Risk Americas | 9Th Annual | September 23-25, 2020 | Virtual Event Free to Attend* Risk Americas 9Th Annual | September 23-25, 2020 | Virtual Event

MARKET TRENDS AND FINANCIAL RISK Climate Change | Global Recession | Credit Risk | Nicholas Silitch Geoff Craddock Ty Lambert Joshua Kotok Sabeena Liconte Chief Risk Officer CRO CRO Chief Risk & Chief Legal Officer IBOR | Repo Markets plus much more... Prudential MassMutual Bancorp South Compliance Officer & Deputy Chief First Savings Operating Officer MODEL RISK MANAGEMENT BOC International (USA) AI & ML | Risk Quantification | Model Validation | Holdings Inc. Data | Future of MRM plus much more...

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

Vivek Tyagi Tatiana Segal Paul Barkan Phil Masquelette John Schiavetta Institutions speaking include: Morgan Stanley/ARRC, CRO CRO Chief Risk Officer Senior Vice President and Co-Chief Risk Officer TD Securities, Bank of America, Wells Fargo – Transaction Banking Morgan Stanley Newtown Savings Bank Chief Risk Officer Alliance Bernstein and more.... Goldman Sachs Investment Management Ulster Savings Bank

KNOWLEDGE PARTNERS: CO-SPONSORS: ASSOCIATE SPONSORS: CPE ACCREDITATION:

Geoff Craddock Tony Peccia Nick Silitch CRO CRO Chief Risk Officer Mass Mutual Citibank Canada Prudential Geoffrey (“Geoff”) Craddock joined MassMutual as Chief Risk Mr. Anthony Peccia is Managing Director and Chief Risk Officer Nick Silitch is senior vice president, chief risk officer of Prudential Officer in October 2017 from its asset management subsidiary, for Citibank Canada. He is responsible for credit, market, liquidity, Financial, Inc. In this role, Silitch oversees Prudential’s risk OppenheimerFunds. In his role, Geoff is responsible for driving operational and pension fund risk management. Prior to that he management infrastructure and risk profile across all business lines a holistic risk management approach across MassMutual and its was Managing Director of Operational Risk at Citi, responsible for and risk types. Under his direction, his team develops models, subsidiaries, managing operational and reputational risks while the development and implementation of operational risk policy and metrics, frameworks and governance to manage risk, and works setting the strategic priorities of the Enterprise Risk Management standards globally and managing the global AMA implementation with internal corporate partners and business groups to identify, (ERM) function. Geoff is responsible for anticipating changes plan assess and prioritize risk across the company. 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 Mr. Peccia has extensive experience in all the major risk types, Vivek Tyagi MassMutual’s Executive Leadership Team. including credit portfolio management, market, operational, and liquidity risk management. Mr. Peccia has had leadership roles in CRO, Transaction Banking Geoff holds an MBA from Cranfield School of Management and a asset liability management, capital market financing, structured Goldman Sachs BA/MA from Magdalene College, Cambridge, both in the United derivatives, securitization and corporate insurance. Prior to joining Vivek is global head of risk management for Transaction Banking Kingdom. Citi, Mr Peccia has consulted to major global banks on operational in the Investment Banking Division. He joined Goldman Sachs in risk management. He has started up and managed operational risk 2019 as a managing director. Prior to joining the firm, Vivek served departments at BMO and CIBC. At CIBC he developed the industry as Division Risk Executive at SVB Financial, Bank of America, JP Oliver Jakob first AMA op risk model. Prior to that, he was head of Treasury Morgan and Citigroup, where he was responsible for the overall International CRO Option hedging at CIBC. Previously he was Assistant Treasurer at risk management across credit, market, liquidity, operational, Mitsubishi UFJ RBC, in charge of domestic and international long term debt and compliance and regulatory risks. Earlier in his career, Vivek served Oliver joined MUFG from UBS’ Investment Bank, where he was equity financing. as head of Global Banknotes at Bank of America, and as transactor the Global Head of Market Risk. Prior to UBS, Oliver held various in Structured Finance at Citigroup. Vivek earned an MBA from the risk management positions in New York and Toronto over the Fuqua School at Duke University and a BCom from the Shri Ram last 23 years. He started his career in Bankers Trust’s Market Risk Mr. Peccia has an MBA and MSC in physics. College of Commerce at Delhi University. Department. Oliver graduated from Karlsruhe University (Germany) with a Tatiana Segal diploma in Industrial Engineering. Oliver holds a CFA designation. CRO Morgan Stanley Investment Management Tatiana 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.

