RISK AMERICAS | 9TH ANNUAL | SEPTEMBER 2-3, 2020 | NEW YORK CITY SUPER EARLY BIRD RATE from $999* Register by July 3

RISK AMERICAS | 9TH ANNUAL | SEPTEMBER 2-3, 2020 | NEW YORK CITY SUPER EARLY BIRD RATE FROM $999* Register by July 3

Institutions speaking include: ARRC, Morgan Stanley, Jacques Longerstaey Tatiana Segal Tom Wipf TD Securities, BNY Mellon, Bank of America, JP Morgan, Vice Chairman SMD, CRO, Nuveen Oliver Jakob CRO Wells Fargo and more.... of Institutional Risk & Valuation International CRO Morgan Stanley Securities, Services DATA PRIVACY & SECURITY | September 1 Mitsubishi UFJ Investment Morgan Chairman, Nuveen a TIAA Oversight and expectations | Regulation | Cloud | Management Stanley, ARRC Company Offshoring | Responding to privacy incidents | Data ethics | Onsite inspection/assessment and more...

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

Welcome to Risk Americas 2020

On behalf of the Center for Financial Professionals, CeFPro, we are excited to announce the launch of the Risk Americas 2020, now in its 9th successful year, taking place on September 2-3 in New York City.

The financial services industry has already witnessed significant change since the financial crisis more than a decade ago, but now faces new technological, geopolitical and social changes too. With ever increasing workloads, professionals need to be experts in their sector, though at the same time be aware of the changes around them and keep an eye on the horizon. International trade is vastly different than what it was a decade, the prospect of an economic downtown looms large for many, while there is an enhanced focus on climate change and the need for sustainable business practices. In addition, advances in technology and innovation have revolutionized financial services, raising questions on the role of banking in the next decade. Risk Americas 2020 is the leading gathering in North America, covering a variety of these topics, including the current and future trends surrounding financial risk, regulation and innovation.

We would like to take a moment to thank the 100+ industry professionals who contributed their time and expertise to assist in shaping the Risk Americas agenda. Over several months a variety of senior professionals participated in roundtable discussions, surveys and interviews to provide feedback on the key challenges in 2020. The research highlighted a strong sense of collaboration and thought sharing throughout the financial landscape which is largely reflected in the ethos of Risk Americas.

The core themes for the upcoming 2020 Convention continue to cover the most critical areas relating to the financial risk and technology developments. Innovation continues to be a strong focus, as institutions aim to enhance their current operations, launch new offerings while mindful of rising ‘fintechs’ in an increasingly volatile business environment. A new addition for 2020 is the non-financial risk and resilience stream, exploring a diverse range of topics typically outside of the ‘quantifiable’ bracket. Market trends and financial risk remain for 2020, with interest rate risk, climate change, IBOR transition, liquidity risk and more. Finally, returning for 2020 is the model risk management stream, which will examine the latest developments surrounding model review, definition and validation while also focusing on the increased use of AI and machine learning.

The two-day Convention offers excellent networking opportunities with over 7 hours of interactive breaks, exclusive closed- door briefings, interactive panels, Q&As and drinks reception. In-session attendees are invited to pick from more than 14 interactive panel discussions and over 30 standalone presentations, taking insight from more over 100 speaker faculty. In addition, CeFPro have also arranged one separately bookable pre-event Forum, IBOR Transition. Whether your objective is learning, networking, engagement with peers or advancing your knowledge, Risk Americas 2020 is both comprehensive enough to cover, yet allows attendees to create their own agenda.

Shannon Harris & Alice Kelly Risk Americas Program Directors Center for Financial Professionals (CeFPro)

[email protected] | [email protected]

NON-FINANCIAL RISK & RESILIENCE STREAM CLOSED DOOR BRIEFINGS Across both days of the event this stream will cover the key risks facing financial For the first time, the 9th Annual Risk Americas will feature a 5th stream which will host institutions and the ability to remain resilient amidst volatility, topics include: closed door briefings. In a closed door setting, the briefings provide an opportunity for open dialogue with industry peers. Industry professionals will discuss and debate key • Cyber risk/resilience • Data topics such as: • Risk ID • Culture • Fraud and financial crime • Risk analytics • Interest rate risk • Disruptive technology • BCM • Third party risk • AI and machine learning in model risk • ESG • Operational resilience • AML • Cyber risk • Operational Resilience and more... • Business email compromise • Payments

REVAMPED & UPDATED NEW KEYNOTE & PLENARY LINE UP Innovation in Risk Management Stream CROS FROM: Automation & Efficiency, FinTech, Data, Cloud, Privacy, AI and Machine Learning Citibank, UBS, Goldman Sachs, Mass Mutual, Former Basel Committee, Nuveen, Mitsubishi UFJ, Morgan Stanley Investment Management and Prudential Market Trends and Financial Risk Stream: Interest Rate Risk, IBOR, Climate Change, Markets, Liquidity Risk, Capital Management TOPICS INCLUDE: Regulation, Risk Appetite, Role of the CRO, Viewing Risk, ESG and Geopolitical Risk Model Risk Management Stream: Model Definition, Inventory, Quantification, Advanced Analytics, Machine Bia, AI and Machine Learning

IBOR FORUM Exploring developments, progress and challenges The benefit to attending Risk Americas is to hear other ahead of IBOR transition industry experts share their opinions on the current risk, Topics include: compliance, and financial innovation landscape, to see what • Global rates • Term rate other concepts, ideas, and products are being developed, and • SOFR • Product design & pricing • Update from the ARRC • Modeling to meet fellow innovators and leaders of the industry. • Derivatives • Documentation Head of Innovations and Intellectual Properties, BLAST

