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8:00 Registration and breakfast | 8:50 Chair’s opening remarks

GEOPOLITICAL RISK

9:00 Preparing for increased geopolitical uncertainty and changes to regulation under the new administration

  • Managing increased tensions under new administration and expansion of threats
  • Reviewing impact of geopolitical events on institutional risk profiles
  • Impact of geopolitical instability on global markets and investment strategies
  • Reviewing future of regulation and policy

Tendayi Kapfidze, Chief Economist, Wells Fargo

GLOBAL ECONOMY – PANEL DISCUSSION

9:40 Exploring interconnected dynamics to shape international markets and navigate an increasingly complex economic landscape

  • Assessing macroeconomic vulnerabilities and recession risk factors
  • Reviewing geopolitical impact to GDP and unemployment
  • Reviewing implications of expanding deficits for economic stability and growth
  • Potential changes in US foreign policy and global economic implications

Carl Groth, Chief Risk Officer, Legal & General Retirement Americas

Ali Moghaddam, Chief Risk Officer, former FBI agent and ADA, City National Bank Florida

Sabeena Ahmed Liconte, Head of Legal & Chief Compliance Officer, ICBC

10:30 Morning refreshment break and networking

Emerging Tech and Regulation

Enterprise and Operational Risk

Volatility and Macroeconomic Environment

Liquidity and Treasury Risks

11:00-11:45

BASEL III – PANEL DISCUSSION
Reviewing the future of Basel III rules jurisdictional disparities

  • Iimplications of lower capital ratios
  • Understanding timelines for Basel III with new administration
  • – Assessing the global convergence and implementation challenges
  • – Analyzing key changes in the latest implementation proposals

Srijan Agrawal, Director, RBC

11:00-11:45

ENTERPRISE RISK – PANEL DISCUSSION
Enhancing ERM for a holistic view of risk the risk profile across all business units

  • Rethinking risk ID and appetite in the current landscape
  • Creating incident response protocols and issue management systems
  • Defining and aligning risk appetite across all risk drivers in the organization
  • Monitoring KRIs at the enterprise level for comprehensive oversight

Aengus Hallinan, Managing Director, Chief Operational Risk Officer, BNY

Mohamed Bamba, VP-Business Risk Advisory Officer, Bank United

Vaughn Alliton, Senior Managing Director, Head of Technology/Digital Risk Compliance, TIAA

Javier Ortiz, Principal Technical Leader, IADB

11:00-11:45

MACROECONOMIC LANDSCAPE – PANEL DISCUSSION-
Navigating a volatile environment while anticipating future trends in the landscape

  • Understanding the direction of the macroeconomic landscape
  • Managing high rates and inflation
  • Understanding regional variations in economic
  • Adapting risk frameworks for an uncertain world

Jeff Prelle, Chief Risk Officer, First Tech Federal Credit Union

Bianca Wallace, US Chief Risk Officer, Norinchukin Bank

Markus Lammer, Head of Legacy CS Corporate Bank, UBS

Justin Van Beek, SVP, Wintrust Financial Corporation

11:00-11:45

MONETARY AND FISCAL POLICY – PANEL DISCUSSION
 Exploring the roles monetary and fiscal policy play in shaping economic stability

  • Assessing impact of government stimulus
  • Balancing economic growth and inflationary pressures
  • Reviewing US credit rating concerns and treasury market impacts
  • Impact of policy uncertainties on long-term interest rates

Shawn Snyder, Executive Director, Global Investment Strategist, J.P Morgan Global Wealth Management

Oskar Rogg, Managing Director, Head of Treasury, Credit Agricole

11:45-12:20

REGULATION POST-SVB
Reviewing the evolution of regulations set post-SVB and impact to banks

  • Reviewing impact to smaller banks Vs micro banks
  • Evolution of reporting practices
  • Assessing new risks emerging as a result of change across the industry

Shahab Khan, Head of Liquidity Risk, HSBC USA

11:45-12:20

INTEGRATION
Achieving a comprehensive view of risk for clearer insights and more informed decision-making

  • Unifying data streams for definition of financial and non-financial risks
  • Establishing a risk aware culture across teams
  • Tailoring NFR frameworks for diverse risk categories
  • Designing a data strategy to enable harmonized reporting across the organization

