to support technological advances

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  • Having relevant data to provide the required foundation for modern technology initiatives
  • Ensuring a strong flexible governance framework to stay ahead of future advancements
  • Adapting existing governance programs to accommodate structured and unstructured, traditional, and alternative data sources
  • Collaborating and aligning across teams and platforms as digitalization becomes widespread
  • Utilizing data and technology for all decision-making insights
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Terrence Barrett, First Vice President, Analytics, Governance, Risk and Compliance, Axos Financial

4:00-4:35

SUPPLY CHAIN RISKS
Managing long term implication of supply chain disruptions

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

4:00-4:35

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

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  • Impact of current environment on capital
  • Increased competition for deposit gathering
  • Managing cost of funds and impact on margins
  • Strategies to raise capital across different organizations
  • Impact of Basel 3 rules on capital
  • Modeling approaches for new regulatory capital requirements
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Sudhir Kumar, Head of Capital Management Oversight, US Bank

4:00-4:35

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

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  • Risk with reduced demand for office space
  • Reduction in retail footprint for malls
  • Managing high leveraging of borrowers
  • Leveraging innovative methods for early risk detection
    • Expanding data availability
  • Integrating non-structured data to monitor patterns
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Bernardo Mandri, Executive Director, Head of Credit Risk Review, ICBC

4:35-5:10

CHANGE MANAGEMENT
Developing a robust change management risk framework

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  • Adjusting to changing business and technology landscape
  • Managing downstream change impacts
  • Case study to harness change management
  • Implementing a strong culture around change management
  • Managing constant technology change
  • Managing the volume of change and testing before rollout
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Stephen Woitsky, SVP, Operational Risk Business Oversight, Wells Fargo; NFR Leaders Advisory Board member, CeFPro

4:35-5:10

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

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  • Modifying risk and governance processes
  • Incorporating into existing program
  • Approaches and best practices
  • Managing political agenda relating to ESG
  • Managing global regulatory divergence
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Anand Hingway, Executive Director, Environmental & Social Risk Management, US Region, CIBC US

4:35-5:10

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

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

4:35-5:10

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

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

5:10-5:40

BLOCKCHAIN AND DIGITAL ASSETS 
Managing how blockchain and digital assets are being deployed and focusing on institutional use cases 

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  • Institutional use cases in production

  • The rise of blockchain platforms suitable for institutions and corporation

  • How regulation is impacting adoption in the US and overseas

  • The changes we may see in the context of market, credit, and operational risks

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Thomas Sullivan, Managing Director,Societe Generale – FORGE

5:10-5:40

Effective and sustainable compliance programs – keeping out of the government agency bullseye

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  • From COSO to the DOJ, reviewing what constitutes an “effective” compliance program
    • No matter your geographical location
  • Developing and implementing a sustainable enterprise compliance program from ethics management to monitoring and testing
  • How to deal with program issues raised by government agencies, including enforcement actions and monitors
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Ross Marrazzo, EVP – Enterprise Chief Compliance Officer, Flagship Bank

4:10-5:40

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

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  • Reviewing collateral and improving parameters
  • Capturing tail risks for derivatives
  • Capturing convexity in times of high volatility
  • Characterizing scenarios and connecting to losses
  • Reviewing stress tests to define vulnerabilities in a potential recession
  • Building framework and infrastructure to stress test whole portfolio
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Phil Ohana, Global Head of Market Risk Audit, UBS

5:10-5:40

Stability and counterparty confidence: Managing risks in an unpredictable landscape

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  • Impact of unpredictability on pricing models
  • Managing changing retail mix and pricing levels
  • Reviewing general stability of the banking system
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Alisa Rusanoff, Head of Credit/Trade Finance, Crescendo Asset Management

5:40

Chair’s closing remarks & networking drinks reception

8:00 – 8:50

Registration and breakfast

8:50 – 9:00

Chair’s opening remarks

9:00 – 9:45

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

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  • Developing a holistic view of enterprise risk
  • Aggregating risk at an enterprise and global level
  • Changes in regulatory approach after 2023 banking crisis
  • Balancing transformation with maintaining business
  • Enhancing efficiency across processes
  • Leveraging data to drive decisions
  • Incorporating agility into processes
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Sabeena Liconte, Chief Compliance Officer Americas, ICBC Standard Bank Group; Fintech Leaders Advisory Board member, CeFPro

