RISK AMERICAS FINAL BROCHURE

AMERICA’S PREMIER RISK & REGULATION CONVENTION
RISK AMERICAS
5TH ANNUAL
MAY 3-4, 2016 | HILTON MIDTOWN | NEW YORK CITY
KEYNOTE SESSIONS
CRO line up delivering insights into strategic topics
including:
The Role of the CRO | Risk Appetite |
Risk Management in the Age of Volatility |
Machine Learning | National & Global Regulators |
Data Quality Analytics
STRESS TESTING & MODEL RISK
Senior Stress Testing and Model Risk professionals deliver
insights into:
CCAR Overview | CCAR & DFAST | Regulatory Challenges |
Data | Sound Model Risk | PPNR Modeling |
Model Risk Frameworks
LIQUIDITY RISK & CAPITAL MANAGEMENT
New For 2016 featuring Heads of Department and
regulatory bodies discussing:
LCR | NSFR | TLAC | Interest Rate Risk |
Basel III Capital Rules | Capital Planning | Lines of Defense
OPERATIONAL RISK
New for 2016 featuring Heads of Department and
Regulatory Bodies discussing:
Regulatory Agenda | Frameworks | Governance |
Compliance | KRIs | Cyber | ERM | Data | RCSA
NICOLAS SILITCH
Group CRO
Prudential Financial
MERVYN NAIDOO
COO, Risk Analytics
Morgan Stanley
JAMES COSTA
CRO
TCF Bank
YURY DUBROVSKY
CRO
Lazard Group
JAY COOK
CRO
Lloyds Banking GroupNA
PHILIPPA GIRLING
CRO
Investors Bank
ANTHONY PECCIA
Group CRO
Citibank Canada
JACOB ROSENGARTEN
EVP, Chief Enterprise Risk Officer
XL Capital
BOGIE OZDEMIR
CRO
Canadian Western Bank
AARON BROWN
CRO
AQR Capital
FEDERICO GALIZIA
CRO
Inter American Development Bank
CYNTHIA WILLIAMS
CRO, Regulatory Coordinator
Credit Suisse
HEAR FROM MORE THAN 70 CROS & HEADS OF RISK INCLUDING:
TOPICS ADDRESSED FOR 2016
www.risk-americas.com | info@cefpro.com | +1 888 677 7007
Co-Sponsors
POST CONVENTION MASTERCLASS - MAY 5
PPNR MODELING & SCENARIO SELECTION MASTERCLASS
Stress Testing Masterclass with a focus on PPNR Modeling
and interactions with other models and Scenario selection
for stress testing

RISK AMERICAS 2016: 5TH ANNUAL RISK & REGULATION CONVENTION | MAY 3-4 2016 | NEW YORK CITY
Welcome to Risk Americas 2016
The Center for Financial Professionals are delighted to release the agenda for the 5th Annual Risk Americas Convention taking place May 3-4, 2016,
featuring new topics, speakers and venue. We have a new location for 2016, centrally located in Manhattan at The Hilton Midtown, Avenue of
the Americas.
Firstly, we would like to thank the Blue Ribbon Panel for their insights, expertise and ongoing support and assistance; Peter Aerni, Bank of America;
Patricio Contreras, Morgan Stanley; David D’Amico, MUFG Union Bank NA; Tom Day, PwC; Morgan Stanley and Christian Pichlmeier, Union Bank.
The Blue Ribbon Panelists are joined by over 70 senior financial risk professionals to share their insights, case studies and expertise across the two days.
The 2016 Convention will feature two days of extensive discussions, learning and networking with some of the industry’s most highly regarded
professionals. The Convention will open on each day with Keynote discussions with CROs and regulatory representatives to discuss the broader,
strategic topics, before breaking off into three streams; Stress Testing & Model Risk, Liquidity Risk & Capital Management and Operational Risk.
The Convention is designed to deliver a custom made experience. Participants can attend a single stream that will run across both days, or cut
across streams to gain broader perspectives, as sessions start and finish at the same time.
The 5th Annual Risk Americas Convention allows for unprecedented networking opportunities, with refreshment breaks across the two days,
luncheon roundtable discussions featuring 15+ tables to participate in, allowing for further discussion with industry professionals. Day One will
conclude with a networking drinks reception, a perfect opportunity to carry on the discussions of the day in a more informal setting with drinks
and canapés served. The Convention will also feature an exhibition hall to interact and discuss with the industry’s top solution providers in areas
addressed across the two days.
We look forward to welcoming you to the 5th Annual Risk Americas Convention in May 2016.
Kind Regards
Andreas Simou & Alice Kelly
Risk Americas Program Directors,
Center for Financial Professionals
andreas.simou@cefpro.com | alice.kelly@cefpro.com
A NOTE FROM THE EVENT DIRECTORS
2

