Risk Americas17 BrochureFINAL

AMERICA’S PREMIER RISK & REGULATION CONVENTION 2017

RISK AMERICAS 6TH ANNUAL

KEYNOTE SESSIONS Role of the CRO | Political Environment | Regulatory Change | Risk Culture | Conduct & Accountability

NEW FOR 2017: FUTURE OF RISK MANAGEMENT Future of Risk Management | Volatility | Data Strategies | Regulatory Reform | CECL | Emerging Risks | Machine Learning | FinTech | Technology | BitCoin

STRESS TESTING & MODEL RISK CCAR for New Filers | Quant Methods | SR15-18 & SR15-19 | Scenario Design | Data | BAU | Model Risk Management | Internal Audit | Economic Capital | PPNR

LIQUIDITY RISK & FUNDING EPS | NSFR | 5G Reporting | Intraday Liquidity | CCAR | Horizontal Review | Recovery & Resolution | Lines of Defense | Role of Audit | FTP | Market Conditions

ERM & OPERATIONAL RISK Regulatory Change | RCSA | Accountability | Reputational Risk | Data Collection | Fraud | Risk & Compliance | ERM | Vendor Risk | Cyber | GRC | AMA to SMA | CCAR

TOPICS ADDRESSED FOR 2017

CONTRIBUTIONS & PRESENTATIONS FROM:

POST AGENDA MASTERCLASSES - MAY 25

PRE AGENDA MASTERCLASSES - MAY 22NEW FOR 2017………………………………

MODEL RISK GOVERNANCE & VALIDATION BEST PRACTICES Led By: Jon Hill, Global Head of Model Governance, Credit Suisse plus guest speakers

FRAUD MANAGEMENT (HALF DAY) Led By: Dalit Stern, Director, Enterprise Fraud Risk Management, TIAA

INTEGRATED CREDIT MODELING: FROM CCAR TO CECL Led By: Soner Tunay, EVP, Director of Risk Analytics, Citizens SUPERCHARGING YOUR ERM PROGRAM Led By: Craig Spielmann, Head of Enterprise Risk Management, First Data

NICHOLAS SILITCH Group CRO

Prudential Financial

MERVYN NAIDOO COO, Risk Analytics

Morgan Stanley

BRIAN GOLDMAN CRO, Operations Goldman Sachs

YURY DUBROVSKY CRO

Lazard Group

JAY COOK CRO

Lloyds Banking Group NA

MATTHEW MACIA CRO TIAA

ANTHONY PECCIA CRO

Citibank Canada

LORI EVANGEL CRO

Genworth Financial

PAUL MARCHETTI CRO

BankNewport

DALE COCHRAN CRO

USAA Bank

BOGIE OZDEMIR CRO

Canadian Western Bank

OLIVER JAKOB International CRO

Mitsubishi UFJ Securities

HEAR FROM MORE THAN 80 CROs & HEADS OF RISK INCLUDING:23-24 MAY, 2017 | HILTON MIDTOWN | NEW YORK CITY

Co-Sponsors:

Contact: [email protected] | +1 888 677 7007 | www.risk-americas.com

Knowledge Partners:

BWise

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A NOTE FROM THE EVENT DIRECTORS RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

Welcome to Risk Americas 2017The Center for Financial Professionals are delighted to release the agenda for the 6th Annual Risk Americas Convention, taking place May 23-24, 2017. Risk Americas will once again be centrally located at the prestigious New York Hilton Midtown. This year, the two day multi-stream Convention is accompanied by four pre and post-Convention masterclasses.

Firstly, we would like to thank the Risk Americas 2017 Blue Ribbon Panel for their insights, expertise and ongoing support towards the final agenda; Elizabeth Hughes, Union Bank; Jon Hill, Credit Suisse; Omar Pazmino, FDIC; Cynthia Williams, former Credit Suisse; Christian Pichlmeier, Union Bank; David Howard, Lombard Risk; Frank Sansone, China Construction Bank; Patricio Contreras, S&P Ratings; Manan Rawal, HSBC and David D’Amico, Wells Fargo.

The 2017 Convention agenda is the result of an extensive 4 stage research process, which collectively highlighted both the agenda items and associated workshops: our members, including past attendees, were surveyed to gather key issues and challenges; The Blue Ribbon Panel reviewed potential stream themes and topics. We also undertook over 50 one-on-one research calls and finally, once collated, we undertook a series of one-on-one meetings with key industry professionals, to further develop the agenda.

The result: four streams on each day including Stress Testing, Model Risk, Liquidity Risk, Enterprise Risk Management and Operational Risk, and new for 2017, the Future of Risk Management stream, which featured heavily during the research phase and examines the ever-changing role of risk management, and evolving regulation and technological advances.

In addition, Risk Americas 2017 features a host of new interactive elements to further increase networking and discussion opportunities with industry peers. Attendees are free to move between streams, pre-select roundtable discussions, and tailor the event to suit individual needs and requirements. Allowing for unprecedented networking breaks and boasting over 80 senior presenters, 70+ interactive sessions and panel discussions, over 30 of the industry’s leading solution providers, 20+ luncheon roundtables on each day, 8 hours of networking, 4 pre and post workshops, cocktail reception, interactive app and much more across 2 days – in short, North America’s leading gathering of risk and regulation professionals.

We look forward to welcoming you to the 6th Annual Risk Americas Convention in May 2017.

Kind Regards

Andreas Simou & Alice Kelly Risk Americas Program Directors, Center for Financial Professionals

[email protected] | [email protected]

Excellent speakers, important topics, great ability to switch between streams. BB&T

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SPONSORS RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

Call us on +1 888 677 7007 or email [email protected] to find out more

SPONSORSHIP & EXHIBITION Advance your branding, awareness, industry expertise, thought-leadership and lead-generation at TLAC and MREL 2017. Sponsorship and exhibition with the Center for Financial Professionals offers unique networking, brand recognition and thought-leadership deliverance opportunities with senior risk professionals from around the world. Whether

you want full branding across the event or simply a well positioned exhibition stand, our business development team will tailor the right package for you. We do everything we can to help you get your marketing message across and also to benchmark return on your investment.

Moody’s AnalyticsMoody’s Analytics helps capital markets and risk management professionals worldwide respond to an evolving marketplace with confidence. The company offers unique tools and best practices for measuring and managing risk through expertise and experience in credit analysis, economic research and financial risk management. By providing leading-edge software, advisory services and research, including proprietary analyses from Moody’s Investors Service, Moody’s Analytics integrates and customizes its offerings to address specific business challenges.