Michael Alix Bill Coen Oliver Jakob Anthony Peccia Citi Alternative Investments. She began her career at BlackRock Financial Management Americas CRO Former Secretary General International CRO Chief Risk Officer after graduating from Columbia University UBS Basel Committee on Banking Mitsubishi UFJ Citibank Canada with a B.A. in Economics. Tatiana serves Michael Alix is Americas Chief Risk Officer Supervision, & Chair, IFRS Advisory Oliver joined MUFG from UBS’ Investment Mr. Anthony Peccia is Managing Director on the boards of New York Landmark for UBS, where he oversees credit, market, Bank, where he was the Global Head of and Chief Risk Officer for Citibank Canada. Conservancy and Tenement Museum, and Council Market Risk. Prior to UBS, Oliver held liquidity, compliance and operational risks of Bill Coen served as Secretary General of the He is responsible for credit, market, is an advisory board member for Alpha various risk management positions in New UBS Group’s US branches and subsidiaries. Basel Committee on Banking Supervision liquidity, operational and pension fund Quotient LLC. She is also a co-chair of the York and Toronto over the last 23 years. Prior to joining UBS in 2018, he was leader of from 2014 to 2019. The Basel Committee is risk management. Prior to that he was He started his career in Bankers Trust’s Risk PAG NY for 100 Women in Finance. the Financial Services Advisory Risk Practice the international group of central bankers Managing Director of Operational Risk at Market Risk Department. Oliver graduated for PwC, where he advised major financial and banking supervisors responsible for Citi, responsible for the development and from Karlsruhe University (Germany) with services firms on risk and regulatory matters, setting global banking standards. As implementation of operational risk policy a diploma in Industrial Engineering. Oliver Nicholas Silitch including risk governance and capital and Secretary General, Bill directed the work and standards globally and managing holds a CFA designation. Group CRO liquidity stress testing. From 2008 through of the Basel Committee and managed its the global AMA implementation plan Mr. 2014, he was a senior officer at the Federal Secretariat. He served as chair of the Basel Peccia has extensive experience in all the Prudential Reserve Bank of New York, where he Committee’s Policy Development Group, major risk types, including credit portfolio Nicholas Silitchis senior vice president, chief helped manage the FRBNY’s crisis-driven which was responsible for developing and Jacques Longerstaey management, market, operational, and risk officer of Prudential Financial, Inc. In credit exposures, led the risk supervision recommending the Basel III post-crisis SMD, CRO, Nuveen Risk liquidity risk management. Mr. Peccia this role, Silitch oversees Prudential’s risk organization, and served on senior policy has had leadership roles in asset liability management infrastructure and risk profile reforms for endorsement by the Basel & Valuation Services and governance committees. He also served Committee and its governing body – management, capital market financing, across all business lines and risk types. Under in a variety of senior risk management roles Nuveen a TIAA Company structured derivatives, securitization and his direction, his team develops models, (GHOS). in the financial services industry, including Jacques is the Chief Risk Officer at Nuveen corporate insurance. Prior to joining Citi, Mr metrics, frameworks and governance at Bear Stearns, Merrill Lynch, and Irving and a member of the TIAA Enterprise Risk Peccia has consulted to major global banks to manage risk, and works with internal Trust Company. He holds a BA in economics Management leadership team. Prior to on operational risk management. He has corporate partners and business groups to from Duke University and an MBA in finance Geoff Craddock joining Nuveen, Jacques was the Chief started up and managed operational risk identify, assess and prioritize risk across the from the Wharton School of the University of CRO Investment and Model Risk Officer in the departments at BMO and CIBC. At CIBC company. Wealth & Investment Management Division Pennsylvania. Mass Mutual he developed the industry first AMA op risk Geoffrey (“Geoff”) Craddock joined of Wells Fargo. He has been the Chief Risk model. Prior to that, he was head of Treasury MassMutual as Chief Risk Officer in October Officer of State Street Global Advisors and Option hedging at CIBC. Previously he was Vivek Tyagi 2017 from its asset management subsidiary, Putnam Investments in Boston and was Assistant Treasurer at RBC, in charge of Paul Barkan co-head of the risk management group at CRO - Transaction Banking Chief Risk Officer OppenheimerFunds. In his role, Geoff domestic and international long term debt Goldman Sachs Asset Management in New and equity financing. Mr. Peccia has an MBA Goldman Sachs is responsible for driving a holistic risk Vivek is Chief Risk Officer for Transaction Newtown Savings Bank management approach across MassMutual York and London. From 1987 to 1998, he and MSC in physics. Paul Barkan is Senior Vice President, Chief Banking at Goldman Sachs.He previously and its subsidiaries, managing operational held various positions at J.P Morgan and Co. Risk Officer of Newtown Savings Bank and served as Division Risk Executive at SVB and reputational risks while setting the (economist and fixed income researcher for joined the Bank in 2016. He is responsible for Financial, Bank of America, JP Morgan and strategic priorities of the Enterprise Risk the Benelux, head of the Bond Index Group, leading the Risk Management, Compliance, Tatiana Segal Citigroup. Earlier in his career, Vivek served Management (ERM) function. Geoff is developer of the RiskMetrics value-at-risk Asser Recovery and Anti-Fraud units and has International CRO as head of Global Banknotes at Bank of responsible for anticipating changes in methodology). Jacques graduated with a held various financial-related positions in America, and as transactor in Structured the environment, proactively limiting degree in Economics from the University Morgan Stanley Investment Compliance and Risk Management during Finance at Citigroup. Vivek earned an MBA MassMutual’s risk and quickly reacting to of Louvain in Belgium. He is a member Management the course of his career. of the Board of Trustees of GARP (Global Tatiana Segal is a Managing Director and from the Fuqua School at Duke University disruptions, playing a critical role in achieving and a BCom from the Shri Ram College of the company’s strategic objectives. He is Association of Risk Professionals) and chairs a Chief Risk Officer at Morgan Stanley Mr. Barkan earned a B.A. from Binghamton Commerce at Delhi University. a member of the MassMutual’s Executive the compensation committee. Investment Management. Prior to joining University in 1990 and a J.D. from American Leadership Team. Geoff holds an MBA from MSIM, she was a partner and the Head of University in 1993. He is currently a member Cranfield School of Management and a BA/ Risk Management at SkyBridge Capital. of ACAMS and has extensive experience MA from Magdalene College, Cambridge, Prior to joining SkyBridge, she was a in project management, data privacy, both in the United Kingdom. Managing Director and Chief Risk Officer regulatory compliance, crisis management, at Cerberus Capital Management. Before AML-KYC due diligence, risk assessments, joining Cerberus, she held positions of monitoring and testing, and employee progressive seniority at Goldman Sachs training. Asset Management, Nomura Securities, and

Michael Alix Paul Barkan Bill Coen Geoff Craddock Oliver Jakob Jacques Longerstaey Anthony Peccia Tatiana Segal Nicholas Silitch Vivek Tyagi

8:00 REGISTRATION AND BREAKFAST PRODUCT DESIGN & PRICING 1:30 Discussing the challenges of designing and pricing new products 8:50 CHAIR’S OPENING REMARKS to be commercially viable

FIRESIDE CHAT – ARRC MODELLING 09:00 Discussing the ARRC’s progress to date and priorities going forward 2:05 Understanding the changes to modelling requirements needed in the transition to facilitate transition Tom Wipf, Vice Chairman of Institutional Securities, Morgan Stanley, / Chairman, ARRC Xiaobo Liu, Head of Markets Model Validation/Managing Director, Corporate Model Risk Management, Wells Fargo GLOBAL RATES – PANEL DISCUSSION 09:35 Exploring the variations in global rates and the challenges of adapting DOCUMENTATION – PANEL DISCUSSION to multiple currencies 2:40 Exploring the practical challenges and industry approaches of updating documentation and legacy contracts Gennadiy Goldberg, US Rates Strategy, TD Securities Chris Killian, MD, Securitization and Credit Markets, SIFMA 10:15 MORNING REFRESHMENT BREAK & NETWORKING Alexis Pederson, Senior Company Counsel, Wells Fargo Tess Virmani, Associate General Counsel & SVP, Public Policy, LSTA SOFR Priya Misra, Head of Global Rates Strategy, TD Securities 10:45 Reviewing the latest SOFR developments and the key market trends as firms prepare to move onto alternative rates 3:20 AFTERNOON REFRESHMENT BREAK & NETWORKING Mark Cabana, Head of US Rates Strategy, Bank of America TECHNOLOGY & IT 3:50 Discussing the IT and technology needs to facilitate transition and DERIVATIVES trade new products 11:20 Assessing the current behaviour and future expectations of the derivatives market IMPLEMENTATION CHALLENGES Josh Younger, Managing Director, JP Morgan 4:25 Understanding the operational and internal implications associated with the removal of LIBOR TERM RATE Sheryl King, Advisor, Bank of Canada 11:55 Exploring the next steps and developments associated with the term rates 5:00 CHAIR’S CLOSING REMARKS & END OF FORUM Sonali Das Theisen, Head of Fixed Income Market Structure and E-Trading, Bank of America

