Risk Americas 2020 Draft Page

9th Annual Risk Americas Convention 2020
Day One | May 12, 2020
Marriott Downtown, NYC

8:00 Registration and breakfast | 8:40 Center for Financial Professionals Welcome | 08:50 Chair’s Opening Remarks

KEYNOTE ADDRESS

9:00 Aligning risk appetite with strategic objectives and using to drive business

Session details

Evolution of risk appetite and priorities and making risk appetite actionable
Combining qualitative statements and quantitative metrics
Stature of risk in an organization
Education of risk appetite and keeping it at the forefront
Changing and embedding risk culture into risk appetite
Aggregating metrics to balance risk appetite and risk profile

Michael Alix, Americas CRO, UBS

PANEL DISCUSSION

9:35 Reviewing the role and skillsets of the CRO and risk management team in an evolving technical landscape

Session details

Changes to the role with ongoing automation
People risk and impact on staffing
Requirements from academia to produce new candidates
Changes in requirement profile with increased use of AI and machine learning
Skillsets and talent for senior personnel

Oliver Jakob, International CRO, Mitsubishi UFJ
Anthony Peccia, CRO, Citibank Canada
Vivek Tyagi, CRO, Transaction Banking, Goldman Sachs

KEYNOTE ADDRESS

10:15 Incorporating ESG into strategy & planning and considerations for risk teams

Session details

ESG issues for ethical investing
Incorporating into portfolios
Understanding where risk plays a part
Reducing carbon footprint of the industry

Jacques Longerstaey, CRO, Nuveen

10:50 Morning refreshment break and networking

Stream One: Innovation in Risk Management

Stream Two: Non-Financial Risk and Resilience

Stream Three: Market Trends and Financial Risk

Stream Four: Model Risk Management

AUTOMATION AND EFFICIENCY

11:20 Use of technology and opportunities for automation and efficiency

Session details

Reducing labour intensive functions
Substituting for high productivity automated solutions
Reducing manual input
Explainability of models
Harmonizing data sources and creating intelligence systems
Increasing automation and analytics

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

CYBER RISK

11:20 Building effective cyber security defences and mitigating the risk

Session details

Increased investment across the industry
Increased use of ransomware: Understanding exposure
Controls and mitigation
Education gap between risk and technology teams
Global data privacy requirements
Safeguarding the information of customers

Tom Wells, SVP, CRO, Digital, US Bank

REPO MARKETS

11:20 Reviewing changes to US repo market and impact on liquidity and funding

Session details

Funding from the Federal Reserve
Short term repo rate fluctuations
The impact of compliance and regulation on liquidity
Spike in interest rates
Impact on treasury and funding
Changes to business

Oskar Rogg, MD, Head of Treasury, Americas, Credit Agricole

MODEL DEFINITION

11:20 Managing expanded definitions of a model and incorporating qualitative models and methodology

Session details

Expanding definitions rom regulators
Movement towards qualitative models
Treatment of AI and machine learning
Impact to inventory
Determining models vs. non models and qualitative methodology

PANEL DISCUSSION

12:00 Exploring opportunities of FinTech innovation on risk management and financial services

Session details

Protecting customers and reputation when making decisions
Use cases and case studies
Influence on solving risk problems
Partnering with FinTechs
Getting comfortable with black box models

Murad Nayal, Global Head of Risk Informatics, Goldman Sachs
Chris Ekonomidis, Director, BNY Mellon
Markus Kammer, COO UHNW, Investment Banking and Capital Markets, Credit Suisse tbc
Manoj Kulkarni, Managing Director, Barclays

PANEL DISCUSSION

12:00 Building cyber resilience to protect customers and the institution

Session details

Creating innovative processes to defend internally and externally
How risk and cyber security teams are acting harmoniously to serve the business interests
Changing culture to be more cyber aware
Building controls to keep ahead of change
Risk identification and assessment

Tom Wells, SVP, CRO, Digital, US Bank
Byron Collie, Head of 2nd Line Cybersecurity Risk in Operational Risk, Goldman Sachs
Rajat Baijal, MD, Global Head of Enterprise Risk, Cantor Fitzgerald
Phil Masquelette, SVP and CRO, Ulster Savings Bank