S&P Global Market IntelligenceComplex markets and evolving regulatory demands mean that the definition of success is always changing. Become the benchmark with deep industry insight from SNL financial and credit risk and surveillance tools from S&P Capital IQ.

Now operating jointly as S&P Global Market Intelligence, we offer the industry’s deepest data, sector-focused news, and powerful analytics so you can navigate through challenging operating norms with confidence, manage the full spectrum of your credit risk exposure, and better serve your customers.

AxiomSLAxiomSL is the leading global provider of regulatory reporting and risk management solutions for financial services firms, including banks, broker dealers, asset managers and insurance companies. Its unique enterprise data management (EDM) platform delivers data lineage, risk aggregation, analytics, workflow automation, validation and audit functionality.

The AxiomSL platform seamlessly integrates clients’ source data from disparate systems and geographical locations without forcing data conversion. It enriches and validates the data, and runs it through risk and regulatory calculations to produce both internal and external reports. The platform supports disclosures in multiple formats, including XBRL. The unparalleled transparency offered by the high-performance platform gives users the ability to drill down on their data to any level of granularity.

Darling Consulting GroupDarling Consulting Group (DCG) is a leading independent provider of balance sheet risk management services and solutions for the financial institution industry. DCG’s Quantitative Risk Analysis & Strategy Group provides specialized end-to-end validation for credit stress testing models (DFAST/CCAR) which includes an evaluation of the mathematical approaches employed to project credit losses and PPNR forecasts, as well as ALM model integration, governance, controls and documentation.

For over 30 years DCG has helped financial institutions of all sizes make better strategic and risk management decisions.

NasdaqNasdaq BWise is a global GRC technology leader. We help organizations, both big and small, around the globe, embed, sustain, and streamline their GRC and integrated risk management activities. The BWise software application is the cornerstone of Nasdaq’s GRC technology portfolio. It offers a wide range of leading GRC functional capabilities for risk management, internal audit, internal control, information security and regulatory compliance.

Having implemented some of the largest GRC projects in various industries around the globe in various industries means that Nasdaq BWise will truly be able to leverage its global resources to ensure a successful implementation by bringing a blend of technical and industry experience, a mature project governance methodology, and a dedication to effectively and efficiently transfer knowledge for long-term success.

BWise is recognized by independent analysts as a leader in GRC software and won awards for best product as well as best vendor in the industry. For more information about our solutions and services, please visit www.bwise.com.

Nasdaq is recognized around the globe as a diversified worldwide technology, trading and information services provider to the capital markets, with more than 3,500 colleagues serving businesses and investors from over 50 offices in 26 countries across six continents – and in every capital market.

Strategic Risk AssociatesStrategic Risk Associates (SRA) is national consulting and advisory firm, specializing in the banking and financial services industry. SRA provides commercial banks and financial services companies with a broad spectrum of services. These include: Enterprise Risk Management; Merger and Acquisition Due Diligence; Internal Audit; Bank and Financial Services companies’ Integration; Credit Risk Management including Loan Reviews, Stress Testing, Credit Training, and Process Improvements; Regulatory Support for Bank Exams; MOUs,and Enforcement Actions; Management and Board Assessments; Strategic Plans and/or Capital Plans; DFAST; Board of Director Training; Succession Plans; Staff Augmentation, Mortgage Operations Support, and numerous Other Services.

Wolters KluwerWhether complying with regulatory requirements or managing financial transactions, addressing a single key risk, or working toward a holistic enterprise risk management strategy, Wolters Kluwer Financial Services works with customers worldwide to help them successfully navigate regulatory complexity, optimize risk and financial performance, and manage data to support critical decisions. Wolters Kluwer Financial Services provides risk management, compliance, finance and audit solutions that help financial organizations improve efficiency and effectiveness across their enterprise, with more than 30 offices in 20 countries.

KNOWLEDGE PARTNERS: CO-SPONSORS

BWise

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WHAT’S NEW FOR 2017 RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

NEW CRO LINE UP HEAR KEYNOTE DISCUSSIONS WITH CROs FROM FI’S INCLUDING: • Bancorp; BankNewport; Lloyds Banking Group; USAA Bank; Genworth Financial; Sterling National Bank; Lazard; TIAA; TCF Bank; Ulster Savings Bank; Citibank Canada and more• Group CRO, Prudential Financial delivers a keynote address in enhancing conduct, culture and accountability practices

NEW FOR 2017 FUTURE OF RISK MANAGEMENT STREAM REVIEWING THE ROLE OF THE RISK MANAGER AMIDST REGULATORY AND TECHNOLOGICAL DEVELOPMENTSKey topics include: • Risk management of the future• CECL• Machine learning• FinTech and Blockchain• Future of regulation and much more

NEW FOR 2017 ENTERPRISE AND OPERATIONAL RISK MANAGEMENT STREAMFor 2017 we have incorporated an Enterprise Risk Management element into the Operational Risk stream to provide a broader strategic overview: • Regulatory change panel discussion • Integrated GRC framework• RCSA and adding value• Managing cyber threats across the enterprise panel discussion• Integrating model risk into a broader ERM framework • Operational Risk as part of ERM

NEW PRE AGENDA MASTERCLASS (MAY 22): Integrated Credit Modeling: From CCAR to CECL, led by Soner Tunay, EVP, Director, Risk Analytics, Citizens Bank. LIMITED SEATS AVAILABLE: 2016 SCENARIO MASTERCLASS SOLD OUT!

NEW PRE AGENDA MASTERCLASS (MAY 22): Supercharging Your ERM Program, led by Craig Spielmann, Head of Enterprise Risk Management, First Data.

NEW POST AGENDA MASTERCLASS (MAY 25): Model Risk Governance & Validation Best Practices, led by Jon Hill, Global Head of Model Risk Governance, Credit Suisse.

Jon is joined by guest speakers: Agus Sudjianto, EVP, MD, Head of Corporate Model Risk, Wells Fargo, Julian Phillips, Chief Model Risk Officer, GE Capital and Mervyn Naidoo, Chief Operating Officer, Market Analytics, Morgan Stanley.