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

IBOR USA

FIRESIDE CHAT WITH ARRC 12:05 ROUNDTABLE DISCUSSIONS 10:10 Discussing the ARRC’s progress to date and priorities going forward Outlook for a credit sensitive benchmark in the transition • Feedback on needs for a credit sensitive component • Background: what progress has been made over the past 6 months? • Outlook for potential rate • Discussion of term SOFR Head of US Rates Strategy, • Direction of loan and bond markets Mark Cabana, Bank of America • Discussion of legacy contracts • How will LIBOR end? • ARRC priorities for the next 12 months Model risk management for IBOR transition Tom Wipf, Vice Chairman of Institutional Securities, / Vice Chairman, • Identifying inventory and categorising dependency of models using IBOR linked rates Morgan Stanley, ARRC • Designing frameworks and standards for validation activities • Setting up a governance process Head of Markets Model Validation/Managing Director, Corporate Model Risk PANEL DISCUSSION Xiaobo Liu, Management, 10:40 Exploring the practical challenges and industry approaches to SOFR contracts & Wells Fargo transitioning contracts from LIBOR • How SOFR is being used in cash products and derivatives • Considerations for SOFR structures 12:35 - 15 MINUTE REFRESHMENT BREAK AND NETWORKING • Issues related to transitioning LIBOR-linked contracts Chris Killian, Managing Director, Securitization and Corporate Credit, SIFMA Alexis Pederson, Senior Company Counsel, Wells Fargo PANEL DISCUSSION Tess Virmani, Associate, General Counsel & Executive Vice President, Public Policy, 12:50 Exploring the variations in global rates and the challenges of adapting to Loan Syndications & Trading Association multiple currencies Priya Misra, Head of Global Rates Strategy, • Market adoption timelines TD Securities • Creating multi-currency products • Exposure to different benchmark rates • When will LIBOR officially end globally? 11:15 REFRESHMENT BREAK AND NETWORKING • Managing volatility as we move closer to expiration Gennadiy Goldberg, US Rates Strategy, TD Securities Chris Ekonomidis, Director, BNY Mellon tbc 11:45 Contract management modernized for the LIBOR transition Mark Cabana, Head of US Rates Strategy, Bank of America • 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 1:25 Session reserved, details to follow shortly • Gain visibility to quickly find key terms and report on all of your active contracts across the enterprise Richard Robinson, Principal Sales Engineer, Apttus 1:45 CHAIR’S CLOSING REMARKS

10:00 CHAIR’S OPENING REMARKS

KEYNOTE PANEL DISCUSSION 10:10 Reviewing the role and skillsets of the CRO and risk management team in an evolving technical landscape - Lessons learned from the pandemic: business continuity - People risk and impact on staffing - Changes in requirement profile with increased use of AI and machine learning and operational effectiveness - Requirements from academia to produce new candidates - Skillsets and talent for senior personnel - Changes to the role with ongoing automation Oliver Jakob, International CRO, Mitsubishi UFJ Anthony Peccia, CRO, Citibank Canada Vivek Tyagi, CRO, Transaction Banking, Goldman Sachs

INNOVATION IN NON-FINANCIAL MARKET TRENDS MODEL RISK RISK MANAGEMENT RISK AND RESILIENCE AND FINANCIAL RISK MANAGEMENT

DATA RESILIENCE REPO MARKETS THE FUTURE OF MRM 10:45 Crossing the chasm from data 10:45 Operational resiliency – A blueprint for 10:45 What a difference a year makes - 10:45 The future of model risk management management to data governance being resilient Looking at the liquidity and repo markets and technology uses to drive efficiency • Understanding data governance strategy • What is operational resilience - how is it different going forward • Expanding definition and governance groups • Identifying data silos and managing data sprawl than traditional approaches? • Funding from the Federal Reserve • Skillsets within an expanding MRM team • Defining metadata classification and controls for • Why is it useful? • Short term repo rate fluctuations • Replacing outdated methods enterprise-wide standardization • Implementation challenges • The impact of compliance and regulation on Head of Model Validation/Sr. • Documenting sources of record for the intended • Doing it right liquidity Liming Brotcke, use of datasets, including a repository of critical • Impact on treasury and funding Director, Ally data elements Mahi Dontamsetti, Chief Technology Risk • Changes to business • Tracking data lineage into management reports Officer, State Street and visualization tools, including any respective Chief Technology Risk Officer, State Street Oskar Rogg, Head of Treasury, Credit Agricole transition to cloud-based applications Jeff Prelle, SVP, Risk Analytics & Data Governance, Bancorp South Ty Lambert, CRO, Bancorp South

PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION 11:15 Positioning and evolving privacy 11:15 Building cyber resilience to protect 11:15 Managing uncertainty in markets and 11:15 Collecting the right data and building programs to account for different programs customers and the institution preparing for economic turbulence transformation programs • Reviewing the environment across jurisdictions • State cyber security regulation • Data limitation with disparate systems • What are the current risks? • Meeting regulatory model development • Developing systems to facilitate changing • Creating innovative processes to defend • Lack of information and miss communication standards requirements internally and externally • Indicators of when turbulence will end and where • Qualitative capture of broad set of risks • Intersection of regulation and technology • Aligning risk and cyber security teams the industry is heading • Ongoing monitoring for qualitative models • Cross border challenges • Changing culture to be more cyber aware • Communicating risk and reporting to the board • Monitoring of model outputs • Relationship between data portability and privacy • Building controls to keep ahead of change • Risk identification and assessment Phil Ohana, Executive Director, Market Risk Managing Director, Market Nasser Fattah, Cybersecurity and Vendor Risk Michael Harmon, Rajat Baijal, MD, Global Head of Enterprise Risk, Audit Expert, UBS Risk Management, Management Leader, Former MUFG Wells Fargo Cantor Fitzgerald Stevan Maglic, SVP, Head of Quantitative Risk Managing Director, Joshua Kotok, Chief Risk & Compliance Officer, Katherine Zhang, Phil Masquelette, SVP and CRO, Analytics, First Savings Ulster Savings Regions Bank State Street Bank Abhisekh Adukia, Director, Model Risk, Chris Beck, Executive Risk Consultant, Milliman Alliance Bernstein

11:50 - 30 MINUTE REFRESHMENT BREAK AND NETWORKING

12:20 Roundtable discussions How innovation can assist treasury Topic to be announced Model risk issues relating to Real-Time Payments worldwide – to mitigate risk Gurraj Singh Sangha, Chief Quantamental Data A.I./Machine Learning Settlement, currency conversions, sanctions Fulco Werner, Director, Transaction Services Scientist, Portfolio Trading and Risk Strategist, Roderick A Powell, SVP, Head of Model Risk screening, fraud and AML, etc Sales, ING Bank NV Former State Street Management, Ameris Bank Jim Maimone, SVP, Senior Enterprise Payments Platform Product Manager, Citizens Bank

INNOVATION IN NON-FINANCIAL MARKET TRENDS MODEL RISK RISK MANAGEMENT RISK AND RESILIENCE AND FINANCIAL RISK MANAGEMENT

AI RISK MANAGEMENT 12:50 Address emerging operational risk and 12:50 Session reserved, details to follow 12:50 Master’s program in quantitative 12:50 Session reserved, details to follow alleviating data blind spots with AI powered enterprise risk management risk management • History of the Program • The importance of data structure and consistency • Description of the Program to confidently rely on automation • What kind of resources are being trained • Areas and elements of AI to enhance your risk • What makes the Program unique management program today • Considerations for future projects and expansion Dr. Alex Leytman in AI Scott Bridgen, GRC Consulting Director, OneTrust GRC

1:10 Session reserved, details to follow 1:10 Session reserved, details to follow 1:10 Managing and automating the model 1:10 Session reserved, details to follow 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

1:30 CHAIR’S CLOSING REMARKS AND CLOSE WHY ATTEND?

NETWORKING: VIRTUAL ROUNDTABLE DISCUSSIONS Ample networking opportunities are available throughout the virtual event; We will be hosting multiple round table discussions where professionals can networking breaks, round table discussions and exhibition hall across all days to debate key industry trends. In an informal and relaxed environment round table allow for further discussion and networking. leaders will host an interactive discussion with a small number of virtual attendees.

LIVE Q&A TECHNOLOGY Throughout the Convention attendees are invited to ask our speaker faculty Whilst on the virtual platform attendees can interact with other participants, leading questions. During the multiple presentations and panel discussions speakers and event partners. Throughout the Convention attendees are questions will be delivered live to the presenters so they can answer your burning encouraged to make digital connections with peers via networking and sharing of questions and provide extra insight. virtual business cards.

