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Informa
8:40am - 8:50am

Registration & coffee

8:50am - 9:00am

Chairman's opening remarks

9:00am - 9:30am

Macroeconomic briefing: Navigating our new macroeconomic environment

Recap of US past trade protectionism: Why it is different this time?

9:30am - 10:00am

Cyber security briefing: Cyber risk 2020

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

10:00am - 10:45am

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?

 

  • Moderator Brad Carr - Senior Director, Digital Finance Regulations and Policy, IIF
  • Marcelo Brutti - Chief Risk Officer, Hyundai Capital America
  • Jon Kinderlerer - Chief Risk Officer, Strategic Value Partners
  • Yury Dubrovsky - Chief Risk Officer, Lazard Ltd
  • Senthil Kumar - Chief Risk Officer ICG, Citigroup
10:45am - 11:15am

Networking coffee break

11:15am - 11:40am

Improving finance and risk management foresight abilities

Growing past the ‘black swan’ mindset through integrative assessment

  • Guntram Werther - Professor, Fox School of Business , Temple University
more
11:40am - 12:10pm

The three lines of defense revisited

Making sure you have the right risk culture in place

  • Elizabeth St-Onge - Partner, Oliver Wyman
more
12:10pm - 12:55pm

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?

  • Stan Dore - Chief Risk Officer, Federal Home Loan Banks
  • Lakshmi Shyam-Sunder - Vice President and Group Chief Risk Officer , World Bank Group
  • Rodney Sunada-Wong - Chief Risk Officer U.S. Institutional Broker-Dealer and Derivatives Swap Dealers, Morgan Stanley
  • Tatiana Segal - Partner & Head of Risk Management, SkyBridge Capital
12:55pm - 1:55pm

Lunch

Showing of Streams
3:30pm - 4:00pm

Networking coffee break

Showing of Streams
8:40am - 8:50am 10 mins
Registration & coffee
8:50am - 9:00am 10 mins
Chairman's opening remarks
9:00am - 9:30am 30 mins
Macroeconomic briefing: Navigating our new macroeconomic environment

Recap of US past trade protectionism: Why it is different this time?

9:30am - 10:00am 30 mins
Cyber security briefing: Cyber risk 2020

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

10:00am - 10:45am 45 mins
CRO panel discussion: Disruptive thinking for the risk management industry
  • Moderator Brad Carr - Senior Director, Digital Finance Regulations and Policy, IIF
  • Marcelo Brutti - Chief Risk Officer, Hyundai Capital America
  • Jon Kinderlerer - Chief Risk Officer, Strategic Value Partners
  • Yury Dubrovsky - Chief Risk Officer, Lazard Ltd
  • Senthil Kumar - Chief Risk Officer ICG, Citigroup

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

 

10:45am - 11:15am 30 mins
Networking coffee break
11:15am - 11:40am 25 mins
Improving finance and risk management foresight abilities
  • Guntram Werther - Professor, Fox School of Business , Temple University
more

Growing past the ‘black swan’ mindset through integrative assessment

11:40am - 12:10pm 30 mins
The three lines of defense revisited
  • Elizabeth St-Onge - Partner, Oliver Wyman
more

Making sure you have the right risk culture in place

12:10pm - 12:55pm 45 mins
CRO panel discussion: Winning friends and influencing people
  • Stan Dore - Chief Risk Officer, Federal Home Loan Banks
  • Lakshmi Shyam-Sunder - Vice President and Group Chief Risk Officer , World Bank Group
  • Rodney Sunada-Wong - Chief Risk Officer U.S. Institutional Broker-Dealer and Derivatives Swap Dealers, Morgan Stanley
  • Tatiana Segal - Partner & Head of Risk Management, SkyBridge Capital

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

12:55pm - 1:55pm 60 mins
Lunch
1:55pm - 2:00pm 5 mins
Track A Stress testing & Model Risk Management
Chairman's opening remarks
1:55pm - 2:00pm 5 mins
Track B Operational, Emerging & Systemic Risks
Chairman's opening remarks
2:00pm - 2:30pm 30 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
more
2:00pm - 2:30pm 30 mins
Track B Operational, Emerging & Systemic Risks
Risk management in the board room: adding value to the business
more

How do you engage the non-exec directors to think more carefully about risk management? Working across the business to get a consistent risk culture and practice

2:30pm - 3:00pm 30 mins
Track A Stress testing & Model Risk Management
Applications of internal risk rating systems for CECL
  • Eugenia Walton - Supervision, Regulation and Credit, Risk and Policy Analyses, Federal Reserve Bank of Boston
more

How are regulations impacted and what should banks do to resolve this in practice?

2:30pm - 3:00pm 30 mins
Track B Operational, Emerging & Systemic Risks
Risk management & the customer: are we meeting their needs?
  • Aymeric Kalife - Head Of Savings & Variable Annuities And Deputy Group Life Chief Actuary , AXA Group
more
3:00pm - 3:30pm 30 mins
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
more

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

3:00pm - 3:30pm 30 mins
Track B Operational, Emerging & Systemic Risks
The culture of compliance
more

How can we quantify the strength of our internal risk culture as regulators are raising their expectations?

3:30pm - 4:00pm 30 mins
Networking coffee break
4:00pm - 4:30pm 30 mins
Track A Stress testing & Model Risk Management
Model interconnectedness in risk management
  • Julia Litvinova - Head of Model Validation, Analytics and Use, Vice President, State Street
more

Analyzing the different relationships between models to eliminate inconsistency and uncertainty

4:00pm - 4:30pm 30 mins
Track B Operational, Emerging & Systemic Risks
Developing an efficient risk appetite framework in a constantly changing world
  • Alper Corlu - Senior Vice President, Credit Risk Portfolio Analytics, Citizens Bank
more

Incorporating capital and growth measures into your risk framework whilst keeping up with adjustments in the market

4:30pm - 5:00pm 30 mins
Track A Stress testing & Model Risk Management
Assessment of model risk in the aggregate: Contributions of quantification
  • Liming Brotcke - Quantitative Manager, Model Risk Oversight , Federal Reserve Bank Of Chicago
more
4:30pm - 5:00pm 30 mins
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
more

Bringing all risks under one umbrella to inform better business decisions

5:00pm - 5:30pm 30 mins
Track A Stress testing & Model Risk Management
Model performance, monitoring and reporting
  • Slava Obraztsov - Managing Director, Global Head of Model Validation, Nomura
more

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

5:00pm - 5:30pm 30 mins
Track B Operational, Emerging & Systemic Risks
Capturing and modelling emerging risks
  • Arya Yarpezeshkan - Senior Vice President and Director of Risk Management, Western World Insurance
more
5:30pm - 5:35pm 5 mins
Track A Stress testing & Model Risk Management
Chairman's closing remarks
5:30pm - 5:35pm 5 mins
Track B Operational, Emerging & Systemic Risks
Chairman’s closing remarks