IIR & IBC Finance is part of the Knowledge and Networking Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

Informa
8:00am - 8:30am

Registration & welcome coffee

8:30am - 8:40am

Chairman’s opening address

8:40am - 9:25am

Audience polling panel: What keeps CROs awake at night? - Led by Oliver Wyman

CROs respond to audience quick-fire polling on the top challenges facing risk management

  • Stephanie Bontemps - Executive Vice President, Chief Risk Officer, First Republic Bank
  • Daniel Moore - Chief Risk Officer, Scotiabank
9:25am - 9:55am

Fireside chat: Leading by example

Are risk management and business culture where we want them to be?

  • Stephanie Bontemps - Executive Vice President, Chief Risk Officer, First Republic Bank
  • Ken Abbott - Former Chief Risk Officer Americas, Barclays
  • Al Hamdani - Senior Vice-President and Chief Risk Officer, Global Risk Management, EDC
more
9:55am - 10:20am

How is the evolution of behavioral finance revolutionizing decision making?

Pioneering new routes for quant finance

more
10:20am - 10:50am

Guest geopolitical briefing: The world in the US: the US in the world

What are the emerging local and global risks that every bank should have on their risk radar?

  • John Hulsman - Geopolitical Expert & Life Member, U.S. Council On Foreign Relations
10:50am - 11:20am

Networking coffee break

11:20am - 11:50am

The regulatory roadmap

How far have we come, what remains to be done and what are the likely bumps on the road?

11:50am - 12:20pm

Guest Federal Reserve board address

Rethinking monetary policy in a new normal

  • Ashish Dev - Principal Economist, Federal Reserve Board
12:20pm - 1:00pm

Deregulation, Basel, Dodd-Franck and regulatory fragmentation

Regulators and practitioners discuss the local and global implications of coming regulatory initiatives

  • Fang Du - Adviser, Division Of Banking Supervision & Regulation, Board Of Governors Of The Federal Reserve
  • Liming Brotcke - Quantitative Manager, Model Risk Oversight , Federal Reserve Bank Of Chicago
more
1:00pm - 2:25pm

Lunch

Showing of Streams
4:00pm - 4:30pm

Networking coffee break

Showing of Streams
6:05pm - 7:05pm

Networking champagne roundtables

8:00am - 8:30am 30 mins
Registration & welcome coffee
8:30am - 8:40am 10 mins
Chairman’s opening address
8:40am - 9:25am 45 mins
Audience polling panel: What keeps CROs awake at night? - Led by Oliver Wyman
  • Stephanie Bontemps - Executive Vice President, Chief Risk Officer, First Republic Bank
  • Daniel Moore - Chief Risk Officer, Scotiabank

CROs respond to audience quick-fire polling on the top challenges facing risk management

9:25am - 9:55am 30 mins
Fireside chat: Leading by example
  • Stephanie Bontemps - Executive Vice President, Chief Risk Officer, First Republic Bank
  • Ken Abbott - Former Chief Risk Officer Americas, Barclays
  • Al Hamdani - Senior Vice-President and Chief Risk Officer, Global Risk Management, EDC
more

Are risk management and business culture where we want them to be?

9:55am - 10:20am 25 mins
How is the evolution of behavioral finance revolutionizing decision making?
more

Pioneering new routes for quant finance

10:20am - 10:50am 30 mins
Guest geopolitical briefing: The world in the US: the US in the world
  • John Hulsman - Geopolitical Expert & Life Member, U.S. Council On Foreign Relations

What are the emerging local and global risks that every bank should have on their risk radar?

10:50am - 11:20am 30 mins
Networking coffee break
11:20am - 11:50am 30 mins
The regulatory roadmap

How far have we come, what remains to be done and what are the likely bumps on the road?

11:50am - 12:20pm 30 mins
Guest Federal Reserve board address
  • Ashish Dev - Principal Economist, Federal Reserve Board

Rethinking monetary policy in a new normal

12:20pm - 1:00pm 40 mins
Deregulation, Basel, Dodd-Franck and regulatory fragmentation
  • Fang Du - Adviser, Division Of Banking Supervision & Regulation, Board Of Governors Of The Federal Reserve
  • Liming Brotcke - Quantitative Manager, Model Risk Oversight , Federal Reserve Bank Of Chicago
more

Regulators and practitioners discuss the local and global implications of coming regulatory initiatives