10:00 CHAIR’S OPENING REMARKS

KEYNOTE PANEL DISCUSSION 10:10 Contingency planning for future economic downturn and increased geopolitical uncertainty - Risk management strategies to consider geopolitical - Demand for new products to hedge risk – House insurance - Operational preparation and market risk impact preparation - Technology capabilities of countries causing - Impact on insurance industry and products – Capitalization to manage the risk - Changing risk profile with social media, politics and elections disruptions – Lessons learned from Brexit Geoff Craddock, CRO, MassMutual - Potential for regulatory change Tatiana Segal, CRO, Morgan Stanley Investment Management

INNOVATION IN NON-FINANCIAL MARKET TRENDS MODEL RISK RISK MANAGEMENT RISK AND RESILIENCE AND FINANCIAL RISK MANAGEMENT

CLIENT EXPERIENCE BUSINESS EMAIL COMPROMISE CREDIT RISK AI AND MACHINE LEARNING 10:45 Establishing a mature client experience 10:45 Educating and protecting customers 10:45 Reviewing the latest updates and 10:45 Managing machine learning and artificial practice as part of the digital transformation and staff from business email compromise and industry trends within credit risk intelligence model risks strategy reducing vulnerabilities Session details • Understanding CX as a practice and its impact • Social engineering increasing vulnerability • Model and data security risks • The role of design as part of the practice • Training and awareness internally and of • Capturing risks specific to machine learning • Navigating cultural differences customers • Developing guidance for validation and • Establishing new ways of working • Liability of banks vs. customer governance • Influences of the COVID pandemic • Reputation damage • Applicability of SR11-7 to AI and machine • Communications for fraud or market abuse learning models Martin Lange, Director, Client Experience situations Strategy, BNY Mellon David Palmer, Division of Banking Supervision Rajeev Dave, Director, Compliance, Barclays and Regulation, Federal Reserve Board

PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION 11:15 Use of technology and opportunities for 11:15 Reviewing the latest trends within Fraud PANEL DISCUSSION 11:15 Managing machine learning and artificial automation and efficiency and AML including the influence of COVID 19 11:15 Reviewing the role of CECL in the intelligence model risks • Reducing labour intensive functions • Cares Act and opportunity for fraud COVID crisis • Model and data security risks • Substituting for high productivity automated • Loan applications • Government support/programmes • Business risk of bringing in viruses solutions • Risk assessment • Increases in credit card default • Capturing risks specific to machine learning • Harmonizing data sources and creating • Basic scams latching onto COVID pandemic • Deposits, mortgage markets and unemployment • Embedding across the bank intelligence systems • Business email compromise risk • Developing guidance for validation and • Increasing automation and analytics • Increasing AML checks • Reliance on non-traditional areas of credit governance • Explainability and interpretability – importance COO, Ultra High Net Worth • Bringing AI and machine learning into AML • Impact of the crisis on non-financial sectors Markus Lammer, monitoring • Enhanced stress testing and forecasting for timeframes Business, Credit Suisse • Challenges for FBOs complying with multiple • Impacts for FinTechs Ruchi Gupta, VP, Credit Risk, HSBC requirements Seyhun Hepdogan, Director, Model Risk Julio Rivera, VP, Director of CCAR, CECL Management, Discover Financial Services Mark Elkommos, VP AML & Sanctions Audit and Stress Testing Model Implementation, David Palmer, Division of Banking Supervision Manager, Citi Production and Reporting, US Bank and Regulation, Federal Reserve Board Xiaoling Yu, SVP, Director of Model Validation, Jose Canals-Cerda, Senior Special Advisor, Peng Wu, Director of Data Science, Head of KeyBank Federal Reserve Bank of Philadelphia Corporate Model Risk Management, Milan R. Kosanovich, Supervisory Special Agent, Fred Han, Director, CECL Execution & Analytics, PayPal Federal Bureau of Investigation RBC Katherine Taylor, AI Specialist, Risk Research and Quantitative Solutions, SAS

11:50 - 30 MINUTE REFRESHMENT BREAK AND NETWORKING

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

INNOVATION IN NON-FINANCIAL MARKET TRENDS MODEL RISK RISK MANAGEMENT RISK AND RESILIENCE AND FINANCIAL RISK MANAGEMENT

AI AND MACHINE LEARNING 12:20 Session reserved, details to follow BASEL IV 12:20 Session reserved, details to follow 12:20 Managing risk of AI and machine 12:20 The journey to compliance: learning models and understanding outputs Understanding how technology can assist with • Regulatory outlook on use of automation regulatory compliance, leveraging investment techniques to look ahead and identify shortfalls before • Demonstrating transparency they arise • Building governance structures • Integrating regulatory metrics across Capital, • Responsible adoption of AI and machine learning Market Risk and Liquidity • Removing bias from data and outputs • How complying today is not yet planning for • Producing a maturity model for AI tomorrow Yogesh Mudgal Director, Emerging Technology • Prudential consolidation, or how proportionality Risk, Citi 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