DON’T TAKE OUR
WORD FOR IT…
Hear what 2015 speakers,
sponsors and attendees
had to say on the quality
of the event…
WHAT’S NEW FOR 2016:
KEYNOTE & PLENARY SESSIONS
NEW CRO LINE UP & SESSIONS
• Lloyds Banking Group NA, Lazard, PNC and AQR on the role
of the CRO
• Insights on Risk Management in the Age of Volatility with XL
Capital and Morgan Stanley
• The Group CRO for Citibank Canada addresses the
challenges of machine learning for risk management
• Heads of Data from M&T Bank and US Bank on Data Quality
Analytics
• National and domestic regulatory guidance with CROs
from Credit Suisse, Inter American Development Bank, TCF
Bank and Investors Bank
• Group CRO of Prudential Financial on risk appetite and
culture
RETURN OF THE STRESS TESTING & MODEL RISK STREAM
• New and improved dedicated stream running across both days
• Join industry discussions on a broad range of challenges
within Stress Testing and Model Risk with Heads of
Departments
• Dedicated sessions spreading the focus across both CCAR
and DFAST
• Extended presentations and panels discussing model risk
challenges within stress testing, PPNR modeling, and Model
development
NEW FOR 2016: LIQUIDITY RISK & CAPITAL
MANAGEMENT
• Dedicated Liquidity Risk & Capital Management stream
• Heads of Departments, CROs and regulatory bodies review
and discuss regulatory changes in the liquidity landscape
• Insights and thought leadership on Interest Rate Risk,
Market Risk, Basel III, Capital Planning and Modeling
NEW FOR 2016: OPERATIONAL RISK
• Dedicated Operational Risk stream addressing a range
of challenges with the increased focus and pressure on
operational risk professionals
• Insights and expert opinion pieces from Citi, US Bank,
Deutsche Bank, Bank of America and more
• Topics addressed include: Regulatory changes, Vendor
Management, Cyber, Data, Governance, Compliance,
RCSA and many more
POST CONVENTION MASTERCLASSES
Two separately bookable intensive and highly interactive
Masterclasses
• New for 2016:
Stress Testing Masterclass: PPNR Modeling and
Scenario Selection led by Citizens Bank
• Updated for 2016:
Model Risk Masterclass: Led by Morgan Stanley with
guest presenters
INTERACTIVE AND ENGAGING
• Up to 20 Luncheon Roundtables with industry experts to
discuss and debate critical industry challenges
• More than 65 sessions, across two days, six streams and
seven plenary sessions
• Increased networking, Q&A and discussion forums
• App enabled technology to connect with attendees
Getting bigger and better every year! Vakifbank NY
3

CO-SPONSORS
SPONSORSHIP & EXHIBITION
EXHIBITORS
Reduce Spreadsheet Risk
4
AxiomSL’s enterprise-data management platform
delivers data lineage, risk aggregation, workflow
automation, validation and audit functionality as well as internal and external
reporting capabilities including XBRL. These features provide data and
process governance across the entire enterprise and give decision makers the
confidence in the automation of complex reporting business logic as well as
full control over every step of the process.
AxiomSL’s platform seamlessly integrates all of the firm’s existing data across
the enterprise and provides the analytics necessary to meet global regulatory
standards, risk management requirements and internal and external reporting
demands. The high-performance platform aggregates clients’ data to its
lowest level of granularity from multiple siloes systems, enriches and validates
the data, and then runs the data through relevant calculations and populates
the reports. Analytical applications are delivered in the areas of data risk
management, capital and liquidity reporting while addressing evolving
regulatory requirements and market dynamics.
CenturyLink (NYSE: CTL) is a global
communications, hosting, cloud and IT services
company enabling millions of customers to
transform their businesses and their lives
through innovative technology solutions. CenturyLink offers network and data
systems management, Big Data analytics and IT consulting, and operates
more than 55 data centers in North America, Europe and Asia. The company
provides broadband, voice, video, data and managed services over a robust
250,000-route-mile U.S. fiber network and a 300,000-route-mile international
transport network.
Darling 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. Services include comprehensive asset/
liability management and strategy advisory, balance sheet risk modeling, broad-
based model validation (e.g. ALM, liquidity, credit, ALLL, MSR,
capital, operational risk models), behavioral studies (deposits, prepayments),
credit stress testing and challenger models, and liquidity management (including
contingency planning, monitoring and stress testing analytics).
IBM Risk Analytics solutions provide sophisticated risk
analytics for quantifying risk exposure to securities and
portfolios, as well as for addressing the key regulatory
requirements of Basel III, and Solvency II. Financial
services companies on all ve continents have implemented IBM Risk Analytics
solutions for a more complete perspective on enterprise risk exposure and for
making risk- aware business decisions.
KPMG LLP, the audit, tax and advisory firm, is the U.S.
member firm of KPMG International Cooperative (“KPMG
International”). KPMG is a global network of professional
firms providing Audit, Tax and Advisory services. We operate in 155 countries and
have more than 174,000 people working in member firms around the world. Our
high-performing people mobilize around our clients, using our experience and
insight to deliver informed perspectives and clear methodologies that our clients
and stakeholders value. Our client focus, commitment to excellence, global mind-
set, and consistent delivery build trusted relationships that are at the core of our
business and reputation.
Microsoft enables financial institutions to liberate
data and democratize analytics to empower
decision-making across business lines, improve
risk insight, identify new market opportunities, and ultimately fuel future growth.
The Microsoft advantage is its highly acclaimed analytics platform, differentiated
by its low cost, scale, and simplicity of use. With the elastic compute capability
in Microsoft Azure, to enable improved risk modeling, this comprehensive
approach enables financial institutions to improve the accuracy and integrity of
insight for actuarial, financial, and operational risk.
Moody’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.
For more than 40 years, MSCI’s research-based
indexes and analytics have helped the world’s
leading investors build and manage better portfolios.
Clients rely on our offerings for deeper insights into the drivers of performance
and risk in their portfolios, broad asset class coverage and innovative research.
Our line of products and services includes indexes, analytical models, data, real
estate benchmarks and ESG research. MSCI serves 97 of the top 100 largest
money managers, according to the most recent P&I ranking.
Novantas is the industry leader in analytic
advisory and solution services for financial
institutions. We create superior value for our
clients through deep and insightful analysis of the information that drives the
financial services industry — across pricing, product development, treasury and
risk management, distribution, marketing, and sales management. Our Global
Treasury & Risk unit partners with banks to advance their analytic capabilities —
bringing to bear our thought leadership, advanced modeling techniques, and
extensive experience.
Risk Focus delivers trading, regulatory, risk and
cloud-enabling solutions to the global capital
markets. With offices in New York, London
and Riga, Risk Focus offers a full-service model from independent advisory
and architecture services through full implementation and solution delivery.
Our proprietary software platform, Report-it.Trade, offers component-based
regulatory reporting solutions on the cloud or as packaged software, including
Validate.Trade, the only data validation and emulation engine for the DTCC GTR.
Since 2004, the world’s top brokers, banks, clearing houses and hedge funds
have relied on Risk Focus’ domain expertise and unrivaled track record of on-
time delivery for their specialist solutions needs.
Whether 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.