1:00pm - 2:25pm 85 mins
Lunch
2:25pm - 2:30pm 5 mins
Track A: Risk modelling & Accounting
Chairman's opening remarks
2:25pm - 2:30pm 5 mins
Track B: Capital management, liquidity & FRTB
Chairman's opening remarks
2:25pm - 2:30pm 5 mins
Interactive Geopolitical War Game
Chairman's opening remarks
  • John Hulsman - Geopolitical Expert & Life Member, U.S. Council On Foreign Relations
more
2:30pm - 3:00pm 30 mins
Track A: Risk modelling & Accounting
Implementing CECL and IFRS9 successfully
  • Jimmy Yang - Managing Director Credit & Operational Risk Analytics, BMO Financial Group
  • Andreea Pantchev - Executive Director, Wholesale Credit Analytics & Solutions, JP Morgan
  • Prasad Palla - Head of Wholesale & Markets Risk Control, HSBC
more
2:30pm - 3:00pm 30 mins
Track B: Capital management, liquidity & FRTB
Managing FRTB implementation on a shrinking timeline
more

How are capital management and your business model going to be impacted? Getting the right data and infrastructure aligned for modelling

2:30pm - 4:00pm 90 mins
Interactive Geopolitical War Game
North Korea war game
  • John Hulsman - Geopolitical Expert & Life Member, U.S. Council On Foreign Relations
more

Join our geopolitical expert for a unique session on forecasting & ‘war gaming’. Through looking at the major players in the North Korean crisis (North Korea, South Korea, China, Japan, Russia and the US) our war game will look at the key analytical hinge points, drivers that will determine the controversy’s outcome, expertly simulating what it is like to make decisions at the highest governmental level

3:00pm - 3:30pm 30 mins
Track A: Risk modelling & Accounting
Incorporating macroeconomic scenarios in CECL
more

What kind of insight can risk professionals gain from macroeconomic forecasting?

3:00pm - 3:30pm 30 mins
Track B: Capital management, liquidity & FRTB
FRTB standardized approach versus internal model approach
more

Practical examples of implementation using P&L attribution tests. How do you maintain consistent risk management while surviving regulatory pressure?

3:30pm - 4:00pm 30 mins
Track A: Risk modelling & Accounting
Forward-looking expected credit losses, model risk and uncertainty – A foundational approach for CECL and IFRS 9
  • Jorge Sobehart - Managing Director Credit and Operational Risk Analytics, Citigroup
more
  • Understanding forward looking loss estimation, its benefits and limitation
  • Analyzing the impact of credit cycles, financial crises and uncertainty on credit losses
  •  Creating a model uncertainty framework for adjusting ECL estimates
3:30pm - 4:00pm 30 mins
Track B: Capital management, liquidity & FRTB
Impact of new reforms on capital adequacy
  • Stéphane Gagne - Senior Director, Enterprise Stress Testing, RBC Royal Bank
more

Discussion about impact of regulatory and accounting reforms, such as Basel IV, IFRS 9, and CECL, on capital adequacy, on an actual and stressed basis

4:00pm - 4:30pm 30 mins
Networking coffee break
4:30pm - 5:00pm 30 mins
Track A: Risk modelling & Accounting
Leveraging CCAR and IFRS 9 for CECL
more

What are the lessons we can learn? Can you implement the changes and meet regulatory deadlines?

4:30pm - 5:00pm 30 mins
Track B: Capital management, liquidity & FRTB
Market liquidity risk: Large, misunderstood and misregulated
  • Sorina Zahan - Partner & CIO, Core Capital Management
more
4:30pm - 5:30pm 60 mins
Interactive working groups
Best practice risk governance and compliance
  • Faruk Patel - Managing Director, Global Head of Investment Risk Governance, Manulife
more
5:00pm - 5:30pm 30 mins
Track A: Risk modelling & Accounting
Risk identification and stress testing - Led by QRM
more

What is the best methodology for designing stress test scenarios that accurately capture risk?

5:00pm - 5:30pm 30 mins
Track B: Capital management, liquidity & FRTB
Investment and liquidity processes revisited
  • Timothy Corbett - Managing Director And Global Head Of Investment Risk Management, State Street Global Advisors
more
5:30pm - 6:00pm 30 mins
Track A: Risk modelling & Accounting
Accounting policy change for CECL and IFRS 9
  • Fang Du - Adviser, Division Of Banking Supervision & Regulation, Board Of Governors Of The Federal Reserve
more

What are the differences and similarities between the two regulations and are how banks coping with the deadlines?

5:30pm - 6:00pm 30 mins
Track B: Capital management, liquidity & FRTB
Investment risk in the new world order
  • Jeffrey Mitchell - Senior Manager Of Investment Risk Corporate Enterprise Risk, Wells Fargo
more

In demanding economic times, how do we meet the capital and liquidity challenges of the business while managing all the risks involved?

5:30pm - 6:00pm 30 mins
Interactive working groups
Risk management & the customer: are we meeting their needs?
6:00pm - 6:05pm 5 mins
Track A: Risk modelling & Accounting
Chairman’s closing remarks
6:00pm - 6:05pm 5 mins
Track B: Capital management, liquidity & FRTB
Chairman’s closing remarks
6:05pm - 7:05pm 60 mins
Networking champagne roundtables