12:30 LUNCH BREAK & NETWORKING VIEW THE FULL AGENDA ONLINE HERE

OVERSIGHT AND EXPECTATIONS OFFSHORING • Data protection and privacy • Offshoring sensitive data • Evolving expectations for control environment • Monitoring higher risk countries • Evolution of privacy • Allowance of types of data in high risk countries • Higher expectations for control environment to protect data • Security and privacy certifications – key essentials required • Tightening controls around data RESPONDING TO PRIVACY INCIDENTS • Termination of the relationship • Risk acceptance and risk review category REGULATION • Escalating exposure to senior management • CCPA and GDPR overview • Escalation paths and protocols • Implementation and impact • Defining easonabler security using CIS controls • Impact of laws and regulations changing consumer right over their data • Compliance risks DATA ETHICS • Increased potential for fines for non-compliance • Law and requirements vs ethics • Implementing the right to be forgotten • Aligning data captured and publicly available data • CCPA as most prescriptive minimum standard • Providing an enhanced service based on data • Changing dynamic for cash products • Use of social media feeds while maintaining ethics • Defining the line of what publicly available information is ethical CLOUD: POSSIBILITIES AND PERILS • Provisions to protect sensitive data • Controls of cloud provider to manage a breach • Checks to conduct on the cloud provider ONSITE INSPECTION/ASSESSMENT: KEY REQUIREMENTS AND ALTERNATIVES • Reputational implications • External reports and assessments to satisfy regulators • Ensuring vendor compliance of privacy laws • What to look for on walk through • Privacy and control over data • Walking through critical inherent risk when not classified as a data centre • Looking to the status in 2025 • Changes year on year to level: Raising issues to track and raise attention • Next best thing to satisfy requirements

VIEW THE FULL AGENDA ONLINE HERE

8:00 REGISTRATION AND BREAKFAST | 8:40 CENTER FOR FINANCIAL PROFESSIONALS WELCOME | 8:50 CHAIR’S OPENING REMARKS

KEYNOTE ADDRESS PANEL DISCUSSION KEYNOTE ADDRESS 9:00 Aligning risk appetite with strategic 9:35 Reviewing the role and skillsets of the CRO and risk 10:15 Incorporating ESG into strategy & planning objectives and using to drive business management team in an evolving technical landscape and considerations for risk teams - Evolution of risk appetite and priorities and - Changes to the role with ongoing automation - ESG issues for ethical investing making risk appetite actionable - People risk and impact on staffing - Incorporating into portfolios - Combining qualitative statements and quantitative metrics - Requirements from academia to produce new candidates - Understanding where risk plays a part - Stature of risk in an organization - Changes in requirement profile with increased - Reducing carbon footprint of the industry - Education of risk appetite and keeping it at the forefront use of AI and machine learning - Changing and embedding risk culture into risk appetite - Skillsets and talent for senior personnel Jacques Longerstaey, SMD, CRO, Nuveen Risk - Aggregating metrics to balance risk appetite and risk profile & Valuation Services, Nuveen a TIAA Company Anthony Peccia, CRO, Citibank Canada Michael Alix, Americas CRO, UBS Oliver Jakob, International CRO, Mitsubishi UFJ Vivek Tyagi, CRO, Transaction Banking, Goldman Sachs

10:50 MORNING REFRESHMENT BREAK AND NETWORKING

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

AUTOMATION AND EFFICIENCY CYBER RISK REPO MARKETS MODEL DEFINITION 11:20 Use of technology and opportunities for 11:20 Building effective cyber security 11:20 Reviewing changes to US repo market 11:20 Managing expanded definitions of a automation and efficiency defences and mitigating the risk and impact on liquidity and funding model and incorporating qualitative models • Reducing labour intensive functions • Increased investment across the industry • Funding from the Federal Reserve and methodology • Substituting for high productivity automated • Increased use of ransomware: Understanding • Short term repo rate fluctuations • Expanding definitions omr regulators solutions exposure • The impact of compliance and regulation on • Movement towards qualitative models • Reducing manual input • Controls and mitigation liquidity • Treatment of AI and machine learning • Explainability of models • Education gap between risk and technology • Spike in interest rates • Impact to inventory • Harmonizing data sources and creating teams • Impact on treasury and funding • Determining models vs. non models and intelligence systems • Global data privacy requirements • Changes to business qualitative methodology • Increasing automation and analytics • Safeguarding the information of customers Oskar Rogg, Head of Treasury, Credit Agricole Azlina Wetmore, VP, Risk Management, Tom Wells, SVP, CRO, Digital, US Bank Capital One

PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION 11:55 Exploring opportunities of FinTech 11:55 Building cyber resilience to protect 11:55 Impact of interest rate risk on pricing 11:55 Model inventory: Tools and techniques innovation on risk management and financial customers and the institution and portfolios for an accurate inventory services • Creating innovative processes to defend • Preparedness of infrastructure for a low or • Inventory management to identify all models • Protecting customers and reputation when internally and externally negative rate environment • Identifying where models are and where data making decisions • How risk and cyber security teams are acting • Impact of negative European rates comes from • Use cases and case studies harmoniously to serve the business interests • Impact on pricing and portfolios • Increasing efficiency and automation • Influence on solving risk problems • Changing culture to be more cyber aware • Best practice to monitor risk in a low rate opportunities • Partnering with FinTechs • Building controls to keep ahead of change environment • Validating models and data input • Getting comfortable with black box models • Risk identification and assessment • Modeling to asses impact • Approaches to ensure inventory is complete • Testing and monitoring • Model risk control and governance process Murad Nayal, Global Head of Risk Informatics, Tom Wells, SVP, CRO, Digital, US Bank • Global rate environment Andreza Pimentel Barbosa, Global Head of Goldman Sachs Rajat Baijal, MD, Global Head of Enterprise Risk, • Internal audit approaches to interest rate risk Model Governance, Goldman Sachs Markus Lammer, COO, Ultra High Net Worth Cantor Fitzgerald Head of Market Risk Analytics and Dajun Tuo, Chris Smigielski, Model Risk Director, Business, Credit Suisse Phil Masquelette, SVP and CRO, Ulster Savings Economic Capital Modeling, GE Capital Arvest Bank Manoj Kulkarni, Managing Director, Barclays Bank Senior Director, Portfolio Mike Huff, Teuku Arckyansyah Meraxa, Director, Strategic Paul Barkan, Chief Risk Officer, Newtown Management and Asset Allocation, TIAA Initiatives and Model Governance, American Savings Bank Oliver Jakob, International CRO, Mitsubishi UFJ Express Chris Harner, Managing Director, Cyber Risk Judith Hilton, CRO, DWS Americas Solutions (CRS), Milliman

