7:45 Registration and breakfast | 8:40 Center for Financial Professionals Welcome | 8:50 Chair’s Opening Remarks


9:00 Reviewing global geopolitical trends and emergence from the global pandemic

Session details 

  • Lack of globalization threat to risk factors
  • Defining risk post Covid-19
  • Trade and regulation challenges across jurisdictions
  • Quantifying risk and future impacts
  • Lessons learnt from the global pandemic
  • Adjusting to change to manage global risk
  • Reviewing the US and China relationship
  • Having cross-border M&A

Frank MorisanoChief Risk Officer, ICBC


9:30 Reviewing ESG standards and disclosure requirements

Session details 

  • Managing risk to financial system
  • Preparation for a climate event
  • Regulatory outlook and future view
  • Financial services role in climate risk and ESG
  • Standards of disclosure requirements from regulator
  • Scrutinizing to avoid greenwashing
  • Measurements to add to public disclosures
  • Quantification and translation to tangible and measurable benefits
  • Producing a meaningful business case to embark on ESG journey
  • Reviewing RoI for ESG changes
  • Understanding how to limit footprint
  • Maintaining strong internal controls around measurement and disclosure

Ty LambertSenior Executive Vice President & Chief Risk Officer, Cadence Bank
Sarah Chapman, Global Chief Sustainability OfficerManulife
Si-Yeon Kim, EVP, Chief Risk & Compliance Officer and Executive Chair of ESGAmerican Express Global Business Travel 

10:10 Morning refreshment break and networking


Moderator: Joe Facciponti, Shareholder & Chief Privacy Officer, McGonigle


10:40 Reviewing the evolution of technology uses and mitigating technology risk

Session details 

  • Governance of bots and automated technology
  • Contingency plans in event of failure
  • Embracing digitization and automation to stay competitive
  • Managing changes to consumer behaviour
  • Identifying vulnerabilities within technology
  • Implementing centers of excellence to reduce risk
  • Evaluating a complex mix of different systems post-covid

Roderick PowellSenior Vice President, Head of Model Risk Management, Ameris Bank


11:15 Managing uncertainty and opportunities of AI and machine learning across risk siloes

Session details 

  • Future of regulation in the US
  • Leveraging lessons learnt from other jurisdictions
  • Governance of AI and machine learning
  • Policies and procedures to govern machines
  • Developing expertise in-house to implement AI
  • Evaluating and governing tools and models
  • Reviewing performance issues
  • Implementing new systems Vs legacy systems that are in place

Andy LiDirector in Enterprise AI COE,
Former Wells Fargo
David PalmerSenior Supervisory Financial Analyst, Federal Reserve Board
Roderick PowellSenior Vice President, Head of Model Risk Management, Ameris Bank
Amit SrivastavExecutive Director, Morgan Stanley
Mark Soffietti, Director of Organizational Effectiveness, Experian North America


11:55 Using AI and machine learning and maintaining fair lending practices

Session details 

  • Gaining buy in for implementation
  • Demonstrating compliance to regulators
  • Fairness tests for credit risk
  • Governance of models for underwriters to ensure fair lending
  • Developing fair lending standards to use machine learning algorithms
  • Understanding how to use A.I within credit risk with areas that need transparency
  • Managing reputation risk of model/tool output
  • Managing data bias and uncertainty

Xiaoling (Sean) Yu, Director of Model Validation, Key Bank

12:30 Lunch break & networking

1:30 An Introduction to Causal AI in Risk Management

Session details 

  • Challenges with the status quo in machine learning
  • Regulatory direction, explainability, fairness, bias and trust
  • A gentle introduction to Causal Models
  • Human-Machine Collaboration as a 10X Accelerator
  • Advantages of Causal Models with examples in Stress Testing, Credit Risk and Fraud

Stephen Moody, General Manager, Banking Solutions, causaLens


2:05 Digitalization: driving a new era in model risk

Session details 

  • Technological and analytical advances driving increased model complexity and use
  • Influence of artificial intelligence (AI) and machine learning (ML) approaches
  • Model use across the risk appetite
  • Risks that “fall between the silos”
  • Legacy MRM infrastructures
  • Evolution of MRM elements
  • Control frameworks for models, tools and RPA’s
  • The future of model risk management programs
  • Enterprise model risk management

Chris SmigielskiModel Risk Director, Arvest Bank


2:40 The future of blockchain as a mainstream tool in the financial system

Session details 

  • Understanding risks to the financial system
  • Understanding broader impact on industry and society
  • Sustainability of cryptocurrency
  • Risk of fintech products being launched into the market
  • Enhancing supervision and governance to mitigate risk
  • Impact on transaction monitoring and developing effective KYC triggers

Heith JankeUnit Chief – Virtual Assets Unit, FBI
Rajeev SambyalDirector, Advanced Solutions, Blockchain & Digital Assets, AI & Machine Learning, BNY Mellon
Chris DePow, Senior Advisor for Financial Institution Regulation & Compliance, Elliptic

3:20 Afternoon refreshment break and networking


3:50 9 Key Pillars of Building a Crypto Risk Framework and How to Get Started

Session details 

  • What are the 9 key pillars of building a Crypto Risk Framework
  • How a framework can support discussion with regulators & facilitate approval for the Board and Executive Team
  • Why developing a Risk Program Improvement Roadmap is important
  • How technology can help actively manage Digital Asset Risk Maturity

Michael Glotz, CEO and Founding Partner, Strategic Risk Associates
John Asbury, Chief Executive Officer, Atlantic Union Bank
Stephen T. Gannon, Shareholder, McGonigle, P.C.


