Moderated by: Michael Glotz, Chief Executive Officer, SRA

10:50-11:25

MODEL RISK SCOPE
Reviewing the expansion of model risk and evolution of definition of a model

• Inclusion of non-financial/operational risk models
• Cybersecurity validation requirements
• Defining a model vs. tool for validation
• Exploring evolution of definitions
• Management across qualitative and quantitative

Chris Smigielski, Model Risk Director, Arvest Bank

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11:25-12:05

Model Governance: New Weaknesses, Potential Remedies

• Models increasingly drive financial institution decisions.
• Existing model governance standards address weaknesses which date back to the 2008 crisis.
• Recent trends such as A.I., interest rate hikes and systemic events, have exposed a new set of model weaknesses.
• Model risk management and governance have to evolve, be dynamic, shared, decision-ready for multiple stakeholders, all the way up to the Board.

Steve Lindo, Course Designer and Lecturer, Columbia University, MS in Enterprise Risk Management

Matthieu Grigoresco, Managing Director and Head of Risk Technology, Mizuho

Rick Boesch, VP and Head of MRM Automation, Evalueserve

Michael Sternberg, Managing Director and Head of Analytics & Modeling, Blackrock

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12:05-12:40

DIGITAL IDENTITY – PANEL DISCUSSION
Protecting digital identities as online banking and payment processing evolves

• Digital privacy practices
• Changes to payment processing
• Increased importance on digital identity with payment advances
• Digital identity in the metaverse
• Digital identity as it relates to AI and machine learning within finance
• Adoption techniques of innovation
• Uses of natural language processing
• Interaction between consumers and financial institutions

Stephen Woitsky, VP, Operational Risk Business Oversight Officer, Wells Fargo

Chris Ryan, Portfolio Marketing, Identity and Fraud Solutions, Experian

Jonas Vernon Ng, COO, Laurel Road, a division of KeyBank

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12:45-1:45

Lunch break and luncheon roundtable discussions

4th floor

• Assessing cyber risk and effectiveness of controls as techniques and threats evolve
  Phil Masquelette, Chief Risk Officer, Ulster Savings Bank
• How much is too much: Classifying various types of third party risks
  Suyog Peshkar, Chief, Third Party Risk Management, IMF
• The evolution of the non-financial risk assessment
  David Box, Vice President, Single Family Operational Risk, Fannie Mae
• Reviewing the expansion of model risk and evolution of definition of a model
  Chris Smigielski, Model Risk Director, Arvest Bank

5th floor

• Post LIBOR: Reviewing the impacts of transition to SOFR and impact of new rates
  Oskar Rogg, Managing Director, Head of Treasury, Americas, Credit Agricole
• Overview of current regulatory guidance and anticipating upcoming change on the horizon
  Shahab Khan, Head of Liquidity Policy, HSBC USA
• FRTB SA / IMA: The data challenge and modern solution
  Stéphane Rio, CEO & Founder, Opensee

Visit the registration desk on the Level 4 to sign up in advance

1:40-2:20

CYBER RISK
Assessing cyber risk and effectiveness of controls as techniques and threats evolve

• Business continuity practices in event of an attack
• Increased threat as a result of war in Ukraine
• Ensuring security across third parties and supply chain
• Data security with increased digitalization
• Reviewing proposed changes to NY DFS cyber requirements
• Improving risk culture to be more cyber aware
• Understanding systemic nature of cyber and ransom risks

Phil Masquelette, Chief Risk Officer, Ulster Savings Bank

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2:20-2:55

RISK QUANTIFICATION
Applying Micro Model Techniques to Macro Issues: Risk Quantification within integrated risk management

• The basics of bow-tie analysis and how it can be applied to macro issues
• Methods to transition from qualitative analysis to quantitative evaluation of enterprise issues
• Practical approaches to improve how you communicate risk to leadership

Steve Schlarman, Risk Analyst, Archer

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2:55-3:25

Afternoon refreshment break and networking

3:25-4:00

The measurement and management of model risk with the principle of relative entropy with case study applications