12:35 LUNCH BREAK, ROUNDTABLE DISCUSSIONS AND NETWORKING

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

REPORTING BCM THE FUTURE OF MRM 1:35 Ensuring transparency in reporting and 1:35 Developing business continuity and 1:35 Next step in financial planning and 1:35 The future of model risk management communicating technology risks to decision incident response plans for damage limitation forecasting and technology uses to drive efficiency • Expanding definition and governance groups makers in a loss event Senior Vice President, • Presenting risk and mitigation strategy • Understanding the scope of an attack Charles A. Richard, III, • Assigning responsibility to expanding remit • Keeping the Board of Directors informed • Impacts to customers and internally Quantitative Risk Management, Inc. • Maturity of model risk programs • Managing risk at an enterprise level • Response time to alert of a breach • Skillsets within an expanding MRM team • Impacts on strategic decision making • Developing defences to respond to an event • Replacing outdated methods • Reporting deliverables and using to make • Communication strategies with customers • Using technology to drive efficiency decisions • Cyber readiness drills Liming Brotcke, Head of Model Validation/Sr. Director, Ally

CLIENT EXPERIENCE NON-FINANCIAL RISK ECONOMIC DOWNTURN RISK QUANTIFICATION 2:10 Establishing a mature client experience 2:10 An integrated practical framework for 2:10 Managing uncertainty in markets and 2:10 Quantifying model risk to report a full practice as part of the digital transformation managing non-financial risks preparing for the next recession view of risks to management strategy Chief Risk Officer, • Changes to risk profile • Using models to define and measure risk • Understanding CX as a practice and its impact Anthony Peccia, Citibank • Managing balance sheet and asset liability • Aggregating risk and reporting • The role of design as part of the practice Canada • Interest rate and liquidity changes • Approaches to aggregate model risk • Navigating cultural differences • When will the next downturn be and how severe • Regulatory expectations • Establishing new ways of working will it be? • Economic factors pointing to a recession Kapil Vohra, Director, Head of Barclaycard IVU, Martin Lange, Director, Client Experience • Managing a future credit crunch Barclays Strategy, BNY Mellon Phil Ohana, Executive Director, Market Risk Audit Expert, UBS

AI AND MACHINE LEARNING FRAUD AND FINANCIAL CRIME ECONOMIC DOWNTURN CONTINUED MODEL REVIEW 2:45 Practical uses of A.I. and machine 2:45 Reviewing the fraud and financial crime 2:45 Part II - Preparing for the next economic 2:45 Model review process: Ensuring models learning in risk management landscape and evolution of threats downturn and volatile market conditions capture core risks for the business • Learn how leading practitioners are using A.I. and • Progress in human trafficking • What is different/similar this time? • Reviewing basic assumptions machine learning in credit • Leveraging public/private partnerships • Quantitative and qualitative considerations • Balancing quantitative validation with business • Hear about ways to use A.I. and machine learning • Ensuring your framework is forward-looking and needs in anti-money laundering effective • How banks are using A.I. and machine learning to • maintaining discipline and ensuring action ability detect and prevent fraud • Portfolio rebalancing and strengthening your • Hear how model risk management challenges balance sheet change with A.I. and how leading banks are • Risk mitigation, structured solutions, and addressing this insurance protection HP Bunaes, General Manager, Banking, Stevan Maglic, SVP, Head of Quantitative Risk DataRobot Analytics, Regions Bank

3:20 AFTERNOON REFRESHMENT BREAK AND NETWORKING

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

AI AND MACHINE LEARNING BUSINESS EMAIL COMPROMISE 3:50 The reduced form explanation for the ENTERPRISE MRM 3:50 Managing risk of AI and machine learning 3:50 Educating and protecting customers and bond-Credit Default Swap (CDS) basis 3:50 Incorporating model risk management models and understanding outputs staff from business email compromise and • A new formula for the bond/cds basis consist principles across lines of business and risk • Regulatory outlook on use of automation reducing vulnerabilities with traded bond prices • SR11-7 rule to ensure consistent approaches techniques • Vulnerabilities to scams regardless of company • Exact formula for the relationship of traded credit • Validation of models and assumptions • Demonstrating to regulators understanding of size spread and quoted CDS • Creating overlays and expert judgement to algorithm process and outputs • Social engineering increasing vulnerability • Pricing: default risk, risk-free term structure of produce scenarios • Building governance structures • Training and awareness internally and of interest rates, recovery rates, liquidity factors • Aligning unique composition of portfolios • Responsible adoption of AI and machine learning customers • ISDA Model risk – constant and equal discount • SME to evaluate conceptual soundness • Removing bias from data and outputs rates, principal payments, Libor-swap curve • Liability of banks vs. customer Director Model Risk • Producing a maturity model for AI • Reputation damage • Overcoming common yet inaccurate assumptions Heather Russell, • Limiting functionality offerings on products and • Considerations: bond market illiquidity, market- Management, Bank of America Yogesh Mudgal, Director, Emerging Technology services implied recovery rates, use of historical data Risk, Citi • Building relationships to protect customers based for default probabilities • Communications for fraud or market abuse Donald R. van Deventer, Founder and CEO, situations Kamakura Corporation Rajeev Dave, Director, Compliance, Barclays Robert Jarrow, Director of Research, Kamakura Corporation, / Professor, Cornell University

REGTECH RISK ID IBOR MODEL LIFECYCLE 4:25 Regulation and technology: Impact of 4:25 Risk identification and risk reporting as a 4:25 An update on developments with IBOR 4:25 End to end management of model risk regulatory changes on systems and updating value added process to drive decision making replacement rates and the anticipated market • Lifecycle of a model technology • Differentiating key and material risks conditions post transition • Finding models to build inventory • Capturing more data and risk • Designing processes and methods to meet • Global replacement indexes • Finding data sources • Upgrading current models regulatory expectations • Differences with new reference rates • Ongoing management and checking • Regulatory view on technology uses • Striking the balance between granularity and high • Functionality of SOFR level risks • Trading SOFR based products Olmo Vazquez Rodriguez, Global CEO, Mirai • Meeting internal reporting expectations and • Finding stability in SOFR performance ALM Advisory & MAT managing risk • Overnight collateral with no credit spread • Integrating strategy and risk identification Thomas Braun, Head of CUSO Liquidity and Julia Lo, Director, Internal Audit, Prudential Funding Risk, UBS James McIntosh, ED, Head of Enterprise Risk Management Programs, CIBC

PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION 5:00 Reviewing progress to update payment 5:00 Building resilience principles into 5:00 Reviewing internal requirements to 5:00 Model validation techniques systems and mitigate the risk operational risk to maintain critical services facilitate IBOR transition including technology, • Improving efficiency of validation activities • Uses for internal ledger accounting • Relationship with risk appetite contract review and modeling Head of Global Market Risk • Increased use of mobile banking • Guidance in the US compared to Europe/UK • Creating a comprehensive inventory of contracts Oscar Zheng, • Monitoring third party platforms • Converting existing processes and frameworks • Changing current contracts and legal agreements Model Validations, BNP Paribas • Risk of real time transactions and limited • Assigning critical business owners to new rates Ajeeth Sankaran, US Head, Model Risk, monitoring • Understanding where resilience fits within a risk • Renegotiation of contracts on a bilateral basis Scotiabank • Transparency and understanding of where money management framework • Impact on models and business processes is coming from • Methodologies and structures • Updating all models using LIBOR rates Manuj Gupta, Director of Risk Management, • Managing and monitoring risk • Volatility matrix recalibration HSBC Officer and Department Head Melissa Mellen, • Eliminating conduct risk Head of Model Validation, Jim Maimone, SVP, Senior Enterprise Payments of Policy, Analytics and Vendor Strategy, Julia Litvinova, • Next steps to ensure compliance Managing Director, State Street Platform Product Manager, Citizens Bank Federal Reserve Bank of New York Thomas Braun, Head of CUSO Liquidity and Fulco Werner, Director, Transaction Services Clarice Carotti, Head of Market, Liquidity and Funding Risk, UBS Sales, ING Bank NV Operational Risk Management, Intesa Sanpaolo NY Branch John Schiavetta, Deputy Chief Risk Officer, Nick Kapatos, Enterprise Risk Manager, Alliance Bernstein Allegiance Bank