4:25 Analyzing potential uses of cryptocurrency in financial services and balancing risk vs. opportunity

Session details 

  • Regulation of cryptocurrency across jurisdictions
  • Long term impact of changes to customer demand
  • Digitization and tokenization of assets
  • Managing growing appetite for crypto based products in financial institutions
  • Evaluating the direction for the future with Crypto
  • Reviewing the adequacy of technology in place for Crypto
  • Developing a risk assessment for Crypto
  • Assessing stable coins that are backed by USD or other sovereign

Nick Diieso, Director, Global Head of Operational Risk – ICG Ops, Markets, and Securities Services, Citi


5:00 Impact of heightened use of cryptocurrencies and stable coins and impact to balance sheets

Session details 

  • Impact to financial markets of large movements of capital
  • Introduction of volatility to markets
  • Uncertainty on inherent volatility of asset rate
  • Infrastructure to support cryptocurrency within the balance sheet
  • Factoring crypto into risk appetite framework
  • Managing crypto volatility in the balance sheet

Nick Diieso, Director, Global Head of Operational Risk – ICG Ops, Markets, and Securities Services, Citi
Armel Romeo Kouassi, Senior Vice President, Northern Trust Corporation 

Moderator: Mark Slattery, Managing Director/Market Manager – North American Client Services, Kamakura Corporation


10:40 Macroeconomic view: Managing uncertainty in markets

Session details 

  • Uncertainty in economic indicators
  • Fed reaction to changing environment
    • Managing interest rates and inflation
  • Impact of high energy prices and supply chain disruptions
  • Sustained volatility
  • Macroeconomic challenges ahead as the global economy recovers from the pandemic
  • Impact of excess liquidity in markets
  • Response of global economies in recovery

Phil Ohana, Executive Director, Market Risk Audit Expert, UBS
Fabrice Fiol, Managing Director- Deputy Head of Enterprise Risk Management (Americas), Societe Generale Americas


11:15 The future of interest rates and impact of movement in interest rates

Session details 

  • Impact of rate rises on financial performance
  • Slowdown in areas that have been a driver of growth
  • Increased default risk with variable loans
  • Monitoring inflation to predict interest rate changes
  • Historical revisit to previous rate hikes
  • Reviewing underlying assumptions of models
  • Impact of long term low interest rates on financial institutions balance sheet

Mark Cabana, Head of US Rates Strategy, Bank of America
Thomas Braun, Head of CUSO Liquidity and Funding Risk, UBS
Yuhong Liu, Director, Capital Planning, Citi


11:55 Understanding the impact of inflation across products and portfolios and long term management

Session details 

  • Scenario analysis to understand impact
  • Reviewing impact across books and portfolios
  • Long term view of inflation
  • Impact to long term credit
  • Consequence of raising rates on different products
  • Adjusting asset prices to reflect inflation
  • Constructing scenario analysis and new frameworks for this shock to inflation
  • Reviewing whether inflation is transitive or non-transitive
  • Understanding risks brought with rising inflation and non-evolving asset prices
  • Impact of asset quality and portfolio quality
  • Evaluating tools available to help

Thomas Braun, Head of CUSO Liquidity and Funding Risk, UBS

12:30 Lunch break & networking

1:30 Understanding cyber risk and quantifying the best business case for cyber risk mitigation

Session details 

  • Limitations of popular approaches
  • Reviewing human & intelligence factors that affect this
  • Reviewing various cyber risk factors
  • Monitoring the current business risk strategy in place and how to best continually update this
    • Investing into the risk mitigation will continue to change
  • Balancing various ways to business case risk mitigation to make the most prudence risk investments

Chris BeckManaging Director, Milliman

2:05 Alternative funding platforms and disruptive technology in the capital markets space

Session details 

  • Overview of fintech in capital markets
  • What are alternative funding platforms
  • Technology and legal background
  • How do alternative funding platforms change the access to capital, and what are the risks
  • Are business models of more traditional financial intermediaries at risk
  • Implications for market structure
  • What is the role of blockchain in alternative funding platforms

Julian Horky, Head of Risk Controlling, Berenberg Capital Markets

2:40 Managing Liquidity Risk in Unchartered Waters

Session details 

  • Current market realities and what makes this economic cycle different
  • Implications for stress testing and liquidity risk monitoring practices
  • Updating the Contingency Funding Plan
  • Advanced approaches to identifying at-risk deposits
  • Enhanced policies and governance expectations

Mike Guglielmo, Managing Director, Darling Consulting Group

3:20 Afternoon refreshment break and networking


3:50 Developing climate risk scenarios to stress portfolios to understand risk

Session details 

  • Central bank approaches to measure climate risk
  • Forecasting losses to balance sheet
    • Leveraging scenario analysis to set capital buffers
  • Understanding impact to P&L
  • Understanding carbon footprint and steps to reduce it
  • Modeling climate risk with data challenges
  • Impact to pricing risk, assets and liabilities
  • Collecting forward looking climate data to model risk
  • Leveraging lessons learned from EU and UK climate stress testing

Andries Berendsen, Head of FP&A and Capital Planning, North America, Rabobank Wholesale Banking


4:25 Reviewing the impact of ESG on business strategies moving forward and preparing for change

Session details 

  • ESG as a driver for client demand and new client acquisition
  • What clients expect from their bank/financial advisor
  • How banks/financial advisors can meet client demand, and how best to get organized
  • A new ESG-Compliant strategy and offering – and its challenges
  • Case studies and lessons learned from UHNW

Markus Lammer, Chief Operating Officer, Ultra High Net Worth Business, Credit Suisse


5:00 Reviewing the impact of ESG on business strategies moving forward and preparing for change

Session details 

  • Scoring rating for ESG
  • Impact on business strategies
  • Developing common frameworks and methodologies
  • Guidance on expectations across the industry
  • Inconsistency in scores
  • Balancing reputation and regulatory risk
  • Reviewing ESG disclosure frameworks
  • Changes to demand and impact to supply chains
  • Preparing for future changes and adapting business strategy

Markus Lammer, Chief Operating Officer, Ultra High Net Worth Business, Credit Suisse
Kenneth Wolckenhauer, Vice President Vendor Management, Nordea 
Alpa Inamdar, Transformation Leader, AIG

Moderator: Andrew Moyad, Chief Executive Officer, Shared Assessments


10:40 5 Trending cybersecurity threats: are your third parties at risk?

