Conference Overview Attend the First International Model Risk Management Conference and hear from thought leaders and today’s leading practitioners working in the areas of model development, validation, and audit or using models and their outputs. Sessions include discussions of risk topics and challenges across a broad spectrum of industries. The Conference will also support the development of professionalism and best practices among Model Risk Management (MRM) practitioners working in the regulated financial industry across sectors and geographies. Through presentations and discussions, the Conference aims to strengthen industry and regulatory MRM practice, grow and develop the current and next generation of MRM practitioners and facilitate the incorporation of best practices across industries. Tailored to address critical issues arising from global financial services regulation as well as emerging issues, the Conference will provide a thorough understanding of regulatory requirements and their impact on the leading MRM practices. The Conference will achieve these outcomes by providing relevant, meaningful and useful content that can be taken away and put into practice. Audience participation and collaboration is encouraged. This two day Conference runs from 8:00 a.m. till late afternoon each day including lunch as well as morning and afternoon breaks. Opening remarks by Jamey Hubbs, Assistant Superintendent Deposit-Taking Supervision Sector, OSFI. Sponsors NETWORKING RECEPTION SPONSOR Scotiabank is Canada’s international bank and a leading financial services provider in North America, Latin America, the Caribbean and Central America, and parts of Asia. Scotiabank is helping our 21 million customers become better off through a broad range of advice, products and services, including personal and commercial banking, wealth management and private banking, corporate and investment banking. With a team of more than 86,000 employees and assets of $852 billion (as at January 31, 2015), Scotiabank trades on the Toronto (TSX: BNS) and New York Exchanges (NYSE: BNS). TECHNOLOGY PARTNER The International Business Machines Corporation (IBM) is an American multinational technology and consulting corporation. IBM manufactures and markets computer hardware, software and consulting services in areas ranging from mainframe computers to nanotechnology and risk analytics. KNOWLEDGE PARTNER Deloitte LLP, one of Canada’s leading professional services firms, provides audit, tax, consulting and financial advisory services to a wide range of Canadian and international clients. Deloitte LLP is the Canadian member firm of Deloitte Touche Tohmatsu Limited, which is a network of member firms, each of which is a legally separate and independent entity. SILVER PARTNER AxiomSL is the global leader in regulatory reporting and risk management solutions for the financial services industry. AxiomSL’s unique data-driven platform empowers financial institutions in meeting their reporting requirements across multiple regulators and jurisdictions. AxiomSL’s best-in-class solution integrates clients’ source data from disparate systems and locations, without forcing data conversion, to deliver an end to end flexible, transparent and auditable reporting process. AxiomSL also offers analytical applications in the areas of data risk management, capital reporting. BRONZE PARTNERS The Centre of Excellence in Financial Services Education (CoE) of the Toronto Financial Services Alliance acts as a catalyst to strengthen and expand Toronto’s talent pool and elevate the region’s global stature as a financial services capital. The CoE aggregates research and information on Toronto’s talent and educational strengths, works with employers and educators to improve the focus and quality of education programs, encourages cross-sector dialogue on talent and education-related issues and showcases the region’s strengths and the career opportunities that await in the Toronto region. The CoE is supported by Ontario’s Ministry of Training, Colleges and Universities, the City of Toronto and the financial services sector of the Toronto region. Numerix analytics combine real-time performance and robust IT infrastructure for standard and custom business solutions that address the most computationally demanding calculations and complex analytics challenges impacting today’s diverse derivatives market participant. EXHIBITOR Kamakura Corporation is the world’s leading provider of risk management solutions – software, information and consulting, while meeting regulatory requirements and providing world’s leading research, sound analytics and fully integrated applications. ORGANIZING PARTNERS Acumen Information Services is a financial information company based in Toronto. Our commitment is to providing the information and ideas companies need to meet the demands of rapidly evolving marketplaces, of compliance with increasingly complex regulations and of improving corporate financial performance and profitability. Synchrony Consulting is a human capital and advisory firm that specializes in quantitative risk management – allowing us to provide top-tier talent, while solving their risk management challenges. 