Bianca Wallace US Chief Risk Officer Norinchukin Bank
Oliver Jakob Chief Risk Officer Talcott Financial Group Tendayi Kapfidze Chief Economist Wells Fargo Carl Groth Chief Risk Officer Legal & General Retirement Americas Ty Lambert Chief Risk Officer Cadence Bank
Sabeena Ahmed Liconte Head of Legal & Chief Compliance Officer ICBC Standard Bank Group
Craig W. Broderick Goldman Sachs
Nicholas Silitch Prudential
1.
2.
Operational
May 19, 2025
• Gain a big-picture understanding of LLMs.
• Understand the full development pipeline, from data to evaluation.
• Participate in practical exercises for applied learning Definitions and key concepts.
Registration begins at 9:00 AM and the program concludes at 5:00 PM. The agenda includes allocated time for refreshment breaks, networking opportunities, and lunch.
Due to the intensive and interactive nature of this workshop, seats are limited to maximize engagement and will be allocated on a first-come, first-served basis.
Hosted by:
Chandrakant Maheshwari
First Vice President, Model Validation Lead Flagstar Bank
Chris Smigielski Model Risk Director Arvest Bank
To register for our Pre-Event Workshop, scan the QR code or click here
Real-world applications of LLMs in finance institutions. Understanding how a fully functional LLM operates to guide learning.
Discussing LLM benefits and limitations.
Interactive Activity:
Participants brainstorm potential use cases for LLMs in their fields.
Overview of Data Pre-processing:
Importance of clean, structured, and labeled data. Common challenges in handling large datasets. Data collection and ingestion.
• Tokenization and normalization techniques.
• Addressing data bias and ethical considerations.
Hands-on Exercise:
• Participants preprocess a sample dataset using provided tools or scripts.
BREAK AND REFRESHMENT
Role of attention in processing sequential data.
• Evolution from RNNs to attention-based mechanisms.
• Visualizing how self-attention works.
• Key concepts: query, key, and value..
Interactive Demo:
• Explore the attention weights of a pre-trained LLM on a sample input.
LLM
Understanding the Transformer Architecture:
• Encoder-decoder structure and how they interact.
• Multi-head attention and feedforward networks.
• Optimization Techniques:
• Positional encoding and its significance.
• Handling long-term dependencies in text.
Interactive Visualization:
• Dissecting the architecture of a well-known LLM like GPT or BER
LUNCH AND REFRESHMENT
TRAINING AND FINE-TUNING
Steps in Training:
• Model initialization and defining objectives (e.g., cross-entropy loss).
• Batch processing and backpropagation.
Fine-tuning for Applications:
• Adjusting pre-trained models for domain-specific tasks.
• Transfer learning and zero-shot learning examples.
Hands-on Exercise:
• Participants fine-tune a small pre-trained LLM on a sample dataset using a provided tool.
BREAK
EVALUATION STRATEGIES
Key Evaluation Metrics:
• Perplexity, BLEU, and accuracy.
• Trade-offs between different metrics.
Evaluation Methods:
• Testing for model robustness, fairness, and bias.
• Iterative refinement through user feedback.
Interactive Exercise:
• Participants evaluate the performance of a small LLM on a test dataset.
PUTTING IT ALL TOGETHER:
• Design a simplified LLM pipeline using concepts from the day.
• Teams work on a mini-project (e.g., text summarization or chatbot creations
CLOSING AND Q&A
• Recap of the day’s key topics.
• Sharing additional resources for continued learning (e.g., courses, papers).
• Open Q&A session for participants to clarify doubts or discuss further applications.
The instructors are volunteers and are just sharing their knowledge with the peers, views expressed are their own.
May 19, 2025
CeFPro invites you to this highly engaging and interactive one-day workshop to advance understanding of the core components of managing a bank’s balance sheet.
Registration begins at 9:00 AM and the program concludes at 5:00 PM. The agenda includes allocated time for refreshment breaks, networking opportunities, and lunch.
Due to the intensive and interactive nature of this workshop, seats are limited and will be allocated on a first-come, first-served basis.