NEW POST AGENDA HALF DAY MASTERCLASS (MAY 25): Fraud Management, led by Dalit Stern, Director, Enterprise Fraud Risk Management, TIAA

Due to the interactive nature of the Masterclasses, seats are strictly limited; reserve your seat early to avoid disappointment

NEW FOR 2017 INTERACTION & NETWORKING 2017 will feature a more extensive line up of networking opportunities with industry peers, items include: • 20+ luncheon roundtables on each day• App enabled technology to connect with attendees and speakers • Cocktail reception concluding day one • Over 8 hours of networking on each day

DON’T TAKE OUR WORD FOR IT…Hear what 2016 speakers, sponsors and attendees had to say on the quality of the event…

Contact: [email protected] | +1 888 677 7007 | www.risk-americas.com 5

Dale Cochran Jay Cook James Costa Yury Dubrovsky Lori Evangel Matthew Macia Paul Marchetti Phil Masquelette Anthony Peccia Nicholas Sillitch Steven Turowski Jason Vazquez

KEYNOTE SPEAKER FACULTY RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

Dale Cochran CRO, USAA BankDale Cochran is currently Chief Risk Officer, Managing Director at USAA Bank, he has been in this role since 2013. Prior to this role he served as Chief Risk Officer at GE Capital Global Banking.

Dale will be delivering insight on the keynote panel reviewing the role of the CRO.

Jay Cook CRO, International Lloyds Banking GroupJay Cook joined Lloyd’s Bank in January 2013 as Chief Risk Officer for North America and assumed additional responsibility for Europe and Asia in 2016.

Jay has over 30 years of industry experience and joined from RBS, prior to his time at RBS Jay had a number of senior roles at Citigroup, Canadian Imperial Bank of Commerce and Lehman Brothers.

Jay will be delivering insight on the keynote panel reviewing the role of the CRO.

James Costa CRO, TCF Bank James M Costa is Chief Risk Officer of TCF’s enterprise risk management function. Mr Costa joined TCF in 2013.

Mr Costa brings with him 25 years financial services experience, with 15 years in risk management. He most recently served as Executive Vice President of Risk and Head of Enterprise Portfolio Management at PNC Financial Services.

James will be participating on a keynote panel discussion on regulatory changes.

Yury Dubrovsky CRO, Lazard Group Yury Dubrovsky is a Managing Director, Chief Risk Officer of Lazard Ltd. And Head of Global Risk Management at Lazard Asset Management LLC. Prior to joining Lazard in 2015, Yury was Global Head of Market Risk for Emerging Markets and G20 Credit Products with Credit Suisse First Boston.

Yury will be joining the Keynote panel discussion on the role of the CRO.

Lori Evangel CRO, GenworthLori Evangel is executive Vice President and Chief Risk Officer for Genworth. She joined Genworth in January 2014. Prior to Genworth she was Managing Director and Chief Risk Officer at Aflac’s Global Investment Division.

Lori will be participating on a keynote panel discussion on changing internal structures.

Matthew Macia Bank CRO, TIAAMatt Macia joined TIAA as Bank Chief Risk Officer in January 2014. In his current role, he is responsible for leading the risk management practice at TIAA’s banking operation.

Matthew will be participating on a keynote panel discussion on changing interval restructures.

Paul Marchetti CRO & CCO, BankNewport Paul A. Marchetti is the Chief Risk Officer and Chief Credit Officer at BankNewport where he has served in the position and a similar position since 2012. Prior to this he served in executive roles at large banking institutions in Credit, Risk Management and Compliance.

Paul will be joining the Keynote panel discussion on the role of the CRO.

Phil Masquelette CRO, Ulster Savings Bank Philip Masquelette is currently SVP, Chief Risk Officer at Ulster Savings Bank. Prior to this role he served as Vice President at Bankwell.

Phil will be joining a keynote panel discussion on regulatory changes

Anthony Peccia CRO, Citibank Canada Mr. Peccia is Managing Director and CRO for Citibank Canada. He also chairs the Risk Committee and is a Director of Board of the Citi Trust Company of Canada. Prior to this he was MD, Operational Risk at Citigroup.

Anthony will be joining a keynote panel discussion on regulatory changes

.

Nicholas Sillitch Group CRO, Prudential Financial Nick Silitch is Group Chief Risk Officer of Prudential Financial, Inc. n this role he oversees Prudential’s risk management infrastructure and risk profile across all business lines and risk types. Prior to joining Prudential he held the position of Chief Risk Officer of the Alternative Investment Services, Broker Dealer Services and Pershing businesses within Bank of New York Mellon.

Steven Turowski CRO, BancorpSteven Turowski is currently EVP, Chief Risk Officer at the Bancorp overseeing the company’s Enterprise Risk Framework. Prior to this he served at organisations including BNY Mellon, PNC and Deutsche Bank.

Steven will be joining a keynote panel discussion on the role of the CRO.

Jason Vazquez Deputy CRO, Sterling National Bank Jason Vazquez is a Senior Vice President, Deputy Chief Risk Officer and the BSA/AML Compliance Officer for Sterling National Bank. Jason supports the operation and ongoing refinement of Sterling’s Enterprise Risk Management Program. In addition, he has overall responsibility for managing and overseeing the bank’s Bank Secrecy Act (BSA/AML) and OFAC Compliance Programs, the Financial Crimes Investigative Unit (or, FCIU), physical security, Model Risk Management and CRA compliance.

Jason will be joining the keynote panel reviewing internal restructures.

Hear from and interact with over 70 CROs and senior risk executives. Below is a sample of the CROs on each day’s Keynotes and Plenary sessions:

Contact: [email protected] | +1 888 677 7007 | www.risk-americas.com 6

SPEAKERS AT RISK AMERICAS 2016KEYNOTE SESSIONSDale Cochran CRO, USAA BankJay Cook CRO Lloyds Bank Group N.A.James Costa CRO, TCF Bank Yury Dubrovsky CRO, Lazard GroupLori Evangel CRO, Genworth Matthew Macia CRO, TIAA Paul Marchetti CRO, BankNewport Phil Masquelette CRO, Ulster Savings Bank Anthony Peccia CRO, Citibank Canada Nicholas Silitch Group CRO Prudential Financial Steven Turowski CRO, Bancorp Jason Vazquez, Deputy CRO Sterling National Bank

THE FUTURE OF RISK MANAGEMENT David D’Amico Compliance Consultant Wells Fargo Melody Feinberg Acting CRO Federal Home Loan Bank of New York Hussein Harajli Senior Regulatory Lead Citi Treasury Investments Oliver Jakob International CRO Mitsubishi UFJ SecuritiesStevan Maglic SVP, Head of Quantitative Risk Analytics, Regions Bank Paul Marchetti CRO, BankNewport Nimish Mathur Head, FIG and FinTech Capital Markets RBSMervyn Naidoo COO, Market Analytics, Morgan StanleyWill Newcomer VP, Product & Strategy, US Risk & Compliance Wolters KluwerBogie Ozdemir CRO, Canadian Western BankAnthony Peccia CRO, Citibank Canada Manan Rawal Head of Scenarios & Modeling HSBC

