Risk Americas | 9Th Annual | September 23-25, 2020 | Virtual Event Free to Attend* Risk Americas 9Th Annual | September 23-25, 2020 | Virtual Event
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RISK AMERICAS | 9TH ANNUAL | SEPTEMBER 23-25, 2020 | VIRTUAL EVENT FREE TO ATTEND* RISK AMERICAS 9TH ANNUAL | SEPTEMBER 23-25, 2020 | VIRTUAL EVENT TOPICS ADDRESSED FOR 2020: KEYNOTE & PLENARY SESSIONS 60+ 4 4 INDIVIDUAL 500+ 4 HOURS 20+ IBOR | COVID 19 | Geopolitical | Forward View SPEAKERS KEYNOTE WORK STREAMS ATTENDEES OF VIRTUAL INTERACTIVE SESSIONS NETWORKING ROUNDTABLES INNOVATION IN RISK MANAGEMENT Privacy | Customer Experience | AI | FinTech | HEAR FROM 60 CROS AND HEADS OF RISK INCLUDING: Automation | RegTech plus much more... NON-FINANCIAL RISK AND RESILIENCE Data | BCM | Fraud & Financial Crime | Cyber Security | Third Party Risk | Resilience plus much more... MARKET TRENDS AND FINANCIAL RISK Climate Change | Global Recession | Credit Risk | 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: Contact: [email protected] | +1 888 677 7007 | www.risk-americas.com RISK AMERICAS | 9TH ANNUAL | SEPTEMBER 23-25, 2020 | VIRTUAL EVENT KEYNOTE SPEAKER FACULTY 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 Contact: [email protected] | +1 888 677 7007 | www.risk-americas.com RISK AMERICAS | 9TH ANNUAL | SEPTEMBER 23-25, 2020 | VIRTUAL EVENT PRE-EVENT FORUM | IBOR | SEPTEMBER 22 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 Contact: [email protected] | +1 888 677 7007 | www.risk-americas.com RISK AMERICAS | 9TH ANNUAL | SEPTEMBER 23-25, 2020