risk americas - cefpro

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RISK AMERICAS | 9TH ANNUAL | SEPTEMBER 23-25, 2020 | VIRTUAL EVENT

HEAR FROM 60 CROS AND HEADS OF RISK INCLUDING:

RISK AMERICAS9TH ANNUAL | SEPTEMBER 23-25, 2020 | VIRTUAL EVENT

Nicholas SilitchChief Risk Officer

Prudential

Geoff CraddockCRO

MassMutual

Ty LambertCRO

Bancorp South

Joshua KotokChief Risk &

Compliance OfficerFirst Savings

Sabeena LiconteChief Legal Officer

& Deputy Chief Operating Officer

BOC International (USA) Holdings Inc.

KEYNOTE & PLENARY SESSIONS IBOR | COVID 19 | Geopolitical | Forward View

INNOVATION IN RISK MANAGEMENT Privacy | Customer Experience | AI | FinTech | Automation | RegTech plus much more...

NON-FINANCIAL RISK AND RESILIENCE Data | BCM | Fraud & Financial Crime | Cyber Security | Third Party Risk | Resilience plus much more...

MARKET TRENDS AND FINANCIAL RISK Climate Change | Global Recession | Credit Risk | IBOR | Repo Markets plus much more...

MODEL RISK MANAGEMENT AI & ML | Risk Quantification | Model Validation | Data | Future of MRM plus much more...

PRE-EVENT IBOR FORUM - SEPTEMBER 22 IBOR USA Exploring developments, progress and challenges ahead of IBOR transition

Institutions speaking include: Morgan Stanley/ARRC, TD Securities, Bank of America, Wells Fargo and more....

TOPICS ADDRESSED FOR 2020:

Vivek TyagiCRO

– Transaction BankingGoldman Sachs

Tatiana SegalCRO

Morgan Stanley Investment Management

Paul BarkanChief Risk Officer

Newtown Savings Bank

Phil MasqueletteSenior Vice President and

Chief Risk OfficerUlster Savings Bank

John SchiavettaCo-Chief Risk OfficerAlliance Bernstein

500+ATTENDEES

4 HOURS OF VIRTUAL

NETWORKING

4 KEYNOTESESSIONS

4 INDIVIDUAL WORK STREAMS

60+SPEAKERS

20+INTERACTIVE

ROUNDTABLES

CO-SPONSORS: ASSOCIATE SPONSORS: CPE ACCREDITATION:

FREE TO ATTEND*

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KEYNOTE SPEAKER FACULTYGeoff CraddockCRO Mass MutualGeoffrey (“Geoff”) Craddock joined MassMutual as Chief Risk Officer in October 2017 from its asset management subsidiary, OppenheimerFunds. In his role, Geoff is responsible for driving a holistic risk management approach across MassMutual and its subsidiaries, managing operational and reputational risks while setting the strategic priorities of the Enterprise Risk Management (ERM) function. Geoff is responsible for anticipating changes in the environment, proactively limiting MassMutual’s risk and quickly reacting to disruptions, playing a critical role in achieving the company’s strategic objectives. He is a member of the MassMutual’s Executive Leadership Team.Geoff holds an MBA from Cranfield School of Management and a BA/MA from Magdalene College, Cambridge, both in the United Kingdom.

Oliver JakobInternational CROMitsubishi UFJOliver joined MUFG from UBS’ Investment Bank, where he was the Global Head of Market Risk. Prior to UBS, Oliver held various risk management positions in New York and Toronto over the last 23 years. He started his career in Bankers Trust’s Market Risk Department.Oliver graduated from Karlsruhe University (Germany) with a diploma in Industrial Engineering. Oliver holds a CFA designation.

Tony PecciaCROCitibank CanadaMr. Anthony Peccia is Managing Director and Chief Risk Officer for Citibank Canada. He is responsible for credit, market, liquidity, operational and pension fund risk management. Prior to that he was Managing Director of Operational Risk at Citi, responsible for the development and implementation of operational risk policy and standards globally and managing the global AMA implementation plan

Mr. Peccia has extensive experience in all the major risk types, including credit portfolio management, market, operational, and liquidity risk management. Mr. Peccia has had leadership roles in asset liability management, capital market financing, structured derivatives, securitization and corporate insurance. Prior to joining Citi, Mr Peccia has consulted to major global banks on operational risk management. He has started up and managed operational risk departments at BMO and CIBC. At CIBC he developed the industry first AMA op risk model. Prior to that, he was head of Treasury Option hedging at CIBC. Previously he was Assistant Treasurer at RBC, in charge of domestic and international long term debt and equity financing.

Mr. Peccia has an MBA and MSC in physics.