STRESS TESTING & MODEL RISKArnisa Abazi, Director, Credit & Operational Risk Analytics, Citi Nabeel Alvie Head of Audit for CCAR and IHC Credit SuisseRobert Chan SVP, Head of Quantitative Analytics City National Bank Arun Chinnasamy Director, PPNR and Balance Sheet Modeling RBC Capital MarketsHakan Danis Director, Economic Stress Test MUFG Union Bank N.A.Lori Evangel CRO, Genworth Jon Hill, MD, Global Head of Model Governance, Credit Suisse Mircea Pigli Director, SVP Portfolio Analytics Fifth Third Bank Vikrant Pradhan, ED, Regulatory Capital Management Office JP Morgan ChaseAgus Sudjianto EVP, Head of Corporate Model Risk Wells Fargo Gary Tognoni SVP, Head of Stress Testing Execution TD Bank Soner Tunay Head of Risk Analytics Citizens Bank

LIQUIDITY RISK & FUNDING Luisa Gardner Head of Liquidity Risk, FDIC Daniel Gutierrez Officer, Liquidity & Funding Federal Reserve Bank of New York Will Newcomer VP, Product & Strategy, US Risk & Compliance Wolters KluwerOmer Pazmino Senior Complex Financial Institution Specialist FDICChristian Pichlmeier Head of Liquidity Risk Union Bank Joseph Randazzo Director, Liquidity Risk Deutsche Bank Frank Sansone Head of Treasury China Construction Bank Stephanie Weiss MD, Treasurer Mizuho Securities

ERM & OPERATIONAL RISKPark Barkan CRO, Newton Savings Bank Nicholas Diieso VP, Risk, Deutsche Bank Kevin Conlon Vice President and Audit Leader, American ExpressPhilip Gledhill Supervising Examiner, Enterprise Risk Supervision Federal Reserve Bank of New YorkBrian Goldman CRO, Operations, Goldman Sachs David Iacucci Director and Audit Team Leader American ExpressCraig Lane Director, Chief Risk Office, USAAEllen McCarthy EVP, CRO, Former AST Brad Mirkin Former FINRA Gustavo Ortega Director, Operational Risk, AIG Robert Phelps Acting Director, Critical Infrastructure, OCCArnaud Roux de Bezieux CRO, Rabobank Emre Sahingur CRO, Model Risk, Fannie Mae Fred Shane CRO, Commonwealth Financial Network Craig Spielmann Global Head of Enterprise Risk Management Strategy, First Data Dalit Stern Director, Enterprise Fraud Risk Management, TIAA Mihir Trivedi Director, Operational Risk, TIAA Asset Management Michael Walsh Legal & Compliance Risk, Financial Institutions Supervision Group, Federal Reserve Bank of New York

SPEAKERS AT RISK AMERICAS 2017 RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

Hear from and interact with over 70 CROs and senior risk executives. Below is a sample of the speakers across two days:

Contact: [email protected] | +1 888 677 7007 | www.risk-americas.com 7

STREAM ONE THE FUTURE OF RISK MANAGEMENT PANEL DISCUSSION 10:50 Risk management of the future: The road ahead for risk managers• Technology advances • Regulatory changes • Internal structure • The role of the bank in 2030 • The evolution of risk management as a function: how to preparePaul Marchetti, CRO, BankNewport David D’Amico, Compliance Consultant, Wells Fargo Bogie Ozdemir, CRO, Canadian Western Bank

DOUBLE SESSION 11:35 CECL challenges, methodologies and implications

• Interpreting the new standard • Methodological approaches • Leveraging stress testing methodologies for CECL • Potential implications and unintended consequencesStevan Maglic, SVP, Head of Quantitative Risk Analytics, Regions Bank Senior Executive, Moodys Analytics

STREAM TWO STRESS TESTING AND MODEL RISK PANEL DISCUSSION 10:50 Overview of CCAR for new filers with new European wave for 2017 • Lessons learnt from those that have been through it • Dealing with unexpected shocks as seen with negative rates and shocks • Validating CCAR size shocks • Implications of EPSVikrant Pradhan, ED, Regulatory Capital Management Office, JP Morgan Chase

11:35 Industry overview of quantitative methods and frustrations• Meeting model requirements • Expectations from regulators • Documenting and recording overlays • Quant methods in stress testing: tried and tested Arnisa Abazi, Director, Credit and Operation Risk Analytics, Citi

STREAM THREE LIQUIDITY RISK AND FUNDING PANEL DISCUSSION 10:50 Incorporating liquidity risk requirements into one unified process for strategic integration • LCR, NSFR, EPS, CLAR • Collating results and using for strategic decisions • Regulatory tactical Vs. strategic resolutions Stephanie Weiss, MD, Treasurer, Mizuho Securities Will Newcomer, VP, Product and Strategy, US Risk & Compliance, Wolters Kluwer

11:35 Looking towards implementation of NSFR and understanding the requirements • Key impacts of the NSFR • Interaction with other liquidity rules • Differences between Basel and US interpretations • System evolution

STREAM FOUR ERM AND OPERATIONAL RISKPANEL DISCUSSION 10:50 Regulatory change: Where are we now, what has changed and the implications • Operational risk regulatory agenda • System infrastructure to support historical and future changes • Adaptability of internal frameworks Arnaud Roux de Bezieux, CRO, Rabobank Philip Gledhill, Supervising Examiner Enterprise Risk Supervision, Federal Reserve Bank of New York Paul Barkan, CRO, Newton Savings Bank

11.35 Incorporating a more integrated GRC framework and reviewing best practice • Best practice of GRC solution implementation • Warning signs • Best practices • Application in practice • Available technology • Managing data Mihir Trivedi, Director, Operational Risk, TIAA Asset Management

9:00 ROLE OF THE CRO IN A CHANGING REGULATORY ENVIRONMENT The Center for Financial Professionals have procured a range of industry leaders from a diverse range of institutions to review the role of the CRO, the impact of changing regulation and differences across different sized institutions Steven Turowski, CRO, Bancorp | Paul Marchetti, CRO, BankNewport Jay Cook, CRO, Lloyds Banking Group | Dale Cochran, CRO, USAA Bank

9:40 REVIEWING THE REGULATORY AGENDA FOR 2017 AMIDST POLITICAL AND ECONOMIC CHANGE Hear from CROs on the changing regulatoryJames Costa, CRO, TCF Bank | Yury Dubrovsky, CRO, Lazard Phil Masquelette, CRO, Ulster Savings Bank | Anthony Peccia, CRO, Citibank Canada

