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07:45 08:00 (15 mins)

Main agenda

Registration & welcome coffee

08:15 08:20 (5 mins)

Main agenda

Chairman’s opening address

  • Antonio Giannino - Chief Risk Officer, Amagis Capital

08:30 09:00 (30 mins)

Main agenda

Keynote address

The American challenge/opportunity

How will the Trump administration transform financial services?

  • Meg Lundsager - Public Policy Fellow, Woodrow Wilson International Center for Scholars

09:00 09:30 (30 mins)

Main agenda

Living in interesting times: what’s new on the global political agenda?

Where do financial services stand in light of recent political changes? Exploring your possibilities in a world of uncertainty

  • Douglas J. Elliott - Partner, Americas Finance & Risk and Public Policy Practice, Oliver Wyman

09:30 10:00 (30 mins)

Main agenda

The Riskminds Americas 2017 CRO opinion

Managing risk in the new world order

  • Lakshmi Shyam-Sunder - Vice President and Group Chief Risk Officer , World Bank Group

10:00 10:45 (45 mins)

Main agenda

State of the industry discussion

Overcoming challenges to bank business models.  Navigating a shifting economic environment.  Dealing with an era of regulatory change…

  • Bogie Ozdemir - CRO And Executive Vice President , Canadian Western Bank
  • Lakshmi Shyam-Sunder - Vice President and Group Chief Risk Officer , World Bank Group
  • Manuel Royo - Chief Risk Officer, Banco Progreso
  • Rodney Sunada-Wong - Chief Risk Officer U.S. Institutional Broker-Dealer and Derivatives Swap Dealers, Morgan Stanley
  • Moderator Robert Kahn - Managing Director, Automated Financial Systems

10:45 11:15 (30 mins)

Main agenda

Networking coffee break

11:15 12:00 (45 mins)

Main agenda

The CRO and the business

What does the business want, need and desire from today’s CRO and how can we deliver?

  • Marcelo Brutti - Chief Risk Officer, Hyundai Capital America
  • Tatiana Segal - Head of Risk, SkyBridge Capital
  • James Costa - Chief Risk Officer, TCF Financial Corporation
  • Anthony Peccia - Chief Risk Officer, Managing Director, Citi Canada
  • Moderator Robert Paolino - Former Chief Risk Officer, Bank of Tokyo-Mitsubishi UFJ Canada

12:00 12:45 (45 mins)

Main agenda

Taking stock: Has recovery and resolution planning removed the too-big-to-fail challenge?

Are we stable enough to fail safely? 

How robust is our recovery and resolution planning and what remains to be done?

  • Naresh Nagia - Executive Vice President & Chief Risk Officer, CLS Bank International
  • Walter Young - Group Vice President, M&T Bank
  • Rodney Sunada-Wong - Chief Risk Officer U.S. Institutional Broker-Dealer and Derivatives Swap Dealers, Morgan Stanley
  • Moderator Robert Kahn - Managing Director, Automated Financial Systems

12:45 14:15 (90 mins)

Main agenda

Lunch

14:25 14:30 (5 mins)

Capital & liquidity management

Chairman's opening remarks

  • Mircea Pigli - Senior Vice-President , Fifth Third Bank

14:30 15:00 (30 mins)

Capital & liquidity management

Portfolio benchmarking

  • Randy Miller - Technical Advisory Group Member, Credit Benchmark

15:00 16:00 (60 mins)

Capital & liquidity management

Measuring market liquidity

Looking at the interplay of liquidity management and risk management. How are financial institutions dealing with market liquidity in the wake of the leverage ratio, Volcker Rule and negative interest rates?

  • Julie Sherratt - Head of Investment Risk, TD Asset Management Inc.
  • Angie Elkhodiry - Vice President & Director Risk Management, TD Asset Management Inc.
  • William "Bill" Kugler - MVP, Chief Market & Liquidity Risk Officer, Capital One
  • Moderator Timothy Corbett - Managing Director And Global Head Of Investment Risk Management, State Street Global Advisors

14:25 14:30 (5 mins)

Operational risk

Chairman's opening remarks

  • Prasoon Saurabh - Senior Vice President, Independent Model Review, HSBC

14:30 15:00 (30 mins)

Operational risk

Implementing a strong risk culture and credible tone from the top down

How best to enable risk culture to flow through the organisation?