Session details 

How vulnerable are your third parties are when it comes to the most common and emerging cybersecurity threats? Do you know if those third parties have the right cybersecurity controls in place? Do you know how to identify which third parties put your organizations at risk – and how to mitigate those risks before they impact your bottom line?​

InfoSec teams are facing larger and more sophisticated cybersecurity threats than ever before. In the last year, there has been a 62% global attack spike (158% increase in North American attacks alone) in ransomware, and an increased focus on attacks by regulatory bodies. Teams not only have to track vulnerabilities within their internal security posture but also ensure that their prospective third parties are vetted before engaging in business. In addition, these threats are leading to new regulatory requirements as well as critical changes to common industry standards and frameworks.​

  • The most common and emerging cybersecurity threats against your third parties​
  • The metrics to track in relation to third parties and their cybersecurity risks​
  • How to protect your business from cybersecurity threats associated with your vendors​
  • How to future-proof your TPRM program to defend against future cybersecurity threats

Matthew Moog, General Manager, Third-Party Risk Management, OneTrust

11:15 Protecting the Company from the Bad Acts of Rogue Employees and Customers

Session details 

  • How do the bad acts of rogue employees and customers create liability for entities?
  • Guidance provided by the U.S. Department of Justice and Securities and Exchange Commission on how the government evaluates the acts of companies
  • The specific factors the DOJ and SEC use to assign liability
  • Strategies to avoid liability and appear as a good corporate citizen in the eyes of DOJ, SECS & CFTC
  • Best practices before and after one learns of potential wrongdoing
  • Special considerations for cryptocurrency market participants

Steven D. Feldman, Shareholder/ White Collar Defense & Investigations Attorney, McGonigle, P.C.


11:55 Identifying, communicating and assessing emerging risks

Session details 

  • Gaining the right level of visibility to ensure risks are looked at rigorously
  • Assessing emerging risks appropriately
    • Identifying how these risks impact the firm and strategy
  • Incorporating a clear framework around emerging risk identification
  • Gaining a holistic view of emerging risks
  • Reviewing impact to strategy and risk profile
  • Adjusting strategy to adapt and prepare for emerging risks

Michael Reidy, Head of Risk Appetite and Analytics, Societe Generale and Investment Banking 

12:30 Lunch break & networking

1:30 Fraud and Identity Risk Analytics - One Size Does Not Fill All

Session details 

  • Consumer expectations with respect to identity verification
  • Best practices in first party, synthetic identity, and identity theft modeling
  • Operational tactics to preserve customer experience, operational efficiencies, and fraud risk mitigation
  • Making sense of emerging technologies and data assets for use in identity management

Matthew Phillips PhD, Director of Fraud Analytics, Decision Analytics, Experian North America
Chris Ryan, Portfolio Marketing, Identity and Fraud Solutions, Experian North America


2:05 Adjusting fraud detection methodologies to manage changes to risk

Session details 

  • Reviewing internal fraud risks
    • Misappropriation of corporate assets, travel abuse, data loss and embezzlement
  • Managing traditional and new risks in a hybrid environment
  • Detecting fraud integrity concerns virtually and physically
  • Tracking unauthorized access to systems and data
  • Implementing new fraud detection models
  • Governance structures to manage use of technology

Hugo RamirezOperational Risk and Third-Party Management Senior Audit Specialist, BBVA New York


2:40 Leveraging advanced monitoring capabilities within AML and compliance with regulatory changes

Session details 

  • Validating and assessing effectiveness of models
  • Leveraging AI and machine learning in AML and fraud detection
  • Impact of pandemic on vulnerabilities to money laundering
  • Managing risk to reputation and regulatory fines
  • AML Act changes and implementation
  • Data and infrastructure to enhance agility and proactive response
  • Reducing manual controls and processes
    • Leveraging AI, ML and NLP

Sabeena Liconte, Chief Compliance Officer, ICBC
Rebecca Robertson, Senior Vice President, Director Financial Investigations Unit, Atlantic Union Bank
Xiaoling (Sean) Yu, Director of Model Validation, Key Bank
Michal Berdugo, Vice President of Business, Citrusx
Maureen Kiedaisch, Senior Managing Director, FTI Consulting

3:20 Afternoon refreshment break and networking


3:50 Following the pandora papers leak, how the ENABLERS Act may expand the anti-money laundering program

Session details 

  • Analyzing the definition of a ‘financial institution’ under the BSA to include gatekeepers
  • Reviewing AML requirements on new types of entities
    • Addressing gaps in the current US AML regime
  • Enabling US to meet international AML standards
  • Assessing deadlines from the Enablers Act for newly covered entities
    • Gatekeepers required to implement practical financial risk management controls

Mark Elkommos, Vice President, Financial Crime Compliance Monitoring & Testing Manager, SMBC


4:25 Due diligence and oversight requirements with increased reliance on third and fourth parties

Session details 

  • Ensuring vendors are financially stable
  • Identification of key suppliers and services
  • Heightened risk with increased use of technology service providers
  • Analyzing extra risks post-Covid
  • Gaining visibility of the supply chain and data movement
  • Developing risk framework to risk rate customers
  • Identifying who are key suppliers and counterparts

Alpa Inamdar, Transformation Leader, AIG
Kenneth WolckenhauerVice President Vendor Management, Nordea 


5:00 Measuring risk of cloud migration vs. cost benefit

Session details 

  • Expanding service offerings through cloud
    • Buy now, pay later APIs
  • Third party risk management of cloud providers
  • Ensuring transparency with vendors
  • Regulatory view of cloud
  • Risk vs. reward of implementing cloud technology
  • Industry benchmarks and frameworks
  • Alleviating on-prem costs
  • Establishing controls and mitigating factors
  • Governance frameworks for cloud
  • Measuring success with no guiding principles

Nison Nagdimov, Chief Control Office – Head of Risk Utility, Control Insights and Strategy, HSBC
Santosh Shetty, Director MCCR – Market and Counterparty Credit Risk, RBC 
Jeff Prelle, Senior Vice President Risk Analytics, Cadence Bank
Sandeep Maira, Head of Strategic Technology Transformation, OCC


10:40 Deployment of advanced technologies.