Stacey Bolton will be speaking at CeFPro's Risk Americas Convention discussing risk management

Stacey Bolton, Chief Risk Officer, Asset Servicing, Northern Trust

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Emily Nachlas, Chief Risk Officer, Western Alliance Bancorporation

9:45 – 10:20

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

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  • Reviewing evolving IT threat
  • Uses of AI in fraud and cyber attacks
  • Reviewing the technology landscape
  • Managing technology initiatives and change programs
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Howard Whyte, Chief Information Security Officer, Truist tbc

10:20-10:50

Morning refreshment break and networking

Future State of Risk Management

Resilience & NFR

Market Risk

Investment & Asset Risk

10:50-11:25

CLIMATE RISK
Reviewing global regulatory environment for climate risk

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

10:50-11:25

RCSA
Leveraging continuous insight to inform business decisions and exposures

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  • Understanding risks and controls effectively
  • Evolution of RCSA
    • Leveraging as a tool for the business
  • Business appetite to conduct and embrace RCSA
  • Developing as a pillar for good operational risk management
  • Determining ownership in 3 LoD model
  • Maintaining RCSA as an ongoing tool
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Paul Tava, Chief Risk Officer – Advice & Wealth Management, Ameriprise Financial Services

10:50-11:25

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

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  • Changes to market movement with sustained high interest rates
  • Impact of money injection from regulators
  • Ramifications across asset classes and knock on effect
  • Increased volatility on the back of the curve
  • Managing long term ALM
  • Managing new paradigm of higher interest and dollar exchange rates
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Sandeep Jain, Director & Market Risk Executive, Bank of America

10:50-11:25

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

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

11:25-12:00

Reviewing climate risk initiatives across the industry

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  • European climate risk stress testing processes
  • Future outlook of requirements and global variations
  • Traceability and accuracy of information
  • Running scenarios and stress tests for climate risk
  • Identifying losses due to climate risk
  • Restrictions on capital and liquidity for lending
  • Amending business models and exposure distribution
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Andries Berendsen, Head of FP&A and Capital Planning, Rabobank

11:25-12:00

FRAUD
Analyzing trends in fraud practices and tactics to stay ahead

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

11:25-12:00

MODELING
Modeling in a volatile environment

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  • Managing models built with long historical data
  • Modifying models with data limitations
  • Incorporating pandemic data
  • Preparing models for future interest rate changes
  • Weighting for more recent data
  • Developing flexible and dynamic models
  • Adjusting pandemic data over time
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Kai-Ching Lin, Head of Model/Market Risk, Valley National Bank

11:25-12:00

SECURITIES
Managing securities on the balance sheet with high interest rates

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

12:00-12:45

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

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  • Benchmarking across different global regulatory landscapes
  • Key lessons learned for the industry
  • Future mandates for climate scenarios
  • Reviewing impact to capital
  • Benchmarking European practices
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Derek Jun, Managing Director, Head of Climate Risk, Nuveen, a TIAA Company

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Robin Castelli, Head of Transition Risk Model Developement (Climate Modeling Analytics), Citi

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Yun Zheng, Head of ST and ESG Analytics, Global Risk Analytics, HSBC USA

12:00-12:45

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

View Session Details

  • Managing rapid evolution of uses of AI and machine learning tools
  • Developing controls to monitor for AI risks
  • Managing fraud risk using and resulting from AI
  • Advances in social engineering and biometric techniques
  • Leveraging generative AI as a defensive tool
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Patrick Simonnet, Managing Director – Chief Audit Executive, Bank of China

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Tibor Bartels, Managing Director/Head of Transaction Services Americas, ING; Fintech Leaders Advisory Board member, CeFPro

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Jascha Prosiegel, Market Lead North America, AI Risks, Munich Re

12:00-12:45

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

View Session Details

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

Ian Broff, Head of Market Risk, USAA

OskarRoggHSBig2

Oskar Rogg, Managing Director, Head of Treasury, Credit Agricole; Fintech Leaders Advisory Board member, CeFPro

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Asha Gowda, Director – Market Risk Governance, KeyBank

