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Informa
8:40am - 8:45am
Registration and coffee

Registration and coffee

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8:45am - 8:55am

Chairman's opening remarks

  • Charles Richard III - Senior Vice President & Co-founder, QRM Inc.
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8:55am - 9:25am

On financial regulation after the 2007-2008 financial crisis

  • Samim Ghamami - Financial Economist, Goldman Sachs
More
9:25am - 10:05am
Info

CRO panel discussion: Disruptive thinking for the risk management industry

How does the skillset of the CRO need to evolve to meet the challenges we face in the digital era?

 

  • Marcelo Brutti - Chief Risk Officer, Hyundai Capital America
  • Yury Dubrovsky - Chief Risk Officer, Lazard Ltd
  • Senthil Kumar - Chief Risk Officer for Institutional Clients Group, Citigroup
  • Moderator Brad Carr - Senior Director, Digital Finance Regulations and Policy, IIF
More
10:05am - 10:35am
Info

Cyber security briefing: Cyber risk 2020

The 10 most important developments in cyber security and what risk managers should do about them right now

  • Elizabeth Petrie - Director-Technology and Cyber Risk Management, Citigroup
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10:35am - 11:00am

Networking coffee break

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11:00am - 11:40am
Info

CRO panel discussion: Winning friends and influencing people

Can the risk function really add value to the business? How? What can we do to make it happen?

  • Rodney Sunada-Wong - Chief Risk Officer U.S. Institutional Broker-Dealer and Derivatives Swap Dealers, Morgan Stanley
  • Sabeth Siddique - Deputy Chief Risk Officer – Risk Management , M&T Bank
  • Dmitry Green - Chief Risk Officer, Mariner Investment Group
  • Moderator Stan Dore - Chief Risk Officer, Federal Home Loan Banks
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11:40am - 12:10pm
Info

AI/machine learning: The next frontier in risk management

Pioneering tools that provide exciting opportunities but also significant implementation challenges    

  • Evan Sekeris - Partner, Oliver Wyman
  • Jeffrey Brown - Partner, Oliver Wyman
More
12:10pm - 12:55pm
Info

Best practice risk governance and compliance

  • Integrating risk appetites in the business
  • Educating the board on risk management practices
  • Risk committees and “pre-meeting work”
  • Risk policies: Engaging stakeholders and getting buy-in
  • Establishing a balanced culture of escalation & ignoring
  • Risk policies: Principles based vs rules based

  • Kristen Walters - Managing Director, Risk & Quantitative Analysis Group, BlackRock
  • Aymeric Kalife - Former Head Of Savings & Variable Annuities And Deputy Group Life Chief Actuary, AXA Group
  • Timothy Corbett - Senior Managing Director and Global Head of Investment & Liquidity Risk, State Street Global Advisors
  • Moderator Faruk Patel - Interim Chief Risk Officer & AVP/Managing Director, Global Head of Investment Risk Governance, Global Wealth and Asset Management Division, Manulife
More
12:55pm - 1:55pm

Lunch

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Showing of Streams
8:40am - 8:45am 5 mins
Registration and coffee
8:45am - 8:55am 10 mins
Chairman's opening remarks
  • Charles Richard III - Senior Vice President & Co-founder, QRM Inc.
8:55am - 9:25am 30 mins
On financial regulation after the 2007-2008 financial crisis
  • Samim Ghamami - Financial Economist, Goldman Sachs
9:25am - 10:05am 40 mins
Info
CRO panel discussion: Disruptive thinking for the risk management industry
  • Marcelo Brutti - Chief Risk Officer, Hyundai Capital America
  • Yury Dubrovsky - Chief Risk Officer, Lazard Ltd
  • Senthil Kumar - Chief Risk Officer for Institutional Clients Group, Citigroup
  • Moderator Brad Carr - Senior Director, Digital Finance Regulations and Policy, IIF

How does the skillset of the CRO need to evolve to meet the challenges we face in the digital era?