Session details 

  • Exploration of robotic process automation and machine learning
  • Migration to cloud platforms
  • Considerations for data integrity with new technologies
  • Introduction of new technology within existing platforms

Jeff PrelleSenior Vice President, Risk Analytics & Data Governance, Cadence Bank
Ty LambertSenior Vice President & Chief Risk Officer, Cadence Bank

12:30 Lunch break & networking

3:20 Afternoon refreshment break and networking


3:50 Cryptocurrency

Session details:

  • A mistake in the blockchain lasts forever
  • How tracing of both bitcoin and altcoins can help to identify problematic actors with a history of interacting with flagged addresses
  • Messaging capabilities within Ethereum and what your AML compliance needs to know
  • The rise in crypto exchange account takeovers

Heith JankeUnit Chief – Virtual Assets Unit, FBI
Milan Kosanovich, Special Supervisory Agent, FBI 

5:40 Chair’s closing remarks | 5:50 End of day one, followed by networking drinks reception

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

Keynote moderator: Charles A. Richard III, Senior Vice President of Marketing, Co-Owner of QRM, Quantitative Management, Inc.


9:00 Reviewing the future of regulation and preparing for change

Session details 

  • Impact of tapering on markets
  • Reviewing where regulation may be heading
  • Changing processes as a result of regulation
  • Digitalization of the industry
  • Managing treasury portfolio with market uncertainty
  • Impact of regulation on strategy and decision making
  • Managing future regulatory changes
  • Impact of transfer risks with the evolving regulatory environment
  • Understanding future risks that need mitigating
  • Understanding legal ramifications in case of an insolvency
  • Keeping up with different laws in different states

Paige Wisdom, Board Director, Morgan Stanley Bank N.A
Jay Cook, Chief Risk Officer, Lloyds Banking Group
Sabeena Liconte, Chief Compliance Officer, ICBC


9:35 Evolution of fiat currencies and implications for financial markets

Nicholas SilitchChief Risk Officer, Prudential


10:00 Addressing the fintech risk management conundrum – best practices and key considerations

Vivek TyagiChief Risk Officer – Transaction Banking, Goldman Sachs 

10:25 Morning refreshment break and networking

Moderator: Matthew Moog, General Manager, Third-Party Risk Management, OneTrust

Moderated by: Steve Lindo, Course Designer and Lecturer, Columbia University M.Sc. in Enterprise Risk Management

10:55 Risk Process Automation - practitioner insights

Session details 

  • Automation of risk processes has surged during the pandemic
  • Examples include models, analytics, compliance and reporting
  • Expectations must be managed when adopting risk process automation
  • Choosing appropriate risk process automation strategies is crucial
  • Practitioners will give insights into maximizing the benefits and avoiding common pitfalls of risk process automation

Evan Sekeris, Head of Model Validation, PNC
Navin Sharma, Director, Portfolio Risk – Fixed Income, T. Rowe Price
Shah Rahman, Insurance Risk Specialist, Evalueserve


11:30 Leveraging fintech relationships to stay competitive in a fast changing environment

Session details 

  • Partnerships, investments and acquisitions of fintech firms
  • Evaluating downside risk of fintech investments
  • Balancing business perspective with risk sensitivity
  • Change management processes
  • Third party risk considerations and data privacy
  • Acceleration towards fintech
  • Creating frictionless customer experience
  • Understanding what processes are in place to satisfy regulation

Seth Giovanetti, Senior Director – Operational Risk, Oportun
Frank MorisanoChief Risk Officer, ICBC

12:15 Lunch break & networking


1:15 Ensuring robustness of infrastructure to support decisions and analytics

Session details 

  • Drive improvement in financial results
  • Balance risk Vs reward
  • Empower better decisions at all levels through transparency and granularity
  • Ensure consistency across finance, risk and reporting applications

Bill Collette, Director, Market Development, Wolters Kluwer


1:50 Incorporating climate risk into risk processes to better understand evolution of risk

Session details 

  • Evaluating portfolio exposure
  • Moving from academic phase/identification to implementation
  • Conflicting expectations of climate risk
  • Integrating climate risk into current frameworks
  • Incorporating risk groups in overall assessment of climate risk
  • Incorporating climate risk onto the balance sheet

Alessia Falsarone, Managing Director, Portfolio Strategy and Risk, PineBridge Investments


2:30 Data collection and identification techniques to integrate into strategy

Session details 

  • Identification practices to capture risk in systems
  • Impact on financial systems of the world
  • Integrating climate risk into current frameworks
  • Acquiring data correctly with internal tools
  • Reviewing how climate risk will affect credit scoring
  • Assessing how to reduce carbon footprint
  • Reviewing how clients who don’t fit into targets are accounted for
  • Quantification of climate risk losses
  • Impact to business and strategic decisioning
  • Understanding how to measure and model climate risk

Christel Saab, Unit Chief, Environmental and Social Risk Management, Inter-American Development Bank

3:05 Afternoon refreshment break & networking


3:35 Assessing current climate risk practices and reviewing the best way to move forward