12:00-12:45

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

View Session Details

  • SEC approaches to pricing and valuation
  • Developing a framework for valuing investments
    • Fund valuation practices
  • Pricing for complex instruments
    • Assigning a price to opaque structures or characteristics
  • Reviewing impact of rising ESG insurance costs on assets
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Aleksey Leksanov, Managing Director, Head of Model Risk Management, Mizuho

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George Bezerianos, Managing Director, Global Head of Fixed Income and Wealth Management Valuation Control, Morgan Stanley

Naresh_Malhotra

Naresh Malhotra, Director, Societe Generale Corporate and Investment Banking

12:45-1:45

Lunch break and networking

1:45-2:20

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

View Session Details

  • Importance of data in an advancing world
  • Leveraging alternative data sources
  • Managing competitive environment with traditional and emerging banking services
  • Reviewing equipment and software requirements
  • Mitigating limitations of legacy systems
  • Uncertainties with continued deglobalization
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Lee Medoff, Head of Model Governance, Fifth Third Bank

1:45-2:20

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

View Session Details

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

1:45-2:20

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

View Session Details

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

1:45-2:20

INVESTMENT RISK
Managing investment risk and portfolios in a volatile climate

View Session Details

  • Managing asset side of the balance sheet
  • Impact of 10 year bond yield
  • Managing unrealized losses
    • Waiting out the risk vs. selling bonds
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Paul Diouri, Chief Risk Officer, Barings

2:20-2:55

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

View Session Details

  • Validating AI models
  • Documentation requirements as model scope increases
  • Developing controls for complete model inventory
  • Defining a model and ownership
  • Identifying skills to evaluate, review and monitor a model
  • Ensuring transparency in model outputs
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Yu Pan, EVP, Chief Model Risk Officer, US Bank

2:20-2:55

SANCTIONS
Navigating complexities in the sanctions landscape

View Session Details

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

2:20-2:55

FTP
Reviewing FTP changes and management across different sized organizations

View Session Details

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

2:20-2:55

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

View Session Details

  • Evaluating risk adjusted return on assets
  • Concentration risk and portfolio diversification
  • Identifying tail risk in portfolio
  • Analysis of regulatory vs. economic capital
  • Managing growth of shadow banking and private equity markets
1

Jonathan Liu, Risk and Treasury Professional, RBC

2:55-3:25

Afternoon refreshment break and networking

3:25-4:00

Approaches to model development post pandemic with data distortions

View Session Details

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

3:25-4:00

DATA
Developing data governance and quality assurance programs

View Session Details

  • Aligning taxonomies and languages across businesses and regions
  • Identifying data related issues and tracking
  • Balancing modernization with budget constraints
  • Investing in data risk management capabilities in legacy platforms
  • Developing bespoke approaches across jurisdictions with limited uniformity
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Srini Masanam, Global Head of Surveillance Data Quality, Citi

3:25-4:00

LIBOR
Adopting to a post LIBOR world

View Session Details

  • Impact of transition from LIBOR to SOFR and alternative rates
  • Different rates, different instruments, different market, different models
  • Computer-assisted modeling (scripting) allows fast exploration and testing of models and instruments
  • Modern techniques like AAD, differential machine learning, and deep learning allow generic and fast pricing and XVA and calibration of new models
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Bernhard Hientzsch, Head of Market Modeling Techniques (for Corporate Model Risk), Wells Fargo

3:25-4:00

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

View Session Details

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

4:00-4:40

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

View Session Details

  • Raising awareness on heightened risks of fintech’s
  • Assessing risk from a third party risk perspective
  • Balancing innovation and competitive advantage with security
  • Managing information security and BSA risks
  • Incorporating non-traditional participants in business models
  • Balancing speed and transaction savings with heightened risk
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Sabeena Liconte, Chief Compliance Officer, Americas, ICBC Standard Bank Group; Fintech Leaders Advisory Board member, CeFPro

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Philip Masquelette, SVP, CRO, Ulster Savings Bank, NFR Advisory Board member, CeFPro