Aaron Brown
CRO, AQR Capital
Aaron is AQR’s Chief Risk Officer,
conducting independent oversight
and monitoring of the risks assumed
by portfolio managers. Prior to AQR,
Aaron was an Executive Director in Risk
Methodology at Morgan Stanley.
Aaron is also the author of renowed
‘Poker Face of Wall Street’.
Aaron will be joining the Keynote panel
discussion on the role of the CRO.
Jay Cook
CRO, North America,
Lloyds Banking Group
Jay Cook is Chief Risk Officer for North
America at Lloyds Banking Group. With
over 30 years experience in financial risk,
Jay was previously Chief Risk Officer at
RBS until 2013.
Jay will be joining the Keynote panel
James Costa
CRO, TCF Bank
James M. Costa is Chief Risk Officer of
TCF Financial Corporation overseeing
TCF’s enterprise risk management
function. Mr. Costa joined TCF in 2013.
James will be participating on a Keynote
panel discussion on regulatory guidance
across national and global regulators.
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
Philippa Girling,
CRO, Investors Bank
Philippa Girling is the Chief Risk Officer
for Investors Bank, with over 18 years
experience in the Global Financial
Services industry, within Operational
Risk, training, project management and
organizational change. Prior to joining
Investors Bank, she was Commercial
Business Chief Risk officer for Capital One
Commercial Bank.
Philippa will be participating on a Keynote
panel discussion on regulatory guidance
across national and global regulators.
Federico Galizia,
CRO,
Inter-American Development Bank
Federico is the CRO of the Inter-America
Development Bank. Before joining the
IDB, he served as Head of Risk and
Portfolio Management and Chairman
of the Investment and Risk Committee
at the European Investment Fund in
Luxembourg.
Federico will be participating on a
Keynote panel discussion on regulatory
guidance across national and global
regulators.
Bogie Ozdemir,
CRO, Canadian Western Bank
Bogie Ozdemir is currently Chief Risk
Officer and an Executive Vice President
with Canadian Western Bank Group. Prior
to joining Canadian Western Bank Group.
Bogie held senior positions with Sunlife
Financial Group, BMO Financial Group
and Standard & Poors.
Bogie will be delivering a presentation on
frameworks for capital and business mix
optimization.
Anthony Peccia,
Group 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 delivering a Keynote
presentation on machine learning for risk
management.
Jacob Rosengarten,
EVP & Chief Enterprise Risk Officer,
XL Capital
Jacob Rosengarten was appointed Chief
Enterprise Risk Officer for XL Group plc
in September, 2008, reporting directly
to XL’s CEO. He is also Chairman of XL
Group’s Enterprise Risk Committee.
Prior to joining XL Group, he was
Managing Director of Risk Management
and Analytics for Goldman Sachs Asset
Management.
Jacob will be delivering a Keynote
presentation on risk management in the
age of volatility.
Nicholas Silitch,
Group CRO, Prudential Financial
Nick Silitch is Group Chief Risk Officer of
Prudential Financial, Inc. In 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.
Nick will be delivering a Keynote
presentation on Risk Appetite from a
CRO’s perspective.
Hear from and interact with over 70 CROs and senior risk executives from the buy and sell side. Below is a sample of the CROs on
each day’s Keynotes and Plenary sessions:
Aaron Brown Jay Cook James Costa Yury Dubrovsky Philippa Girling Federico Galizia Bogie Ozdemir Anthony Peccia Jacob Rosengarten Nicholas Silitch
KEYNOTE SPEAKER FACULTY
5

SPEAKERS AT RISK AMERICAS 2016
KEYNOTE SESSIONS
Aaron Brown
CRO, AQR Capital
Jay Cook
CRO, North America,
Lloyds Banking Group
James Costa
CRO, TCF Bank
Yury Dubrovsky
CRO, Lazard Group
Federico Galizia
CRO,
Inter-American Development Bank
Philippa Girling
CRO, Investors Bank
Daniel Harty
CRO (ALM & Capital Markets), PNC
Bank, NA
Mervyn Naidoo
COO, Risk Analytics, Morgan Stanley
Bogie Ozdemir
Anthony Peccia
Group CRO, Citibank Canada
Jacob Rosengarten
EVP & Chief Enterprise Risk Officer,
XL Capital
Nicholas Silitch
Group CRO, Prudential
Kay Vicino
Chief Data Officer, US Bank
Cynthia Williams
CRO, Regulatory Co-ordinator,
Credit Suisse
H Walter Young
Chief Data & Liquidity Risk Officer,
M & T Bank
STRESS TESTING &
MODEL RISK
Peter Abken
VP, Model Risk,
Federal Reserve Bank of New York
Patricio Contreras
Head of Stress Testing Methodology
Morgan Stanley
Serigne Diop
CCAR & Stress Testing, HSBC
Jorge Fonseca
Head of Enterprise Stress Testing
HSBC Securities
Ken Fu
Senior Vice President, Wells Fargo
Douglas Gardner
MD, Head of Model Risk Management
Bank of the West
David Ingram
Head of Treasury Risk Strategy,
Modeling & Policy, Citi
Kresimir Marusic
MD, CCAR Lead, Deutsche Bank
Tong Peng
MD, Wells Fargo
Julian Phillips
Chief Model Risk Officer, GE Capital
Manan Rawal
SVP, CCAR & Stress Testing, Head of
Scenarios & Modelling, HSBC
Gary Tognoni
SVP, Head Stress Testing Execution,
Treasury & Balance Sheet Management
TD Bank
Soner Tunay
Head of Risk Analytics, Citizens Bank
Steve Zhou
Director, Stress Testing Methodologies
GE Capital
LIQUIDITY RISK &
CAPITAL MANAGEMENT
Michele Bourdeau
Head of Model Risk Management
TIAA
Tally Ferguson
SVP, Director of Market Risk
Management, Bank of Oklahoma
Federico Galizia
CRO, Inter American Development
Bank
Michelle Hubertus
MD, Basel III US Program Manager
Deutsche Bank
William Kugler
Chief Market & Liquidity Risk Officer,
Capital One
Bogie Ozdemir
Christian Pichlmeier
Head of Liquidity Risk, MUFG Union
Bank NA
Matthieu Royer
Head of ALM & CPM, Americas,
Credit Agricole CIB
Frank Sansone
SVP, Treasurer
China Construction Bank
Karen Schneck
Market Risk Department Head,
Federal Reserve Bank of New York
Jonathan Tholen
Liquidity & Capital Oversight, US Bank
H Walter Young
Chief Data & Liquidity Risk Officer,
M&T Bank
OPERATIONAL RISK
Maureen Vance
Regional Head of Vendor Risk
Management Americas, Deutsche Bank
Clarice Carotti
Head of Market, Liquidity &
Operational Risk Management,
Intesa San Paolo New York
David D’Amico
Director, ERM,
MUFG Union Bank NA
Phil Gledhill
Supervisory Examiner, Operational
Risk, Federal Reserve Bank of
New York
Deborah Hrvatin
MD, Head of Operational Risk
Management, Deutsche Bank
Elizabeth Hughes
Director, ERM, Validation & Advance
Systems Review, MUFG Union Bank
NA
Andrew Kramer
MD, Operational Risk, TIAA
Gustavo Ortega
Director and Global Head of Issue and
Risk Event Management, AIG
Jodi Richard
Chief Operational Risk Officer,
US Bank
Excellent
speakers,
important topics,
great ability to
switch between
streams. BB&T
BRING THE TEAM
& SAVE!
3RD COLLEAGUE
HALF PRICE
OR 5TH COLLEAGUE GOES FREE
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6