12:40 Leveraging contract lifecycle 12:40 Session reserved, details to follow 12:40 Session reserved, details to follow 12:40 Session reserved, details to follow 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

1:00 Roundtable discussions

Discussing interest rates and the Model monitoring in the time Incorporating pandemic risk Risk and regulation Model Governance in todays impact on risk appetite of rapid change into business planning – regulatory expectations with new ‘new normal’; inventory impact Mike Huff, Senior Director, Portfolio Heather Russell, Director, Model Risk Nick Kapatos, Enterprise Risk challenges posed by COVID-19 of an expanded model definition, Management & Asset Allocation, TIAA Management, Bank of America Manager, Sabeena Liconte, Chief Legal Officer & validation approaches for non- AllegianceBank Deputy Chief Operating Officer, BOC financial models and running the International (USA) Holdings Inc. (a program remotely member of Bank of China Group) Chris Smigielski, Model Risk Director, Arvest Bank

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

10:00 CHAIR’S OPENING REMARKS KEYNOTE PANEL DISCUSSION 10:10 Risk management through a forward thinking lens - The world is changing at a pace unknown to us and the - We are increasingly faced with economic, technological, - Understanding of past’s events breadth and depth of change is continuous biomedical and environmental risks - Looking to the future to understand risk, - Navigating risk has always been an important part of the journey - Managing risk through the right lenses is critical its implications and potential outcomes in a more to our longevity and relevance predictive and proactive way Nicholas Silitch, International Chief Risk Officer,Prudential

INNOVATION IN NON-FINANCIAL MARKET TRENDS MODEL RISK RISK MANAGEMENT RISK AND RESILIENCE AND FINANCIAL RISK MANAGEMENT

PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION 10:40 Exploring opportunities of FinTech 10:40 Reshaping the boundaries of third 10:40 Reviewing internal requirements to 10:40 Model validation techniques innovation on risk management and financial party risk facilitate IBOR transition including technology, • Validation techniques in a crisis scenario services • As TPRM exposures escalate in the financial contract review and modeling • Challenges to models • Protecting customers and reputation when services industry, they are reshaping the • Creating a comprehensive inventory of contracts • Role of the model going forward making decisions fundamentals of the discipline • Renegotiation of contracts on a bilateral basis • Outsourcing & solutions • Use cases and case studies • Firms need to be fully mindful of these changes • Impact on models and business processes • Finding efficiency • Influence on solving risk problems • How can firms prepare for upcoming challenges? • Volatility matrix recalibration • Looking at models holistically and interdependencies • Partnering with FinTechs Senior Bank Examiner, • Eliminating conduct risk • Getting comfortable with black box models Richard Cech, • Regulatory focus on end to end validation Federal Reserve Bank of New York Thomas Braun, Head of CUSO Liquidity and • Scope for automation within MRM – improving Manan Rawal, Head of Model Risk George Grahovac, AVP, Honda North America Funding Risk, UBS efficiency of validation Management, MUFG Supply Chain, Head of Balance Sheet Risk Honda of America Vineet Gumasta, Oscar Zheng, Head of Global Market Risk Jimmy Yang, MD, Head of Credit and Jennifer Bisceglie, CEO, Management, North America, Interos Inc Rabobank Model Validations, BNP Paribas Operational Analytics, BMO Ajeeth Sankaran, U.S. Head of Model Risk, PANEL DISCUSSION Scotiabank 11:15 Reviewing the global focus towards Manuj Gupta, Director of Risk Management, PANEL DISCUSSION PANEL DISCUSSION climate change and broader ESG HSBC 11:15 Regulation and technology: Impact of 11:15 Developing business continuity and • Reputation impact of not keeping up regulatory changes on systems and updating incident response plans for damage limitation • Increased important of ESG-Pandemic and other RISK QUANTIFICATION technology in a loss event factors 11:15 Quantifying model risk to report a full • Global regulatory initiatives • Capturing more data and risk • Understanding the scope of an attack view of risks to management • Upgrading current models • Response time to alert of a breach John Schiavetta, Deputy Chief Risk Officer, • Using models to define and measure risk • Regulatory view on technology uses • Developing defences to respond to an event Alliance Bernstein • Aggregating risk and reporting • Emergence of SupTech (Supervisory Technology • Communication strategies with customers Martha Cummings, EVP, Head of Compliance • Approaches to aggregate model risk for Regulators) • Cyber readiness drills • Regulatory expectations Strategy & Operations, Former Wells Fargo Paul Barkan, Chief Risk Officer, Alpa Inamdar, Head of Third Party Governance Emilie Mazzacurati, Founder & CEO, Four Xiaoling Yu, SVP, Director of Model Validation, Newtown Savings Bank Advisory, BNY Mellon Twenty Seven KeyBank Bob Hill, SVP, Technology Regulatory Ihab Dana, US Regional Head of BCM, RBC Anna Murray, MD, Global Head of ESG, Bentall Remediation, Wells Fargo Capital Markets Green Oak