Tatiana SegalCRO Morgan Stanley Investment ManagementTatiana Segal is a Managing Director and a Chief Risk Officer at Morgan Stanley Investment Management. Prior to joining MSIM, she was a partner and the Head of Risk Management at SkyBridge Capital. Prior to joining SkyBridge, she was a Managing Director and Chief Risk Officer at Cerberus Capital Management. Before joining Cerberus, she held positions of progressive seniority at Goldman Sachs Asset Management, Nomura Securities, and Citi Alternative Investments. She began her career at BlackRock Financial Management after graduating from Columbia University with a B.A. in Economics. Tatiana serves on the boards of New York Landmark Conservancy and Tenement Museum, and is an advisory board member for Alpha Quotient LLC. She is also a co-chair of the Risk PAG NY for 100 Women in Finance.

Nick SilitchChief Risk OfficerPrudentialNick Silitch is senior vice president, chief risk officer of Prudential Financial, Inc. In this role, Silitch oversees Prudential’s risk management infrastructure and risk profile across all business lines and risk types. Under his direction, his team develops models, metrics, frameworks and governance to manage risk, and works with internal corporate partners and business groups to identify, assess and prioritize risk across the company.

Vivek TyagiCRO, Transaction BankingGoldman SachsVivek is global head of risk management for Transaction Banking in the Investment Banking Division. He joined Goldman Sachs in 2019 as a managing director. Prior to joining the firm, Vivek served as Division Risk Executive at SVB Financial, Bank of America, JP Morgan and Citigroup, where he was responsible for the overall risk management across credit, market, liquidity, operational, compliance and regulatory risks. Earlier in his career, Vivek served as head of Global Banknotes at Bank of America, and as transactor in Structured Finance at Citigroup. Vivek earned an MBA from the Fuqua School at Duke University and a BCom from the Shri Ram College of Commerce at Delhi University.

Geoff Craddock Oliver Jakob Tony Peccia Tatiana Segal Nick Silitch Vivek Tyagi









PRE-EVENT FORUM | IBOR | SEPTEMBER 22

IBOR USAFIRESIDE CHAT WITH ARRC 10:10 Discussing the ARRC’s progress to date and priorities going forward in the transition • Background: what progress has been made over the past 6 months?• Discussion of term SOFR• Direction of loan and bond markets• Discussion of legacy contracts• How will LIBOR end?• ARRC priorities for the next 12 months

Tom Wipf, Vice Chairman of Institutional Securities, Morgan Stanley, / Vice Chairman, ARRC

PANEL DISCUSSION 10:40 Exploring the practical challenges and industry approaches to SOFR contracts & transitioning contracts from LIBOR• How SOFR is being used in cash products and derivatives• Considerations for SOFR structures• Issues related to transitioning LIBOR-linked contracts

Chris Killian, Managing Director, Securitization and Corporate Credit, SIFMAAlexis Pederson, Senior Company Counsel, Wells Fargo Tess Virmani, Associate, General Counsel & Executive Vice President, Public Policy, Loan Syndications & Trading AssociationPriya Misra, Head of Global Rates Strategy, TD Securities

11:15 REFRESHMENT BREAK AND NETWORKING

11:45 Contract management modernized for the LIBOR transition• Taking advantage of the LIBOR transition to intelligently modernize contract management• Capitalize on the LIBOR transition to digitize contracting process with the help of AI• A true contract lifecycle management platform enables a long-term solution to address any future

regulatory change• Gain visibility to quickly find key terms and report on all of your active contracts across the enterprise

Richard Robinson, Principal Sales Engineer, Apttus

12:05 ROUNDTABLE DISCUSSIONSOutlook for a credit sensitive benchmark • Feedback on needs for a credit sensitive component • Outlook for potential rate

Mark Cabana, Head of US Rates Strategy, Bank of America

Model risk management for IBOR transition• Identifying inventory and categorising dependency of models using IBOR linked rates• Designing frameworks and standards for validation activities• Setting up a governance process

Xiaobo Liu, Head of Markets Model Validation/Managing Director, Corporate Model Risk Management, Wells Fargo

12:35 - 15 MINUTE REFRESHMENT BREAK AND NETWORKING

PANEL DISCUSSION 12:50 Exploring the variations in global rates and the challenges of adapting to multiple currencies • Market adoption timelines• Creating multi-currency products• Exposure to different benchmark rates• When will LIBOR officially end globally?• Managing volatility as we move closer to expiration

Gennadiy Goldberg, US Rates Strategy, TD SecuritiesChris Ekonomidis, Director, BNY Mellon tbcMark Cabana, Head of US Rates Strategy, Bank of America

1:25 Session reserved, details to follow shortly

1:45 CHAIR’S CLOSING REMARKS









AGENDA | DAY ONE | SEPTEMBER 23

DATA10:45 Crossing the chasm from data management to data governance• Understanding data governance strategy• Identifying data silos and managing data sprawl• Defining metadata classification and controls for

enterprise-wide standardization• Documenting sources of record for the intended

use of datasets, including a repository of critical data elements

• Tracking data lineage into management reports and visualization tools, including any respective transition to cloud-based applications

Jeff Prelle, SVP, Risk Analytics & Data Governance, Bancorp South Ty Lambert, CRO, Bancorp South