5:40 CHAIRS’ CLOSING REMARKS | 5:50 END OF DAY 1 AND NETWORKING DRINKS RECEPTION

8:00 REGISTRATION AND BREAKFAST | 8:40 CENTER FOR FINANCIAL PROFESSIONALS WELCOME | 8:50 CHAIR’S OPENING REMARKS

KEYNOTE ADDRESS PANEL DISCUSSION KEYNOTE ADDRESS 09:00 Risk management through a forward thinking lense 9:30 Contingency planning for future economic 10:10 Has regulation gone too far - The world is changing at a pace unknown to downturn and increase geopolitical uncertainty or is there still more to be done? us and the breadth and depth of change is continuous - Risk management strategies to consider geopolitical - Taking stock of regulatory reform - Navigating risk has always been an important part of the journey - Technology capabilities of countries causing disruptions - FinTech: Same activity, same regulations? - We are increasingly faced with economic, technological, - What will cause the next recession? - What lies in the road ahead? biomedical and environmental risks - Demand for new products to hedge risk - Managing risk through the right lenses is - House insurance to protect against climate change Bill Coen, Former Secretary General, critical to our longevity and relevance - Capitalization to manage the risk Basel Committee on Banking Supervision, & Chair, - Understanding of past’s events - Operational preparation and market risk impact preparation IFRS Advisory Council - Looking to the future to understand risk, its implications and - Changing risk profile with social media potential outcomes in a more predictive and proactive way Geoff Craddock, CRO, MassMutual Nicholas Silitch, Group CRO, Prudential Tatiana Segal, CRO, Morgan Stanley Investment Management Paul Barkan, Chief Risk Officer, Newtown Savings Bank

10:45 MORNING REFRESHMENT BREAK AND NETWORKING

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

QUANTUM COMPUTING CULTURE 11:15 Developing your strategic risk profile ADVANCED ANALYTICS 11:15 Developing use cases for quantum 11:15 Changing culture to incentivize and • Strategic Risk Appetite Statement 11:15 Monitoring and validation of neural computing in finance and uses in risk promote good conduct • Risk Attributes and KRI’s networks and advanced analytics management • Regulatory focus on conduct agendas • Measuring the Quality of Risk Management • Traditional models vs. neural networks and • Overhaul of encryption approaches • Treating customers fairly and complying with • Aggregation of Strategic Risk advanced analytics • Board Reporting • Changing securing channels and data storage regulatory expectations • Applying model validation principles to neural • Monetizing Strategic Risk for Capital Stress • Tone from the top networks and advanced analytics Gurraj Singh Sangha, Chief Quantamental Data Testing • Effective monitoring of models that automatically Scientist, Portfolio Trading and Risk Strategist, Nison Nagdimov, Senior Operational Risk Arindam Majumdar, Managing Director, changes Former State Street Manager, Citi Enterprise Risk Analytics and Reporting, Bank Xiaoling Yu, Director of Model Validation/SVP, OZK KeyBank Michael B. Glotz, CEO & Co-Founder, Strategic Risk Associates

PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION 11:55 Positioning and evolving privacy 11:55 Utilizing new AML tactics to detect 11:55 Managing global focus towards climate 11:55 Collecting the right data and building programs to account for different programs activity and increase efficiency in monitoring change agendas and impact to business lines transformation programs across jurisdictions • Bringing AI and machine learning into AML and product offerings • Data limitation with disparate systems • Developing systems to facilitate changing monitoring • Reputation impact of not keeping up • Mitigating data limitation requirements • Increasing efficiency in outputs • Insurance and credit worthiness • Meeting regulatory model development • Preparing for state changes • Eliminating or reducing false positives • Global regulatory initiatives standards • Keeping ahead of change • Reallocating resources to more important • Developing models for small portfolios or • Intersection of regulation and technology investigations John Schiavetta, Deputy Chief Risk Officer, products • Cross border challenge for institutions operating • Challenges for FBOs complying with multiple Alliance Bernstein • Qualitative capture of broad set of risks across jurisdictions requirements Malik Ali, VP, Audit, Head of Capital markets, • Ongoing monitoring for qualitative models • Relationship between data portability and privacy • KYC and client onboarding practices Private Equity and Infrastructure Audit, OMERS Michael Harmon, Managing Director, Market • Balancing privacy and commerce • Engaging KRIs and risk appetite Risk Management, Wells Fargo Manager, Financial Crime Risk James Bone, Lecturer in Discipline, ERM, Mark Elkommos, Katherine Zhang, Managing Director, Assurance, Columbia University’s School of Professional HSBC State Street Studies ERM Program Director of Model Validation/SVP, Xiaoling Yu, Abhisekh Adukia, Director, Model Risk, Alliance KeyBank Bernstein Milan R. Kosanovich, Supervisory Special Agent, Federal Bureau of Investigation HP Bunaes, General Manager, Banking, DataRobot

12:45 LUNCH BREAK AND NETWORKING

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

DATA THIRD PARTY RISK DERIVATIVES AI AND MACHINE LEARNING 1:45 Developing data management 1:45 Reshaping the boundaries of third 1:45 Theory and application of a non-risk 1:45 Managing machine learning and artificial infrastructure to support compliance and party risk neutral approach to derivatives intelligence model risks change programs • As TPRM exposures escalate in the financial • Data driven description of market micro-structure • Model and data security risks • Making data less siloed and accessible across the services industry, they are reshaping the • Term structure of non-normality of returns • Business risk of bringing in viruses organization fundamentals of the discipline • Non-parametric optimal hedging strategy • Capturing risks specific to machine learning • Effective quality assurance and control programs • Firms need to be fully mindful of these changes • Option strike term dependent expected P&L and • Embedding across the bank • Developing preventative practices • How can firms prepare for upcoming challenges? residual risk asymmetry • Developing guidance for validation and • Identifying data lineage • Pursuit of risk-controlled yield and carry governance Richard Cech, Senior Bank Examiner, • Developing data hygiene programs controlled tail risk opportunity • Applicability of SR11-7 to AI and machine Federal Reserve Bank of New York learning models Michelle Hubertus, MD, Risk Data Management Vivek Kapoor, CIO, Volaris Capital and Innovation, Deutsche Bank Management LLC David Palmer, Division of Banking Supervision and Regulation, Federal Reserve Board