AGENDA | MAY 3 | DAY 1 | MORNING
2016 CCAR OVERVIEW PANEL DISCUSSION
11.10 Reviewing And Analyzing The 2016 CCAR Scenarios
And Overview Of The Process
• Reviewing 2016 tests
• Automating the process towards 2017
• Sustainable solutions moving forward
• Reviewing the process across different institutions
Soner Tunay, Head of Risk Analytics, Citizens Bank
Mircea Pigili, Director, Commercial Risk Ananlytics, SVP, Fifth Third Bank
Jonathan West, Managing Director, Novantas
CCAR AND DFAST PROCESSES
11.50 Aligning CCAR & DFAST Stress Tests To Run With
Minimal Duplication Of Efforts
• Running both stress tests without significant overlaps
• Developing systems and tests for specific entity use
• Developing bespoke models for CCAR and DFAST to automate
the process
Steve Zhou, Director, Stress Testing Methodologies, GE Capital
REGULATORY OVERVIEW PANEL DISCUSSION
11.10 An Overview Of The Liquidity Risk Landscape Across
Global And National Regulators
• Definitions and interpretations across regulators
• Influx of changes across liquidity landscape
• Reviewing the structure regulators expect across business lines
• Application across borders
Christian Pichlmeier, Head of Liquidity Risk, MUFG Union Bank NA
Frank Sansone, SVP, Treasurer, China Construction Bank
Jonathan Tholen, Liquidity & Capital Oversight, US Bank
Moun Seo, Associate Director, Moody’s Ananlytics
11.50 A Look Into The Volcker Rule And The Impact On Non
Trading Activity
• Impact on banking and trading activities
• Contract between spread: Safety and soundness
• Effect on ALM, liquidity and treasury
• Balance sheet optimization
• Effect on both larger and smaller institutions
Tally Ferguson, SVP, Director of Market Risk Management,
Bank of Oklahoma
OPERATIONAL RISK
CRO OVERVIEW
11.10 Reviewing Regulatory Changes And Overview From A
CRO Perspective
• Implementing regulatory changes across the board
• Senior management and the board
• Governance
• Challenges to consider in the future
Oliver Jacob, International CRO, Mitsubishi UFJ Securities
GOVERNANCE
11.50 Establishing An Effective Governance Structure To Better
Account For Operational Risks
• Putting the operational risk accountability where it belongs
• Ensuring sound governance for escalating operational risks
• Moving away from noise while focusing on key risks and controls
• Understanding the causes, impacts and value of operational risk
management
Gustavo Ortega, Director & Global Head of Issue and Risk Event
Management, AIG
10.10 MACHINE LEARNING FOR RISK MANAGEMENT
Understanding and reviewing the effect of machine learning in
risk management, allowing computers to look for what may not be
possible for humans.
Anthony Peccia, Group CRO, Citibank Canada
8.40 REVIEWING THE ROLE OF THE CRO ACROSS
THE INSTITUTION
The panelists will discuss their roles with perspectives from
different sized institutions.
Aaron Brown, CRO, AQR Capital
Yury Dubrovsky, CRO, Lazard Group
Jay Cook, CRO, Lloyds Banking Group
Daniel Harty, CRO, (ALM & Capital Markets), PNC Bank, NA
CRO PANEL DISCUSSION DOUBLE PRESENTATION KEYNOTE ADDRESS
9.25 RISK MANAGEMENT IN THE AGE OF VOLATILITY
This presentation aspires to explore some of the key drivers that
underlie this “Age of Volatility.”
Jacob Rosengarten, Executive Vice President &
Chief Enterprise Risk Officer, XL Capital
Mervyn Naidoo, COO, Risk Analytics, Morgan Stanley
DAY ONE KEYNOTE SESSIONS
10.40 MORNING BREAK & NETWORKING10.40 MORNING BREAK & NETWORKING10.40 MORNING BREAK & NETWORKING
7.30 REGISTRATION, COFFEE & BREAKFAST | 8.30 CHAIR’S OPENING REMARKS
12.25 LUNCH BREAK, NETWORKING & ROUNDTABLE DISCUSSIONS (SEE PAGE 13 FOR LISTING)
www.risk-americas.com | info@cefpro.com | +1 888 677 7007 7