Rodrigo_Saurez

Rodrigo Suarez, Chief Banking & Innovation Officer, Piermont Bank

4:00-4:40

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

View Session Details

  • Developing resiliency plans for cloud outage
  • Managing accessibility in an event
  • Developing effective resilience plans
  • Understanding risks and controls for cloud providers
  • Implementing an IT risk management framework to manage cloud risks
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Marta Palanques Villalonga, Director, Assessment Methodology, Technology Risk Management, Capital One

Wei_Ma

Wei Ma, Managing Director, Head of Model Risk and Validation, SMBC

4:00-4:40

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

View Session Details

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

Katya Ternyayeva, Director, Americas Head of Funding & Liquidity Management, Barclays

Judah_Kaplan

Judah Kaplan, Director – Independent Liquidity Risk – Legal Entities, BNY Mellon

Vineet_Gumasta

Vineet Gumasta, Head of Balance Sheet Management – Rural Business, Rabobank

4:00-4:40

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

View Session Details

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

Ty Lambert, Chief Risk Officer, Cadence Bank

Petr_Chovanec

Petr Chovanec, Director, UBS

4:40

Chair’s closing remarks and end of Convention

Risk Americas 2024 Speakers

Keynote & C-Suite speakers

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Stacey Bolton
Chief Risk Officer, Asset Servicing
Northern Trust

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Lorenzo Cupido
Chief Investment Risk Officer
Prudential Financial

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Paul Diouri
Chief Risk Officer
Barings

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Carl Groth
Chief Risk Officer
Legal & General Retirement

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Tendayi Kapfidze
Chief Economist
Wells Fargo

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Cyril Korenbeusser
Chief Operational Resilience Officer
 BNP Paribas

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Markus Lammer
COO, Investment Banking and Capital Markets America
UBS

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Sabeena Liconte
Chief Compliance Officer Americas
ICBC Standard Bank Group
Fintech Leaders Advisory Board member
CeFPro

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Ty Lambert
Chief Risk Officer
Cadence Bank

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Ross Marrazzo
EVP – Enterprise Chief Compliance Officer
 Flagship Bank

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Emily Nachlas
Chief Risk Office
Western Alliance Bancorporation

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Yu Pan
EVP, Chief Model Risk Officer
US Bank

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Melissa Sexton
Chief Risk Officer
BNY Mellon Wealth Management

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Navin Sharma
Head of Credit & Market Risk and HIMCO Chief Risk Officer
The Hartford Financial Services Group

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Rodrigo Suarez
Chief Banking & Innovation Officer
Piermont Bank

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

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Howard Whyte
Chief Information Security Officer
Truist tbc

Future State of Risk Management

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

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Imir Arifi
Executive Director, Models and Methodologies
UBS

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Terrence Barrett
First Vice President, Analytics, Governance, Risk and Compliance
 Axos Financial

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Andries Berendsen
Head of FP&A and Capital Planning
Rabobank

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Stacey Bolton
Executive Vice President, Chief Risk Officer, Asset Servicing
Northern Trust

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Robin Castelli
Head of Transition Risk Model Developement (Climate Modeling Analytics)
 Citi

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Mehdi Esmail
CPO
ValidMind

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Elyssa Herman
Executive Vice President, Head of Corporate Risk Reporting and Analytics
Wells Fargo

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Derek Jun
 Managing Director, Head of Climate Risk
 Nuveen, a TIAA Company

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Sabeena Liconte
Chief Compliance Officer, Americas
ICBC Standard Bank Group
Fintech Leaders Advisory Board member
CeFPro

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Philip Masquelette
SVP, CRO
Ulster Savings Bank
NFR Advisory Board member
CeFPro

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Lee Medoff
 Head of Model Governance
Fifth Third Bank

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Santosh Mishra
Group Head – Quantitative Modeling & Advanced Analytics
KeyBank

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Yu Pan
 EVP, Chief Model Risk Officer
  US Bank

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Rajeev Sambyal
  MD, Head of Digital Assets Platform
BNY Mellon

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Agus Sudjianto
 EVP, Head of Corporate Model Risk
Wells Fargo

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Chris Smigielski
Director of Model Risk Management
Arvest Bank
NFR Leaders Advisory Board member
CeFPro

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Thomas Sullivan
Managing Director
Societe Generale – FORGE

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Rodrigo Suarez
Chief Banking & Innovation Officer
Piermont Bank