PANEL DISCUSSION

12:00 Impact of interest rate risk on pricing and portfolios

Session details

Preparedness of infrastructure for a low or negative rate environment
Impact of negative European rates
Impact on pricing and portfolios
Best practice to monitor risk in a low rate environment
Modeling to asses impact
Testing and monitoring
Global rate environment
Internal audit approaches to interest rate risk

Dajun Tuo, Head of Market Risk Analytics and Economic Capital Modeling, GE Capital
Mike Huff, Senior Director, Portfolio Management and Asset Allocation, TIAA
Oliver Jakob, International CRO, Mitsubishi UFJ
Michael Yemola, Audit Director, TD Bank

PANEL DISCUSSION

12:00 Model inventory: Tools and techniques for an accurate inventory

Session details

Inventory management to identify all models
Identifying where models are and where data comes from
Increasing efficiency and automation opportunities
Validating models and data input
Approaches to ensure inventory is complete
Model risk control and governance process

Teuku Arckyansyah Meraxa, Director, Strategic Initiatives and Model Governance, American Express
Judith Hilton, Regional Chief Risk Officer, Deutsche Asset Management
Andreza Barbosa, Global Head of Model Governance, Goldman Sachs
Chris Smigielski, VP, Model Risk Management, Arvest Bank

12:50 Lunch break and networking

CLIENT EXPERIENCE

1:50 Establishing a mature client experience practice as part of the digital transformation strategy

Session details

Understanding CX as a practice and its impact
The role of design as part of the practice
Navigating cultural differences
Establishing new ways of working

Martin Lange, Director, Client Experience Strategy, BNY Mellon

PAYMENTS

1:50 Reviewing progress to update payment systems and mitigate the risk

Session details

Increased use of mobile banking
Monitoring third party platforms
Risk of real time transactions and limited monitoring
Transparency and understanding of where money is coming from
Managing and monitoring risk

ECONOMIC DOWNTURN

1:50 Managing uncertainty in markets and preparing for the next recession

Session details

Changes to risk profile
Managing balance sheet and asset liability
Interest rate and liquidity changes
When will the next downturn be and how severe will it be?
Economic factors pointing to a recession
Managing a future credit crunch

Phil Ohana, Executive Director, Market Risk Audit Expert, UBS

RISK QUANTIFICATION

1:50 Quantifying model risk to report a full view of risks to management

Session details

Using models to define and measure risk
Aggregating risk and reporting
Approaches to aggregate model risk
Regulatory expectations

Kapil Vohra, Director, Head of Barclaycard IVU, Barclays

AI AND MACHINE LEARNING

2:30 Practical uses and opportunities of AI and machine learning across the business to increase efficiency

Session details

Practical uses of the technology
Looking beyond proof of concept
Adopting of techniques in second line
Validating first line processes
Determining appropriate uses and building controls
Protecting customers with algorithms

Swapna Malekar, Product Lead, RBC

NON-FINANCIAL RISK

2:30 An integrated practical framework for managing non-financial risks

Session details

Anthony Peccia, Chief Risk Officer, Citibank Canada

ECONOMIC DOWNTURN CONTINUED

2:30 Part II - Preparing for the next economic downturn and volatile market conditions

Session details

What is different/similar this time?
Quantitative and qualitative considerations
Ensuring your framework is forward-looking and effective
maintaining discipline and ensuring action ability
Portfolio rebalancing and strengthening your balance sheet
Risk mitigation, structured solutions, and insurance protection

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

MODEL REVIEW

2:30 Model review process: Ensuring models capture core risks for the business

Session details

Reviewing basic assumptions
Balancing quantitative validation with business needs

3:10 Afternoon refreshment break and networking

AI AND MACHINE LEARNING

3:40 Managing risk of AI and machine learning models and understanding outputs

Session details

Regulatory outlook on use of automation techniques
Demonstrating to regulators understanding of algorithm process and outputs
Building governance structures
Responsible adoption of AI and machine learning
Removing bias from data and outputs
Producing a maturity model for AI

Yogesh Mugdal, Director, Emerging Technology Risk, Citi

THIRD PARTY RISK

3:40 Developing comprehensive third-party risk programs for enterprise wide oversight and controls

Session details

How risk is shifting to third parties
Regulators engaging third parties to develop risks and controls
Developing KRIs and risk mitigation strategies
Developing a sophisticated third party risk management program
Roles of risk, operations and procurement across the lifecycle
Contract validation
Establishing effective metrics