11:50 – 30 MINUTE REFRESHMENT BREAK AND NETWORKING

ROUNDTABLE DISCUSSIONS DATA ROUNDTABLE DISCUSSIONS ROUNDTABLE DISCUSSIONS 12:20 Data protection and cross border rules 12:20 Managing data risk and leveraging the 12:20 Making risk appetite actionable 12:20 Model inventory and the influences of associated with working remotely operational risk framework SManaging Director of AI and machine learning • What is data – perspective from BNY Mellon Arindam Majumdar, Nison Nagdimov, Senior Operational Risk • How do you define data risks and controls Enterprise Risk Analytics and Reporting, Bank Teuku Arckyansyah Meraxa, Director, Manager, Citi • Enabling the first and second line, while keeping OZK Strategic Initiatives and Model Governance, the third line happy American Express • Rolling it all out and adding value Debbie Williams, Director, Data Strategy, BNY Mellon

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

1:25 CHAIR’S CLOSING REMARKS AND CLOSE

EARN CPE CREDITS, FOR THE MAIN CONVENTION AND FOR NETWORKING: Ample networking opportunities are available throughout the virtual THE FORUM event; networking breaks, round table discussions and exhibition hall Prerequisites: Knowledge of financial risk management across all days to allow for further discussion and networking. 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 LIVE Q&A National Registry of CPE Sponsors. State boards of accountancy have final authority on the Throughout the Convention attendees are invited to ask our speaker acceptance of individual courses for CPE credit. Complaints regarding registered sponsors faculty leading questions. During the multiple presentations and may be submitted to the National Registry of CPE Sponsors through its website: www. panel discussions questions will be delivered live to the presenters learningmarket.org so they can answer your burning questions and provide extra insight. Attendees can earn CPE Credits for the Main Convention (September 23-25) and for the Pre-Event Forum (September 22).

VIRTUAL ROUNDTABLE DISCUSSIONS We 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.

TECHNOLOGY Whilst 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.