CLOUD BASEL IV VALIDATING MACHINE LEARNING MODELS 2:25 Implementation strategies to ensure 2:25 Third-Party Risk Management: 2:25 The journey to compliance: 2:25 Best practices for validating machine security and accessibility of data on the cloud Overcoming today’s most common challenges Understanding how technology can assist with learning models • Making models portable in the cloud • Managing third-party risk before, during and regulatory compliance, leveraging investment • Defining an AI model • Education on using cloud and ensuring security after vendor onboarding to look ahead and identify shortfalls before • Managing transparency of AI models • Vulnerabilities storing externally • Reviewing the drivers and challenges • Making models explainable to users, validators they arise and auditors • Managing as a third party organizations face when managing third-party • Integrating regulatory metrics across Capital, • Skillsets needed for development and validation • Data portability across jurisdictions risk Market Risk and Liquidity • Data governance frameworks • Identifying priorities before, during and after • How complying today is not yet planning for • Keeping up with frequency of model recalibration • Transparency of infrastructure vendor procurement tomorrow SVP, Head of Model Risk • Automating the third-party risk lifecycle with a Roderick A Powell, • Prudential consolidation, or how proportionality Management, Ameris Bank step-by-step approach multiplies complexity OneTrust • How technology can o Increase quality, consistency and control over an already complex process o Scale up Basel IV performance to facilitate on- demand, forward-looking metrics o Help minimize cost and maintenance of ever- changing regulations Bart Everaert, Director Product Management, Wolters Kluwer

PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION 3:05 Assessing the implications of CeFPro’s 3:05 Key findings from CeFPro’s Non-Financial 3:05 Reviewing the post implementation 3:05 Evaluating fairness and bias in models for international research on the FinTech Risk Leaders survey and report impact of CECL on books and the business proactive mitigation of algorithmic bias ecosystem: How can we define the current • Implications incorporating life of loan into stress • Maturing programs and developing teams Jack Sprague, SVP, Operational Risk, HSBC/ testing • Impact on reputation risk FinTech ecosystem? CeFPro NFR Advisory Board Member • Model governance process to mitigate bias • Interactive session benchmarking audience views • Standardizing data execution process Chris Smigielski, Model Risk Director, Arvest • Variable suppression technique and survey responses Julio Rivera, VP CECL/CCAR Model • Insight into the key findings of the global FinTech Bank/CeFPro NFR Advisory Board Member Implementation and Analytics, US Bank Seyhun Hepdogan, Director, Model Risk Leaders research Management, Discover Financial Services • Participate in Q&As and interactive polls Jose Canals-Cerda, Senior Special Advisor, Director of Data Science,Head of throughout Federal Reserve Bank of Philadelphia Peng Wu, Corporate Model Risk Management, PayPal Joshua Kotok, Chief Risk and Compliance Fred Han, Director of Design and Reporting, James Bone, Lecturer in Discipline, Columbia Officer, First Savings / CeFPro FinTech RBC University’s School of Professional Studies Advisory Board Member ERM Program Manan Rawal, Head of US Model Risk Management, HSBC / CeFPro FinTech Advisory Board

3:55 AFTERNOON REFRESHMENT BREAK AND NETWORKING

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

ASSESSING CYBER RISK RISK ANALYTICS LIQUIDITY RISK CECL 4:25 Approaches to make better risk decisions 4:25 Aggregating metrics to balance risk 4:25 Interplay across liquidity risk 4:25 Data and modeling requirements for and manage cyber security appetite and risk profile requirements and ensuring compliance in a CECL and lessons learned from first wave • How to do high-precision probabilistic risk • Framework to construct an institutions risk changing landscape • Data quality implementation assessments appetite • Composition of deposits in different institutions • Model lifecycle: Leveraging CCAR models for • Simple math tricks to create models for any type • Methodology to support risk appetite with • Funding models to maintain liquidity CECL of risk assessments for cybersecurity and finance qualitative statement and quantitative metrics • Transferring the cost of liquidity across lines of • Sourcing of data and quality metrics • Work through a real-world Public Reputation Risk • Monitoring risk profile with risk appetite using business Assessment (No such thing as Private Reputation risk indices which aggregate an institution’s risk • Adjustments for different sized institutions Kai-Ching Lin, Head of Market and Model Risk, Risk) that includes public stock price volatility posture across level 1, 2 and 3 risk categories • Wholesale funding in the market Valley National Bank fluctuations. • Balancing the ‘art’ and ‘science’ of constructing • Calculating and monitoring NSFR of risk indices Andrew Craig, Funding and Liquidity Risk, Arindam Majumdar, Managing Director, Federal Reserve Bank of New York Enterprise Risk Analytics and Reporting, Bank OZK

DISRUPTION DATA INTRADAY LIQUIDITY CECL 5:05 Reviewing disruptive trends emerging 5:05 Managing data risk and leveraging the 5:05 Managing processes and methodology 5:05 Developing analytics platforms to build across the industry and gaining competitive operational risk framework for intraday liquidity and ensuring operational an run CECL and CCAR models advantage • What is data – perspective from BNY Mellon efficiency • Build out on internal cloud • Fundamental risk to business models • How do you define data risks and controls • Buffer to hold for intraday liquidity stress • Goals to avoid UDTs • Robin Hood trading fee example • Enabling the first and second line, while keeping • Frameworks and policies raise awareness across • Uses of SPARK, big data and cloud platforms • Gaining competitive edge the third line happy the firm • Tools available in the open source comment to • FinTech and BigTech disruption case studies • Rolling it all out and adding value • Establishing FTP delivery or API connectivity with build an ecosystem vendor to ensure accurate and efficiency daily • Automating the entire process of CCAR and Markus Lammer, COO, Ultra High Net Worth Debbie Williams, Director, Data Strategy, data transmittal CECL Business, Credit Suisse BNY Mellon • Automating liquidity risk reporting via Python • Established daily minimum liquidity limit to battle Rajesh Kaveti, Director, Head of Finance T+0 redemption via NSCC Regulatory/Capital Adequacy Technology, BNY Mellon Lu Chang, Chief Risk Officer, Angel Oak Capital Advisors

5:45 CHAIRS’ CLOSING REMARKS | 5:55 END OF RISK AMERICAS 2020

SUPER EARLY BIRD FROM $999 (SAVE $300) (Register by July 3)

For the first time, Risk Americas 2020 will feature a 5th stream which will host a series of closed door briefings. Leading experts will discuss and debate key topics across the industry in a closed door setting allowing for open conversation and debate. Each session will include an industry expert to host/moderate and around 15-20 attendees to participate in the discussion. These sessions will run in unison with the main event, to register your interest please contact us at [email protected] – please note that seats are limited and final attendees to be confirmed by CeFPro.

INTEREST RATE RISK ESG OPERATIONAL RESILIENCE AI AND MACHINE CYBER RISK/ Reviewing the changing interest Defining the requirements Discussing how current LEARNING IN MODEL RISK DISRUPTIVE TECHNOLOGY rate environment and impact on the surrounding ESG in a modern day operational risk infrastructure Highlighting the latest Discussing the key concerns within economy and recession financial institution is ready to handle the changing developments within AI cyber risk and disruptive technology Daniel Alamariu Rosanna Pezzo-Brizio landscape in today’s environment and machine learning within across the financial landscape ED, Head of US country risk Director, Investment Joshua Kotok model risk management UBS Consulting Group Chief Risk & Compliance Officer New York Life Investment First Savings Management

NETWORKING OPPORTUNITIES:

NETWORKING: DRINKS RECEPTION Ample networking opportunities are available throughout the two days; breakfast, Immediately following the end of day one, there will be a drinks reception to wrap lunch and refreshments will also be served across both days to allow for further up the first day. Unwind in a more informal setting with drinks and canapés to discussion and networking. Further collaboration is encouraged at our Briefings carry on the day’s discussions with colleagues and peers. and Drinks Reception.