Session details 

  • Integrating climate risk into current risk management frameworks
    • Current practices
    • Lessons learnt
    • Challenges: data, metrics, methodologies
  • Overcoming the difficulties of assessing climate metrics
  • Effectively managing climate risk data
  • Leveraging TCFD recommendations to improve risk management practices
  • Identifying enhanced practices for the future

Andy Golub, SVP, First Citizens
Alessia Falsarone, Managing Director, Portfolio Strategy and Risk, PineBridge Investments
Christel Saab, Unit Chief, Environmental and Social Risk Management, Inter-American Development Bank


4:20 Reviewing data and privacy requirements with use of technology and platforms across the industry

Session details 

  • The continued evolution of personal information
  • Privacy by design challenges
  • Data inventories and lineage
  • Vendor risk management
  • Disparities across jurisdictions
  • Safeguards and controls – what is enough?
  • Breach risk – how to prepare for the inevitable?

Chris Szafranski, Privacy Director, American Family Insurance

Moderator: Mike Guglielmo, Managing Director, DCG


10:55 FRTB: What we've learned so far from actual implementations

Session details 

  • Reviewing implementation and compliance of FRTB across jurisdictions 
  • Managing multi-jurisdictional challenges and opportunities 
  • Making infrastructure investments with uncertainty on final regulation
  • Going beyond minimum effort for regulatory compliance
  • Evaluating minimizing implementation costs vs minimize cost of capital allocated to business activity

Frederic Lebrun, Global Head of Customer Success, ActiveViam


11:30 Managing excess liquidity and optimizing processes for intraday liquidity

Session details 

  • Potential impacts to a liquid market
  • Reviewing final standard for NSFR
  • Changes to reporting requirements under 2052A
  • Impact of real time payments on liquidity
  • Moving approximations of liquidity to real liquidity calculations
  • Reviewing systems being able to work to a more granular and detailed level
  • Optimizing intraday liquidity risk management
  • Reserving intraday liquidity buffer and developing systems
    • Assessing a clear cut guidance

Oskar RoggManaging Director, Head of Treasury Americas, Credit Agricole
Shahab Khan, Head of Liquidity Policy- US, HSBC
Andrew Fellingham, Managing Director: Liquidity Risk, SMBC

12:15 Lunch break & networking

1:15 Next generation forecasting and planning

Session details 

  • benefits of integrated system

  • optimal system design

  •  actionable results

Charles A. Richard IIISenior Vice President of Marketing, Co-Owner of QRM, Quantitative Risk Management, Inc.

1:50 A Heath, Jarrow and Morton approach to pricing SOFR swaps and swaptions

Session details 

  • A common HUM framework for swaps against any index
  • Comparison of theoretical and market swap yields
  • Extending the framework to swaptions
  • Comparison of theoretical and market swaption pricing
  • Implications for hedging for both derivatives portfolios and enterprise risk

Donald R. van Deventer, Founder and Chief Executive Officer, Kamakura Corporation

2:30 Paving the Way to Bank Balance Sheet Optimization

Session details 

  • Maximizing ROA within certain risk profiles
  • Managing limitations in processes
  • Leveraging modern technology and the cloud
  • Key steps to ensure best practice for firms
    • Capitalizing techniques such as machine learning

Jim DevernSales Manager, Mirai ALM Tool

3:05 Afternoon refreshment break and networking


3:35 Optimizing balance sheets in a changing environment and identifying new asset avenues

Session details 

  • Optimizing revenue in challenging circumstances
  • Innovative ways to create assets in the balance sheet
  • Incorporation of ALM and balance sheet management in planning
  • Finance transformation to manage profitability and planning
  • Developing holistic and sophisticated balance sheet management techniques
  • Innovating methods to generate revenue
  • Identifying the new avenues of the asset side of the balance sheet
  • Understanding existing portfolio run offs

Petr Chovanec, Director, Business Modeling and Forecasting, UBS
Michael Huff, Senior Director, Portfolio Management & Asset Allocation, TIAA
Armel Romeo Kouassi, Senior Vice President, Northern Trust Corporation 


4:20 Managing risk of artificial bubbles as a result of government stimulus

Session details 

  • Impact of release of government programs
  • Realizing impact of Covid-19 when stimulus is retracted
  • Adapting to the new normal in a business environment
  • Managing unwinding of stimulus to limit inflation
  • Impact to global economies
  • Evaluating how stable the market is without government support
  • Reviewing if the models can handle recovery
    • Analysing current infrastructure in place
  • Managing consequences brought post-pandemic
  • Adapting to digitalization across industries

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

Moderator: Henry Umney, Managing Director GRC, Mitratech


10:55 Enhancing business continuity framework in a volatile environment = the Synergy Credit Union

Session details 

  • Reviewing how the pandemic and remote working have made business continuity more important
  • Analyzing the fundamentals of establishing an effective BCP framework
  • Integration of BCP into an organization-wide risk culture
  • Conducting drills to keep the BCP plan up-to-date

Jason Wang, Chief Risk Officer, Synergy
Credit Union 


11:30 Enhancing contingencies to ensure resilience and recovery of critical processes

Session details 

  • Mitigating the risk of disruption
  • Reviewing contingencies to enhance resilience
  • Reviewing risk holistically to connect systems
  • Ensuring ability to operate under multiple events
  • Compliance with DORA for operations across Europe
  • Readiness and availability of tools for cyber attacks
  • Ensuring all internal processes are connected

Nick Kapatos, Enterprise Risk Manager, Allegiance Bank
Pat Richards, Director – Solution Innovations, Onspring
Stuart Hoffman, Bank Examiner / Policy Analyst, Office of the Comptroller of the Currency (OCC)

12:15 Lunch break & networking


1:15 Tracking movement of data across an organization and ensuring protection across the life cycle

Session details 

  • Understanding how data travels through an organization
  • Monitoring across third parties
  • Understanding process flow from inception through to closure
  • Reviewing how customer data is utilized
  • Customer data practices and regulatory requirements
  • Ensuring vendors are cognizant of data security
  • Managing volume of unstructured data

John Stephens, Principal, Banking & Financial Services, Workiva

1:50 Data Controls & Certification - What's the worst that could happen?