PANEL DISCUSSION 11:15 Positioning and evolving privacy programs to account for different programs across jurisdictions• Developing systems to facilitate changing

requirements• Intersection of regulation and technology• Cross border challenges • Relationship between data portability and privacy

Nasser Fattah, Cybersecurity and Vendor Risk Management Leader, Former MUFG Joshua Kotok, Chief Risk & Compliance Officer, First Savings

10:00 CHAIR’S OPENING REMARKS

KEYNOTE PANEL DISCUSSION10:10 Reviewing the role and skillsets of the CRO and risk management team in an evolving technical landscape

Oliver Jakob, International CRO, Mitsubishi UFJ Anthony Peccia, CRO, Citibank Canada

Vivek Tyagi, CRO, Transaction Banking, Goldman Sachs


INNOVATION IN RISK MANAGEMENT

RESILIENCE10:45 Operational resiliency – A blueprint for being resilient• What is operational resilience - how is it different

than traditional approaches?• Why is it useful?• Implementation challenges• Doing it right

Mahi Dontamsetti, Chief Technology Risk Officer, State Street Chief Technology Risk Officer, State Street

PANEL DISCUSSION 11:15 Building cyber resilience to protect customers and the institution• State cyber security regulation• Creating innovative processes to defend

internally and externally• Aligning risk and cyber security teams • Changing culture to be more cyber aware• Building controls to keep ahead of change• Risk identification and assessment

Rajat Baijal, MD, Global Head of Enterprise Risk, Cantor Fitzgerald Phil Masquelette, SVP and CRO, Ulster Savings BankChris Beck, Executive Risk Consultant, Milliman

REPO MARKETS10:45 What a difference a year makes - Looking at the liquidity and repo markets going forward• Funding from the Federal Reserve• Short term repo rate fluctuations• The impact of compliance and regulation on

liquidity• Impact on treasury and funding• Changes to business

Oskar Rogg, Head of Treasury, Credit Agricole

PANEL DISCUSSION11:15 Managing uncertainty in markets and preparing for economic turbulence• Reviewing the environment • What are the current risks?• Lack of information and miss communication• Indicators of when turbulence will end and where

the industry is heading • Communicating risk and reporting to the board

Phil Ohana, Executive Director, Market Risk Audit Expert, UBSStevan Maglic, SVP, Head of Quantitative Risk Analytics, Regions Bank

THE FUTURE OF MRM 10:45 The future of model risk management and technology uses to drive efficiency• Expanding definition and governance groups• Skillsets within an expanding MRM team• Replacing outdated methods

Liming Brotcke, Head of Model Validation/Sr. Director, Ally

PANEL DISCUSSION 11:15 Collecting the right data and building transformation programs• Data limitation with disparate systems• Meeting regulatory model development

standards• Qualitative capture of broad set of risks• Ongoing monitoring for qualitative models• Monitoring of model outputs

Michael Harmon, Managing Director, Market Risk Management, Wells Fargo Katherine Zhang, Managing Director, State StreetAbhisekh Adukia, Director, Model Risk, Alliance Bernstein

NON-FINANCIAL RISK AND RESILIENCE

MARKET TRENDS AND FINANCIAL RISK

MODEL RISK MANAGEMENT

- Lessons learned from the pandemic: business continuity and operational effectiveness

- 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









NETWORKING:Ample networking opportunities are available throughout the virtual event; networking breaks, round table discussions and exhibition hall across all days to allow for further discussion and networking.

LIVE Q&AThroughout the Convention attendees are invited to ask our speaker faculty leading questions. During the multiple presentations and panel discussions questions will be delivered live to the presenters so they can answer your burning questions and provide extra insight.

VIRTUAL ROUNDTABLE DISCUSSIONSWe will be hosting multiple round table discussions where professionals can debate key industry trends. In an informal and relaxed environment round table leaders will host an interactive discussion with a small number of virtual attendees.

TECHNOLOGYWhilst on the virtual platform attendees can interact with other participants, speakers and event partners. Throughout the Convention attendees are encouraged to make digital connections with peers via networking and sharing of virtual business cards.

AGENDA | DAY ONE | SEPTEMBER 23

12:20 Roundtable discussionsHow innovation can assist treasury

to mitigate risk Fulco Werner, Director, Transaction Services

Sales, ING Bank NV

Topic to be announced Gurraj Singh Sangha, Chief Quantamental Data Scientist, Portfolio Trading and Risk Strategist,

Former State Street

Model risk issues relating to A.I./Machine Learning

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

Real-Time Payments worldwide – Settlement, currency conversions, sanctions

screening, fraud and AML, etcJim Maimone, SVP, Senior Enterprise Payments

Platform Product Manager, Citizens Bank

1:30 CHAIR’S CLOSING REMARKS AND CLOSE

AI RISK MANAGEMENT12:50 Address emerging operational risk and alleviating data blind spots with AI powered risk management• The importance of data structure and consistency

to confidently rely on automation • Areas and elements of AI to enhance your risk

management program today • Considerations for future projects and expansion

in AI

Scott Bridgen, GRC Consulting Director, OneTrust GRC

1:10 Session reserved, details to follow




12:50 Master’s program in quantitative enterprise risk management• History of the Program• Description of the Program• What kind of resources are being trained• What makes the Program unique

Dr. Alex Leytman

1:10 Managing and automating the model lifecycle• Track current trends in model lifecycle

management, with an emphasis on emerging views on automation

• Offer visions for shortening model lifecycle from development to production

• Key factors for organizational readiness, and concrete, achievable first steps

Anthony Mancuso, Director, Head of Risk Modeling and Decisioning, SAS Institute






WHY ATTEND?