AGENDA | MAY 3 | DAY 1 | AFTERNOON
PANEL DISCUSSION
1.45 Understanding Regulatory Expectations Across National
And Global Regulators For Stress Testing Process
• Subjective views leave results open to further criticism
• Level of expectation raised by regulators:
• System implementation
• Automating process
• Enterprise wide stress test
• Aligning regulatory processes
Kresimir Marusic, MD, CCAR Lead, Deutsche Bank
Jorge Fonseca, Head of Enterprise Stress Testing, HSBC Securities
2.25 Reviewing And Understanding Differences In Internal And
Regulator Stress Testing Results
• Overcoming internal bias
• Understanding where the differences lie
• Reviewing regulatory results
• Reviewing internal results
Andy Sparks, Managing Director, Analytics, MSCI
3.00 Developing Frameworks To Effectively Conduct Enterprise
Wide Stress Testing For Better Understanding Of Scenarios
• Stress testing across the enterprise
• Reviewing governance structure
• Governance of scenarios across front and center managers
• Warehousing scenarios:
• Capital
• Resolution Planning
• Liquidity
Manan Rawal, Head of Scenarios and Modeling, CCAR & Stress
Testing, HSBC
1.45 Balance Sheet Management Capatbilities in a Post-Crises
World
• Multi-dimensional challenges of managing a bank balance sheet
within the new regulatory environment
• The range of liquidity, capital, and interest rate risk management
rules which interrelate
• How these rules, in combination, affect lending, deposit taking,
and capital markets decisions
• Why new treasury capabilities are needed to meet these
challenges
• Three specific capabilities which need to be enhanced
• Customer behavioral measurements
• Scenario analytics
• Funds transfer pricing
Steve Turner, Managing Director, Novantas
LCR DOUBLE SESSION
2.25 Understanding The Expectations And Key Deliverables
Across LCR Implementation
• Key Components of the LCR and the challenge of
implementing them
• Operational vs non-operational deposits
• Credit vs Liquidity Facilities
• Insured vs non-insured deposits
• Rollover of Secured Funding transactions
• How can the LCR be used to leverage internal stress testing
• How should the two be different?
• How is the liquidity buffer determined?
• Binding constraint discussion
• Liquidity reporting: LCR / 2052a / Internal Stress Testing,
how to find a cohesive approach?
Christian Pichlmeier, Head of Liquidity Risk, MUFG Union Bank NA
Don Mumma, Managing Director, AxiomSL
OPERATIONAL RISK
PANEL DISCUSSION
1.45 Developing Effective Operational Risk Frameworks To
Help Mitigate The Risk
• Identifying operational risk
• Effective modeling of operational risk
• Monitoring and reporting
• Understanding differences in business models: Front office
capabilities, data governance
Jodi Richard, Chief Operational Risk Officer, US Bank
Andrew Kramer, Head of Operational Risk, TIAA
Clarice Carotti, Head of Market, Liquidity & Operational Risk,
Intesa Sanpaolo New York
Brian Hart, Principal, KPMG
2.25 Creating A Forward Looking Risk Culture Focusing On
Cause And Consequence
• Working with lines of business to identify events when they
happen
• Ensuring events are identified at the source to effectively report,
capture and distil in management reports
• Lessons learnt from operational failures
Gideon Pell, Former CRO, New York Life Insurance Company
KRIs
3.00 Developing And Identifying Forward Projecting Key Risk
Indicators And Integrating Into Risk Management Framework
• Leading rather than lagging indicators
• Ensuring framework is predictive in nature
• Implementing a standardized framework
• Understanding how KRIs link to scenario planning, stress testing
and capital planning
Philip Gledhill, Supervising Examiner, Federal Reserve Bank of
New York
3.35 AFTERNOON BREAK & NETWORKING
8

CAPITAL BUFFER
4.05 Approaches For Determining The Capital Model
Uncertainty Buffer
• Reviewing FRB guidance
• Accounting for errors in CCAR capital ratio projections
• Model risk of adding “Uncertainty Buffer”
• Uncertainty around expectations
• Implementing internal processes
Douglas Gardner, MD, Head of Model Risk Management,
Bank of The West
4.40 Using Models For Effective Risk Identification
• Identifying all risks
• Using internal scenarios that reflect risk
• Linking risk factors to models
• Identification for use within stress testing
Ed Young, Senior Director, Moody’s Analytics
CONTROLS
5.15 Stress Testing: The Enforcement Awakens
• Choosing models
• Responsibility of data
• Reconciling standardised models with conflicting demands
James Zante, Global Product Strategy Leader- Integrated Market
and Credit Risk, IBM Risk Analytics
5.50 CHAIR’S CLOSING REMARKS
6.00 END OF DAY ONE & NETWORKING DRINKS RECEPTION
NSFR
4.05 Reviewing Progress Towards NSFR Implementation And
Its Interaction With Other Regulatory Demands
• Timelines for implementation
• Effect on balance sheet
• Interaction with other regulations:
• LCR
• TLAC
• Reviewing top down approach
Matthieu Royer, Head of ALM & CPM, Americas, Credit Agricole CIB
4.40 Effectively Monitoring Liquidity Under The Federal
Reserve Guidelines Set Out in 2052a
• Daily liquidity reporting
• Horizon time buckets
• Looking over 5 years with weekly, 60 day and quarterly outlooks
• Running parallel to Basel requirements
Aaron Sayles, Senior Consultant, Wolters Kluwer Financial Services
INTEREST RATE RISK
5.15 A Forward Look To The Potential Systemic Impact Of
Interest Rate Risk
• Managing the risk
• Preparing for the potential effects
• Best practice
• Banking book Vs. trading book
• Controls and business models
• Data management
William Kugler, Chief Market & Liquidity Risk Officer, Capital One
OPERATIONAL RISK
RCSA
4.05 Risk And Control Self-Assessment: Identifying Risks And
Effectively Allocating Across Business Lines
• Deciphering different interpretations
• Allocating to business lines
• Basel requirements
• Use of excel spreadsheets
• Stakeholder buy-in
• Building sound controls
Deborah Hrvatin, MD, Head Operational Risk Management,
Deutsche Bank
4.40 Execution Risk: Managing Projects With Limited Resources
• Limited SMEs
• Managing people and projects
• Delivering on strategy
5.15 Audience Participation for Imbedding a Meaningful Risk
Appetite
• Designing a risk appetite that fits the institution’s culture and
needs
• Gaining cultural acceptance and communications to all
participants
• Building the execution framework to support and sustain it
• Measuring success both qualitative and quantitative
Craig Spielmann, Global Head of Enterprise Risk Manangement
Strategy, First Data
9