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

KEYNOTES INNOVATION IN RISK MANAGEMENT NON-FINANCIAL RISK & RESILIENCE MARKET TRENDS & FINANCIAL RISK MODEL RISK MANAGEMENT Geoff Craddock Paul Barkan Chris Beck Thomas Braun Abhisekh Adukia CRO Chief Risk Officer Executive Risk Consultant Head of CUSO Liquidity and Funding Risk Director, Model Risk Mass Mutual Newtown Savings Bank Milliman UBS Allience Bernstein Oliver Jakob Nasser Fattah Jennifer Bisceglie Jose Canals-Cerda Liming Brotcke International CRO Cybersecurity and Vendor Risk CEO Sr. Special Advisor Head of Model Validation/Sr. Director Mitsubishi UFJ Management Leader Interos Inc Federal Reserve Bank of Philadelphia Ally Former MUFG Tony Peccia George Grahovac Martha Cummings Manuj Gupta CRO Ruchi Gupta Head of Supply Chain Risk EVP, Head of Compliance Strategy & Director of risk management Citibank Canada VP, Credit Risk Honda Operations HSBC Tatiana Segal HSBC Rajat Baijal Former Wells Fargo Michael S Harmon CRO Bob Hill MD, Global Head of Enterprise Risk Vineet Gumasta Managing Director, Market Risk Morgan Stanley Investment Management SVP, Technology Regulatory Remediation Cantor Fitzgerald Head of Balance Sheet Risk Management, Management Nick Silitch Wells Fargo Richard Cech North America Wells Fargo Chief Risk Officer Joshua Kotok Senior Bank Examiner Rabobank Seyhun Hepdogan Prudential Chief Risk & Compliance Officer Federal Reserve Bank of New York Fred Han Director, Model Risk Management Vivek Tyagi First Savings Ihab Dana Director, CECL Execution & Analytics Discover Financial Services CRO, Transaction Banking Ty Lambert US Regional Head of BCM RBC David Palmer Goldman Sachs CRO RBC Capital Markets Stevan Maglic Division of Banking Supervision and Regulation BancorpSouth Bank Rajeev Dave SVP, Head of Quantitative Risk Analytics Federal Reserve Board Markus Lammer Director Compliance Regions Bank Ajeeth Sankaran COO, Ultra High Net Worth Business Barclays Anthony Mancuso US Head of Model Risk ROUNDTABLE DISCUSSIONS Credit Suisse Mahi Dontamsetti Director, Head of Risk Modeling Teuku Arckyansyah Meraxa, Director, Martin Lange Chief Technology Risk Officer and Decisioning Scotiabank Strategic Initiatives and Model Governance, Director, Client Experience Strategy State Street SAS Institute Katherine Taylor American Express AI Specialist, Risk Research and BNY Mellon Mark Elkommos Emilie Mazzacurati Nison Nagdimov, Senior Operational Risk Quantitative Solutions Yogesh Mudgal VP AML & Sanctions Audit Manager Founder & CEO Manager, Citi SAS Director, Emerging Technology Risk Citi Four Twenty Seven Roderick A Powell, SVP, Head of Model Risk Peng Wu Citi Alpa Inamdar Anna Murray Management, Ameris Bank Director of Data Science, Head of Jeff Prelle MD, Global Head of ESG Heather Russell, Director, Model Risk Head of Third Party Governance Advisory Corporate Model Risk Management SVP, Risk Analytics & Data Governance Bentall Green Oak Management, Bank of America BNY Mellon PayPal Bancorp South Phil Ohana Gurraj Singh Sangha, Chief Quantamental Milan R. Kosanovich Katherine Zhang Manan Rawal Executive Director, Market Risk Audit Expert Data Scientist, Portfolio Trading and Risk Supervisory Special Agent Managing Director Strategist, Former State Street Head of Model Risk UBS Federal Bureau of Investigation State Street Chris Smigielski, Model Risk Director, MUFG Julio Rivera Phil Masquelette Oscar Zheng Arvest Bank Richard Robinson VP CECL/CCAR Model Implementation Senior Vice President\CRO & CISO Head of Global Risk Model Fulco Werner, Director, Transaction Services and Analytics Principal Sales Engineer Ulster Savings Bank Validations, Americas Sales, ING Bank NV US Bank Apttus Debbie Williams BNP Paribas Teuku Arckyansyah Meraxa, Director, Oskar Rogg Strategic Initiatives and Model Governance, Jimmy Yang Director, Data Strategy MD, Head of Credit and Head of treasury American Express BNY Mellon Nison Nagdimov, Senior Operational Risk Operational Analytics Xiaoling (sean) Yu Credit Agricole Manager, Citi BMO Director of Model Validation/SVP John Schiavetta Deputy Chief Risk Officer Roderick A Powell, SVP, Head of Model Risk KeyBank tbc Management, Ameris Bank Alliance Bernstein Heather Russell, Director, Model Risk Management, Bank of America Gurraj Singh Sangha, Chief Quantamental Data Scientist, Portfolio Trading and Risk REGISTRATION IS FREE FOR THOSE REPRESENTING Strategist, Former State Street Chris Smigielski, Model Risk Director, REGULATED FINANCIAL INSTITUTIONS* Arvest Bank Fulco Werner, Director, Transaction Services REGISTER HERE Sales, ING Bank NV