BOND MARKETS

3:40 Impact of changes to corporate bond market on risk teams

Session details

Increased leverage in bond market
Housing market outpacing wages
Impact of a downturn or recession
Increased risk of default
Opportunities and risk of the leverage corporate market

ENTERPRISE MRM

3:40 Incorporating model risk management principles across lines of business and risk

Session details

SR11-7 rule to ensure consistent approaches
Validation of models and assumptions
Creating overlays and expert judgement to produce scenarios
Aligning unique composition of portfolios
SME to evaluate conceptual soundness

Heather Russell, Director Model Risk Management, Bank of America

REGTECH

4:20 Regulation and technology: Impact of regulatory changes on systems and updating technology

Session details

Capturing more data and risk
Upgrading current models
Regulatory view on technology uses

Olmo Vázquez, Global CEO, Mirai ALM Advisory & MAT

RISK ID

4:20 Risk identification and risk reporting as a value added process to drive decision making

Session details

Identifying and aggregating material risks
Striking the balance between granularity and high level risks
Meeting internal reporting expectations and managing risk
Meeting regulatory demands and concerns
Educating the board to interpret the risk information
Enabling true risk identification

Julia Lo, Director, Prudential
James McIntosh, ED, Head of Enterprise Risk Management Programs, CIBC

IBOR

4:20 An update on developments with IBOR replacement rates and the anticipated market conditions post transition

Session details

Global replacement indexes
Differences with new reference rates
Functionality of SOFR
Trading SOFR based products
Finding stability in SOFR performance
Overnight collateral with no credit spread

Tom Braun, Executive Director, Head of CUSO Liquidity and Funding, UBS

MODEL LIFECYCLE

4:20 End to end management of model risk

Session details

Lifecycle of a model
Finding models to build inventory
Finding data sources
Ongoing management and checking

PANEL DISCUSSION

5:00 Leveraging Blockchain technology and potential advances within risk management functions

Session details

Uses for internal ledger accounting
Utilizing for fraud prevention
Mandating requirements
Decentralized financing disruption to traditional banking
Uses of digital currency: Facebook Libra and JP Morgan case study
Using blockchain for risk detection

PANEL DISCUSSION

5:00 Building resilience principles into operational risk to maintain critical services

Session details

Relationship with risk appetite
Guidance in the US compared to Europe/UK
Converting existing processes and frameworks
Assigning critical business owners
Understanding where resilience fits within a risk management framework
Methodologies and structures

Melissa Mellen, Officer and Department Head of Policy, Analytics and Vendor Strategy, Federal Reserve Bank of New York
Mark Reifenberg, Senior CFI Analyst, FDIC tbc
Mark Frankel, Regional Head for Technology Risk and Operational Resilience, Deutsche Bank
Clarice Carotti, Head of Market, Liquidity and Operational Risk Management, Intesa Sanpaolo NY Branch

PANEL DISCUSSION

5:00 Reviewing internal requirements to facilitate IBOR transition including technology, contract review and modeling

Session details

Creating a comprehensive inventory of contracts
Changing current contracts and legal agreements to new rates
Renegotiation of contracts on a bilateral basis
Impact on models and business processes
Updating all models using LIBOR rates
Volatility matrix recalibration
Eliminating conduct risk
Next steps to ensure compliance

Tom Braun, Executive Director, Head of CUSO Liquidity and Funding, UBS
Chris Ekonomidis, Director, Transformation, BNY Mellon
John Schiavetta, Deputy Chief Risk Officer, Alliance Bernstein
Spencer Langston, Derivatives Lead, LIBOR Transition Office, Wells Fargo

PANEL DISCUSSION

5:00 Model validation techniques

Session details

Improving efficiency of validation activities

Oscar Zheng, Head of Global Market Risk Model Validations, BNP Paribas
Vishant Sharma, Director of Quantitative Specialists and Model Risk, Federal Reserve Bank of Atlanta tbc
Ajeeth Sankaran, US Head, Model Risk, Scotiabank
Manuj Gupta, Director of Risk Management, HSBC

5:50 Chair’s closing remarks | 6:00 End of day 1 and drinks reception

9th Annual Risk Americas Convention 2020
Day Two | May 13, 2020
Marriott Downtown, NYC

8:15 Registration and breakfast | 8:40 Center for Financial Professionals Welcome | 08:50 Chair’s Opening Remarks