• The importance or measuring model risk due to the violation of modeling assumptions
• The theory and mathematics of quantifying model risk
• Case studies in conceptually sound model risk measurement

Michael Jacobs, Jr, Lead Analytics & Modeling Expert, PNC Financial services Group

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4:00-4:40

MARCO-ECONOMY
Adjusting models in a fast-changing economic environment

• Frequency to update models in a fast-changing environment
• Ensuring stability of models in changing market conditions
• Impact of pandemic data on outlook
• Leveraging judgement based overlays
• Recalibrating or rebuilding models post pandemic
• Impact to reserves and financial statements

Julia Litvinova, Head of Global Advisors Model Risk and Corporate Model Validation, Manging Director, State Street

Seyhun Hepdogan, SVP Director Analytics, Fifth Third Bank

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Moderated by: Mike Gibbs, Chief Executive Officer, SureStep

10:50-11:25

ENVIORNMENTAL RISK
Evolving and adapting for potential environmental risks

• Reviewing the approach to environmental risk
• Evolution of environmental issues
• Mobilizing the transition path

Nicholas Silitch, former Chief Risk Officer, Prudential

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11:25-12:00

CLIMATE RISK
Building out climate risk capabilities and reviewing global regulatory requirements

• Developing stress scenarios for climate risk impacts
• Including climate risks in resiliency plans
• Evaluation strategies to identify impact of climate on operations
• Preparation for climate events
• Shaping financial and regulatory frameworks around climate change
• Impact to financial investment and valuations

Juan Carlos Calcagno, Managing Director, Enterprise Risk Management, MUFG

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12:00-12:45

SOCIAL/DEI – PANEL DICUSSION
Monitoring diversity, equity and inclusion agendas and raising the profile of social agendas

• Political impact on social considerations
• Reviewing diversity and inclusion agendas
  • Alignment with talent retention challenges
• Tracking and measuring tangible outcomes
• Corporate change to support historically underrepresented groups
• Measuring KPIs
• Increasing accountability

Markus Lammer, COO, Ultra High Net Worth Business, Credit Suisse

Sander Boleij, Associate Director – Business Consulting, Synechron

Juan Carlos Calcagno, Managing Director, Enterprise Risk Management, MUFG

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12:45-1:45

Lunch break and luncheon roundtable discussions

4th floor

• Assessing cyber risk and effectiveness of controls as techniques and threats evolve
  Phil Masquelette, Chief Risk Officer, Ulster Savings Bank
• How much is too much: Classifying various types of third party risks
  Suyog Peshkar, Chief, Third Party Risk Management, IMF
• The evolution of the non-financial risk assessment
  David Box, Vice President, Single Family Operational Risk, Fannie Mae
• Reviewing the expansion of model risk and evolution of definition of a model
  Chris Smigielski, Model Risk Director, Arvest Bank

5th floor

• Post LIBOR: Reviewing the impacts of transition to SOFR and impact of new rates
  Oskar Rogg, Managing Director, Head of Treasury, Americas, Credit Agricole
• Overview of current regulatory guidance and anticipating upcoming change on the horizon
  Shahab Khan, Head of Liquidity Policy, HSBC USA
• FRTB SA / IMA: The data challenge and modern solution
  Stéphane Rio, CEO & Founder, Opensee

Visit the registration desk on the Level 4 to sign up in advance

1:45-2:20

Intersect between model risk and climate risk

• Fundamentals of model risk
• Fundamentals of climate risk
• Understanding the interplay between climate risk and model risk

Akshaya Nambiar, AVP, ESG & Climate – Model Risk Management, Deutsche Bank

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2:20-2:55

HUMAN RIGHTS
Incorporating monitoring capabilities to identify human rights and labor violations across vendors and relationships

• Increased litigation on labor practices
• Covid-19 impact on vulnerabilities of workers
• Short- and long-term contracts on vulnerable workers
• Shortage of labor impact on human labor challenges
• Anti-slavery
• Anti-slavery model
• Impact on supply chain and supply chain management