  • Glenna Hagopian - Executive Vice President, Chief Conduct Officer and Head of Enterprise Risk Management, Citizens Bank

15:00 15:30 (30 mins)

Operational risk

Developing appropriate risk and performance attribution platforms

 Aligning risk taking with measurement of skill vs luck

  • Rayne Gaisford - Founding Partner, Olive Street Investment Advisers

15:30 16:00 (30 mins)

Operational risk

Can you quantify operational risk?

How important is operational risk for capital modelling? Translating operational risk into figures that can influence business decisions

  • Prasoon Saurabh - Senior Vice President, Independent Model Review, HSBC
  • Siddhartha Gupta - Vice President, Independent Model Review, HSBC

14:25 14:30 (5 mins)

Risk modelling & validation

Chairman's opening remarks

  • Alper Corlu - Senior Vice President, Credit Risk Portfolio Analytics, Citizens Bank

14:30 15:00 (30 mins)

Risk modelling & validation

How can risk management influence the business?

Moving from a process oriented and compliance risk management framework to a risk model based approach

  • Jimmy Yang - Managing Director Credit & Operational Risk Analytics, BMO Financial Group

15:00 15:30 (30 mins)

Risk modelling & validation

Risk modelling in the age of CCAR

How has the shift from a risk appetite framework to CCAR affected risk modelling?

  • Soner Tunay - Executive Vice President, Head of Risk Analytics, Citizens Bank

15:30 16:00 (30 mins)

Risk modelling & validation

What’s next on the credit risk modelling horizon?

Shifting the focus from single-purpose regulatory “risk” models towards an integrated view of credit

  • Viktor Ziskin - Head Of Centralized Modeling, M&T Bank

16:00 16:30 (30 mins)

Main agenda

Networking coffee break

16:30 17:30 (60 mins)

Operational risk

The good, the bad and the ugly. How does the board view risk & risk management?

  • Moderator Rayne Gaisford - Founding Partner, Olive Street Investment Advisers
  • Stan Dore - Chief Risk Officer, Federal Home Loan Banks
  • Robert Paolino - Former Chief Risk Officer, Bank of Tokyo-Mitsubishi UFJ Canada

17:30 18:00 (30 mins)

Operational risk

Linking risk appetite to risk policy

Practical perspective focused on how to build the necessary government and processes to link risk appetite at the Board level to specific policy decisions at the management level

  • Harold Marcenaro - Head of Enterprise Risk Management, BCP

18:00 18:05 (5 mins)

Operational risk

Chairman’s closing remarks

16:30 17:00 (30 mins)

Capital & liquidity management

What does IRRBB mean for your capital?

Interest rate risk management and determining its impact on the business model

  • Gordon Liu - EVP, Regional Head Of Global Risk Analytics, HSBC

17:00 17:30 (30 mins)

Capital & liquidity management

Holistic risk assessment: economic capital measurements for all types of risk

What are the real lessons learnt from the crisis? Are we applying them to banks’ internal policies?

How can we connect the dots between stress testing, regulatory capital and economic capital?

  • Mircea Pigli - Senior Vice-President , Fifth Third Bank

17:30 18:00 (30 mins)

Capital & liquidity management

FRTB technology implications

FRTB comes with many challenges, including consistency of analytics and acceptable run times. Will you be ready in time for the 2019 deadline?

  • Normand Tanguay - Managing Consultant, Murex Americas

18:00 18:05 (5 mins)

Capital & liquidity management

Chairman’s closing remarks

16:30 17:00 (30 mins)

Risk modelling & validation

Evolution of model validation practice and process at various banks and supervisory expectations going forward

Discussing past and current model validation practices and suggestions for future practice from a supervisory perspective

  • Liming Brotcke - Quantitative Manager, Model Risk Oversight , Federal Reserve Bank Of Chicago

17:00 17:30 (30 mins)

Risk modelling & validation

Model Risk: Quantification and Monitoring

Examining the ways to quantify and aggregate model risk across different business lines and establish an effective model performance monitoring process to ensure that models continue to be suitable under current market conditions

  • Slava Obraztsov - Managing Director, Global Head of Model Validation, Nomura

17:30 18:00 (30 mins)

Risk modelling & validation

Model risk arising from known interconnectedness among models and sensitivity framework - CCAR models

Understanding how model risk is affected by interaction and dependencies among models and whether reliance on common assumptions, data, methodologies, or other common factors could adversely affect several models and their output at the same time

  • Julia Litvinova - Head of Model Validation and Analytics, Managing Director, State Street

18:00 18:05 (5 mins)

Risk modelling & validation

Chairman’s closing remarks

18:00 19:00 (60 mins)

Main agenda

Cocktail drinks reception