KEYNOTE ADDRESS

9:00 Change control and digitalization: Technology opportunities driving change agendas

Session details

Adopting agile practices
Finding change agents with a risk background
Staying in control of risks amongst increased change
Managing data throughout change process
Continuously challenging efficiency
Managing security risks in a changing landscape
Data security processes
Increased demand for self-service processes

PANEL DISCUSSION

9:30 Contingency planning for future economic downturn and increase geopolitical uncertainty

Session details

Risk management strategies to consider geopolitical
Technology capabilities of countries causing disruptions
What will cause the next recession?
Demand for new products to hedge risk
House insurance to protect against climate change
Capitalization to manage the risk
Operational preparation and market risk impact preparation

Geoff Craddock, CRO, MassMutual
Tatiana Segal, CRO, Morgan Stanley Investment Management

10:10 Morning refreshment break and networking

Stream One: Innovation in Risk Management

Stream Two: Non-Financial Risk and Resilience

Stream Three: Market Trends and Financial Risk

Stream Four: Model Risk Management

QUANTUM COMPUTING

10:40 Developing use cases for quantum computing in finance and uses in risk management

Session details

Overhaul of encryption approaches
Changing securing channels and data storage

RISK ANALYTICS

10:40 Aggregating metrics to balance risk appetite and risk profile

Session details

Framework to construct an institutions risk appetite
Methodology to support risk appetite with qualitative statement and quantitative metrics
Monitoring risk profile with risk appetite using risk indices which aggregate an institution’s risk posture across level 1, 2 and 3 risk categories
Balancing the ‘art’ and ‘science’ of constructing of risk indices

Arindam Majumdar, Managing Director, Enterprise Risk Analytics and Reporting, Bank OZK

FRTB

10:40 The future of FRTB in the US and interaction with market changes

Session details

Standardized approach vs. internal models approach
Impact on individual banks and markets
Corporate governance responsibilities
Calculating non-modelable risk factors
P&L alignment
How does FRTB interact with CECL and IBOR changes?

ADVANCED ANALYTICS

10:40 Monitoring and validation of neural networks and advanced analytics

Session details

Assessing model risk if models are automatically changed

Xiaoling Yu, Director of Model Validation, KeyBank

PANEL DISCUSSION

11:20 Positioning and evolving privacy programs to account for different programs across jurisdictions

Session details

Developing systems to facilitate changing requirements
Preparing for state changes
Keeping ahead of change
Intersection of regulation and technology
Cross border challenge for institutions operating across jurisdictions
Relationship between data portability and privacy
Balancing privacy and commerce

James Bone, Lecturer in Discipline, ERM, Columbia University’s School of Professional Studies ERM Program
Douglas Bloom, ED, Head of Cybersecurity and North American Privacy Law, Morgan Stanley tbc

PANEL DISCUSSION

11:20 Utilizing new AML tactics to detect activity and increase efficiency in monitoring

Session details

Bringing AI and machine learning into AML monitoring
Increasing efficiency in outputs
Eliminating or reducing false positives
Reallocating resources to more important investigations
Challenges for FBOs complying with multiple requirements
KYC and client onboarding practices
Engaging KRIs and risk appetite

Mark Elkommos, Manager, Financial Crime Risk Assurance, HSBC
Xiaoling Yu, Director of Model Validation, KeyBank

PANEL DISCUSSION

11:20 Managing global focus towards climate change agendas and impact to business lines and product offerings

Session details

Reputation impact of not keeping up
Insurance and credit worthiness
Global regulatory initiatives

John Schiavetta, Deputy Chief Risk Officer, Alliance Bernstein
Malik Ali, VP, Audit, Head of Capital markets, Private Equity and Infrastructure Audit, OMERS
Attila Kerényi, Head Financial Risk Management and CRO, Asset Management, Swiss Re Group

PANEL DISCUSSION

11:20 Collecting the right data and building transformation programs

Session details

Data limitation with disparate systems
Mitigating data limitation
Meeting regulatory model development standards
Developing models for small portfolios or products
Qualitative capture of broad set of risks
Ongoing monitoring for qualitative models

Michael Harmon, Managing Director, Market Risk Management, Wells Fargo
Katherine Zhang, MD, Head of Integrated Analytics Team, State Street
Abhisekh Adukia, Director, Model Risk, Alliance Bernstein
Dan Hong, First VP, Accounting Policy and Financial Reporting, Apple Bank