LIVE Q&A: TECHNOLOGY: Throughout the convention attendees are invited to ask our speaker faculty Be sure to bring a cell phone, tablet or laptop to make the most of our leading questions. During the multiple presentations and panel discussions technology benefits at the event. Attendees can interact through electronic questions will be delivered live to the presenters so they can answer your burning devices with moderators, panelists and presenters by sending questions related questions and provide extra insight. to the session.

CLOSED DOOR BRIEFINGS: New for 2020, we will be hosting closed door briefings where select professionals will debate key industry trends. In an intimate environment topics such as cyber risk, interest rate risk, ESG and more will be discussed. If you would like to register your interest in a briefing contact us at [email protected].

KEYNOTE SESSIONS INNOVATION IN RISK MANAGEMENT NON-FINANCIAL RISK AND RESILIENCE MARKET TRENDS AND FINANCIAL RISK MODEL RISK MANAGEMENT Michael Alix James Bone Rajat Baijal Malik Ali Roderick A Powell Americas CRO Lecturer-In-Discipline, ERM MD, Global Head of Enterprise Risk VP Audit. Head of Capital Markets, Private Equity SVP, Head of Model Risk Management UBS Columbia University’s School of Professional Cantor Fitzgerald and Infrastructure Audit Ameris Bank Bill Coen Studies ERM Program Paul Barkan OMERS Abhisekh Adukia Former Secretary General, Basel Committee on HP Bunaes Chief Risk Officer Thomas Braun Director, Model Risk Banking Supervision, Chair, IFRS Advisory Council General Manager, Banking Newtown Savings Bank Head of CUSO Liquidity and Funding Risk Alliance Bernstein Geoff Craddock DataRobot Clarice Carotti UBS Andreza Pimentel Barbosa CRO Michelle Hubertus Head of Market, Liquidity and Operational Jose Canals-Cerda Global Head of Model Governance Mass Mutual Risk Data Management and Innovation / Risk Management Sr. Special Advisor Goldman Sachs Oliver Jakob Managing Director Intesa Sanpaolo NY Branch Federal Reserve Bank of Philadelphia Liming Brotcke International CRO Deutsche Bank Richard Cech Lu Chang Head of Model Validation/Sr. Director Mitsubishi UFJ Joshua Kotok Senior Bank Examiner Chief Risk Officer Ally Jacques Longerstaey Chief Risk & Compliance Officer Federal Reserve Bank of New York Angel Oak Capital Advisors Manuj Gupta SMD, CRO, Nuveen Risk & Valuation Services First Savings Rajeev Dave Andrew Craig Director of Risk Management Nuveen a TIAA Company Manoj Kulkarni Director Compliance Funding and Liquidity Risk HSBC Tony Peccia Managing Director Barclays Federal Reserve Bank of New York Michael S Harmon CRO Barclays Mark Elkommos Bart Everaert Managing Director, Market Risk Management Citi Bank Canada Markus Lammer Manager, Financial Crime Risk Assurance Director Product Management Wells Fargo Tatiana Segal COO, Ultra High Net Worth Business HSBC Wolters Kluwer Seyhun Hepdogan CRO Credit Suisse Chris Harner Michael B. Glotz Director, Model Risk Management Morgan Stanley Investment Management Martin Lange Managing Director, Cyber Risk Solutions (CRS) CEO & Co-Founder Discover Financial Services Nicholas Silitch Director, Client Experience Strategy Milliman Strategic Risk Associates Judith Hilton Group CRO BNY Mellon Nick Kapatos Mike Huff CRO Prudential Jim Maimone Enterprise Risk Manager Senior Director, Portfolio Management & DWS Americas Vivek Tyagi SVP, Senior Enterprise Payments Platform Allegiance Bank Asset Allocation Rajesh Kaveti CRO, Transaction Banking Product Manager Milan R. Kosanovich TIAA Head of Finance Regulatory/Capital Adequacy Goldman Sachs Citizens Bank Supervisory Special Agent Vivek Kapoor Technology/Director Yogesh Mudgal Federal Bureau of Investigation CIO BNY Mellon Director, Emerging Technology Risk Julia Lo Volaris Capital Management LLC Kai-Ching Lin CLOSED DOOR BRIEFINGS Citi Director, Internal Audit Stevan Maglic Head of Market/Model Risk Murad Nayal Daniel Alamariu Prudential Insurance Company of America SVP, Head of Quantitative Risk Analytics Julia Litvinova Global Head of Risk Informatics ED, Head of US country risk Arindam Majumdar Regions Bank Head of Model Validation, Managing Director Goldman Sachs UBS Managing Director of Enterprise Risk Analytics Phil Ohana State Street Manan Rawal Joshua Kotok and Reporting Executive Director, Market Risk Audit Expert Valley National Bank Head of US Model Risk Management Chief Risk & Compliance Officer Bank OZK UBS Teuku Arckyansyah Meraxa HSBC First Savings Phil Masquelette Julio Rivera Director, Strategic Initiatives and Model Governance Olmo Vazquez Rodriguez Rosanna Pezzo-Brizio Senior Vice President/CRO & CISO VP CECL/CCAR Model Implementation and Analytics American Express Global CEO Director, Investment Consulting Group Ulster Savings Bank US Bank David Palmer Mirai ALM Advisory & MAT New York Life Investment Management James McIntosh Oskar Rogg Division of Banking Supervision and Regulation Gurraj Singh Sangha Executive Director and Head of Enterprise Risk Head of Treasury Federal Reserve Board Chief Quantamental Data Scientist, Portfolio Trading Management Programs Credit Agricole Heather Russell and Risk Strategist CIBC John Schiavetta Director, Model Risk Management Former State Street Melissa Mellen Deputy Chief Risk Officer Bank of America Fulco Werner Officer and Department Head of Policy, Alliance Bernstein Ajeeth Sankaran Director, Transaction Services Sales Analytics and Vendor Strategy Dajun Tuo US Head, Model Risk ING Bank NV Federal Reserve Bank of New York Head of Market Risk Analytics & Economic Scotiabank Azlina Wetmore Nison Nagdimov Capital Modeling Kapil Vohra VP, Risk Management Senior Operational Risk Manager GE Capital Director, Head of Barclaycard IVU Capital One Citi Donald R. van Deventer Barclays Chris Smigielski Founder and CEO Peng Wu Model Risk Director Kamakura Corporation Director of Data Science, Head of Corporate Model Arvest Bank Risk Management BRING THE TEAM Jack Sprague PayPal SVP, Operational Risk Xiaoling Yu HSBC Director of Model Validation/SVP REDUCE THE RATE AND Tom Wells KeyBank SVP, CRO, Digital Katherine Zhang INVEST IN PROFESSIONAL US Bank Managing Director Debbie Williams State Street DEVELOPMENT Director, Data Strategy Oscar Zheng Third delegate to attend BNY Mellon Head of Global Market Risk Model Validations BNP Paribas at HALF PRICE or a fifth delegate to attend for FREE when registering at the same time