Matthew More, Director, Operational Risk Management, Barclays

11:45-12:20

 GEOPOLITICAL RISK
Managing a heightened geopolitical landscape with increased risks across the industry

  • Repositioning the portfolio in light of geopolitical risks
  • Hedging insurance to protect against the downside of geopolitical risk
  • Reviewing the affect to alterative payments solutions with geopolitical issues

Shahed Shafi, Head of Counterparty Risk/Market Products, U.S Bank

11:45-12:20

INFLATION
Reviewing current impacts and strategies to navigate the challenges posed by rising prices

  • Impact of accumulated debt on economic growth
  • Reviewing strategies for borrowing in a low-growth environment
  • Managing longer term high inflation

Deniz Tudor , Head of Modeling, Bread Financial

12:20-12:55

FRTB
Assessing the current implementation status of FRTB and lessons across jurisdictions

  • Understating trade-offs between standardized and model-based approaches
  • Implementing robust data management systems
  • Impact on risk calculations and capital requirements with NMRF
  • Assessing post-implementation challenges and impact on different products

12:20-12:55

ESG
Managing ESG risks in a divided world

  • Assessing the declining popularity of ESG amongst financial institutions
  • Maximizing returns through ESG strategies
  • Navigating divergent approaches globally
    • Anti-ESG in US Vs Pro ESG in Europe
  • Reviewing the differing opinions of ESG across states
  • Increasing sustainable responsibility across financial institutions

Marina Severinovsky, Head of Sustainability, Schroders

12:20-12:55

INTEREST RATE RISK
Gaining clarity on the anticipated trajectory of interest rates and repositioning portfolios

  • Reviewing the implications on asset classes
  • Managing impact on loan & deposit pricing
  • Maintaining profitability amid rate fluctuations
  • Understanding the implications of increased treasury issuance on interest rates and market stability

Maxwell Zhu, Global Head of Quantitative Analysis and Strategy, BMO

12:20-12:55

TREASURY BONDS
Exploring investment strategies and the role of treasury bonds in a diversified portfolio

  • Assessing impact of high exits from US treasury bonds
  • Managing portfolio risk during a sovereign debt crises
  • Understanding the role of treasury bonds in investment portfolios
  • Impact of inflation on treasury bond yields

12:55-1:55

Lunch break and networking

1:55-2:30

FED DISCOUNT WINDOW
Leveraging the central banks discount window and assessing benefits in usage

  • Assessing the impact of recent regulatory changes on FED discount window access and usage
  • The role of the discount window in managing liquidity risks
  • Interplay between capital requirements and discount window
  • Leveraging AI to predict discount window needs

Adam Goldstein, Chief Business Officer, Federal Home Loan Bank of New York

1:55-2:30

CYBER SECURITY
Managing increasing cyber risk and the impact of use of AI

  • Detecting sophisticated phishing emails
  • Strengthening systems to mitigate risk of attacks on vulnerabilities
  • Adapting cybersecurity measures to the pace of digital advances
  • Minimizing impact of cyber incidents and response
  • Understanding repercussions of third party breach

1:55-2:30

CREDIT RISK
Managing increasing credit risk through ongoing economic uncertainty

  • Assessing long-term viability of companies in a changing business environment
  • Adapting credit risk models for accelerated business cycles
  • Taking advantage of the yield with a tight spread
  • Managing along the curve with continued decrease in the short term

Hugo Ramirez, SVP Audit Responsible for Governance, Operational Risk & TPRM, BBVA

1:55-2:30

CAPITAL
Optimizing capital structure and enhancing financial stability

  • Analyzing the long term impact of evolving capital charge frameworks
  • Calibrating regulatory capital requirements
  • Balancing capital requirements and risk management processes
  • Reviewing the risk of non-banking entities and regulatory gaps

Moez Hababou, Global Head, Compliance and US Stream Lead, Independent Review and Control, BNP Paribas

2:30-3:05

COMMUNITY REINVESTMENT ACT
Assessing the upcoming CRA changes and implementation considerations

  • Integrating recent updates to the CRA
  • Assessing the impact of CRA changes on bank lending practices and community development
  • Exploring innovative approaches to meet CRA obligations for global organizations
  • Understanding the implications of CRA updates for different-sized financial institutions

2:30-3:05

CONCENTRATION RISK
Mitigating vendor overconcentration risk and developing business continuity plans for outages