AGENDA | DAY TWO | SEPTEMBER 24

CLIENT EXPERIENCE10:45 Establishing a mature client experience practice as part of the digital transformation strategy• 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• Influences of the COVID pandemic

Martin Lange, Director, Client Experience Strategy, BNY Mellon

PANEL DISCUSSION 11:15 Use of technology and opportunities for automation and efficiency• Reducing labour intensive functions• Substituting for high productivity automated

solutions• Harmonizing data sources and creating

intelligence systems• Increasing automation and analytics

Markus Lammer, COO, Ultra High Net Worth Business, Credit SuisseRuchi Gupta, VP, Credit Risk, HSBC

10:00 CHAIR’S OPENING REMARKS

KEYNOTE PANEL DISCUSSION10:10 Contingency planning for future economic downturn and increased geopolitical uncertainty

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



BUSINESS EMAIL COMPROMISE10:45 Educating and protecting customers and staff from business email compromise and reducing vulnerabilities• Social engineering increasing vulnerability• Training and awareness internally and of

customers• Liability of banks vs. customer• Reputation damage• Communications for fraud or market abuse

situations

Rajeev Dave, Director, Compliance, Barclays

PANEL DISCUSSION 11:15 Reviewing the latest trends within Fraud and AML including the influence of COVID 19 • Cares Act and opportunity for fraud

• Loan applications• Risk assessment

• Basic scams latching onto COVID pandemic• Business email compromise

• Increasing AML checks• Bringing AI and machine learning into AML

monitoring• Challenges for FBOs complying with multiple

requirements

Mark Elkommos, VP AML & Sanctions Audit Manager, Citi Xiaoling Yu, SVP, Director of Model Validation, KeyBank Milan R. Kosanovich, Supervisory Special Agent, Federal Bureau of Investigation

CREDIT RISK 10:45 Reviewing the latest updates and industry trends within credit risk

PANEL DISCUSSION11:15 Reviewing the role of CECL in the COVID crisis• Government support/programmes• Increases in credit card default • Deposits, mortgage markets and unemployment

risk • Reliance on non-traditional areas of credit• Impact of the crisis on non-financial sectors• Enhanced stress testing and forecasting • Impacts for FinTechs

Julio Rivera, VP, Director of CCAR, CECL and Stress Testing Model Implementation, Production and Reporting, US BankJose Canals-Cerda, Senior Special Advisor, Federal Reserve Bank of PhiladelphiaFred Han, Director, CECL Execution & Analytics, RBC

AI AND MACHINE LEARNING 10:45 Managing machine learning and artificial intelligence model risksSession details • Model and data security risks• Capturing risks specific to machine learning• 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

PANEL DISCUSSION 11:15 Managing machine learning and artificial intelligence model risks• 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• Explainability and interpretability – importance

for timeframes

Seyhun Hepdogan, Director, Model Risk Management, Discover Financial Services David Palmer, Division of Banking Supervision and Regulation, Federal Reserve BoardPeng Wu, Director of Data Science, Head of Corporate Model Risk Management, PayPalKatherine Taylor, AI Specialist, Risk Research and Quantitative Solutions, SAS




- Risk management strategies to consider geopolitical- Technology capabilities of countries causing

disruptions – Lessons learned from Brexit

- Demand for new products to hedge risk – House insurance- Impact on insurance industry and products – Capitalization to manage the risk

- Operational preparation and market risk impact preparation- Changing risk profile with social media, politics and elections

- Potential for regulatory change

Risk Americas is a great place to hear directly from industry leaders and get up to speed on current topics and challenges in the field. Due to the high quality content, Risk Americas is a very well attended conference and among the best networking opportunities in the industry. SVP, Head of Quantitative Risk Analytics, Regions









AI AND MACHINE LEARNING12:20 Managing risk of AI and machine learning models and understanding outputs• Regulatory outlook on use of automation

techniques• Demonstrating transparency• Building governance structures• Responsible adoption of AI and machine learning• Removing bias from data and outputs• Producing a maturity model for AI

Yogesh Mudgal Director, Emerging Technology Risk, Citi

12:40 Leveraging contract lifecycle management with machine learning• Taking advantage of the LIBOR transition to

intelligently modernize contract management with the help of AI

• The latest trends and developments in contract lifecycle management (CLM)