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Charles Tao
Director
Citi

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

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Stephen Woitsky
SVP, Operational Risk Business Oversight
Wells Fargo
NFR Leaders Advisory Board member
CeFPro

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Yun Zheng
 Head of ST and ESG Analytics, Global Risk Analytics
HSBC USA

Resilience & NFR

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Susan Adibi
 Director
MUFG

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Tibor Bartels
 Managing Director/Head of Transaction Services Americas
 ING
Fintech Leaders Advisory Board member
CeFPro

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Tamara Culler
 Director for Governance and Operational Risk Policy 
 OCC

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Kelly Feili
Director
DTCC

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Madiha Fatima
 Executive Director
JP Morgan
Third Party Risk Management Advisory Board member
CeFPro

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Anand Hingway
Executive Director, Environmental & Social Risk Management, US Region
CIBC US

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Cyril Korenbeusser
Chief Operational Resilience Officer
BNP Paribas

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Tausif Khan
 Director, Third Party Risk Management
DTCC
Third Party Risk Management Advisory Board member
CeFPro

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Srini Masanam
 Global Head of Surveillance Data Quality
Citi

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Wei Ma
Managing Director, Head of Model Risk and Validation
SMBC

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Matthew Moore
Director, Operational Risk Manager
Barclays

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Ross Marrazzo
 EVP – Enterprise Chief Compliance Officer
 Flagship Bank

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Emily Nachlas
 Chief Risk Officer
Western Alliance Bancorporation

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Anita Nandakumar
Head of Operational Resilience – Global Markets
Goldman Sachs

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Jascha Prosiegel
Market Lead North America, AI Risksr
 Munich Re

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Marta Palanques Villalonga
Director, Assessment Methodology, Technology Risk Management
 Capital One

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Angela Phillips
Director Cyber & Operational Resilience
 SMBC

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Dalit Stern
Senior Director, Enterprise Fraud Risk Officer
 TIAA

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Patrick Simonnet
Managing Director – Chief Audit Executive
 Bank of China

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Sara Ricci
 Director of Business Resiliency
 HBC

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

Market Risk

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Ian Broff
Head of Market Risk
USAA

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Lorenzo Cupido
 Chief Investment Risk Officer
  Prudential Financial

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Nabil Ez-zaoui
Managing Director, Head of Markets Advisory
 Mizuho

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Asha Gowda
Director – Market Risk Governance
KeyBank

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Vineet Gumasta
Head of Balance Sheet Management – Rural Business
 Rabobank

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Bernhard Hientzsch
Head of Market Modeling Techniques (for Corporate Model Risk)
  Wells Fargo

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Sandeep Jain
 Director & Market Risk Executive
Bank of America

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Shahab Khan
Head of Liquidity Policy
 HSBC

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Sudhir Kumar
Head of Capital Management Oversight
 US Bank

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Sean Keenan
  Executive Director, RMDAD – Stress Testing
SMBC

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Judah Kaplan
 Director – Independent Liquidity Risk – Legal Entities
BNY Mellon

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Markus Lammer
COO, Investment Banking and Capital Markets Americas
 UBS

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Ernest Lang
Head of ALM Analytic Solutions
Transamerica 

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

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Phil Ohana
Global Head of Market Risk Audit
UBS

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Oskar Rogg
Managing Director, Head of Treasury
 Credit Agricole
Fintech Leaders Advisory Board member
CeFPro

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Ronald Ratcliffe, PhD
Managing Director in Applied Portfolio Analysis
BlackRock

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Shawn Snyder
 Global Investment Strategist, Executive Director
JP Morgan

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Navin Sharma
  Head of Credit & Market Risk and HIMCO Chief Risk Officer
 The Hartford Financial Services Group

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Katya Ternyayeva
  Director, Americas Head of Funding & Liquidity Management
Barclays

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Ashutosh Tripathi
Managing Director
Mizuho

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Gavin Xu
Head of Credit and Balance Sheet Management Models
HSBC US

Investment & Asset Risk

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Erdem Aktug
Head of Model Risk – Retail, Securitization & FSL
 Morgan Stanley

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George Bezerianos
   Managing Director, Global Head of Fixed Income and Wealth Management Valuation Control
Morgan Stanley