DAY ONE KEYNOTE SESSIONS

7.30 REGISTRATION, BREAKFAST & EXHIBITION OPENS | 8.40 CENTER FOR FINANCIAL PROFESSIONALS WELCOME | 8.50 CHAIR’S OPENING REMARKS

AGENDA DAY ONE | MAY 23 | MORNING RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

10.20 MORNING BREAK & NETWORKING

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CECL 2:00 Forecasting the future: An overview of CECL and future predictions • To what extent is CECL on the radar • Data requirements • Bringing together risk and finance • Predicting loss under forward scenarios • Factors to calculate PD and LGD Will Newcomer, VP, Product and Strategy, US Risk & Compliance, Wolters Kluwer

PANEL DISCUSSION 2:35 Setting the foundation: Data strategies across the industry in preparation for future regulation • Collecting documentable loss history • Collecting contributing factors to losses • Exacerbating problems down the road • Data beyond regulatory compliance

THE FUTURE OF RISK MANAGEMENT DOUBLE SESSION CONTINUED 12.10 CECL challenges, methodologies and implications • Interpreting the new standard • Methodological approaches • Leveraging stress testing methodologies for CECL • Potential implications and unintended consequencesStevan Maglic, SVP, Head of Quantitative Risk Analytics, Regions BankSenior Executive, Moodys Analytics

2:00 Scenario design under new supervisory guidance • Differences between SR 15-18 and SR 15-19 • What is coming with the latest NPR • Risk identification, risk inventory and risk appetite • Importance of model validation and internal audit Hakan Danis, Director, Economic Stress Test, MUFG Union Bank N.A.

PANEL DISCUSSION 2:35 Designing an integrated stress testing framework and combining risk framework for better efficiency • Combining frameworks: operational risk, liquidity risk, market risk, credit risk • Industry experience • Developing an integrated framework Lori Evangel, CRO, Genworth

STRESS TESTING AND MODEL RISK 12:10 Reviewing current model capabilities and implementing change for CCAR requirements • Update current models vs. starting again • Implications on larger more complex institutions

2:00 Lines of defense for liquidity • Parameters outside of risk appetite • Differences between front office and second line • Challenging 1st line • Communication, governance and documentation Omar Pazmino, Senior Complex Financial Institution Specialist, FDIC

PANEL DISCUSSION 2:35 Independent liquidity risk as a second line function: Controls and accountability • Parameters outside of risk appetite • Differences between front office and second line • Challenging 1st line • Communication, governance and documentation Luisa Gardner, Head of Liquidity Risk Management, HSBCOmar Pazmino, Senior Complex Financial Institution Specialist, FDIC Daniel Gutierrez, Officer, Liquidity & Funding, Federal Reserve Bank of New York

LIQUIDITY RISK AND FUNDING 12:10 Regulatory liquidity reporting under 5G and integrating into current systems • System integration • Regulatory reporting vs. internal needs • What can be done with the data collected • Using data in a more efficient way

2:00 Leveraging RCSAs to promote a strong first line risk culture• Requirements vs. enhancements • Driving right behaviors through cultural changes and incentivizing • Identifying culture defects and reviewing internally Craig Lane, Director, Chief Risk Office, USAA

PANEL DISCUSSION 2.35 Risk and control self assessment: Moving away from a check box exercise to a more targeted approach • Un-complicating the process • Building one common vision • Alignment between op risk, compliance and auditBrian Goldman, CRO, Operations, Goldman SachsNicholas Diieso, VP, Risk, Deutsche BankCraig Lane, Director, Chief Risk Office, USAA

ERM AND OPERATIONAL RISK12:10 Reviewing risk framework requirements and moving towards operational risk being raised to an equal visibility as credit and market risk • Enterprise risk management framework • Definitions • Categories of risk (financial/non-financial) • Three lines of defense • Responsibilities • Risk management tools

Ellen McCarthy, EVP, Chief Risk Officer, Former AST

AGENDA DAY ONE | MAY 23 | AFTERNOON RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

3:20 AFTERNOON REFRESHMENT BREAK AND NETWORKING

12:45 LUNCH BREAK AND LUNCHEON ROUNDTABLE DISCUSSIONS

Contact: [email protected] | +1 888 677 7007 | www.risk-americas.com 9

THE FUTURE OF RISK MANAGEMENT 3:50 Risk management in the age of volatility • Market conditions and the impact on business • Political influences and their impact across the industry on financial institutions • Changes within economies and effect on business Manan Rawal, Head of Scenarios and Modeling, HSBC

4:25 The 4th Industrial revolution Mervyn Naidoo, COO, Market Risk Analytics, Morgan Stanley

5:00 Reforming regulatory reform: Is the regulatory regime too big to fail• The Trump anti-regulation movement • Brexit and impact on global regulations • Regulatory roadmap

Hussein Harajli, Senior Regulatory Lead, Citi Treasury Investments

STRESS TESTING AND MODEL RISK 3:50 Model Risk Management as an integral aspect of stress testing• Managing timeline and schedule from model inventory to model usage and oversight • Leading practice for modeling credit and PPNR • Model validation coverage • Managing model risk including model connectedness • Model overlayAgus Sudjianto, EVP, Head of Corporate Model Risk, Wells Fargo

4:25 Reviewing expectations and differences for SR15-18 and SR15-19 banks • Reacting to change in regulatory environment • Combining model and non model approach • Adapting to change • Matching capital adequacy numbers with regulators • Qualitative componentMichael Guglielmo, Managing Director, Darling Consulting Group, Inc.

5:00 Ensuring traceability of data sets across the institution for effective model input • Data requirements and filing under FFIEC 101 & 102 • Collecting and aggregating data • Historical collection • Data management and recording

LIQUIDITY RISK AND FUNDING 3:50 Tying liquidity processes into recovery and resolution plans for more accurate risk mitigation

• Challenging assumptions • Reviewing scenarios • Creating a resolution plan with limited impact • Recovery plan to mitigate risk • Tying liquidity into recovery and resolution

4:25 Using horizontal review for a greater understanding of liquidity positions• Accounting for liquidity in stress testing • Scenario analysis • Assessing adequacy of liquidity positions • CLAR and CLR • Peer analysis • Collateral management • Intraday reporting Daniel Gutierrez, Officer, Officer, Liquidity & Funding, Federal Reserve Bank of New York

5:00 Intraday liquidity

• Retrospective to forecasting intraday needs • Holding liquidity buffer • Stress testing intraday • Seasonality of payments • BCBS 248

ERM AND OPERATIONAL RISK3:50 The demise of AMA: Overview of SMA suggested guidance

• AMA to SMA • Scenario analysis program • Reviewing whether to use scenarios under SMA • Understanding value in scenarios