• What to look for in an intelligent CLM solution• Best practices and practical tips when integrating

machine learning• What to expect from the evolution of CLM and

machine learning

Richard Robinson, Principal Sales Engineer, Apttus




BASEL IV12:20 The journey to compliance: Understanding how technology can assist with regulatory compliance, leveraging investment to look ahead and identify shortfalls before they arise• Integrating regulatory metrics across Capital,

Market Risk and Liquidity• How complying today is not yet planning for

tomorrow• Prudential consolidation, or how proportionality

multiplies complexity• How technology can

• Increase quality, consistency and control over an already complex process• Scale up Basel IV performance to facilitate on-demand, forward-looking metrics• Help minimize cost and maintenance of ever-changing regulations

Bart Everaert, Director Product Management, Wolters Kluwer







AGENDA | DAY TWO | SEPTEMBER 24

1:00 Roundtable discussions

Discussing interest rates and the impact on risk appetite

Mike Huff, Senior Director, Portfolio Management & Asset Allocation, TIAA

Model monitoring in the time of rapid change

Heather Russell, Director, Model Risk Management, Bank of America

Incorporating pandemic risk into business planning

Nick Kapatos, Enterprise Risk Manager,

AllegianceBank

Risk and regulation – regulatory expectations with new

challenges posed by COVID-19Sabeena Liconte, Chief Legal Officer & Deputy Chief Operating Officer, BOC International (USA) Holdings Inc. (a member of Bank of China Group)

Model Governance in todays ‘new normal’; inventory impact

of an expanded model definition, validation approaches for non-

financial models and running the program remotely

Chris Smigielski, Model Risk Director, Arvest Bank

1:30 OPPORTUNITY TO CONNECT WITH ATTENDEES, PRESENTERS, COMMERCIAL PARTNERS AND WRAP-UP









AGENDA | DAY THREE | SEPTEMBER 25

PANEL DISCUSSION 10:40 Exploring opportunities of FinTech innovation on risk management and financial services• 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

Manan Rawal, Head of Model Risk Management, MUFG Jimmy Yang, MD, Head of Credit and Operational Analytics, BMO

PANEL DISCUSSION11:15 Regulation and technology: Impact of regulatory changes on systems and updating technology• Capturing more data and risk• Upgrading current models• Regulatory view on technology uses• Emergence of SupTech (Supervisory Technology

for Regulators)

Paul Barkan, Chief Risk Officer, Newtown Savings Bank Bob Hill, SVP, Technology Regulatory Remediation, Wells Fargo

10:00 CHAIR’S OPENING REMARKSKEYNOTE PANEL DISCUSSION

10:10 Risk management through a forward thinking lens

Nicholas Silitch, International Chief Risk Officer, Prudential

11:50 – 30 MINUTE REFRESHMENT BREAK AND NETWORKING


PANEL DISCUSSION 10:40 Reshaping the boundaries of third party risk• As TPRM exposures escalate in the financial

services industry, they are reshaping the fundamentals of the discipline

• Firms need to be fully mindful of these changes• How can firms prepare for upcoming challenges?

Richard Cech, Senior Bank Examiner, Federal Reserve Bank of New York George Grahovac, AVP, Honda North America Supply Chain, Honda of America Jennifer Bisceglie, CEO, Interos Inc

PANEL DISCUSSION 11:15 Developing business continuity and incident response plans for damage limitation in a loss event• Understanding the scope of an attack• Response time to alert of a breach• Developing defences to respond to an event• Communication strategies with customers• Cyber readiness drills

Alpa Inamdar, Head of Third Party Governance Advisory, BNY Mellon Ihab Dana, US Regional Head of BCM, RBC Capital Markets

PANEL DISCUSSION10:40 Reviewing internal requirements to facilitate IBOR transition including technology, contract review and modeling• Creating a comprehensive inventory of contracts• Renegotiation of contracts on a bilateral basis• Impact on models and business processes• Volatility matrix recalibration• Eliminating conduct risk

Thomas Braun, Head of CUSO Liquidity and Funding Risk, UBSVineet Gumasta, Head of Balance Sheet Risk Management, North America, Rabobank

PANEL DISCUSSION11:15 Reviewing the global focus towards climate change and broader ESG• Reputation impact of not keeping up• Increased important of ESG-Pandemic and other

factors • Global regulatory initiatives

John Schiavetta, Deputy Chief Risk Officer, Alliance BernsteinMartha Cummings, EVP, Head of Compliance Strategy & Operations, Former Wells FargoEmilie Mazzacurati, Founder & CEO, Four Twenty SevenAnna Murray, MD, Global Head of ESG, Bentall Green Oak

PANEL DISCUSSION 10:40 Model validation techniques• Validation techniques in a crisis scenario• Challenges to models• Role of the model going forward• Outsourcing & solutions• Finding efficiency• Looking at models holistically and

interdependencies• Regulatory focus on end to end validation• Scope for automation within MRM – improving

efficiency of validation

Oscar Zheng, Head of Global Market Risk Model Validations, BNP Paribas Ajeeth Sankaran, U.S. Head of Model Risk, ScotiabankManuj Gupta, Director of Risk Management, HSBC