Larry Cameron, Chief Information Security Officer, Anti-Human Trafficking Intelligence Initiative

2:55

End of ESG & Climate Risk Stream

Moderated by: Zandi J.Marinzel, Counsel, Davis Wright Tremaine LLP

10:50-11:25

THIRD PARTY RISK
Reviewing adaptations and expectations for third party risk oversight and management

• Due diligence requirements
• Protecting data and sensitive information
• Managing reputation risk in event of a third party incident
• Internal controls and governance processes
• Developing incident response plans
• Continuous oversight and monitoring of third parties
• Ensuring adherence to contractual agreements throughout lifecycle

Charles Ely, Assistant Vice President – Business Risk and Controls, USAA

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11:25-12:05

How to navigate the third-party risk threat landscape

• Establishing a holistic framework for TPRM
• Regulatory landscape
• TPRM lifecycle
• Ongoing Monitoring
• TPRM Maturity & elements for success

Suyog Peshkar, Section Chief, Third Party Risk Management, IMF

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12:00-12:45

SANTIONS – PANEL DISCUSSION
Navigating the increasingly complex sanctions landscape and understanding interconnected nature of requirements

• Identifying exposure across counterparties
• Getting in front of non-compliance risks
• Impact of Russia sanctions on organizations
• Enhanced diligence to ensure compliance with complex changes
• Managing global sanctions requirements
• Developing tight frameworks

Julianne Susman, Executive Director and Counsel, Global Financial Crimes Legal, Morgan Stanley

Richard Moore, Managing Director, Head of AML Risk (BSA/AML Officer), Scotiabank

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12:45-1:45

Lunch break and luncheon roundtable discussions

4th floor

• Assessing cyber risk and effectiveness of controls as techniques and threats evolve
  Phil Masquelette, Chief Risk Officer, Ulster Savings Bank
• How much is too much: Classifying various types of third party risks
  Suyog Peshkar, Chief, Third Party Risk Management, IMF
• The evolution of the non-financial risk assessment
  David Box, Vice President, Single Family Operational Risk, Fannie Mae
• Reviewing the expansion of model risk and evolution of definition of a model
  Chris Smigielski, Model Risk Director, Arvest Bank

5th floor

• Post LIBOR: Reviewing the impacts of transition to SOFR and impact of new rates
  Oskar Rogg, Managing Director, Head of Treasury, Americas, Credit Agricole
• Overview of current regulatory guidance and anticipating upcoming change on the horizon
  Shahab Khan, Head of Liquidity Policy, HSBC USA
• FRTB SA / IMA: The data challenge and modern solution
  Stéphane Rio, CEO & Founder, Opensee

Visit the registration desk on the Level 4 to sign up in advance

1:45-2:20

Third Party Risk Management: Digital Transformation and the importance of its role within Cyber Risk

• Automating Third Party Risk Monitoring
• The adversary’s view of your organization
• Continuously monitoring your entire digital supply chain
• Overlapping process automation requirements between Security, Compliance, Legal, Procurement, Contracting and Supply Chain
• Translating vendor risk into financial and operational risk
• Vendor health data aligned to leading compliance frameworks

Jeffrey DiMuro, Deputy CISO, Financial Services, ServiceNow

Brenda Ferraro, SVP, Head of Technology Third Party Governance, Wells Fargo

Jeffrey Wheatman, SVP, Cyber Risk Evangelist, Black Kite

Nicholas Friedman, National Managing Partner, Temple Shield Inc.

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2:20-2:55

CRYPTOCURRENCY
Developing a comprehensive risk and compliance framework to support digital assets

• Management techniques
• Reviewing the future of central bank digital currencies
• Managing cyber risks within crypto
• Digital asset compliance beyond AML and fraud
• Difference between crypto and trad-Fi
• Managing fraud risks on exchanges and platforms
• Identifying and building out the right infrastructure

Anthony Villacorta, Supervisory Special Agent, Homeland Security Investigations

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2:55-3:25

Afternoon refreshment break and networking

3:25-4:00

How a Risk Function Can Enable Business Line Profitability While Maintaining a Strong Control Environment.