4:25 Establishing a clear line of accountability from the top down • Board, senior manager and regulatory accountability for conduct • Cultural aspects • Fraud and reputational fallout • Governance and processes in place • Accountability of risk on CEO Gustavo Ortega, Director, Operational Risk, AIG

5:00 Accounting for reputational risk and quantifying the impacts

• Exit screening process to capture data • Capturing loss data • Media portrayal and public perception Vs. reality • Social media impact • Negative outweighing positive

AGENDA DAY ONE | MAY 23 | AFTERNOON RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

5:35 CHAIR’S CLOSING REMARKS | 5 :45 END OF DAY ONE & COCKTAIL RECEPTION

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VALID UNTIL NEW YEAR SPECIAL, FEB 3

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09:35 ASSESSING INTERNAL RESTRUCTURES AND CHANGES TO THE ROLE AND FUNCTION OF THE CRO IN 2022 An interactive discussion with thought leaders reviewing how the risk function is evolving and what to expect of the role in the future Matthew Macia, CRO, TIAA | Lori Evangel, CRO, Genworth | Jason Vazquez, Deputy CRO, Sterling National Bank

09:00 RISK CULTURE, CONDUCT AND ACCOUNTABILITY Prudential Financial’s Group CRO reviews the topical agenda of conduct, culture and accountability and factors for 2017Nicholas Silitch, Group CRO, Prudential Financial

DAY TWO KEYNOTE SESSIONS

STREAM ONE THE FUTURE OF RISK MANAGEMENT PANEL DISCUSSION 10:50 Future of regulation: Predicting the regulatory vision based on historical changes • Using past changes to predict the future Oliver Jakob, International CRO, Mitsubishi UFJ Securities

11:35 Reviewing the role of the CRO and managing workload across all components • CRO checklist • Creative and technical balance • Dynamics of an effective CRO Melody Feinberg, SVP, Acting CRO, Federal Home Loan Bank of New York

12:10 Cloud based data: Reviewing the threats and opportunities of cloud data storage• In house vs. outsourcing storage of data • Vulnerabilities of each • Governance and accountability

STREAM TWO STRESS TESTING AND MODEL RISK PANEL DISCUSSION 10:50 Automating the stress testing process to become a more pre-defined annual process with required infrastructure• CCAR/DFAST transformation process • Involving all departments: risk and finance • Ensuring replicability • Leveraging regulatory capital infrastructure and procedures • Ad-hoc/manual processGary Tognoni, SVP, Head of Stress Testing Execution, TD Bank

11:35 The role of internal audits in capital adequacy planning and stress testing Nabeel Alvie, Head of Audit for CCAR and IHC, Credit Suisse

12:10 Model risk management: Defining a model, governance and analytics • What is classed as a model: what is not? • Model governance from development to data integrity • Data under stress and artificial data • Infrastructure separate from model approval Jon Hill, MD, Global Head of Model Governance, Credit Suisse

STREAM THREE LIQUIDITY RISK AND FUNDING PANEL DISCUSSION 10:50 Reviewing the role of audit as a liquidity risk challenging function • Challenging 1st and 2nd lines • Internal framework • Data to support reports

11:35 Reviewing the post implementation impact of EPS for FBO’s operating with IHC’s and the liquidity repercussions • Impact on liquidity reporting • Role of IHC • Structural changes Christian Pichlmeier, Head of Liquidity Risk, Union Bank

12:10 Incorporating liquidity considerations into CCAR• Ensuring lending during CCAR • Impact on liquidity and funding • Link to CCAR scenario into current liquidity scenarios

STREAM FOUR ERM AND OPERATIONAL RISKPANEL DISCUSSION 10:50 Assessing the increasing cyber threat in a world of continuing technological advances • Vague regulatory landscape • Enhancing tech risk program • Incident response: roles and responsibilities • Data loss prevention • Business continuity and disaster recovery Fred Shane, CRO, Commonwealth Financial Network Richard Van Horn, VP, IT Risk, Data Protection, JP Morgan Chase Brad Mirkin, Former, FINRA Robert Phelps, Acting Director, Critical Infrastructure, OCC

11.35 Integrating model risk into the broader enterprise risk management framework • Establishing a firm-wide model risk appetite framework and related Key Risk Indicators (KRIs) • Measuring, monitoring and reporting of model risks and risk concentrations • Integrated risk assessments and the role of the model risk manager Emre Sahingur, CRO for Model Risk, Fannie Mae

12:10 Measuring the impact of fraud events and implementing a cultural shift• Setting up and revising fraud risk appetite statements • Affecting cultural change • Measurement of fraud • KRI • Monitoring metrics • Recording incidentsDalit Stern, Director, Enterprise Fraud Risk Management, TIAA

10.20 MORNING BREAK & NETWORKING

8:00 REGISTRATION, BREAKFAST & COFFEE | 8.40 CENTER FOR FINANCIAL PROFESSIONALS WELCOME | 8.50 CHAIR’S OPENING REMARKS

AGENDA DAY TWO | MAY 24 | MORNING RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

Contact: [email protected] | +1 888 677 7007 | www.risk-americas.com 11

THE FUTURE OF RISK MANAGEMENT PANEL DISCUSSION 2:00 Utilizing the opportunities technology provides for better management of risks • Technology as a tool • Incorporating a technology element with human interaction • Over-reliance on technology and ensuring reliability • The future impact on risk managers Oliver Jakob, International CRO, Mitsubishi UFJ Securities David D’Amico, Compliance Consultant, Wells Fargo

2:45 Reviewing what machine learning advances mean for the industry and the role of the risk manager • Promontory/IBM collaboration • Managing compliance • Balancing speed and accuracy with human influenceAnthony Peccia, CRO, Citibank Canada

FINTECH 3:20 Overcoming competitive pressures/ disruptions under FinTech and reviewing the evolving landscape • Regulatory understanding • Second wave of emerging risk • Systemic events • IT governance • Data governance and granularity framework • Risk identification across lines Nimish Mathur, Head, FIG and FinTech Capital Markets, RBS

STRESS TESTING AND MODEL RISK PANEL DISCUSSION 2:00 PPNR model development: After fulfilling regulatory requirements • PPNR modeling for regulations • Regulatory requirements: SR15-18/SR15-19 • B testing and model overlays • Challenger models • Assumptions benefiting the banks • Integration with BAU process • Integration with other regulation • Aggregated and holistic PPNR modeling • Capital impact and balance sheet optimization • Sensitivity for trading and banking book Arun Chinnasamy, Director, PPNR and Balance Sheet Modeling, RBC Capital Markets