RISK QUANTIFICATION11:15 Quantifying model risk to report a full view of risks to management• Using models to define and measure risk• Aggregating risk and reporting• Approaches to aggregate model risk• Regulatory expectations

Xiaoling Yu, SVP, Director of Model Validation, KeyBank




ROUNDTABLE DISCUSSIONS12:20 Data protection and cross border rules associated with working remotelyNison Nagdimov, Senior Operational Risk Manager, Citi

12:50 Session reserved, details to follow1:10 Session reserved, details to follow

DATA12:20 Managing data risk and leveraging the operational risk framework• 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 Williams, Director, Data Strategy, BNY Mellon

12:50 Session reserved, details to follow1:10 Session reserved, details to follow

ROUNDTABLE DISCUSSIONS12:20 Making risk appetite actionableArindam Majumdar, SManaging Director of Enterprise Risk Analytics and Reporting, Bank OZK

12:50 Session reserved, details to follow 1:10 Session reserved, details to follow

ROUNDTABLE DISCUSSIONS12:20 Model inventory and the influences of AI and machine learningTeuku Arckyansyah Meraxa, Director, Strategic Initiatives and Model Governance, American Express

12:50 Session reserved, details to follow 1:10 Session reserved, details to follow

- The world is changing at a pace unknown to us and the breadth and depth of change is continuous

- Navigating risk has always been an important part of the journey

- We are increasingly faced with economic, technological, biomedical and environmental risks

- Managing risk through the right lenses is critical to our longevity and relevance

- Understanding of past’s events- Looking to the future to understand risk,

its implications and potential outcomes in a more predictive and proactive way

1:25 CHAIR’S CLOSING REMARKS AND CLOSE









WHY ATTEND

NETWORKING:Ample networking opportunities are available throughout the virtual event; networking breaks, round table discussions and exhibition hall across all days to allow for further discussion and networking.

LIVE Q&AThroughout the Convention attendees are invited to ask our speaker faculty leading questions. During the multiple presentations and panel discussions questions will be delivered live to the presenters so they can answer your burning questions and provide extra insight.

VIRTUAL ROUNDTABLE DISCUSSIONSWe will be hosting multiple round table discussions where professionals can debate key industry trends. In an informal and relaxed environment round table leaders will host an interactive discussion with a small number of virtual attendees.

TECHNOLOGYWhilst on the virtual platform attendees can interact with other participants, speakers and event partners. Throughout the Convention attendees are encouraged to make digital connections with peers via networking and sharing of virtual business cards.

Prerequisites: Knowledge of financial risk management Advanced Preparation: No advanced preparation is required Program Level: Intermediate to advanced Delivery Method: Group-live

The Center for Financial Professionals is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its website: www.learningmarket.org

Attendees can earn CPE Credits for the Main Convention (September 23-25) and for the Pre-Event Forum (September 22).

EARN CPE CREDITS, FOR THE MAIN CONVENTION AND FOR THE FORUM

The benefit to attending Risk Americas is to hear other industry experts share their opinions on the current risk,compliance, and financial innovation landscape, to see what other concepts, ideas, and products are being developed, and to meet fellow innovators and leaders of the industry. Head of Innovations and Intellectual Properties, BLAST









2020 SPEAKERS

Geoff CraddockCROMass MutualOliver JakobInternational CROMitsubishi UFJTony PecciaCRO Citibank CanadaTatiana SegalCRO Morgan Stanley Investment ManagementNick SilitchChief Risk OfficerPrudentialVivek TyagiCRO, Transaction BankingGoldman Sachs

KEYNOTES INNOVATION IN RISK MANAGEMENT NON-FINANCIAL RISK & RESILIENCE MARKET TRENDS & FINANCIAL RISK MODEL RISK MANAGEMENTPaul BarkanChief Risk OfficerNewtown Savings BankNasser FattahCybersecurity and Vendor Risk Management LeaderFormer MUFGRuchi GuptaVP, Credit RiskHSBCBob HillSVP, Technology Regulatory RemediationWells FargoJoshua KotokChief Risk & Compliance OfficerFirst SavingsTy LambertCRO BancorpSouth BankMarkus LammerCOO, Ultra High Net Worth BusinessCredit SuisseMartin LangeDirector, Client Experience StrategyBNY MellonYogesh MudgalDirector, Emerging Technology Risk CitiJeff PrelleSVP, Risk Analytics & Data Governance Bancorp SouthManan RawalHead of Model Risk MUFGRichard RobinsonPrincipal Sales Engineer ApttusJimmy YangMD, Head of Credit and Operational AnalyticsBMO