  • Implementing multi-vendor security strategies in a cloud environment
  • Building a business continuity plan for cloud providers
  • Keeping regular assessment of third- and fourth-party concentration risks
  • Ensuring risk controls keep pace with rapid cloud adoption

Tamara Culler, Director of Governance and Operational Risk Policy, OCC

2:30-3:05

CREDIT RISK
Importance of portfolio management in a volatile credit or economic environment

Session details TBC

Ann-Margaret Sumnar, Credit Review Director, Huntington National Bank

2:30-3:05

LIQUIDITY
Managing cash flows and funding sources to keep high liquidity

  • Reviewing the impact of interest rates on liquidity
  • Managing operational deposits for LCR and stress testing calculation
  • Matching liabilities on the balance sheet to optimize liquidity management
  • Developing a proactive risk appetite approach post-liquidity crises

Alfred Chuang, Managing Director and Chief Financial Officer, Kensington Capital Partners

3:05-3:50

GEN AI – PANEL DISCUSSION
Adopting gen AI internally and assessing use cases for maximum RoI

  • Understanding regulatory expectations in relation to gen AI
  • Defining AI use cases and governance expectations
  • Navigating the pressure to adopt AI despite potential risks
  • Reviewing the long-term vs short-term value of gen AI investments
  • Identifying potential control gaps across the organization

Melody Feinberg, Director, Tier 1 Insurance

Katherine Zhang, Sr Risk Specialist, Federal Reserve Bank of Boston

Michael Knoeller, Senior Vice President, Director of Compliance, CIBM Bank

3:05-3:50

THIRD PARTY – PANEL DISCUSSION
Ensuring effective oversight and compliance of all third parties

  • Setting controls over third party technology vendors
  • Integrating third parties into institutional risk exercises to mitigate regulatory exposure
  • Monitoring data storage and sharing across supply chains
  • Negotiating enhanced data security and safeguarding transparency

Megan Speranza, Executive Director, Global Head of CCOR Resilience Risk Oversight,J.P Morgan

Olga Voytenko, Senior Vice President,Forbright Bank

Adam Ennami, Chief Risk Officer,General Bank of Canada

Tamara Culler, Director of Governance and Operational Risk Policy, OCC

3:05-3:50

DEFAULTS – PANEL DISCUSSION
Developing a proactive approach to early identification practices to reduce defaults

  • Utilizing data analytics to detect potential defaults before they occur
  • Diversifying loan portfolios to spread risk and reduce exposure to defaults
  • Assessing the impact of interest rate fluctuations on borrower repayments

Seyhun Hepdogan, Senior Director, Model Risk, Fifth Third Bank

Liz Gorgoglione, Director, Credit Risk, Legal & General Retirement Americas

Liming Brotcke, Sr Director, CCB BL Risk, Ally

3:05-3:50

LIQUIDITY STRESS TESTING – PANEL DISCUSSION
Liquidity stress testing: Evaluating resilience and preparedness with continued financial disruption

  • Running liquidity stress tests to prepare for deposit run off
  • Conducting liquidity stress testing for different macroeconomic stresses
  • Combing liquidity risk with capital planning
  • Bridging current liquidity needs with potential stressed liquidity needs
  • Monitoring risks caused by 2023 liquidity banking crises

Mitchell Chad, Senior Managing Director Stress and Impairment, RBC

Alison Li, Executive Director, SVP – Capital, Liquidity, Market Risk, First Citizens Bank

Anindya Basu, Global Head of Rapid Stress Testing, Citi

03:50-4:20

Afternoon refreshment break and networking

4:20-4:55

VALIDATING GEN AI
Rethinking AI and gen AI model validation to manage risks of continuous advances

  • Implementing AI governance processes to ensure proper validation
  • Putting correct data into gen AI models for accurate training
  • Mitigating challenges in validating a gen AI models compared to traditional models
  • Balancing the demand for AI models with the need for robust validation processes

Chandrakant Maheshwari, Lead Model Validator, Flagstar Bank

4:20-4:55

DATA GOVERNANCE
Ensuring appropriate data governance and compliance in a digital landscape

  • Data availability for new modeling advances
  • Developing robust systems to handle data discrepancies
  • Enhancing data lineage and integration into systems for regulators
  • Transitioning from legacy systems to have data transparency
  • Mitigating data vulnerabilities