12:10 Lunch break and networking

DATA

1:10 Developing data management infrastructure to support compliance and change programs

Session details

Making data less siloed and accessible across the organization
Effective quality assurance and control programs
Developing preventative practices
Identifying data lineage
Developing data hygiene programs

Michelle Hubertus, MD, Risk Data Management and Innovation, Deutsche Bank

BUSINESS EMAIL COMPROMISE

1:10 Educating and protecting customers and staff from business email compromise and reducing vulnerabilities

Session details

Vulnerabilities to scams regardless of company size
Social engineering increasing vulnerability
Training and awareness internally and of customers
Liability of banks vs. customer
Reputation damage
Limiting functionality offerings on products and services
Building relationships to protect customers
Communications for fraud or market abuse situations

Rajeev Dave, Director, Compliance, Barclays

LIQUIDITY RISK

1:10 Interplay across liquidity risk requirements and ensuring compliance in a changing landscape

Session details

Composition of deposits in different institutions
Funding models to maintain liquidity
Transferring the cost of liquidity across lines of business
Adjustments for different sized institutions
Wholesale funding in the market
Calculating and monitoring NSFR

Andrew Craig, Funding and Liquidity Risk, Federal Reserve Bank of New York

AI AND MACHINE LEARNING

1:10 Managing machine learning and artificial intelligence model risks

Session details

Model and data security risks
Business risk of bringing in viruses
Capturing risks specific to machine learning
Embedding across the bank
Developing guidance for validation and governance
Applicability of SR11-7 to AI and machine learning models

David Palmer, Division of Banking Supervision and Regulation, Federal Reserve Board

CLOUD

1:50 Implementation strategies to ensure security and accessibility of data on the cloud

Session details

Making models portable in the cloud
Education on using cloud and ensuring security
Vulnerabilities storing externally
Managing as a third party
Data portability across jurisdictions
Data governance frameworks
Transparency of infrastructure

FRAUD AND FINANCIAL CRIME

1:50 Reviewing the fraud and financial crime landscape and evolution of threats

Session details

Progress in human trafficking
Leveraging public/private partnerships

Kelley Chamberlain, Global Financial Crimes Intelligence Group, Financial Crimes Risk Management, Wells Fargo

INTRADAY LIQUIDITY

1:50 Managing processes and methodology for intraday liquidity and ensuring operational efficiency

Session details

Buffer to hold for intraday liquidity stress
Frameworks and policies raise awareness across the firm
Establishing FTP delivery or API connectivity with vendor to ensure accurate and efficiency daily data transmittal
Automating liquidity risk reporting via Python
Established daily minimum liquidity limit to battle T+0 redemption via NSCC

Lu Chang, Chief Risk Officer, Angel OakCapital

VALIDATING MACHINE LEARNING MODELS

1:50 Best practices for validating machine learning models

Session details

Defining an AI model
Managing transparency of AI models
Making models explainable to users, validators and auditors
Skillsets needed for development and validation
Keeping up with frequency of model recalibration

Roderick A Powell, SVP, Head of Model Risk Management, Ameris Bank

PANEL DISCUSSION

2:30 Assessing the implications of CeFPro's international research on the FinTech ecosystem: How can we define the current FinTech ecosystem?

Session details

Interactive session benchmarking audience views and survey responses
Insight into the key findings of the global FinTech Leaders research
Participate in Q&As and interactive polls throughout

Joshua Kotok, Chief Risk and Compliance Officer, First Savings / CeFPro FinTech Advisory Board Member
Manan Rawal, Head of US Model Risk Management, HSBC / CeFPro FinTech Advisory Board

PANEL DISCUSSION

2:30 Key findings from CeFPro's Non-Financial Risk Leaders survey and report

Session details

Jack Sprague, SVP, US Head of Operational Risk Policy, Framework, Capital and Stress Testing, HSBC/CeFPro NFR Advisory Board Member
Jeremy Resler, VP, Director of Third Party Risk Management Governance, US Bank/CeFPro NFR Advisory Board Member
Chris Smigielski, Director of Model Risk Management, Arvest Bank/CeFPro NFR Advisory Board Member

PANEL DISCUSSION

2:30 Reviewing the post implementation impact of CECL on books and the business

Session details

Implications incorporating life of loan into stress testing
Standardizing data execution process