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Mitchell Chad
Senior (Managing) Director Stress and Impairment – Modeling and Analytics
RBC

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Petr Chovanec
 Director
  UBS

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Grace Duggar
 SVP Model Risk
China Construction Bank

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Paul Diouri
Chief Risk Officer
Barings

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Seyhun Hepdogan
Director of Analytics
 Fifth Third Bank
Fintech Leaders Advisory Board member
CeFPro

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Xiaowei Han
VP, Head of ALM
 TIAA

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

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Aleksey Leksanov,
Managing Director, Head of Model Risk Management
 Mizuho

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Ty Lambert,
Chief Risk Officer
Cadence Bank

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Jonathan Liu
Risk and Treasury Professional
RBC

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Bernardo Mandri
 Executive Director, Head of Credit Risk Review
 ICBC

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Naresh Malhotra
Director
 Societe Generale Corporate and Investment Banking

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Arsa Oemar
 Director, Model Risk Management
MUFG

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Jascha Prosiegel
Market Lead North America, AI Risks
Munich Re

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Alisa Rusanoff
Head of Credit/Trade Finance
  Crescendo Asset Management

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Heather Russell
 Head of Mortgage Model Development
 Bank of America

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Linda Starnes
Director of Credit Risk Analytics
USAA

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Shahed Shafi
 Head of Counterparty Risk/Credit Products
US Bank

Spend the day listening to in-depth thought leadership from industry experts to gain a better understanding of Stress Testing within your organization as this is a growing challenge for 2024. Please see the confirmed line-up so far below and come back for updates as more thoughts leaders are come on-board.

This masterclass will last from 9-5pm ET, due to the interactive nature of the masterclass sessions will be slightly longer however there will be ample time for breakfast, lunch and refreshments throughout the day. Please note that spaces will be limited as we hope for a hands-on, collaborative experience between presenters and the audience.

Stress Testing Forum Agenda

Stress Testing Forum Speaker Line-Up

Reviewing an overview of stress testing scenarios and best practices moving forward

View Session Details

  • Why stress testing? Potential use cases
      • Capital planning
      • Limit monitoring
      • Identifying vulnerabilities
      • Other (e.g., Climate, Strategic Risks)
    • How the end to end process works
    • Stress scenario identification and design
    • Portfolio coverage and model use
      • Review and governance
      • Best practice and lessons learned
    • Thoughts on the future of stress testing

Market-driven scenarios: An approach for plausible scenario construction

View Session Details

  • Why scenario analysis is crucial to managing investment risk
    • Statistical models do not accurately highlight the risk of discrete events
  • Describing BLK’s market driven scenarios framework
    • To provide a comprehensive understanding of potential market scenarios
  • The step-by-step process of creating scenarios:
    • Identifying key variables and factors
    • Utilizing historical data and market trends to size the shocks
    • Balancing quantitative and qualitative analysis
    • Disseminating results to investors and clients
  • Scenario case study
    • Scenario narrative
      • Crafting a compelling narrative for a specific scenario.
      • Incorporating relevant market dynamics and variables
    • Shock variable selection
    • Shock sizing
      • Quantifying the magnitude of shocks
      • Assessing the potential impact on the market
    • Scenario severity assessment
      • Evaluating the severity of each scenario.
      • Determining the likelihood of occurrence.
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Yakov Shenkman, Director
Head of Risk for Fundamental Equity in Americas
  Blackrock

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Alberto Scalari
 Head of Market and Counterparty Credit Stress Testing Program,
  BMO

Next phase in scenario analysis: Benefits of linked scenarios/integrated risk analysis and breaking down silos

View Session Details

  • Risk identification and risk assessment across different risk areas (capital risk, liquidity risk, market risk, operational risk, etc)
  • Where and when risks collide (going back to balance sheets)
  • Why are linked stress scenarios so important? Lessons learned from the last 5 years.
  • Difficulties in generating linked stress scenarios-doing integrated risk management

Introducing structural/time elements into stress testing estimates and including hedging

View Session Details

  • How to incorporate delta hedging in stress estimates for books with convexity
  • How deal with books with directional exposure on liquid underlying
  • Extending a scenario to counterparty credit books, accounting for different time dynamics
  • Keeping stress estimates “coherent” across scenarios and books
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Deniz Tudor
Head of Modeling
 Bread Financial