4:20-4:55

LENDING
Building a proactive strategy to navigate the complexities of lending in a volatile environment

  • Pricing loans in a volatile rate environment
  • Leveraging tools and methodologies for predicting rate movements
  • Developing robust risk management strategies for various rate scenarios
  • Examining the divergence between promised and actual lending standards

4:20-4:55

LIABILITY MATCHING
Remaining agile and reassessing liability matching to adapt to changing markets

  • Matching asset and liability with increased regulatory changes
  • Finding quality longer duration assets
  • Having diversified assets between short and longer duration assets
  • Balancing assets and liabilities across currencies

Jonathan Liu, Senior Consultant, RBC

4:55-5:30

ETHICAL AI
Setting controls around gen AI to ensure safe and ethical use

  • Monitoring AI models to ensure non-biased outputs
  • Ensuring ethical use of AI with a lack of regulation
  • Mitigating bias in AI-driven credit and loan decisioning systems
  • Implementing unbiased AI solutions across diverse stakeholder ecosystems

Sabeena Ahmed Liconte, Head of Legal and Chief Compliance Officer, ICBC

4:55-5:30

REPUTATIONAL RISK
Having the correct procedures in place to avoid reputational damage

  • Gaining appreciation from customers to decrease negative impacts by organizational risks
  • Establishing a proactive communication strategy
  • Implementing a robust incident response plan
  • Monitoring social media and online presence

Jennifer Marshall-Roberston, Executive Manager, Chief Risk Officer, Grenada Co-Operative Bank Limited

4:55-5:30

CRE
Manging ongoing CRE risks as the market evolves post Covid-19

  • Identifying vulnerable CRE exposures in the current market environment
  • Optimizing capital allocation in CRE portfolios
  • Analyzing the effects of mass delinquencies on the CRE sector
  • Reviewing valuation and liquidity challenges in the CRE market as conditions evolve

4:55-5:30

IRRBB
Monitoring IRRBB and adapting to a changing rate environment

  • Impact of federal reserve rate cuts on bank portfolios and risk management
  • Balancing risk and profitability in a lower interest rate environment
  • Deposit modeling and behavioral assumptions
  • Stress testing and scenario analysis for interest rate risk

Mitchell Button, SVP, Director of Financial Model Validation, U.S Bank

5:30-6:05

AI MODELS
Defining AI models and setting appropriate controls

  • Understand relevant risks and controls around AI models
  • Developing in-house AI solutions for specific needs
  • Integrating AI tools into existing risk infrastructure
  • Is AI defined as a tool or a model?

Chris Smigielski Model Risk Director, Arvest Bank

5:30-6:05

CHANGE MANAGEMENT
Defining change vs regular growth to clarify growth and expectations

  • Maintaining operations during change to minimize disruptions
  • Balancing industry trends with operational realities
  • Investing in human capital to support successful change initiatives
  • Mapping process workflows to identify strategic transformation opportunities and enhance agility

Stephen Woitsky SVP, Operational Risk Business Oversight, Wells Fargo

5:30-6:05

CLIMATE INSURANCE
Managing impact of insurance withdrawal in high risk climate areas

  • Reviewing market disruptions in climate-vulnerable areas
    • Impact on real estate values
  • Adapting insurance models to changing climate patterns
  • Developing new approaches to insure high-risk areas
  • Reviewing impact during recent California wildfires

5:30-6:05

SCENARIOS
Leveraging scenario planning for strategic planning and decision making

  • Striving for market efficiency whilst complying with regulation
  • Creating scenarios for non-traditional disaster recovery
  • Developing stress tests that account for extreme market scenarios
  • Evaluating the resilience of global financial systems to major shocks

06:05

Chair’s closing remarks & networking drinks reception

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8:00 Registration and breakfast | 8:50 Chair’s opening remarks

THE BOARD – PANEL DISCUSSION

9:00 Enhancing board effectiveness in navigating risks and driving organizational success

  • Appropriately skilling and staffing the board according to risks of the organization
  • Informing the board to make better conclusions and decisions
  • Implementing strategies for management to report on and empower board success
  • Quantifying risks to highlight key areas of focus to the board
  • Getting the boards to think like a CRO: Thinking of risks outside of silos

Bianca Wallace, US Chief Risk Officer, Norinchukin Bank

RISK CULTURE

9:50 Former CRO lessons from the past: How past events impact risk management and future decision making