Julio Rivera, VP, Director of CCAR, CECL and Stress Testing Model Implementation, Production and Reporting, US Bank
Julia Litvinova, Head of Model Validation, Managing Director, State Street
Jose Canals-Cerda, Senior Special Advisor, Federal Reserve Bank of Philadelphia

PANEL DISCUSSION

2:30 Evaluating fairness and bias in models for proactive mitigation of algorithmic bias

Session details

Maturing programs and developing teams
Impact on reputation risk
Model governance process to mitigate bias
Variable suppression technique

Seyhun Hepdogan, SVP, Senior Director of Risk Modeling, Santander
Peng Wu, Director of Data Science,Head of Corporate Model Risk Management, PayPal
James Bone, Lecturer in Discipline, Columbia University’s School of Professional Studies ERM Program

3:20 Afternoon refreshment break and networking

CYBER RISK

4:00 Approaches to make better risk decisions and manage cyber security

Session details

How to do high-precision probabilistic risk assessments
Simple math tricks to create models for any type pf risk assessments for cybersecurity and finance
Work through a real-world public reputation risk assessment

Scott T Mathis, CISO, RBC

CULTURE

4:00 Changing culture to incentivize and promote good conduct

Session details

Regulatory focus on conduct agendas
Treating customers fairly and complying with regulatory expectations
Tone from the top

Nison Nagdimov, Senior Operational Risk Manager, Citi

DERIVATIVES

4:00 Theory and application of a non-risk neutral approach to derivatives

Session details

Data driven description of market micro-structure
Term structure of non-normality of returns
Non-parametric optimal hedging strategy
Option strike term dependent expected P&L and residual risk asymmetry
Pursuit of risk-controlled yield and carry controlled tail risk opportunity

Vivek Kapoor, CIO, Volaris Capital Management LLC

CECL

4:00 Data and modeling requirements for CECL and lessons learned from first wave

Session details

Data quality implementation
Model lifecycle: Leveraging CCAR models for CECL
Sourcing of data and quality metrics

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

DISRUPTION

4:40 Reviewing disruptive trends emerging across the industry and gaining competitive advantage

Session details

Fundamental risk to business models
Robin Hood trading fee example
Gaining competitive edge
FinTech and BigTech disruption case studies

Markus Lammer, COO UHNW, Investment Banking and Capital Markets, Credit Suisse tbc

DATA

4:40 Managing data risk and leveraging the operational risk framework

Session details

What is data – perspective from BNY Mellon
How do you define data risks and controls
Enabling the first and second line, while keeping the third line happy
Rolling it all out and adding value

Debbie Willians, Director, Data Strategy, BNY Mellon

CAPITAL MANAGEMENT

4:40 Developing a capital management strategy to manage increased market changes

Session details

How asset quality and liquidity impact capital strategy
Incorporating other areas into capital strategy
- Asset quality
- Credit risk
- Liquidity
- Interest rate risk
Using to determine capital strategy and levels to hold

CECL

4:40 Developing analytics platforms to build an run CECL and CCAR models

Session details

Build out on internal cloud
Goals to avoid UDTs
Uses of SPARK, big data and cloud platforms
Tools available in the open source comment to build an ecosystem
Automating the entire process of CCAR and CECL

Rajesh Kaveti, Director, Head of Finance Regulatory/Capital Adequacy Technology, BNY Mellon

5:20 Chair’s closing remarks | 5:30 End of Risk Americas 2020

15% discount code for all events: RA19ATTND

Visit the Risk Americas website for full testimonials and videos from 2019!

Click here to view 2019 videos

Vendor & Third Party Risk USA

Operational Risk Management

Liquidity Risk Management USA

IBOR

Model Risk Management USA

Audit Risk USA

9th Annual Risk Americas Convention 2020 Day One | May 12, 2020 Marriott Downtown, NYC

9th Annual Risk Americas Convention 2020 Day Two | May 13, 2020 Marriott Downtown, NYC

15% discount code for all events: RA19ATTND

Visit the Risk Americas website for full testimonials and videos from 2019!

9th Annual Risk Americas Convention 2020
Day One | May 12, 2020
Marriott Downtown, NYC

9th Annual Risk Americas Convention 2020
Day Two | May 13, 2020
Marriott Downtown, NYC