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Anindya Basu
Head of Rapid Stress Testing
Citi

Liquidity stress testing

View Session Details

  • Evolution of liquidity stress testing.
  • Matters about the liquidity stress test design, such as:
    • Scope
    • Scenario development
    • Assumptions
    • Outputs
    • Governance
    • Integration with other risk models
  • Tools / Metrics to measure stress liquidity risks.
  • Lessons from the 2023 liquidity events
  • Forward-looking: liquidity optimization
    • Liquidity vs Yield
    • Liquidity vs Capital
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Chanchal Srivastava
Vice President
Blackrock

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Teresa Tian
Director -Market and Liquidity Risk
Brighthouse Financial

After high demand CeFPro will be hosting an AI in Banking forum. Gain further understanding from leading industry experts as we take a look at the current AI landscape with thought leaders from Arvest Bank, UBS & New York Life Insurance Company through interactive sessions and case studies, followed by an afternoon of in-depth, practical experience for Machine Learning Model Validation with the Wells Fargo team.

This masterclass will last from 9-5pm ET, due to the interactive nature of the masterclass sessions will be slightly longer however there will be ample time for breakfast, lunch and refreshments throughout the day. Please note that spaces will be limited as we hope for a hands-on, collaborative experience between presenters and the audience.

AI in Banking Forum Agenda

AI in Banking Full Speaker Line-Up

Governance of all AI applications

View Session Details

  • Responsible AI: definition and importance 
  • Governance of AI: Structure, Roles & Responsibilities, Policies & Guidelines, Talent & Training  
  • AI Lifecycle and Risks: Define lifecycle phases and identify AI Risks  
  • Role of MRM in implementing AI governance for AI/ML models 
  • Vendor models and tools vs in-house built solution 
  • Need for enhanced AI standards and controls  
  • AI Inventory  
  • Measuring Inherent Risk of AI Applications 
  • Regulation of AI models and approaches 
  • AI Residual Risk 
  • Use and Monitoring  
  • Future state of regulations of AI models 

Case Study: Developing an enterprise AI governance program.

View Session Details

  • Challenges of designing and implementing an Enterprise AI Governance program
  • Reviewing available resources
  • Case study: Designing and implementing a program
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Agus Sudjianto
EVP, Head of Corporate Model Risk
 Wells Fargo

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Aijun Zhang
SVP Machine Learning & Validation Engineering
 Wells Fargo

Leveraging generative AI for product personalization

View Session Details

  • Managing customer expectations with outreach
  • Existing vs. new customer messaging
  • Reviewing different channels for personalization
  • Analytics and technology capabilities
  • Understanding the right mix of products for consumer satisfaction

The intersection of legal considerations for AI

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  • Increased focus on AI tools in lawsuits
  • Understanding overlap of rules to consider
    • Wiretapping laws when using chatbots
  • Managing consent with use of AI
    • Recording of chatbot discussions
  • Reviewing trends in litigation
  • Case studies on class action lawsuits for use of chatbots and cookie consent
  • Educating teams on the risks
Rodanthy_

Rodanthy Tzani
Head of Model Risk Management
New York life Insurance Company

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Chris Smigielski
Director Model Risk Management
  Arvest Bank

Machine Learning Model Validation (Led by Wells Fargo)

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    • Introduction to minimum functionality tests for conceptual soundness and outcome analysis
    • Conceptual soundness testing which includes data quality test, variable selection and causality test, explainability and model benchmarking with inherently interpretable machine learning.
    • Outcome analysis which includes identification of model weakness through error slicing, reliability (evaluation prediction uncertainty and isolating regions with high uncertainty), robustness: sensitivity to input noise and assessing the impact of distribution drift.
    • Understand the concept behind PiML and to be able to apply PiML fluently.

     

Revolutionizing Banking with AI: Insights from the Frontlines of Data

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AI-Powered Model Redevelopment:
– Discuss how AI, particularly GPT and similar models, have been instrumental in redeveloping quantitative models.
-Case studies/examples from our experience in model redevelopment.
-Benefits realized (accuracy, efficiency, etc.) and challenges encountered.