  • Analyzing the potential regulatory shifts in response to financial events
  • Preparing for sudden changes in reserve requirements and risk assessment protocols
    • Improving organizational responsiveness to risk events
  • Reviewing lessons learnt from prolonged recovery periods after risk management breakdowns
  • Having a strong risk culture to prevent major institutional failures

former Group CRO, Goldman Sachs

Nicholas Silitch, former Group CRO, Prudential

10:20 Morning refreshment break and networking

Emerging Tech and Regulation

Enterprise and Operational Risk

Volatility and Macroeconomic Environment

Liquidity and Treasury Risks

11:00-11:35

CLIMATE RISK
Navigating the future of climate regulations and potential policy shifts

  • Reviewing the race to net zero and the impact on investment portfolios
  • Managing transition risks
  • Developing organizational strategies to define and manage climate change
  • Evaluating the impact of climate risks on diverse portfolio holdings

Derek Jun, Managing Director, Head of Climate Risk, Oversight, Nuveen

11:00-11:35

OPERATIONALIZING GEN AI
Operationalizing gen AI and adapting risk frameworks for new applications

  • Balancing innovation with risk control in the deployment of AI technologies
  • Addressing risks across the AI model lifecycle to ensure comprehensive oversight
  • Identifying and mitigating risks in banking operations using AI
  • Ensuring regulatory compliance while adopting AI technologies

Kenneth Radigan, Chief Risk Officer, New York State Insurance Fund

11:00-11:35

GLOBAL SUPPLY CHAIN
Mitigating impact of ongoing global tensions on supply chains

  • Managing the increase in nearshoring
  • Shifting political alliances and their effect on international trade dynamics
  • Developing an exit strategy to address potential geopolitical disruptions
  • Reviewing challenges in preventing tariff circumvention in an evolving trade landscape

11:00-11:35

PORTFOLIO RISK
Analyzing potential vulnerabilities and developing strategies to enhance resilience of investment portfolios

  • Managing risks from portfolios built on ETFs and mutual funds
  • Balancing risk and return across asset classes
  • Segregating risks across different type of products
  • Quantifying and managing geopolitical risk with explicit classes

Sandeep Jain, Director, Markert Risk Executive, Bank of America

11:35-12:10

DATA
Leveraging data analytics and ensuring data security

  • Leveraging data analytics to identify trends
  • Leveraging predictive modeling to anticipate potential future risks
  • Defining an authoritative data source
  • Ensuring data security with vendors

Yasin Benzawi, US Head of Stress Testing, Capital Framework, Global Head of Scenario Analysis, Barclay

11:35-12:10

HIRING TALENT
Identifying skill gaps and hiring talent that have expertise in AI

  • Balancing experienced hires Vs younger tech talent
  • Reassessing optimal workforce size and structure in light of AI-driven productivity gains
  • Identifying skills and roles necessary for future workforce needs
  • Optimizing human-AI collaboration to enhance productivity and decision-making

Justin Siberlust, Associate Director, Internal Audit, Oppenheimer & Co

11:35-12:10

PRIVATE CREDIT
Reviewing the evolution of private credit and managing potential impact

  • Role of private equity in bank ownership and regulatory implications
  • Reviewing relationships between banks and private credit firms
  • Shifting from traditional lending to alternative credit providers
  • Evaluating the sustainability of private credit lending practices

11:35-12:10

DEPOSITS MODELING
Improving deposit stickiness and mitigating large deposit run off

  • Testing deposit assumptions and building models
  • Impact of Federal Reserve and ECB decisions on savings rates and consumer behavior
  • Balancing cost of funds with net interest margin
  • Reviewing charges applied to consumers borrowing credit

George Souellis,Chief Model Risk Officer, Freddie Mac

12:10-12:55

FINTECH – PANEL DISCUSSION
Navigating regulatory complexities in fintech-bank partnerships

  • Lack of guidance with lending and payments from regulators
  • Reviewing evolved partnership with transparency and explainability
  • Reviewing the risks and failures associated with acquiring fintech startups

Alisa Rusanoff, Head of Credit, Crescendo Asset Management

12:10-12:55

DEEPFAKES – PANEL DISCUSSION
Managing deepfakes to prevent fraudsters from penetrating the bank or targeting customers