 

10:05am - 10:35am 30 mins
Info
Cyber security briefing: Cyber risk 2020
  • Elizabeth Petrie - Director-Technology and Cyber Risk Management, Citigroup

The 10 most important developments in cyber security and what risk managers should do about them right now

10:35am - 11:00am 25 mins
Networking coffee break
11:00am - 11:40am 40 mins
Info
CRO panel discussion: Winning friends and influencing people
  • Rodney Sunada-Wong - Chief Risk Officer U.S. Institutional Broker-Dealer and Derivatives Swap Dealers, Morgan Stanley
  • Sabeth Siddique - Deputy Chief Risk Officer – Risk Management , M&T Bank
  • Dmitry Green - Chief Risk Officer, Mariner Investment Group
  • Moderator Stan Dore - Chief Risk Officer, Federal Home Loan Banks

Can the risk function really add value to the business? How? What can we do to make it happen?

11:40am - 12:10pm 30 mins
Info
AI/machine learning: The next frontier in risk management
  • Evan Sekeris - Partner, Oliver Wyman
  • Jeffrey Brown - Partner, Oliver Wyman

Pioneering tools that provide exciting opportunities but also significant implementation challenges    

12:10pm - 12:55pm 45 mins
Info
Best practice risk governance and compliance
  • Kristen Walters - Managing Director, Risk & Quantitative Analysis Group, BlackRock
  • Aymeric Kalife - Former Head Of Savings & Variable Annuities And Deputy Group Life Chief Actuary, AXA Group
  • Timothy Corbett - Senior Managing Director and Global Head of Investment & Liquidity Risk, State Street Global Advisors
  • Moderator Faruk Patel - Interim Chief Risk Officer & AVP/Managing Director, Global Head of Investment Risk Governance, Global Wealth and Asset Management Division, Manulife
  • Integrating risk appetites in the business
  • Educating the board on risk management practices
  • Risk committees and “pre-meeting work”
  • Risk policies: Engaging stakeholders and getting buy-in
  • Establishing a balanced culture of escalation & ignoring
  • Risk policies: Principles based vs rules based

12:55pm - 1:55pm 60 mins
Lunch
1:55pm - 2:00pm 5 mins
Track A Stress testing & Model Risk Management
Chairman's opening remarks
  • Antonio Giannino - Chief Risk Officer, Amagis Capital
1:55pm - 2:00pm 5 mins
Track B Operational, Emerging & Systemic Risks
Chairman's opening remarks
  • Didier Blanchard - Managing Director, Head of Enterprise Risk Management, , Americas Société Générale
2:00pm - 2:45pm 45 mins
Track A Stress testing & Model Risk Management
An in depth look at the evolution of models and stress testing: Where are we now?
  • Doug Gardner - Head, Risk Independent Review , BNP Paribas, Americas
  • Stéphane Gagne - Senior Director, Enterprise Stress Testing, RBC Royal Bank
  • Michael Fadil - EVP - CECL Program Director, Citizens Bank
  • Edward Tong - Vice President Model Risk Management, Bank of America
  • Moderator Viktor Ziskin - Co-Head of Beacon Banking, Beacon Platform
2:00pm - 2:30pm 30 mins
Track B Operational, Emerging & Systemic Risks
Risk management & the customer: are we meeting their needs?
  • Aymeric Kalife - Former Head Of Savings & Variable Annuities And Deputy Group Life Chief Actuary, AXA Group
2:30pm - 3:00pm 30 mins
Info
Track B Operational, Emerging & Systemic Risks
What are the benefits of having a good ERM framework?
  • Didier Blanchard - Managing Director, Head of Enterprise Risk Management, , Americas Société Générale

Bringing all risks under one umbrella to inform better business decisions

2:45pm - 3:15pm 30 mins
Info
Track A Stress testing & Model Risk Management
Advanced analytics in CCAR and credit risk assessments
  • Gordon Liu - EVP, Regional Head Of Global Risk Analytics, HSBC

How to build machine learning challenger models in CCAR to ensure transparency and business intuition

3:00pm - 3:30pm 30 mins
Info
Track B Operational, Emerging & Systemic Risks
Model interconnectedness in risk management
  • Julia Litvinova - Head of Model Validation, Analytics and Use, Vice President, State Street

Analyzing the different relationships between models to eliminate inconsistency and uncertainty

3:15pm - 3:45pm 30 mins
Info
Track A Stress testing & Model Risk Management
Model performance, monitoring and reporting
  • Slava Obraztsov - Managing Director, Global Head of Model Validation, Nomura

What are the best processes you should put in place to ensure model consistency across portfolios? Applications of model risk management in practice