DOUBLE SESSION 2:45 Economic capital: How conservative to be with CCAR as binding constraint • Calculating economic capital using results • Utilizing stress testing scenarios and outcomesSoner Tunay, Head of Risk Analytics, Citizens BankMircea Pigli, Director, SVP, Portfolio Analytics, Fifth Third Bank

DOUBLE SESSION CONTINUED 3:20 Economic capital: How conservative to be with CCAR as binding constraint

• Calculating economic capital using results • Utilizing stress testing scenarios and outcomesSoner Tunay, Head of Risk Analytics, Citizens BankMircea Pigli, Director, SVP, Portfolio Analytics, Fifth Third Bank

LIQUIDITY RISK AND FUNDING PANEL DISCUSSION 2:00 Market conditions: The impact of changing interest rate environment • LCR & NSFR impact • Impact on deposits • Looking to the future • Internal stress testingJoseph Randazzo, Director, Liquidity Risk, Deutsche Bank

2:45 Funds transfer pricing: Reviewing regulatory demands and implementing consistent frameworks • Cost of funding • Impact of regulation on FTP • Who is paying for it • FTP supervisory letter March 2016 • Risk appropriate FTP to mitigate riskJoseph Randazzo, Director, Liquidity Risk, Deutsche Bank

3.20 An overview of changes to money market reform and the effect on liquidity in the market • Evolving landscape as a consequence • Impact on money • Institutional prime money market fund to government fund • Evolving and changing the way bank operate

ERM AND OPERATIONAL RISKEXTENDED SESSION 2:00 Aligning risk and compliance departments to ensure risk mitigation and compliance • Regulatory overview • Internal alignment • How risk and compliance can work together • Managing risks across the enterprisePhilip Gledhill, Supervising Examiner Enterprise Risk Supervision, Federal Reserve Bank of New York Mike Walsh, Senior Executive, Legal/Compliance Division, Federal Reserve Bank of New York

2.45 Reviewing vendor risk management models for increased transparency and oversight • SR11-7: vendor model validation requirements • Validation and reporting • Ensuring models are accurate • Transparency of models • Improving reporting processes

3.20 KRIs: Is there really value in key risk indicators and how this is achieved • Evolving landscape as a consequence• Impact on money• Institutional prime money market fund to government fund• Evolving and changing the way bank operate

AGENDA DAY TWO | MAY 24 | AFTERNOON RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

3:55 AFTERNOON REFRESHMENT BREAK AND NETWORKING

12:45 LUNCH BREAK AND LUNCHEON ROUNDTABLE DISCUSSIONS

Contact: [email protected] | +1 888 677 7007 | www.risk-americas.com 12

THE FUTURE OF RISK MANAGEMENT 4:25 Emerging risks on the radar: When do they move from emerging to current and actionable • Looking forward • Developing infrastructure to help mitigate the risk • Identifying risk in individual business lines Mirka Clavel, SVP, US Director of Operational Risk, Santander US Holdings tbc

5:00 An insight into Bitcoin and BlockChain technology for better understanding and management

STRESS TESTING AND MODEL RISK 4:25 Incorporating stress testing into BAU and aligning with regulatory objectives• Maturing the process • Regulatory shift to different banks • Unified framework to integrate numbers • CECL: Future scenarios • Using the information and reconciling results

5:00 Developing effective model validation methodologies and practices for effective review and challenge • Delineation between models and tools • Limitations • Independent review and challenge • Benchmarking/challenging models Jon Hill, MD, Global Head of Model Validation, Credit Suisse

LIQUIDITY RISK AND FUNDING 4.25 Accounting for current and future regulatory changes and revising product mix offerings • Rethinking products on offer • Mix with balance sheet management • Evolving regulation

5:00 Interaction between funding desk and liquidity risk management teams

ERM AND OPERATIONAL RISK4:25 ERM’s connection to driving business results Craig Spielmann, Global Head of Enterprise Risk Management, First Data

5:00 Expectations of the third line of defense in the current regulatory landscape• The impact of heightened expectations on the third line of defense • Overview • Response to heightened expectations • Subject matter expertise • Forward lookingDavid Iacucci, Director and Audit Team Leader, American ExpressKevin Conlon, Vice President and Audit Leader American Express

AGENDA DAY TWO | MAY 24 | AFTERNOON RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

5:35 CHAIR’S CLOSING REMARKS | 5 :45 END OF CONVENTION

Contact: [email protected] | +1 888 677 7007 | www.risk-americas.com 13

PRE MASTERCLASSES RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

ABOUT THE LEADER Soner Tunay is currently an SVP and the Head of Risk Analytics in the Risk Architecture Department of Citizens Financial Group. He leads the efforts in the design, development and implementation of credit risk solutions for the Bank’s portfolios including CCAR models, Economic Capital and Risk Rating Models.

Click here to view the agenda.

ABOUT THE LEADER Craig has over 30 years of governance, enterprise risk management, business development, technology and audit experience gained from working with the world’s top institutions (First Data, RBS, Citigroup, J.P. Morgan, Dean Witter, & Merrill Lynch). Currently, Craig is Head of Enterprise Risk Management Strategy at First Data and is also the CEO & Founder of RiskTao, LLC which specializes in Enterprise Risk Management training.

Prior to these roles, Craig was RBS’s Global Head of Operational Risk Systems & Analytics and was responsible for providing strategic direction and oversight. In addition, Craig was Head of Operational Risk Management for RBS - Americas where he was responsible for driving the buildout of Americas ORM practice, Compensation Initiative, 2nd line challenge and managing regulatory relationships. In addition, Craig co-chaired the Americas Compliance and Operational Risk Committee and represented ORM on several domestic and international senior risk committees

Click here to view the agenda.

PRE-MASTERCLASS - FULL DAYINTEGRATED CREDIT MODELING: FROM CCAR TO CECL

Led By: Soner Tunay, Head of Risk Analytics, Citizens Bank

Led By: Craig Spielmann Head of Enterprise Risk Management Strategy, First Data

PRE-MASTERCLASS - FULL DAY SUPERCHARGING YOUR ERM PROGRAMME

May 22

Contact: [email protected] | +1 888 677 7007 | www.risk-americas.com 14

POST MASTERCLASSES RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

POST-MASTERCLASS - FULL DAYMODEL RISK GOVERNANCE AND VALIDATION BEST PRACTICES

POST-MASTERCLASS - HALF DAYFRAUD MANAGEMENT

May 25

Led By: Jon Hill, MD, Global Head of Model Risk Governance, Credit Suisse

Led By: Dalit Stern, Director of Enterprise Fraud Risk Management, TIAA

Joined By Guest Speakers: Agus Sudjianto, EVP, Head of Corporate Model Risk, Wells Fargo; Julian Phillips, Chief Model Risk Officer, GE Capital and Mervyn Naidoo, Chief Operating Officer, Market Analytics, Morgan Stanley

The Masterclass will be led by Jon Hill, with contributions and insightful presentations and interaction from guest speakers to further expand on key points raised across model risk management and validation.