  • Identifying when a deepfake is impacting the institution or customer
  • Defining controls to identify potential deepfakes
  • Deflecting the deepfake impact on fraud
  • Collaborating with cyber security experts to enhance defenses against attacks

Patrick Simonnet, Chief Audit Executive, Bank of China

Dalit Stern, Managing Director, Enterprise Senior Fraud Risk Officer, Legal, Risk & Compliance, TIAA

Phil Masquelette, Chief Risk Officer, Ulster’s Savings Bank

12:10-12:55

PRIVATE CREDIT – PANEL DISCUSSION
Risk management and regulatory considerations in private credit

  • Reviewing and measuring risks in private credit
  • Assessing regulatory disparities between banks and private funds
  • Reviewing banks’ indirect exposure to leveraged loans through fund financing
  • Potential systemic risks from unregulated financial activities

Ann-Margaret Sumnar, Credit Review Director, Huntington National Bank

12:10-12:55

AI USE IN PORTFOLIO ANALYSIS – PANEL DISCUSSION
Leveraging AI to enhance decision making and optimize investment performance

  • Leveraging AI to look at portfolio deposit modeling
  • Enhancing process robustness through AI
  • Leveraging AI to annually review how to fund and manage the balance sheet
  • Running a projection of loss in the portfolio

Petr Chovanec, Director, UBS

12:55-1:55

Lunch break and networking

1:55-2:30

OPEN BANKING
Mitigating increased privacy challenges with the open banking rules.

  • Managing data privacy with new open banking rule
  • Reviewing regulatory approaches to data protection
  • Mitigating increased cyber security risks with open banking
  • Implementing authentication and authorization processes

Adam Ennamli, Chief Risk Officer, General Bank of Canada

1:55-2:30

AML
Implementing controls to mitigate AML  while ensuring a seamless customer experience

  • Implementing robust AML and counter-terrorist financing protocols in financial transactions
  • Enhancing digital identity verification to mitigate synthetic identity fraud risks
  • Automating AML workflow

James Short, MD, Head of FCRM & Enterprise Head of Sanctions and Screening, Scotiabank (tbc)

1:55-2:30

M&A
Reviewing the increase in M&A activity and understanding regulatory stance on it expectations

  • Understanding M&A appetite from regulators
  • Reviewing impact to fintechs and funding
  • Reviewing appetite for M&A in the future
  • Understanding the strategy of growth with increased M&A activity
  • Balancing growth of the bank in a safe manner

Kinjal Rajawat, Associate Director, Private Markets, OMERS

1:55-2:30

AI WITH FAIR LENDING
Leveraging AI to ensure fair lending and ensure equitable access to credit for all borrowers

  • Identifying and mitigating bias in AI credit models
  • Ensuring compliance with fair lending regulations
  • Leveraging AI for reading and interpreting financial statements
  • Increased focus from CFPB on fair lending
  • Mitigating algorithmic bias in lending decisions while ensuring CRA compliance

Liming Brotcke, Sr Director, CCB BL Risk, Ally

2:30-3:05

1033 RULE
Establishing robust data governance frameworks and reviewing implications for consumer privacy

  • Setting parameters around sharing data
  • Integrating infrastructure to allow sharing of data between banks
  • Developing robust data governance frameworks to ensure compliance with the 1033 rule
  • Evaluating the implications of broader data sharing on consumer privacy and security

2:30-3:05

FINANCIAL CRIME MODELS
Advancing financial crime models with in line with increasing sophistication of criminal activities

  • Evolution of money laundering techniques and the need for adaptive models
  • Managing exploitation of new technologies by criminals
  • Tracing money movements in a global economy
  • Leveraging machine learning models for financial crime detecting
  • Implementing model evaluation and optimization to ensure ongoing effectiveness

Xiaoling (Sean) Yu
Director, Financial Crimes and Liquidity Risk Modeling, KeyBank

2:30-3:05

EQUITY INDEX
Mitigating a concentrated market and diversifying the portfolio for investors

  • Constructing a portfolio to outperform the benchmark
  • Managing portfolios when top names dominate the benchmark
  • Balancing fundamentals analysis with crowded trade considerations
  • Holding large-cap stocks and avoiding underperformance relative to the index
  • Managing risk and potential returns influenced by high-weight stocks