Chris BeckExecutive Risk ConsultantMillimanJennifer BisceglieCEOInteros IncGeorge GrahovacHead of Supply Chain Risk HondaRajat BaijalMD, Global Head of Enterprise RiskCantor FitzgeraldRichard CechSenior Bank ExaminerFederal Reserve Bank of New YorkIhab DanaUS Regional Head of BCMRBC Capital MarketsRajeev DaveDirector Compliance BarclaysMahi Dontamsetti Chief Technology Risk OfficerState StreetMark ElkommosVP AML & Sanctions Audit ManagerCitiAlpa InamdarHead of Third Party Governance AdvisoryBNY MellonMilan R. KosanovichSupervisory Special AgentFederal Bureau of InvestigationPhil MasqueletteSenior Vice President\CRO & CISOUlster Savings BankDebbie WilliamsDirector, Data StrategyBNY MellonXiaoling (sean) YuDirector of Model Validation/SVPKeyBank tbc

Thomas BraunHead of CUSO Liquidity and Funding RiskUBSJose Canals-CerdaSr. Special AdvisorFederal Reserve Bank of Philadelphia

Martha CummingsEVP, Head of Compliance Strategy & OperationsFormer Wells Fargo Vineet GumastaHead of Balance Sheet Risk Management, North AmericaRabobank

Fred HanDirector, CECL Execution & AnalyticsRBCStevan MaglicSVP, Head of Quantitative Risk Analytics Regions BankAnthony MancusoDirector, Head of Risk Modeling and DecisioningSAS InstituteEmilie MazzacuratiFounder & CEOFour Twenty SevenAnna MurrayMD, Global Head of ESGBentall Green OakPhil OhanaExecutive Director, Market Risk Audit ExpertUBSJulio RiveraVP CECL/CCAR Model Implementation and AnalyticsUS BankOskar RoggHead of treasuryCredit AgricoleJohn SchiavettaDeputy Chief Risk OfficerAlliance Bernstein

Abhisekh Adukia Director, Model RiskAllience BernsteinLiming BrotckeHead of Model Validation/Sr. DirectorAllyManuj GuptaDirector of risk managementHSBCMichael S HarmonManaging Director, Market Risk ManagementWells FargoSeyhun HepdoganDirector, Model Risk Management Discover Financial ServicesDavid PalmerDivision of Banking Supervision and RegulationFederal Reserve BoardAjeeth SankaranUS Head of Model RiskScotiabankKatherine TaylorAI Specialist, Risk Research and Quantitative SolutionsSASPeng WuDirector of Data Science, Head of Corporate Model Risk Management PayPalKatherine ZhangManaging Director State StreetOscar ZhengHead of Global Risk Model Validations, Americas BNP Paribas

REGISTRATION IS FREE FOR THOSE REPRESENTING REGULATED FINANCIAL INSTITUTIONS*

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ROUNDTABLE DISCUSSIONSTeuku Arckyansyah Meraxa, Director, Strategic Initiatives and Model Governance, American Express Nison Nagdimov, Senior Operational Risk Manager, CitiRoderick A Powell, SVP, Head of Model Risk Management, Ameris BankHeather Russell, Director, Model Risk Management, Bank of America Gurraj Singh Sangha, Chief Quantamental Data Scientist, Portfolio Trading and Risk Strategist, Former State StreetChris Smigielski, Model Risk Director, Arvest BankFulco Werner, Director, Transaction Services Sales, ING Bank NVTeuku Arckyansyah Meraxa, Director, Strategic Initiatives and Model Governance, American Express Nison Nagdimov, Senior Operational Risk Manager, CitiRoderick A Powell, SVP, Head of Model Risk Management, Ameris BankHeather Russell, Director, Model Risk Management, Bank of America Gurraj Singh Sangha, Chief Quantamental Data Scientist, Portfolio Trading and Risk Strategist, Former State StreetChris Smigielski, Model Risk Director, Arvest BankFulco Werner, Director, Transaction Services Sales, ING Bank NV









2020 SPONSORS

KNOWLEDGE PARTNERS: DataRobot is the leader in

enterprise AI, delivering trusted AI technology and ROI enablement services to global enterprises competing in today’s Intelligence Revolution. DataRobot’s enterprise AI platform democratizes data science with end-to-end automation for building, deploying, and managing machine learning models. This platform maximizes business value by delivering AI at scale and continuously optimizing performance over time. The company’s proven combination of cutting edge software and world-class AI implementation, training, and support services, empowers any organization – regardless of size, industry, or resources – to drive better business outcomes with AI. Learn more at datarobot.com.

No matter what role risk plays in your organization, SAS has proven methodologies and practices to help you meet regulatory demands

with confidence. Our high-powered analytics empowers users to increase efficiency, transparency and profitability. Risk is at the core of banking, and SAS’ seamless risk framework enables a risk-aware culture and optimizes capital and liquidity. How do we know? SAS® provides award-winning risk management to customers globally. Learn all the ways SAS transforms risk at sas.com/risk.

CO-SPONSORS:At Apttus, we help companies

modernize their revenue and legal operations for the digital economy. We created, continue to move, and lead a space called the Middle Office, which houses the most important processes for any enterprise organization – revenue generation and management of commercial relationships.