Session details 

  •   Data as a Strategic Asset

    •  Why is data management so important?

    • Avoidable sanctions/fines and operational losses stemming from poor data management

    • How can data drive business value?

  • Critical Data Element (CDE) Certification

    • A consumer-led approach to CDE identification

    • CDE prioritization and ranking methodology

    • How to measure and profile your data

  • Data Control Effectiveness Across Your Organization
    • Controls effectiveness ranking methodology
    • Improving controls management

Michael Ivie, Managing Partner, Head of FS Consulting, Phyton Consulting
Sanjay Pattni, Associate Partner, Head of Data Management, Phyton Consulting

2:30 Life's a Breach: Understanding Threat Intelligence, Measuring Cyber Maturity and Resiliency

Session details 

  • How do you really measure cyber maturity and resiliency?
  • Life is a breach – what executives should know about attack surface and probability of being hacked, compromised, and breached (a holistic view from initial vector of compromise, data exfiltration ramification, to legal first and third-party liability)
  • The meaning of Threat Intelligence for gaining a business decision intelligence – how to make intelligence actionable from an executive point of view

Ondrej Krehel, Chief Scientist & Fellow, Cyber Risk & Resilience Services, SecurityScorecard

3:05 Afternoon refreshment break & networking


3:35 Monitoring conduct risk in uncertain control environments with remote working

Session details 

  • Monitoring capabilities in a remote environment
  • Managing risks of data leakage
  • Ensuring staff are doing what is required

Malik Ali, Director, Global Banking and Markets, Scotiabank
Stephen Woitsky, VP, Operational Risk Officer, Wells Fargo
Aielleen Fajardo, Managing Director, Head of Internal Investigations, TIAA


4:20 Leveraging integrated and advanced analytics for management of operational risk

Session details 

  • Developing complexities in operational resiliency
    • Multi-dimensional incidents, may affect response capabilities
    • Industry and supervisory responses
  • Documenting interconnections and interdependencies
    • Emphasis on integrated risk taxonomy
    • Fresh look at risk contingencies, through analytical lens
  • Role of organizational structure and planning
    • To anticipate novel incidents (versus BAU)
    • Repurposing existing response methods
    • Need for systematic “lessons learned”
  • Managing third-party and inter-organizational service providers

Rick Cech, Senior Bank Examiner, Federal Reserve Bank of New York


10:55 Simple CECL quantification and benchmarking in consumer finance.

Session details 

  • Data and Quantification Challenges in Consumer finance portfolios.
  • Measuring and projecting lifetime expected credit loss.
  • Simple strategies for quantification and benchmarking.
  • Scalable modelling methodologies.
  • Sound approaches for finding suitable model specifications.
  • Accounting for (and adjusting to) model risk in periods of crisis.