Yakov Shenkman, Director Head of Risk for Fundamental Equity in Americas, BlackRock

2:30-3:05

CLIMATE RISK
Exploring financial implications of natural disasters and strategies to mitigate impact on the portfolio

  • Highlighting the need for financial support when rebuilding efforts after natural disaster
  • Reviewing the need for funding for immediate relief and long-term recovery
  • Assessing potential shifts in investment strategies under Tump’s administration
  • Refocusing hedge funds and investors goals for sustainability investments

Anand Hingway, Executive Director, Environmental & Social Risk Management, CIBC

03:05-3:35

Afternoon refreshment break and networking

3:35-4:20

DIGITAL ASSETS – PANEL DISCUSSION
Identifying unique risks posed by digital assets and building mitigation strategies

  • Evaluating blockchain as a foundational technology
  • Assessing the impact of tokenization on traditional financial markets
  • Navigating evolving regulations around digital assets
  • Adapting existing risk models to accommodate digital assets

3:35-4:20

RCSA – PANEL DISCUSSION
Breaking down silos to create an overarching RCSA framework

  • Aligning RCSAs with product lines for holistic risk management
  • Capturing company wide vulnerabilities
  • Streamlining data and systems
  • Creating KRIs and monitoring thresholds to enhance risk oversight
  • Bringing AI capabilities to improve efficiency and accuracy

Varun Agarwal, Director, Enterprise Risk Management, Western Alliance Bank

Olga Voytenko, Senior Vice President, Forbright Bank

Eleni Willis, Chief Risk Officer, Sterling Bank and Trust

Asha Gowda, Director, Market and Treasury Risk Management, KeyCorp

3:35-4:20

MODELING – PANEL DISCUSSION
Reviewing the added pressure to model validation when working in a volatile market and leveraging AI to stay ahead

  • Accuracy of AI models in managing and adapting to market volatility
  • Modeling geopolitical impact to the market dynamics
  • Modeling credit risk and unexpected shocks to enhance resilience
  • Calibrating models to account for potential future market shocks

Arsa Oemar, Director, Model risk Management, US Bank

Riten Dixit, VP, Market Risk, Federal Home Loan Bank of Cincinatti

Anthony Tantillo, Market Risk Analytics, Mizuho

3:35-4:20

CFP – PANEL DISCUSSION
Developing a robust contingency funding plan to ensure preparedness and effective response

  • Responding to market actions at short notice
  • Taking relevant actions once ERI’s are triggered
    • Having assessments and reports available to respond
  • Running relevant scenarios to capture stress within CFP plan
  • Testing current CFP plans to evaluate efficiency

Hakan Dennis, Head of Macro scenario Design, Citi

4:20-4:55

QUANTUM COMPUTING
Exploring quantum computing for advanced risk analytics

  • Reviewing potential opportunities for quantum computing
  • Leveraging quantum computing for advanced risk analytics
  • Reviewing the intersection of quantum computing and AI
  • Analyzing how quantum machine learning could enhance AI-driven risk models

4:20-4:55

RISK APPETITE
Setting risk appetite to align strategy with risk managements

  • Defining risk appetite and its importance in strategic decision-making
  • Developing a comprehensive risk appetite framework
  • Creating effective risk appetite statements
  • Establishing key risk indicators and tolerance levels
  • Aligning risk appetite with organizational objectives and strategy

Stephen Woitsk, SVP, Operational Risk Business Oversight, Wells Fargo

4:20-4:55

COUNTERPARTY CREDIT RISK
Ensuring holistic oversight of counterparty credit risks in a volatile environment

  • Transitioning from IMM to standardized approach
  • Managing counterparty credit risk metrics post-Archegos
  • Conducting comprehensive due diligence for counterparties at onboarding
  • Managing counterparty exposures effectively through robust credit risk mitigation

Kai-Ching Lin, Head of Model/Market Risk, Valley National Bank

4:20-4:55

CAPITAL STRESS TESTING
Examining the impact of adverse scenarios on capital position

  • Expanding capital stress testing beyond credit risk
  • Developing comprehensive scenarios to reflect diverse triggers
  • Monetizing all risks
    • Challenge with non-financial risks
  • Implementing SR12-7

Sergey Yeremenko, Internal Audit Director, Capital Markets and Market Risk, PNC

04:55

Chair’s closing remarks and end of Convention

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