AGENDA | MAY 4 | DAY 2 | MORNING
SCENARIO ANALYSIS
11.10 Effective Scenario Analysis for CCAR & DFAST
• Risk identification process and effective challenge
• Alignment of risk identification process with existing BAU
practice
• Materiality assessment considerations
• Scenario creation process
Eva Chan, Head of Enterprise Stress Testing, Americas, Barclays
11.45 Robust Documentation for Model Risk Management
• A discussion of the Purpose, Process and People behind Model
Documentation
• Purpose: More than a system of record
• Process: Beyond filling in a template
• People: Finding and developing this skill in your organization
Keith Schleicher, Vice President, Decision Science, CenturyLink
Cognilytics
8.40 DATA QUALITY ANALYTICS AND EFFECTIVE RISK
MANAGEMENT
A View from the CDO on improving data quality for effective
management of risk
H Walter Young, Chief Data & Liquidity Risk Officer, M&T Bank
Kay Vicino, Chief Data Officer, U.S. Bank
Jonathan Silverman, Industry Solutions Director,
WW Insurance, Microsoft Corp
9.25 ASSESSING THE ROLE AND DEVELOPMENT OF
AN EFFECTIVE RISK APPETITE WITHIN A FINANCIAL
INSTITUTION: THE VIEW FROM THE CRO
Exploring application across frameworks and effects on balance
sheet and business lines
Nicholas Silitch, Group CRO, Prudential Financial
9.55 OVERCOMING CHALLENGES IN REGULATORY
GUIDANCE ACROSS NATIONAL AND GLOBAL REGULATORS
Federico Galizia, CRO, Inter American Development Bank
James Costa, CRO, TCF Bank
Philippa Girling, CRO, Investors Bank
Cynthia Williams, CRO, Regulatory Coordinator, Credit Suisse
MULTILATERAL DEVELOPMENT BANK
11.10 Exposure Exchange Agreements (EEA) Among MDBs
• Why concentration matters for an MDB
• How does the EEA reduce concentration
• Does the EEA introduce risks of its own
Federico Galizia, CRO, Inter American Development Bank
MULTILATERAL DEVELOPMENT BANK
11.45 Risk Technology - Demystified
• Complexities around Enterprise Risk Technology
• Pre-Crisis (2008) Risk Manager use case
• Business User’s need for control
• Singular Focus – The Business user
• Simple yet scalable architectures
• Liquidity Risk example
Srikant Ganesan, Managing Partner, Risk Focus
OPERATIONAL RISK
11.10 Outsourcing Governance, Monitoring And Risk
Management
• Vendor portfolio analysis
• Internal sourcing validation and governance
• Straight through processing
• Control function review process
• Cross functional risk calibration
• Behavioral analytics and dynamic decisioning
• Escalating and reporting
Maureen Vance, Regional Head of Vendor Risk Management
Americas, Deutsche Bank
11.45 Introduction To The National Cybersecurity &
Communications Integration centre (NCCIC)
• Federal cybersecurity
• Authorities and directives
• Cybersecurity coordination activities
• Incident reporting
• Protection of information
• Strengthening the cyber and communications ecosystem for the future
Thomas Baer, Deputy Director, National Cybersecurity & Communications
Integration Center, US Department of Homeland Security
10.40 MORNING BREAK & NETWORKING10.40 MORNING BREAK & NETWORKING10.40 MORNING BREAK & NETWORKING
12.20 LUNCH BREAK, NETWORKING & ROUNDTABLE DISCUSSIONS (SEE PAGE 13 FOR LISTING)
DAY TWO KEYNOTE SESSIONS
8.00 REGISTRATION, COFFEE & BREAKFAST | 8.30 CHAIR’S OPENING REMARKS
DATA PANEL DISCUSSION KEYNOTE ADDRESS REGULATORY PANEL DISCUSSION
10