2 Sponsors SUPPORTING PARTNERS AIMA Canada, a National Group of the Alternative Investment Management Association (AIMA) in Canada, was formed in March 2003 to act as the voice of the alternative investment industry in Canada. AIMA is a not-for-profit international educational and research body that represents practitioners in hedge fund, futures fund and currency fund management - whether managing money or providing a service such as prime brokerage, administration, legal or accounting. AIMA’s global membership comprises over 1,350 corporate members, throughout 47 countries, including many leading investment managers, professional advisers and institutional investors. The Asian Banker is an authoritative provider of strategic business intelligence to the financial services community. The Singapore-based organization has offices in Singapore, Malaysia, China, the Philippines as well as the Middle East. With a business that revolves around three core business lines – publications, research services and forums – the organization is highly regarded in the financial services community for its incisive and The Fields Institute is a center for mathematical research activity – a place where mathematicians from Canada and abroad, from business, industry and financial institutions, can come together to carry out research and formulate problems of mutual interest. Our mission is to provide a supportive and stimulating environment for mathematics innovation and education. The Fields Institute promotes mathematical activity in Canada and helps to expand the application of mathematics in modern society. The Swiss Re Group is a leading wholesale provider of reinsurance, insurance and other insurance-based forms of risk transfer. Dealing direct and working through brokers, its global client base consists of insurance companies, mid-to-large-sized corporations and public sector clients. Toronto, Canada is one of the world’s most liveable and multicultural cities with a population of over 2.7 million people. Toronto prides itself on its wide range of cultures, languages, food and arts. Almost half of its population is immigrants. This summer, Toronto will host The Pan American Games, the world’s third largest international multi-sport Games only surpassed in size by the Olympic Summer Games and the Asian Games. 3 Conference and Workshop Speakers Alessandrea C. Quane Alex Shenkar Alexander Shipilov Ali Samad-Khan Bogie Ozdemir Catherine Chandler-Crichlow Senior Vice President & Corporate Senior Vice President, Model Risk Partner, Quantitative Risk Advisory, Founder and President, Chief Risk Officer, Executive Director, Centre of Excellence Chief Actuary, AIG Management, Head of Credit Risk Deloitte Stamford Risk Analytics Canadian Western Bank in Financial Services Education New York, NY Model Validation, SunTrust Bank Toronto, ON Stamford, CT Edmonton, AB Toronto, ON Atlanta, GA Curtis Gergley-Garner Dan Rosen David Antonio David Eliezer David Oakden Donald Van Deventer Chief Risk Officer, Managing Director, Risk and Analytics, Director, Advisory Services, Vice President, Head of Model Independent Consultant CEO, Canada Guaranty Mortgage S&P Capital IQ; Adjunct Professor of Insurance Enterprise Risk Solutions, Validation, Numerix Toronto, ON Kamakura Insurance Company Mathmatical Finance, University of Toronto Moody’s Analytics New York, NY Honolulu, HI Toronto, ON Toronto, ON New York, NY Ed Berko Edward Probst Gerhardt Samwell Gokul Sudarsana Greg Frank Ian Francis Senior Vice President and Senior Vice President Chief Accountant, Director, ORSA and Internal Models, Director, Model Validation, World Wide Product Leader, Enterprise Chief Risk Officer, AxiomSL Royal Bank of Canada Sun Life Financial OTPP Model Risk, IBM The Economical Insurance Group New York, NY Toronto, ON Toronto, ON Toronto, ON London, UK Waterloo, ON Ian Wilson Jamey Hubbs Jean Desgagné John C. Hull Jon Hill Jorge Sobehart Partner, Risk & Regulation Practice, Assistant Superintendent President and CEO, The Canadian Professor, Maple Financial Chair in Executive Director, Managing Director, Credit and Operational Deloitte Deposit-Taking Supervision Sector, Depository for Securities Limited, Derivatives and Risk Management, Morgan Stanley Risk Analytics, Citi Franchise Risk London, UK OSFI TMX Group Joseph L. Rotman School of Management,