• Evolution of the Risk Function
• Comparison of Large vs Regional Banks
• “Win–Win” Value add from Risk
• Control for Constructive Purposes
• Lessons Learned

Jim Costa, Chief Risk Officer, Banner Bank

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4:00-4:40

RSCA-PANEL DISCUSSION
Advancing RCSA as a risk management tool beyond a regulatory exercise

• Regulatory focus on RCSA
• Transformational change to develop RCSA
• Core elements to understand inherent risk levels
• Conducting true assessment of risk and control effectiveness
• Frequency to conduct RCSA
• Identifying core processes and defining process taxonomy

David Box, Vice President, Single Family Operational Risk, Fannie Mae

Paul Barkan, Chief Compliance Officer, Amalgamated bank

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Moderated by: Rami Entin, Director, Wolters Kluwer

10:50-12:00

FRTB – DOUBLE SESSION
Reviewing expectations for FRTB standards and lessons learnt across jurisdictions

• Implementation of internal models approach (IMA)
• IMA historical data requirements
• Modeling non-model able risk factors
• Leveraging stress scenarios
• Governance and infrastructure updates
• Leveraging technology to address changes
• Implementing PNL attribution test

Suresh Srinivasan, Traded Risk PMO (FRTB Americas/Price Risk), Citi

Anastasia Polyakova, CQF, Product Manager, Market Risk, ActiveViam

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12:00-12:45

GEOPOLITICAL RISK – PANEL DISCUSSION
Reviewing the impact of geopolitical and global tensions on the US economy

Svilen Petrov, MD – Enterprise Balance Sheet Risk, RBC

Chris Harner, Managing Director Cyber Security, Sia Partners

Petr Chovanec, Director, UBS

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12:45-1:45

Lunch break and luncheon roundtable discussions

4th floor

• Assessing cyber risk and effectiveness of controls as techniques and threats evolve
  Phil Masquelette, Chief Risk Officer, Ulster Savings Bank
• How much is too much: Classifying various types of third party risks
  Suyog Peshkar, Chief, Third Party Risk Management, IMF
• The evolution of the non-financial risk assessment
  David Box, Vice President, Single Family Operational Risk, Fannie Mae
• Reviewing the expansion of model risk and evolution of definition of a model
  Chris Smigielski, Model Risk Director, Arvest Bank

5th floor

• Post LIBOR: Reviewing the impacts of transition to SOFR and impact of new rates
  Oskar Rogg, Managing Director, Head of Treasury, Americas, Credit Agricole
• Overview of current regulatory guidance and anticipating upcoming change on the horizon
  Shahab Khan, Head of Liquidity Policy, HSBC USA
• FRTB SA / IMA: The data challenge and modern solution
  Stéphane Rio, CEO & Founder, Opensee

Visit the registration desk on the Level 4 to sign up in advance

1:45-2:20

DEPOSITS
Managing impact of volatility on deposits and remaining competitive

Katherine Zhang, Managing Director, State Street

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2:20-2:55

Overview of current regulatory guidance and anticipating upcoming change on the horizon

Shahab Khan, Head of Liquidity Policy, HSBC USA

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2:55-3:25

Afternoon refreshment break & networking

3:25-4:00

SOFR
Post LIBOR: Reviewing impacts of transition to SOFR and impact of new rates

Oskar Rogg, Managing Director, Head of Treasury, Americas, Credit Agricole

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4:00-4:40

PORTFOLIO RISK – PANEL DISCUSSION
Managing portfolios and risk to returns in an uncertain environment

Michael Reidy, Head of Risk Appetite and Reporting, Societe Generale

Yury Dubrovsky, CRO, Lazard Ltd

Baha Rudin, Head of Buy Side Sales – North America, ActiveViam

Henry Kwan, SVP & Deputy Treasurer, East West Bank

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