Jose Canals-Cerda, Senior Special Advisor, Federal Reserve Bank of Philadelphia

12:15 Lunch break & networking

3:05 Afternoon refreshment break and networking

4:55 Chair’s closing remarks | 5:00 End of Risk Americas 2022 Convention

Jeremy is NatWest Markets’ Chief Risk Officer, having joined the bank in 2018. He has an extensive experience as a trader and risk manager. His roles in risk management include running regional and global market risk teams at a variety of firms including Commerzbank, UBS, Investec and Nomura, and the role of Chief Risk Officer, EMEA at Nomura since 2015. Jeremy holds a Masters in Economics Cambridge University.
Jeremy is NatWest Markets’ Chief Risk Officer, having joined the bank in 2018. He has an extensive experience as a trader and risk manager. His roles in risk management include running regional and global market risk teams at a variety of firms including Commerzbank, UBS, Investec and Nomura, and the role of Chief Risk Officer, EMEA at Nomura since 2015. Jeremy holds a Masters in Economics Cambridge University.
Søren Agergaard Andersen is the Chief Risk Officer for Nordea Asset Management, the biggest asset manager in the Nordics with more than € 250bn AuM. Søren is responsible for the overall enterprise risk function, managing an international team of risk professionals in Denmark, Sweden and Luxembourg. Before joining the asset management industry, Søren held leading positions within risk in banking and pension/life insurance. One of his main priorities is to define and uphold a strong and yet flexible governance and risk framework, which can support a sound overall risk culture. Søren holds a M.A. in Mathematics and Economics and a PRM certification.
Kimberley brings more than a decade of executive leadership experience in the Governance, Risk and Compliance space, building brand recognition, thought-leadership and revenue-accelerating marketing programs at companies including Thomson Reuters, SAI Global, the Global Association of Risk Professionals, Practical Law Company and Compliant. As part of her role at Aravo, Kimberley develops thought leadership content designed to help third party risk professionals benchmark their programs, share best practice, elevate their conversations to the Board, and build the business case for investment in the development of their programs. Kimberley is originally from New Zealand, and has also lived and worked in London and New York. She now lives in San Francisco, and in her spare time enjoys exploring and al fresco dining with her husband and bulldog.
Louise Waite is the Supply Chain Management & Assurance Director at Lloyds Banking Group. She leads a team of 50, delivering a group-wide approach to supplier risk assessment, supplier assurance and supplier management. Louise and her team maintain an effective Supply Chain Management framework, run a Centre of Excellence for Supplier Management and conduct hundreds of assurance reviews every year. Having spent several years in the IT and Pharmaceutical industries, Louise is enjoying her return to Financial Services where she started her Procurement career.
Jean-Francois Valette is leading Global Third Party Compliance & Risk management at eBay. Jean-Francois is responsible for enhancing eBay’s legal, risk and compliance program around all third parties impacting eBay’s operations and business activities directly or indirectly. He oversees the development and management of a third-party risk management program across the business units; engaging and supporting the management of the controls functions for the company, including Business Ethics Office, Information Security, Resiliency, Compliance investigations and reporting amongst others. Prior to joining eBay, Jean-Francois worked as the Head of Operations for Volkswagen Payments and held the roles of Head of Outsourcing and Global Third Party Compliance and Risk management for PayPal. He also held different positions in the Banking & Asset Management industry, and holds his Law and Investment Management certifications, specializing in regulatory compliance and outsourcing.
Martin Townsend will be speaking at Vendor & Third Party Risk Europe 2021
Sean Titley will be speaking at Vendor & Third Party Risk Europe 2021
Alex is Head of Supply Chain Risk for Lloyds Banking Group (LBG), responsible for ensuring that the supplier onboarding & management frameworks drive effective risk management and regulatory compliance. Alex has worked with LBG for 10 years, and has over 20 year experience in Sourcing and Supply Chain Risk.
An Alumni of De Monfort University & London Metropolitan University, Desmond is a seasoned Third-Party Risk Management Lead as well as a specialist in Supplier Relationship Management. He has worked both in the Public and Private sectors gaining foundational experience at London Underground over a 17 year career. He has also worked for Deutsche Bank, HSBC and now with Vodafone leading on Third Party Risk programme activities. Desmond is married with two children and enjoys travelling.
Daniel Cameron will be speaking at Vendor & Third Party Risk Europe 2021
Dilbagh is a Partner at Fintegral and leads the firm’s UK practice. He specialises in the areas of traded risk and climate risk, helping banks to enhance their analytics capabilities to better identify, quantify and manage current and emerging risks. He has over 20 years of experience in trading, risk management and quantitative modelling at banks and hedge funds, including Credit Suisse, Man AHL and Nomura. Dilbagh holds a degree in Natural Sciences (Physics) from the University of Cambridge.
Vishwas has deep international FS consulting and risk management experience across Europe, US, Middle East and SE Asia. Vishwas has led complex risk transformations for G-SIBS, challenger banks and fintechs in the UK and EMEA, focusing on prudential regulation, capital and stress testing. Vishwas has also led a number of banking authorisations, fintech and Brexit applications and has experience of helping clients deliver to regulatory expectations and their internal performance targets. Vishwas also has experience in thought leadership and eminence, having led a number of conferences, speaker sessions and panel discussions with regulators and industry participants
Charis is a Risk Management generalist with 13+ years of experience in investment and retail banking. He is currently the Chief Risk Officer of SIB (Cyprus) Ltd, Sberbank Group, where he is responsible for developing the Risk Management framework, overseeing regulatory initiatives and driving strategic projects related to risk. His interests include Fintech and innovation in Risk Management. He holds an MBA and a Master’s in Financial Mathematics. He is also a CFA charterholder and a certified Financial Risk Manager.
Stuart Burns currently has the role of Senior Technical Specialist at the PRA, working in the team reviewing and approving IRB models. He has responsibility for aspiring IRB firms. He previously ran the IRB risk weight analysis in the Annual Cyclical Scenario (ACS) stress test, challenging firms’ stressed projections and recommending capital responses. Stuart has over 20 years experience delivering credit risk, stress testing and economic capital models. This includes roles as: Head of Model Validation for S&P Europe. Head of Models for the Rainbow Business at Royal Bank of Scotland. Head of Credit Risk Methodology at Barclays Capital, where he rebuilt the team following the departure of the previous head, and managed all IRB related regulatory issues. Head of Corporate Analytics at HSBC, where he was responsible for Credit Risk Modelling and saw the bank achieve Advanced IRB status. He also introduced credit risk stress testing and economic capital. Head of Economic Capital and Model Risk Management at Standard Chartered Bank, where his responsibilities included building an offshore validation team, and coordination of stress testing across portfolios and risk types. Advanced IRB status was delivered on the strength of these areas.
Over the last 3 years, I have provided trusted advice and guidance to a variety of organisations looking to change their approach to GRC. The organisations I have worked with have often been looking to advance their approach to GRC through the use of modern, intuitive, and insightful technology. My job is to help these businesses and people with this often daunting task, and make it as seamless as possible.