CAPITAL MANAGEMENT
1.35 Overview Of Basel III Capital Rules And Implementation
Across Various Sized Financial Institutions
• Overview of expectations
• Implementation across financial institutions
• Differentiation between top 50 and below
• Segmenting regulatory scheme
• Global differences in regulatory definition
• Additional capital requirements
Michelle Hubertus, MD, Basel III Program Manager, Deutsche Bank
2.15 Aligning Teams Across Capital Planning And Modeling To
Avoid Duplication Of Efforts
• Duplicating department efforts
• Defining clear roles for each for effective capital planning
• Sourcing data for each and effectively aggregating and
submitting
Michele Bourdeau, Head of Model Risk Management, TIAA
OPERATIONAL RISK
PANEL DISCUSSION
1.35 Analyzing The Cyber Aspects Of The Regulatory
Landscape
• Changing threats across the cyber crime landscape:
• Threat information sharing
• Destructive malware
• Denial of service
Michael Woodson, Director, Office of the CISO , State Street
Cyber Security Partnership Expert, US Bank
Jonathan Rosenoer, Former Senior Executive, Risk Manager,
JPMorgan, BNP Paribas/Bank of the West and Information
Technology Outsourcing, IBM
Upen Patel, Vice President, Information Risk Management, BNY Mellon
Thomas Baer, Deputy Director, Nations Cybersecurity & Communications
Integration Center, US Department of Homeland Security
DATA
2.15 Evolution Of Internal Control Validation As A Key Element
Of The Enterprise Risk Management Framework
• Basel III advanced approaches for regulatory capital
• CROs responsibility for independent review and control testing
• Lines of defense
• Expectations for validation and testing across unknown areas
Elizabeth Hughes, Director, ERM Validation and Advanced Systems
Review, MUFG Union Bank NA
3.25 AFTERNOON BREAK & NETWORKING
2.50 Developing A Comprehensive Framework For Capital
And Business Mix Optimization: A Case Study
• Co-managing multiple constraints for Capital
(Economic capital and regulatory capital and stress testing)
• Identifying effective risk strategies to inform corporate strategy
and improve ROE
• Moving from capital management to business mix optimization
• Managing near-term losses by means of EaR metrics and
implications on the business mix
Bogie Ozdemir, CRO, Canadian Western Bank
2.50 Effectively Aggregating The Right Metrics Across Legal
Entities
• Bringing legal entities together
• Delivering a holistic view across metrics
• Common metrics across business models
David D’Amico, Director, ERM, MUFG Union Bank NA
MANAGING MODEL RISK – A VALIDATION CASE STUDY
1.35 The Anatomy of a Model Validation
• Components of a useful validation
• What are model validators looking for?
• Common issues found in stress test models and processes
• The importance of good documentation
• How to ensure a successful validation
Michael Guglielmo, Managing Director, Darling Consulting Group
2.15 Choosing The Right Models To Comply With Regulatory
Demands For Stress Testing
• Effective building of regulator approved models
• Segmentation of models
• Ensuring transparency of models
• Establishing a governance structure
• Internal Vs. External Models
• Reviewing modeling approaches
• Determining model complexity Vs. simplicity
Julian Philips, Chief Model Risk Officer, GE Capital
2.50 Sound Model Risk Practice For Effective Stress Testing
• Credit risk challenges
• PPNR
• Trading
Tong Peng, Managing Director, Wells Fargo
Ken Fu, Senior Vice President, Wells Fargo
11
REGISTER TWO & GET
50% OFF THIRD ATTENDEE

5.05 CHAIR’S CLOSING REMARKS | 5.10 END OF CONVENTION
PPNR MODELING
3.55 Addressing The Challenges, Pitfalls And Opportunities
For Effective PPNR Modeling
• Terms and concepts
• PPNR and interaction with CCAR/DFAST
• Regulatory requirements
• Association with other models
David Ingram, Head of Treasury Risk Strategy,
PANEL DISCUSSION
4.30 Review Outcomes of The PPNR Presentation
Gary Tognoni, Head of Stress Testing Execution, Treasury and
Balance Sheet Management, TD Bank
Serigne Diop, CCAR & Stress Testing, HSBC
David Ingram, Head of Treasury Risk Strategy,
Tom Day, Managing Director, PwC
3.55 Reviewing The Roles of The Lines of Defense
• Reviewing the roles of each line
• How each line works
• Reviewing The Roles of The Lines of Defense
• Review of the fourth line
Jonathan Tholen, Liquidity & Capital Oversight, US Bank
4.30 Improving Data To Optimize The Balance Sheet And
Improve Earnings
• Using data as a tool
• Sourcing necessary data
• Improving data
H Walter Young, Chief Data & Liquidity Risk Officer, M&T Bank
OPERATIONAL RISK
DOUBLE SESSION
3.55 Operational Risk Scenario Analysis: A Structured
Approach
• Operational risk overview
• Quantifying operational risk: approaches and supervisory
guidance
• Scenario analysis: traditional vs. structured
• Structured scenario analysis: approach, illustration, lessons
learned be a value-add for managing risk?
Andrew Kramer, MD, Operational Risk, TIAA
Karthik Ramakrishnan, Senior Manager, EY
12
m corporate
ess mix
R metrics
he business

AGENDA | ROUNDTABLES
DAY ONE | MAY 3 | ROUNDTABLE DISCUSSIONS | 1.00-1.45 DAY TWO | MAY 4 | ROUNDTABLE DISCUSSIONS | 1.00-1.45
Lunch on both days will feature an opportunity to engage with like-minded professionals, enjoy a buffet lunch, visit the exhibitors and participate on one of the interactive
roundtable discussions. During the course of the two day Convention, there will be 20 luncheon roundtables to chose from; below is a sample of some of the topics and
moderators for each. All attendees will be asked prior to the Convention to select their preference.
Preparedness for
EPS Liquidity
Requirements For Foreign
Banking Organizations
Christian Pichlmeier
Head of Liquidity Risk
Union Bank
The Challenges and
Rewards For Documenting
Operational Risk Events
Gustavo Ortega
Director and Global Head
of Issue and Risk Event
Management
AIG
Essential Skills
For Model Risk
Management & Model
Validation Professionals
Karen Schneck
VP, Market Risk Department
Federal Reserve Bank
of New York
CCAR – When Does
Change The Bank
Become Run The Bank?
Michelle Hubertus
MD, Basel III
Program Manager
Deutsche Bank
Interest Rate Risk
and ALM in Stress
Scenarios: Exploring
Methods And Processes
Gary Tognoni
Head of Stress Testing
Execution, Treasury &
Balance Sheet Management
TD Bank
Risk Management
Of Liquid Alternative
Products
Aaron Brown
CRO
AQR Capital
Managing Models in
Complex Organizationals
– Value Add or Just a
Compliance Exercise
Sanjeev Mankotia
Managing Director,
Risk Consulting
KPMG
Measuring and Managing
Model Dependency Risk
Tong Peng
Managing Director
Wells Fargo
The AMA Is Dead:
Now What?
Anthony Peccia
Group CRO
Citibank Canada
Sustainable Enterprise
Risk Management
Elizabeth Hughes
Director, ERM Validation &
Advanced Systems Review
MUFG Union Bank NA
Economic and
Financial Challenges in
Latin America
Frederico Galizia
CRO
Inter-America
Development Bank
How have you
achieved success in your
Vendor Risk Management
function and what do you do
differently?
Maureen Vance
Director / Regional Head of
Vendor Risk Management
Americas
Deutsche Bank
Can We
Achieve Economic and
Environmental
Sustainability in the
Next 30 Years?
Mervyn Naidoo
CRO, Risk Analytics
Morgan Stanley
Finding Value
in DFAST Beyond
Regulatory Requirements
Tally Ferguson
SVP, Director of Market
Risk Management
Bank of Oklahoma
Improving ROE
Via Capital & Business
Mix Optimization &
Effective Balance Sheet
Management
Bogie Ozdemir
CRO
Canadian
Western Bank
13