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We tackle physical risk head on with data science with end-to-end automation for building, deploying, measure, and remediate risk across their business to comply with analytics that identify the exposure of any location in the world and managing machine learning models. This platform maximizes internal rules and external regulations. OneTrust GRC is a part of to climate change hazards such floods, sea level rise, hurricanes & business value by delivering AI at scale and continuously optimizing OneTrust, the #1 most widely used privacy, security and third-party typhoons, heat stress and water stress, which pose an immediate performance over time. The company’s proven combination of risk platform trusted by more than 6,000 customers and powered threat to investment and loan portfolios. cutting edge software and world-class AI implementation, training, by 100 awarded patents. and support services, empowers any organization – regardless of Four Twenty Seven provides on-demand analytics and subscription size, industry, or resources – to drive better business outcomes with OneTrust GRC is powered by the OneTrust Athena™ AI and robotic data products to access this unique offering. Our physical climate AI. Learn more at datarobot.com. automation engine, and integrates seamlessly with the full OneTrust risk application allows users to explore the climate risk drivers for a platform, including OneTrust Privacy, OneTrust Vendorpedia™, single asset or a portfolio of assets, scoring thousands of locations No matter what role risk plays in OneTrust PreferenceChoice™, OneTrust Ethics, OneTrust in minutes. We also offer forward-looking climate risk scores for your organization, SAS has proven DataGuidance™, and OneTrust DataDiscovery™. equities, based on an ever-growing database that now includes methodologies and practices to over one million corporate sites and covers over 2,000 publicly- help you meet regulatory demands To learn more, visit OneTrustGRC.com or connect on LinkedIn. traded companies globally. Additional datasets include climate with confidence. Our high-powered analytics empowers users to risk scores for Real Estate Investment Trusts, sovereigns and U.S. increase efficiency, transparency and profitability. Risk is at the core Quantitative Enterprise Risk Management Program municipalities. of banking, and SAS’ seamless risk framework enables a risk-aware culture and optimizes capital and liquidity. How do we know? SAS® Four Twenty Seven has won multiple awards for its innovative provides award-winning risk management to customers globally. work on climate risk and resilience and our work has been featured Learn all the ways SAS transforms risk at sas.com/risk. by Bloomberg, the Financial Times and the New York Times. Wolters Kluwer’s Finance Risk & Reporting business is a market Four Twenty Seven was founded in 2012 and is headquartered in leader in the provision Berkeley, California with offices in Washington, DC, Paris, France of integrated finance, and Tokyo, Japan. CO-SPONSORS: risk and regulatory compliance and reporting solutions, supporting regulated financial Interos protects customers’ brand and At Apttus, we institutions in meeting their obligations to external regulators and operations from risk in their extended help companies their own board of directors. supply chains and business relationships. modernize their revenue and legal operations for the digital The first AI-powered platform for eliminating multi-party, multi- economy. We created, continue to move, and lead a space called Wolters Kluwer N.V. (AEX: WKL) is a global leader in information factor risk from 3rd, 4th to nth tier parties, Interos automates the Middle Office, which houses the most important processes for services and solutions for professionals in the health, tax and discovery, detection, and response to financial, operations, any enterprise organization – revenue generation and management accounting, risk and compliance, finance and legal sectors. Wolters governance, geographic, and cyber risk. Designed by experts and of commercial relationships. Kluwer reported 2017 annual revenues of €4.4 billion. The company, leveraging the company’s 15 years of experience in managing headquartered in Alphen aan den Rijn, the Netherlands, serves the world’s most complicated supply chains, Interos provides What is Apttus Contract Management? customers in over 180 countries, maintains operations in over 40 real-time risk management for the largest commercial brands in Apttus Contract Lifecycle Management brings speed, visibility countries and employs 19,000 people worldwide. manufacturing, financial services, and aerospace and defense. and control to the contract management process, so that your agreements become a strategic advantage instead of a cost center. Four Twenty Seven has won multiple awards for its innovative Apttus is the contract management leader, trusted by more than 70 SPONSORSHIP & EXHIBITION work on climate risk and resilience and our work has been featured Fortune 500 companies and used by more than one million users Advance your branding, awareness, industry expertise, thought-leadership and by Bloomberg, the Financial Times and the New York Times. across the globe. Apttus Contract Lifecycle Management is part of lead-generation at the upcoming Risk Americas Virtual Event. Four Twenty Seven was founded in 2012 and is headquartered in the seamless suite of Apttus Quote-to-Cash applications. Sponsorship and exhibition with The Center for Financial Professionals offers unique networking, brand recognition and thought-leadership deliverance Berkeley, California with offices in Washington, DC, Paris, France opportunities with senior risk professionals from around the world. Our business and Tokyo, Japan. With Apttus, organizations get an end-to-end Quote-to-Cash development team will tailor the right package for you. We do everything we solution that streamlines all Middle Office business processes, can to help you get your marketing message across and also to benchmark the Milliman CRisALIS will be an Associate eliminates manual tasks, keeps all stakeholders informed, collapses return on your investment. Sponsor at the 9th Annual Risk Americas sales and contract cycle times, reduces risk, and ultimately Convention maximizes revenue yield. For more information please call us on +1 888 677 7007 or email [email protected]

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