KNOWLEDGE PARTNERS: CO-SPONSORS: MAT is a tool that offers some innovative Strategic Risk Associates (SRA) At Apttus, we help functionalities such as: ALCO simulations, self- is national risk software and companies modernize calibrated new business, manual entries module, consulting firm, specializing their revenue and legal operations for the digital MAT is available on mobile devices, cloud solution, in financial services industry. economy. We created, continue to move, and data analytics module, etc. SRA delivers Executive and DataRobot will be supporting Risk Americas 2020 lead a space called the Middle Office, which MAT, rethinking the ALM Board Risk Intelligence through as a knowledge partner. houses the most important processes for any its ERM Watchtower software, which is utilized enterprise organization – revenue generation and Founded in by leading financial services organization. management of commercial relationships. 1990, Honolulu- Product and Services include: Enterprise Risk What is Apttus Contract Management? based Kamakura Management; Board Risk Training, Merger Apttus Contract Lifecycle Management brings Corporation is a and Acquisition Services; Bank Integration; speed, visibility and control to the contract leading provider of risk management information, Credit Risk Management including Loan management process, so that your agreements processing, and software. Kamakura was Reviews, Stress Testing, Credit Training, and become a strategic advantage instead of a cost recognized as a category leader in the Chartis Process Improvements; Strategic Plans, Capital Quantitative Risk Management (QRM) is the center. Apttus is the contract management leader, Report, Technology Solutions for Credit Risk Plan, Capital Stress Testing and Risk Function world’s premier enterprise risk management trusted by more than 70 Fortune 500 companies 2.0 2018. Kamakura was named to the World Reengineering and Best Practices. consulting firm. QRM develops industry-leading and used by more than one million users across the Finance 100 by the editor and readers of World risk management principles, practices, and globe. Apttus Contract Lifecycle Management is Finance magazine in 2017, 2016 and 2012. In 2010, We provide investors models, and provides clients with the advice, part of the seamless suite of Apttus Quote-to-Cash Kamakura was the only vendor to win two Credit access to yield- knowledge, and tools necessary to leverage those applications. Magazine innovation awards. Kamakura Risk enhancement innovations into higher risk-adjusted returns. Manager, first sold commercially in 1993 and now in and hedging Since 1987, we have partnered with our clients With Apttus, organizations get an end-to-end version 10.1, is the first enterprise risk management opportunities in the options market. Our insights to enhance their ability to measure risk, identify Quote-to-Cash solution that streamlines all Middle system for users focused on credit risk, asset and based on experience and active research and our profitable opportunities, and make sound financial Office business processes, eliminates manual liability management, market risk, stress testing, customized technology applications are applied to decisions. With offices in Chicago, London, and tasks, keeps all stakeholders informed, collapses liquidity risk, counterparty credit risk, and capital pursue client’s goals. Singapore, QRM has established over 250 long- sales and contract cycle times, reduces risk, and allocation from a single software solution. The KRIS term engagements with top financial institutions ultimately maximizes revenue yield. public firm default service was launched in 2002. Wolters Kluwer’s from the banking, finance, and insurance industries Analysts rank Apttus as the global gold standard The KRIS sovereign default service, the world’s first, Finance Risk & worldwide. for Quote-to-Cash (QTC) and Contract Lifecycle was launched in 2008, and the KRIS non-public Reporting business is a market leader in the Management (CLM) solutions and customers firm default service was offered beginning in 2011. provision of integrated finance, risk and regulatory include hundreds of the world’s Global 2000. Kamakura added its U.S. Bank default probability compliance and reporting solutions, supporting Apttus is a US, Silicon Valley-based global provider. service in 2014. The Kamakura Troubled Company regulated financial institutions in meeting their Index® measures the percentage of 40,575 public obligations to external regulators and their own MAT is a new generation firms in 76 countries that have an annualized board of directors. ALM tool that leans one- month default risk of over one percent. Its Risk Dynamics, part of McKinsey & Company, is on state-of-the-art risk management products have been used in 49 Wolters Kluwer N.V. (AEX: WKL) is a global a global consulting firm that has been providing technologies with the goal countries. leader in information services and solutions for model risk management advisory and independent of evolving the balance professionals in the health, tax and accounting, risk model validation and audit services to banks, sheet management to a new paradigm. MAT OneTrust and compliance, finance and legal sectors. Wolters insurers, asset managers and financial infrastructure is not just a calculation engine, it engloves the Vendorpedia™ Kluwer reported 2017 annual revenues of €4.4 operators throughout the world for over 14 years. three components of a traditional architecture – is the largest billion. The company, headquartered in Alphen As part of the McKinsey & Company, we provide Data loading, calculation engine and advanced and most widely used technology platform to aan den Rijn, the Netherlands, serves customers in a combination of deep technical expertise and reporting – allowing the user to devote more time operationalize third party risk, security, and privacy over 180 countries, maintains operations in over 40 strategic thinking to help our clients assess the risks in analyzing the data instead of its generation. management. More than 4,000 customers of countries and employs 19,000 people worldwide. faced across their model portfolio in a timely and MAT is not just a management tool, it has been all sizes use OneTrust, which is powered by 60 efficient manner, while identifying the most relevant developed in order to cover both the management awarded patents, to offer the most depth and ASSOCIATE SPONSORS: mitigation strategy. and regulatory requirements for interest rate risk breadth of any third party risk, security, and privacy and liquidity risk. solution in the market. OneTrust Vendorpedia Our team consists of quantitative consultants (PhDs is purpose-built software designed to help and actuaries) and business experts, allowing us to Because of the technologies involved, MAT is organizations manage vendor relationships with offer our clients a mix of business, risk, audit, and able to load and compute the data at the contract confidence and integrates seamlessly with the regulatory compliance skills. We have expertise level. It incorporates an advanced set of dynamic entire OneTrust platform, including – OneTrust in all major model classes including regulatory/ reports ready for use as Repricing Gap, Sensitivity Privacy, OneTrust GRC, OneTrust DataGuidance™, economic capital, pricing, valuation, provisioning Analysis for NII and MVE, Survival Horizon and and OneTrust PreferenceChoice™. (e.g. IFRS9/ CECL) and non-financial (e.g. AML) and Liquidity Gap, LCR, NSFR among others but also to decision-support models. create as many reports as the user wants through a SPONSORSHIP & EXHIBITION powerful web reporting design. DOWNLOAD OUR SPONSORSHIP PACKAGES HERE

VENUE EARN UP TO 21 CPE CREDITS, 14 CPE CREDITS FOR THE Marriott Downtown MAIN CONVENTION AND 7 CPE CREDITS FOR EACH FORUM 85 West St New York Prerequisites: Knowledge of financial risk management NY 10006 Advanced Preparation: No advanced preparation is USA required Program Level: Intermediate to advanced All details of the venue can be found here: Delivery Method: Group-live www.risk-americas.com The Center for Financial Professionals is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional ACCOMMODATION education on the National Registry of CPE Sponsors. State boards of accountancy Please click the below link to book your accommodation using have final authority on the acceptance of individual courses for CPE credit. our preferential rate. For more details please click here Complaints regarding registered sponsors may be submitted to the National We have secured accommodation rate for you to stay at the Registry of CPE Sponsors through its website: www.learningmarket.org hotel. Please note there is limited availability and we suggest you book your accommodation as soon as possible, this is also Attendees can earn up to 14 CPE Credits for the Main Convention (September based on a first come first served basis with the rates and any 2-3) and up to 7 CPE Credits for each Forum (September 1). remaining rooms expiring on April 25, 2020.

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CEFPRO INSIGHTS

Stay up to date on latest news, views, articles and Q&As from presenters at Risk Americas 2020. To stay up to date visit the event website at www.risk-americas.com

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

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