STRESS TESTING MASTERCLASS | MAY 5
STRESS TEST – NEW MODELING AND
CAPITAL MANAGEMENT PARADIGM
• A short history of Stress Test as a bank capital
management tool
• Comparison to Basel rules and modeling approach
• How Stress Testing is compared to Economic
Capital
HIGHLIGHTS OF THE CCAR RESULTS
• Lessons learned
• Regulatory expectations
• Priorities for a bank preparing for CCAR
submission
APPLICATIONS OF STRESS TESTING IN BANKS
• Risk appetite
• Capital adequacy
• Portfolio allocation and pricing
SCENARIO DESIGN AND DEVELOPMENT
FOR SUCCESSFUL STRESS TESTING
• Risk identification
• Key risk drivers and key macro variables to
capture in modeling
• Scenario extension
• Use of macroeconomic models in scenario
design and expansion
• Determining the severity of scenarios
• Linking scenario severity to capital adequacy
INTRODUCTION TO CREDIT LOSS
MODELING
• Available alternatives in modeling consumer
portfolio
• Empirical review of alternatives currently
available in the literature
• A walk through the applications in commercial
portfolios
• Comparative analysis of each alternatives in
the literature
PPNR MODELING
• Review of terms and concepts
• CCAR results in PPNR and relevance to capital
adequacy
• Introduction to PPNR modeling with examples
• Regulatory expectations
• Connecting PPNR with credit modeling for an
integrated Stress Testing framework
APPLICATIONS OF STRESS TESTING
FRAMEWORK IN PORTFOLIO MANAGEMENT
• Hands on exercises
• Product origination strategies
• Pricing considerations
• Risk/return trade off
• Linking Stress Test results to risk appetite and
risk taking
The Masterclass will be led by industry expert
Soner Tunay, Head of Risk Analytics, Citizens Bank
who will lead the day’s agenda with presentations,
case studies and group discussions.
The Masterclass will address challenges within
Stress Testing with a particular focus on PPNR
Modeling, Scenario Selection and Analysis.
Join like-minded colleagues to discuss new
modeling techniques, CCAR results, application in
banks, scenario designs and development, credit
loss modeling, PPNR modeling, and applications
of stress testing on portfolio management.
Registration opens at 9AM with breakfast,
Masterclass commences at 9:30AM, concluding
at 5PM. There will be adequate time for
refreshments, networking and lunch.
To allow for interaction and discussion, seats at
the Masterclass are strictly limited – to avoid
disappointment, reserve your place today!
OUTLINE FOR THE STRESS TESTING MASTERCLASS
Led By: Soner Tunay, Head of Risk Analytics, Citizens Bank
ABOUT THE MASTERCLASS
Loved 2014, higher expectations
for 2015, so far so good! Microsoft
14

ESSENTIAL INFORMATION
Great range of coverage of areas of financial services industry risk, perspectives
of many types not necessarily expected. Federal Reserve Bank of Boston
VENUE
New York Hilton Midtown
1335 Avenue of the Americas
New York City
New York 10019 USA
Tel: 212-586-7000
ACCOMMODATION
The Center for Financial Professionals have reserved a limited number
of rooms at a preferential rate for Risk Americas 2016 attendees.
Rooms are subject to availability and on a first come, first served basis.
Please click the link below for booking information.
Risk Americas Convention 2016 Accomodation
DRESS CODE
Business Attire
RISK INSIGHTS
Stay 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 24 CPE CREDITS
Prerequisites: 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 earn up to 16.5 CPE Credits for the Main Convention (May 3-4), up to 7.5 CPE
Credits for the Stress Testing Masterclass (May 5) or up to 7.5 CPE Credits for the Model Risk
Masterclass (May 5)
www.risk-americas.com | info@cefpro.com | +1 888 677 7007 16

LUNCHEON ROUNDTABLES
Join one of up to 20 roundtable discussions to further engage, discuss
and interact with peers on topical issues within the industry.
COCKTAIL RECEPTION
Immediately 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.
BRIEFINGS
Closed-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 info@cefpro.com
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
Two weeks prior to the Convention, you can access the Risk Americas
App for the latest Insights, speaker Q&As, see who’s attending, view
presentation, message attendees and more…
NETWORKING OPPORTUNITIES AT RISK AMERICAS 2016
RA
17

Tick the appropriate box for Masterclass choice STRESS TESTING MODEL RISK MANAGEMENT
PLEASE REGISTER THE FOLLOWING DELEGATE(S)
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TERMS AND CONDITIONS The conference is being organized by the Center for Financial Professionals Ltd, a limited
liability company formed under English company law and registered in the UK no. 7771333. Cancellations received more
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Risk Americas Convention, May 3-4 2016
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