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Issue Eight, Risk Insights Magazine
Written by the industry, for the industry... Available as a complimentary 70+ page resource for you and your colleagues, get your free copy here.

Online on October 12, 11am (EST)

Led by: Tally Ferguson, Director of Enterprise-Wide Risk, BOK Financial, Venkat Iyer, Director of PPNR Forecasting, Santander and Chris Smigielski, VP, Director of Model Risk Management, TIAA Bank.

Find out more and book your complimentary place here

"The economic indicators included in an institution’s scenario design should be relevant to the institution’s risk profile, thereby showing evidence of how changes in selected economic indicators impact credit losses."

Article by Ty Lambert, Chief Data Analytics Officer, BancorpSouth.

"Regulators intended advanced internal rating based banks to determine capital using a very high solvency standard. Regulators required theoretically sound and complicated models for determining each product and service distribution."

Article by Tally Ferguson, Director of Enterprise-Wide Risk, BOK Financial.

"At the beginning of this year, Fed project 3 interest-rate hikes this year and now after 6 months, it’s changed to 4 hikes this year. With the dynamics and uncertainty in the market and US economy, the market/rates can be quickly changed."

Insight from Charlie Peng, SVP and Head of Market Risk Management Department, Bank of China USA.

"The current administration has indicated there will be a reduction of regulations. The challenge for Risk managers will be in understanding how these changes might impact their regulatory requirements. At the same time, there is an ever increasing and evolving cyber threats.”

Insight from Thomas Tobin, Director, Operational Risk, Mizuho.

"Not all model risks arise from within models – some less recognized forms of model risk exist outside of and between models within a firm’s model ecosystem."

Article by Jon Hill, Former MD, Global Head of Model Governance, Credit Suisse.

CECL stakeholders are considering how to better link the loss estimation process with loan pricing, as expected losses will soon need to be reserved for at origination. Pricing in this risk would enable the bank to maintain profitability. In this first of two blog posts, we discuss the mechanics of loan pricing and what may change under CECL.

Register today to attend the fall Model Risk expert webinar series offered by global consulting firm Protiviti. The series explores three of the hottest topics in Model Risk management. Learn about CECL models, sanction screening models and why having a strong model risk management program in place is a critical success factor for the insurance industry. Earn 1 CPE credit per session.


Complimentary 70+ page financial risk and regulation publication - Written by the industry, for the industry.

Issue Eight contains articles, interviews and filmed conference sessions with thought leaders from: Prudential, UBS, MUFG Americas, Freddie Mac, HSBC, Nordea, Barclays, National Fraud Intelligence Bureau, Credit Agricole, Aberdeen Standard Investments, Genworth Financial, Citi, Bank of Ireland, RBS, Gatecoin and more. Get your copy here.

Share this complimentary 70+ page resource with your colleagues for your chance to win an Amazon Kindle Oasis, or, a free pass to one of our Events. Share here.

Taking place on Thursday September 27, 12pm (EDT)

Model methodology challenges | Reconciling accounting vs. risk management vs. business requirements | Assessing quantitative CECL impacts: volatility of reserves, pro – vs. countercyclicality

Free risk webinar, led by PNC, BECU and Wolters Kluwer.

PDF slides by Elizae Dalvi, VP, Model Risk Management, BankUnited reviewing:

The fundamental question: What is a model? | Concept of “quantitative estimates” is key to distinguishing models | Challenges of classifying models vs tools | Set of five questions used as guidelines to classify model vs tool closing remarks

The intertwined landscape of fraud and cyber; vibrant marketplace changes the face of fraud; sophistication of social engineering techniques; and the impact of cyber risk on fraud and reputation risks and what to do about it.

PDF presentation by Dalit Stern, Senior Director, Enterprise Fraud Risk Management, TIAA.

Taking place on September 21, 10:30am (EST)

Risk perspective | Treasury perspective | Business perspective

Free risk webinar, led by MUFG Union Bank, BNP Paribas and UBS.

ZMFS CECL Implementation

CeFPro hosted Risk Americas 2018, at this event, we filmed a keynote panel discussion with senior liquidity risk professionals from leading FI’s.

Panelists: International CRO, Mitsubishi UFJ; Director, Group Head Market and Liquidity Risk Management, SMBC; MD, Novantas Inc; and MD, Liquidity Risk Oversight, Charles Schwab.

The Center for Financial Professionals hosted Risk Americas 2018, at this event, we interviewed senior risk practitioners on their perspective on how prepared FI's are for the implementation of CECL.

Interview with: TIAA Bank, Genworth Financial and Regions Bank.

Liquidity risk panel

Hear more insight at one of our upcoming conferences
April 2-3 - Las Vegas

Join us in Las Vegas for the premier financial innovation and technology Convention. The Convention will provide excellent opportunities for industry networking, discovering new technologies, and learning about best practices from other financial institutions, FinTechs and investors.

We are currently still researching the agenda for this event, please take 2 minutes of your time to add your voice to the research survey here. All participants of the survey will be entered into a prize draw for a complimentary pass to attend.

Sign up here to keep updated on X-Tech 2019.

If you would be interested in participating in the event - Please contact for more information.


September 27 - 28 - Boston

Two-day interactive and intensive course aimed at model risk professionals.

Navigating risk | Model risk management culture | Emerging technology | Lifecycle of model | Data management | Validation case studies and more...


October 4-5 - New York City

Assessing the remit of operational risk and inclusion of subtypes in overall management and push for efficiency.

October 23-24 - New York City

Reviewing the latest updates within liquidity risk including regulation, markets and technology.

October 24-25 - New York City

Following the successful 2nd Edition conference that sold out in March this year we will be running another leading CECL Congress in NYC this October.

November 6-7 - New York City

This is America’s leading Stress Testing Conference, 2017 featured keynote addresses from the OCC and Federal Reserve Board and four in-depth streams.


For a full listing of our financial risk and regulation thought leadership please visit

Keep updated on our thought-leadership by following us on social media. We provide all LinkedIn group members preferential rates to attend our events.

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