Rob is responsible for New Business Sales and Account Management in EMEA. Based out of our London office, Rob helps guide organisations through the vendor evaluation process, remaining a key point of contact through the implementation process and throughout the ongoing relationship. Rob joined Riskonnect in September 2017 and has over 7 years experience in Governance, Risk and Compliance solutions helping a range or organisations from different industries including Telecommunications, Financial Services, Maritime and Infrastructure Projects, and more, evaluate, select and implement highly successful solutions.
David Cassonnet is Director of Business Development at ActiveViam, leading the creation of new solutons and use cases for the company. In his role, David ensures that the new product features developed by the company's R&D team translate into innovative and actionable use cases that deliver tangible value to the clients' business. With over twenty years of experience in financial markets, David has a double expertise in business development and solutions implementation. Previously he was Managing Director of ActiveViam in APAC where he and his consulting team were involved in several front-office and risk management projects with large local and international banks. David also held several roles at Mysis and Summit Systems.
Benjamin Westwood will be presenting at the 10th Annual Risk EMEA Summit.
Suresh Sankaran will be presenting at the 10th Annual Risk EMEA Summit.
Nigel Milbank is a Cambridge University graduate and Chartered Accountant having trained with Arthur Andersen and Deloitte. Nigel has held audit positions in Schroders and Credit Suisse as an Audit Director, following which he helped set up the Operational risk function and Product Control global assurance at Credit Suisse. Nigel was Director of Enterprise and Operational Risk at Santander UK from 2006 to 2011 and joined RBS in 2012 to run the Group ICAAP function. He has held various stress testing delivery and improvement roles at RBS/ Natwest Group and since 2020 has been Programme Manager on the Climate Programme building climate stress capability and embedding climate financial risk management.
Alistair McLeod will be presenting at the 10th Annual Risk EMEA Summit.
Melissa Longmore will be presenting at the 10th Annual Risk EMEA Summit.
Libor Krkoska will be presenting at the 10th Annual Risk EMEA Summit.
Pradyumna specializes in Market Risk and Counterparty Risk with experience spanning both the Front Office and Risk Management functions at two of the largest global investment banks. In his current multi-dimensional role he is the market risk manager for JPM’s differential discounting desk, the banking book loan portfolio and also is the head of CVA stress testing. He is also involved in developing a climate risk management framework for JPM’s trading book. Outside of work, he is a bit of a musician and is working on his first album.
Jérôme Henry is Principal Adviser at the ECB, in the financial stability area. He led Quality Assurance for SSM stress tests and was a BIS fellow. Originally from the Banque de France, Mr Henry started at the ECB leading its modelling team and thereafter its projection exercise. Mr Henry has a number of research publications, eg the ECB STAMP€ e-book. An ENSAE graduate, he holds an Economics PhD and a History BA from Paris Sorbonne.
Per Hansson is a Director and Head of CCR Exposure Management within Credit Risk Management at Deutsche Bank, responsible for the bank’s IMM and pre-deal exposure models for counterparty credit risk. Per is additionally responsible for capital planning and the bank’s Pillar 2 capital model for credit risk. Previously, Per worked in Market Risk Management for Credit Trading and CVA at Deutsche Bank and JP Morgan and was also a risk manager in JP Morgan’s prime finance business. Per has an MSc in Engineering Physics from Lund University, Sweden.
Atanas Dimov will be presenting at the 10th Annual Risk EMEA Summit.
Ashish Bansal, a certified Chartered Accountant from India, is the Head of Finance & Regulatory Reporting in Union Bank of India (UK) Limited. In his 8 years of industry know-how, his range of experiences span from application of operational aspect of conventions at grassroot, to administering and formulating policy blueprints at the executive stratum. His in-depth technical understanding of banking products and demonstrated cognizance of RBI’s as well as Bank of England’s regulatory governance, adds to his industry’s proficiency.
Yingbo Bai currently heads up the global valuation methodologies team at UBS, where he is also a D&I ambassador . Previously, he worked in a number of quantitative roles at Morgan Stanley and JP Morgan, after starting his career at CICC. Yingbo graduated from Oxford University with MSc in Mathematical Finance and London Business School with Masters in Finance, with undergraduate at Tsinghua University.
Sean Titley will be presenting at the 10th Annual Risk EMEA Summit.
Member of the Fraud Leadership Team across Natwest for 5 years; previous fraud prevention responsibilities have covered various products, customer journeys and fraud typologies. Currently accountable for the overall prevention and strategy of First Party Fraud (covering onbook, mules and application fraud) Previous roles include Operations Manager for Debt Management and Head of Customer Experience for Ulster Bank.
Praveen Singh will be presenting at the 10th Annual Risk EMEA Summit.
Gary Savill is Head of Enterprise Risk for Saga Group and has over 12 years of extensive risk management expertise, working previously in general and medical insurance for AXA UK for 10 years and as Deputy Head of Operations for Sanlam Investment Management for 4 years. Gary is a Chartered Management Accountant, qualifying whilst working for Nestle UK and is also a Specialist member of the IRM and member of the Institute of Management.
Alex Rothwell will be presenting at the 10th Annual Risk EMEA Summit.
Andrea Pozzi will be presenting at the 10th Annual Risk EMEA Summit.
Ozgur Ozel will be presenting at the 10th Annual Risk EMEA Summit.
Vikas Munshi will be presenting at the 10th Annual Risk EMEA Summit.
Diane Menville will be presenting at the 10th Annual Risk EMEA Summit.
Maciej is a seasoned banking professional with 20+ years of experience ranging from financial control, credit risk management to corporate banking, derivatives and fixed income, combined with experience of regulatory topics and passion for tackling the climate transformation. He joined NatWest Markets in June 2020 where he’s primarily responsible for setting up and managing risk hub to support investment banking of NatWest Group. Before (since June 2014) he worked in ECB Banking Supervision (aka Single Supervision Mechanism – SSM) as Head of Section & Joint Supervisory Team (JST) Coordinator, responsible for consolidated supervision one of the largest banks in the Netherlands. As JST Coordinator, he led risk identification and implementation of risk-based and forward-looking Supervisory Examination Program. He took part in the start-up phase that included recruitment as well as fine-tuning of tools and processes. Prior to the ECB, Maciej worked in various roles in a number of banks: PKO Bank Polski 2008-2014 (Head of Credit Risk Assessment Department, member of Bank’s Credit Committee, Advisor to CEO), HSBC 2008 (Head of Structured Finance) and Citi in Poland and Hungary 1996-2008 (Debt Capital Markets, Derivatives Sales, Financial Control). Maciej has graduated from Warsaw School of Economics and holds a Master Degree in Banking and Finance. In 2020 he graduated from University of Edinburgh Climate Change Transformation Program. He is a speaker and panelist at conferences on risk and regulatory outlook topics.
Amit Lakhani has varied experiences in managing operational risks at organisations of all sizes. He started his career working as a consultant with Accenture where he developed and deployed multi-million dollar programmes involving compliance and risk elements, especially information security and cyber risks. Further, Amit worked at large multinational organisations in his role at KPMG driving strategic decision-making, investments and risk reduction programmes.
Cecilia Gejke will be presenting at the 10th Annual Risk EMEA Summit.