ABOUT THE LEADER Dalit Stern is a Director of Enterprise Risk Management of Fraud at TIAA Financial Services where she is responsible for the build-out of the enterprise risk mitigation and the detection of fraud. She leads assessments of fraud risks; defining fraud metrics and KRIs; developing root-cause analysis procedures, risk appetite statements and conducting ongoing review of the effectiveness of counter-fraud controls.

Dalit has over 20 years of experience in mitigating fraud risks; conducting internal investigations into allegations of accounting irregularities, fraud, corruption and conflict of interest and assisting organizations respond to regulatory proceedings.

Dalit is a CPA (Isr.); M.B.A and a Certified Fraud Examiner. She is an adjunct professor at New York’s Baruch College where she teaches courses focused on forensic investigations, corruption and procurement fraud. She is a former partner at PwC, Forensic Services group.

Key elements of a sound Fraud Management Program and the requirements of the new guidance issued by COSO and the Association of Certified Fraud Examiners (ACFE)

Fraud and Misconduct risk assessment

Coordination between various Anti-Fraud and Misconduct functions within a financial institution

Effectiveness of Ethics and Compliance Program incorporating Fraud and Misconduct Risk considerations

Contact: [email protected] | +1 888 677 7007 | www.risk-americas.com 15

NETWORKING OPPORTUNITIES AT RISK AMERICAS 2017

RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

LUNCHEON ROUNDTABLESJoin one of up to 20 roundtable discussions to further engage, discuss and interact with peers on topical issues within the industry.

COCKTAIL RECEPTIONImmediately following the end of day one, there will be a drinks reception to wrap up the first day. Unwind in a more informal setting with drinks and canapés to carry on the days discussions with colleagues and peers.

BRIEFINGSClosed-door briefings will be held with like-minded professionals (By Invitation Only), numbers are limited to bring together more intimate groups to discuss key subject matters. If you would like more information, or the opportunity to host a Briefing, contact us at [email protected]

NETWORKING Ample networking opportunities are available throughout the two days; breakfast, lunch and refreshments will also be served across both days to allow for further discussion and networking. Complementing the Luncheon Roundtables, Briefings and Drinks Reception.

TECHNOLOGY Be sure to bring a cellphone, tablet or laptop to make the most of our technology benefits at the event. Attendees can interact through electronic devices with Chair, Panelists and Presenters by sending questions related to the session.

RISK AMERICAS APP You can access the Risk Americas App for the latest Insights, speaker Q&As, view presentations and more… Search ‘Risk Insights’ on your app store.

RA

Contact: [email protected] | +1 888 677 7007 | www.risk-americas.com 16

ESSENTIAL INFORMATION

RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

Great range of coverage of areas of financial services industry risk, perspectives of many types not necessarily expected. Federal Reserve Bank of Boston

VENUENew York Hilton Midtown1335 Avenue of the AmericasNew York CityNew York 10019 USA Tel: 212-586-7000

ACCOMMODATION We have reserved a limited number of rooms with the Hilton Midtown Hotel for attendees to Risk Americas 2017. These are at a preferential rate of $359++ and will be issued on a first come, first served basis. If you need to reserve accommodation, please visit the link below for a secure site dedicated to Risk Americas or alternatively you can call the Hotel on 1-800-HILTONS and quote the group code “CFP” provided to us by the Hotel.

Please click the link below for booking information. Risk Americas Convention 2017 Accommodation : USA access code CFP

DRESS CODE Business Attire

RISK INSIGHTSStay up to date on latest news, views, articles and Q&As from presenters at Risk Americas 2016. To stay up to date visit the event website at www.risk-americas.com

EARN UP TO 30.5 CPE CREDITSPrerequisites: Knowledge of financial risk management Advanced Preparation: No advanced preparation is required Program Level: Intermediate to advanced Delivery Method: Group-live

The Center for Financial Professionals is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its website: www.learningmarket.org

Attendees can up to 15.5 CPE Credits for the Main Convention (May 23-24), up to 7.5 CPE credits for CCAR to CECL Masterclass (May 22), up to 7.5 for ERM Masterclass (May 22) and up to 7.5 for Model Risk Masterclass (May 25) and up to 4 for the half day Fraud Management Masterclass (May 25).

RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

NEW YEAR SPECIAL SUPER EARLY BIRD SPRING BREAK SPECIAL EARLY BIRD STANDARD RATE

Register by February 3 Register by March 3 Register by March 31 Register by May 5 Registrations after May 5

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NEW YEAR SPECIAL SUPER EARLY BIRD SPRING BREAK SPECIAL EARLY BIRD STANDARD RATE

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RISK AMERICAS CONVENTION MAY 23-24 2017

I WANT TO REGISTER FOR THE MAIN CONVENTION ONLY MAY 23-24

I WANT TO REGISTER FOR THE MAIN CONVENTION + MASTERCLASSES

I WANT TO REGISTER FOR A MASTERCLASS ONLY

RISK AMERICAS CONVENTION + HALF DAY MASTERCLASS

RISK AMERICAS CONVENTION + FULL DAY MASTERCLASSSave an extra $100 when registering for both

RISK AMERICAS CONVENTION + FULL DAY & HALF DAY MASTERCLASSES Save an extra $100 when registering for both

RISK AMERICAS CONVENTION + 2 FULL DAY MASTERCLASSESSave an extra $200 when registering for both

HALF DAY MASTERCLASS ONLY:

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CONVENTION AND MASTERCLASS REGISTRATION RATES

PLEASE COMPLETE FORM ON THE NEXT PAGEGROUP RATES AVAILABLE FOR 3+ DELEGATES 50% discount on the 3rd delegate registering from the same company, when registering at the same time. Lowest rate discounted. Or fifth registrant goes FREE. Please see next page for details…

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RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY

In all cases payment prior to the event is required. Fee includes attendance at sessions, refreshments and course documentation of registered event. Confirmation: you will receive confirmation and joining instructions from us within24 hours of registering. If this is not the case, please telephone us to ensure we have received your booking. Please note that credit cards will be debited within 3 days of your registration. Payment must be made within two weeks to ensure that discounted rate is retained. To ensure access to the event, payment must be made prior to the event.

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