GPT for Enhanced Documentation Rendering:
– Explaining the application of GPT in automating and improving documentation processes.
– Impact on efficiency, accuracy, and compliance in reporting and communication.

Data Security Concerns in AI Applications:
-Addressing data privacy and security challenges specific to AI in banking.
– Strategies employed to mitigate risks, including any innovative approaches or tools used.

Navigating Limitations and Future Outlook:
– Discussing the current limitations of AI tools in banking, including GPT.
– How these limitations are being addressed, and the potential future developments in AI for banking

Developing a corporate AI policy

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  • Incorporating use of AI in any aspect
  • Collaboration across teams
  • AI as a driver, an engine or a component of all operations
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Audie Wang
Executive Director
UBS

george_soullis_

George Soulellis
Enterprise Model Risk Officer
Freddie Mac

Risk Americas 2024 Sponsors

Knowledge partner

Co-sponsors

Associate sponsors

2023 Sponsors

Risk Americas 2024 Venue

360 Madison Avenue | etc.venues
Madison Avenue
Midtown Manhattan
New York NY 10017

Accommodation is not available at the venue, however there are a selection of nearby hotels to choose from. Click here to find out more.

etc venues – 360 Madison NY

Image Gallery from Risk Americas 2023

Register - Super Early Bird Rate - Available until March 22

Risk Americas - Main Event ticket

Representing a financial institution or government body
$899

E.g. Bank, Insurance company, Asset manager, Regulator

Representing an information or service provider
$1599

E.g. Consultant, Vendor, Executive search firm, Law firm

Stress Testing Forum Super Early Bird Rate

AI in Banking Forum Super Early Bird rate

Representing a financial institution or government body
$649

E.g. Bank, Insurance company, Asset manager, Regulator

Representing an information or service provider
$649

E.g. Consultant, Vendor, Executive search firm, Law firm

Bring your team!

This flagship Americas conference is specially crafted to meet the varied demands of professionals in the risk sector. The benefits are amplified when you attend alongside your colleagues, fostering a unique environment for collective learning, sharing insights, and strengthening professional bonds. Join us to explore this diverse and dynamic field together with your team.

Buy 2 passes and get the 3rd half price OR buy 4 and get the 5th for free!

Registration assistance

Register for Risk Americas today and join the likes of 300+ industry professionals and subject matter experts looking to engage in meaningful conversation and discuss the latest developments and challenges within the risk and technology sector.

Need assistance with your registration? Get in touch with us via email below, or call us on +1 888 677 7007.

*To qualify for the preferential ‘early bird’ rates, registration must be received by the close of the ‘early bird’ working day, and payment can be made at the time of registering, or up to a week after registration is made an invoice sent. CeFPro reserves the right to increase rates should payment be delayed significantly. For Group Rates to be valid, the whole group must register at the same time, though names can be changed at any time up to the event at no additional cost. Should a delegate register at a rate that is inaccurate, CeFPro reserves the right to issue an additional invoice for the outstanding amount. Cancellations received more than one calendar month before the event will be eligible for a refund less 15% administration fee. Cancellations must be made in writing to info@cefpro.com. Regrettably, no refund can be made for cancellations within a month of the event.

Frequently Asked Questions

Can I share my thought leadership at Risk Americas?

eFPro are happy to discuss speaking opportunities at the ESG Europe Summit. For further information on this please contact production@cefpro.com if you are from a financial institutions / sales@cefpro.com if you are an information/service provider or call us on +1 888 677 7007.

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
  • Drinks reception at the end of day-1
  • Q&As, panel discussions, and audience participation technology

What is included within the registration fee?

Registration includes breakfast, refreshment breaks, lunches, the drinks reception at the end of day-1, full access to the sessions and exhibition area. Presentations from the sessions are also available via our post-event website, available on CeFPro Connect under Course Materials once the Congress has taken place.

Where can I find the Convention documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations after the Convention*. We will work with our presenters to include as many presentations as possible on our App during the Convention.

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

Will breakfast, lunch and refreshment be provided?

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

Are there any rules on dress code?

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

Are CPE Credits available?

Yes, CPE Credits are available for the Risk Americas Convention and the Masterclasses. Please contact marketing@cefpro.com for more information.