INSIGHTS

April 26, 2022

Understanding how third party risk impacts operational resilience and aligning to regulatory requirements

By Charles Forde, Global Head of Third Party, Outsourcing & Inter-Entity Risk, UBS
April 26, 2022

Current status of CECL accounting standard including delay requests and congressional and regulatory activities

By Rick Martin, Product Manager, Financial & Risk Management Solutions, Fiserv
April 26, 2022

CECL – Applying qualitative overlays that are transparent, robust and repeatable

By Stevan Maglic, SVP, Head of Quantitative Analytics, Regions Bank
April 26, 2022

Articulating information to the board to understand the nature of the threat of vendor and third-party risk and translating into action

By Charles Forde, Global Head of Third Party, Outsourcing & Inter-entity Risk, UBS
April 26, 2022

Reviewing the shifting focus within credit risk and the impacts of new trends and regulation

By Catherine Keane, Head of Bank and Country Risk, Bank of Ireland
April 26, 2022

Using machine learning and predictive analytics to combat the increasing exposure to cyber threats

By Vikas Munshi, Senior Security Architect, CISO, ING
April 26, 2022

Project 27 – Creating an integrated region for domestic and cross border payments in multiple currencies in the Nordics

By Hendrik van der Watt, Head Payment Architecture, Danske Bank
April 26, 2022

Developing a strategy for CECL loss forecasting with varying degrees of interpretation across the industry

By Jorge Sobehart, Credit and Obligor Risk Analytics, Citi
April 26, 2022

Intelligence sharing across institutions for effective prevention

By Remy Jansen, Head of Department, De Nederlandsche Bank
April 26, 2022

Implementing AI and machine learning tools to detect and prevent application fraud

By Ido Lustig, Chief Risk Officer, BlueVine
April 26, 2022

CECL – Initial impact analysis: How to successfully action a parallel run and action on decomposing impact

By Daniel Hong, VP, CECL Wholesale Credit Implementation Lead, HSBC
April 26, 2022

CECL – Managing increased sensitivity to macros assumptions across loss forecast models

By Chris Varvares, Vice President and co-head of US Economics, Macroeconomic Advisers, IHS Markit

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