What is Apttus Contract Management?Apttus Contract Lifecycle Management brings speed, visibility and control to the contract management process, so that your agreements become a strategic advantage instead of a cost center. Apttus is the contract management leader, trusted by more than 70 Fortune 500 companies and used by more than one million users across the globe. Apttus Contract Lifecycle Management is part of the seamless suite of Apttus Quote-to-Cash applications.

With Apttus, organizations get an end-to-end Quote-to-Cash solution that streamlines all Middle Office business processes, eliminates manual tasks, keeps all stakeholders informed, collapses sales and contract cycle times, reduces risk, and ultimately maximizes revenue yield.

Analysts rank Apttus as the global gold standard for Quote-to-Cash (QTC) and Contract Lifecycle Management (CLM) solutions and customers include hundreds of the world’s Global 2000. Apttus is a US, Silicon Valley-based global provider.

OneTrust GRC enables risk, compliance and audit professionals to identify,

measure, and remediate risk across their business to comply with internal rules and external regulations. OneTrust GRC is a part of OneTrust, the #1 most widely used privacy, security and third-party risk platform trusted by more than 6,000 customers and powered by 100 awarded patents.

OneTrust GRC is powered by the OneTrust Athena™ AI and robotic automation engine, and integrates seamlessly with the full OneTrust platform, including OneTrust Privacy, OneTrust Vendorpedia™, OneTrust PreferenceChoice™, OneTrust Ethics, OneTrust DataGuidance™, and OneTrust DataDiscovery™.

To learn more, visit OneTrustGRC.com or connect on LinkedIn.

Quantitative Enterprise Risk Management Program

Wolters Kluwer’s Finance Risk & Reporting business is a market leader in the provision of integrated finance, risk and regulatory

compliance and reporting solutions, supporting regulated financial institutions in meeting their obligations to external regulators and their own board of directors.

Wolters Kluwer N.V. (AEX: WKL) is a global leader in information services and solutions for professionals in the health, tax and accounting, risk and compliance, finance and legal sectors. Wolters Kluwer reported 2017 annual revenues of €4.4 billion. The company, headquartered in Alphen aan den Rijn, the Netherlands, serves customers in over 180 countries, maintains operations in over 40 countries and employs 19,000 people worldwide.

ASSOCIATE SPONSORS: Four Twenty Seven (427mt.com), an affiliate of Moody’s, is a leading publisher and provider

of data, market intelligence and analysis related to physical climate and environmental risks. We tackle physical risk head on with analytics that identify the exposure of any location in the world to climate change hazards such floods, sea level rise, hurricanes & typhoons, heat stress and water stress, which pose an immediate threat to investment and loan portfolios.

Four Twenty Seven provides on-demand analytics and subscription data products to access this unique offering. Our physical climate risk application allows users to explore the climate risk drivers for a single asset or a portfolio of assets, scoring thousands of locations in minutes. We also offer forward-looking climate risk scores for equities, based on an ever-growing database that now includes over one million corporate sites and covers over 2,000 publicly-traded companies globally. Additional datasets include climate risk scores for Real Estate Investment Trusts, sovereigns and U.S. municipalities.

Four Twenty Seven has won multiple awards for its innovative work on climate risk and resilience and our work has been featured by Bloomberg, the Financial Times and the New York Times. Four Twenty Seven was founded in 2012 and is headquartered in Berkeley, California with offices in Washington, DC, Paris, France and Tokyo, Japan.

Interos protects customers’ brand and operations from risk in their extended supply chains and business relationships.

The first AI-powered platform for eliminating multi-party, multi-factor risk from 3rd, 4th to nth tier parties, Interos automates discovery, detection, and response to financial, operations, governance, geographic, and cyber risk. Designed by experts and leveraging the company’s 15 years of experience in managing the world’s most complicated supply chains, Interos provides real-time risk management for the largest commercial brands in manufacturing, financial services, and aerospace and defense.

Four Twenty Seven has won multiple awards for its innovative work on climate risk and resilience and our work has been featured by Bloomberg, the Financial Times and the New York Times. Four Twenty Seven was founded in 2012 and is headquartered in Berkeley, California with offices in Washington, DC, Paris, France and Tokyo, Japan.

Milliman CRisALIS will be an Associate Sponsor at the 9th Annual Risk Americas Convention

SPONSORSHIP & EXHIBITION Advance your branding, awareness, industry expertise, thought-leadership and lead-generation at the upcoming Risk Americas Virtual Event.Sponsorship and exhibition with The Center for Financial Professionals offers unique networking, brand recognition and thought-leadership deliverance opportunities with senior risk professionals from around the world. Our business development team will tailor the right package for you. We do everything we can to help you get your marketing message across and also to benchmark the return on your investment.

For more information please call us on +1 888 677 7007 or email [email protected]







mailto:andreas.simou%40cefpro.com?subject=Sponsorship%20Opportunities



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