Workshop Overview:
This one-day intensive workshop is designed to put you behind the wheel as the management board in charge of a bank’s entire balance sheet. As the board, you will be faced with several different scenarios that mirror real challenges faced by balance sheet managers.
The market has high expectations for both the height and stability of your earnings – expectations that you will need to meet. At the same time, you must abide by regulatory and business constraints.
Objectives:
• Learn how to think about a bank’s balance sheet holistically.
• Understand the dynamic interplay between different components of a bank’s balance sheet.
• Learn how to optimize a balance sheet under different constraints.
Workshop Topics:
• Key bank balance sheet ratios (e.g., tier 1 capital, liquidity coverage ratio, among others.)
• Regulatory regimes (e.g., Basel IV)
• Asset Liability Management
• Pricing simulation and strategies
To register for our Pre-Event Workshop, scan the QR code or click here
Hosted
by:
Mitchell Chad Senior (Managing) Director Stress and Impairment - Modeling and Analytics RBC
Jonathan Liu Senior Consultant RBC
MACROECONOMICS & GEOPOLITICAL CHALLENGES
9:00 Preparing for increased macroeconomic and geopolitical uncertainty and changes to regulation under the new administration
- Managing likely tensions under new administration and expansion of risks
- Assessing the macroeconomic situation and potential scenarios
- US economic climate, trade and the future
- Impact of geopolitical instability on global markets and investment strategies
- Reviewing future of regulation and policy
Tendayi Kapfidze, Chief Economist, Wells Fargo
BASEL III – PANEL DISCUSSION
11:00 Reviewing the future of Basel III rules and jurisdictional disparities
• Implications of lower capital ratios
• Understanding timelines for Basel III with new administration
• Assessing the global convergence and implementation challenges
• Analyzing key changes in the latest implementation proposals
Srijan Agrawal, Director, RBC
Plenary Sessions:
GLOBAL ECONOMY – PANEL DISCUSSION
9:25 Exploring interconnected dynamics to shape international markets
- Assessing macroeconomic vulnerabilities and recession risk factors
- Reviewing geopolitical impact to GDP and unemployment
- Reviewing implications of expanding deficits for economic stability and growth
- Potential changes in US foreign policy and global economic implications
Carl Groth, Chief Risk Officer, Legal & General Retirement Americas Sabeena Ahmed Liconte, Head of Legal & Chief Compliance Officer, ICBC Standard Bank Group 10:30 MORNING
ENTERPRISE RISK – PANEL DISCUSSION
11:00 Enhancing ERM for a holistic view of risk the risk profile across all business units
• Rethinking risk ID and appetite in the current landscape
• Creating incident response protocols and issue management systems
• Defining and aligning risk appetite across all risk drivers in the organization
• Monitoring KRIs at the enterprise level for comprehensive oversight
Aengus Hallinan, Managing Director, Chief Operational Risk Officer and CRO Securities Services & Digital , BNY
Mohamed Bamba, VP-Business Risk Advisory Officer, Bank United
Javier Ortiz, Principal Technical Leader, IADB
Vaughn Alliton, Senior Managing Director, Head of Technology/Digital Risk Compliance, TIAA
FIRESIDE CHAT
10:05 Addressing the critical challenges and risks faced by CROs – views from a growing bank and evolving industry
Hosted by Andreas Simou, MD, CeFPro
Ty Lambert, Chief Risk Officer, Cadence Bank
MACROECONOMIC LANDSCAPE
– PANEL DISCUSSION
11:00 Navigating a volatile environment while anticipating future trends in the landscape
• Understanding the direction of the macroeconomic landscape
• Managing high rates and inflation
• Understanding regional variations in economic volatility
• Adapting risk frameworks for an uncertain world
Bianca Wallace, US Chief Risk Officer, The Norinchukin Bank
Justin Van Beek, SVP, Wintrust Financial Corporation
Jeff Prelle, Chief Risk Officer, First Tech Federal Credit Union
Markus Lammer, Head of Legacy CS Corporate Bank,UBS
MONETARY AND FISCAL POLICY
– PANEL DISCUSSION
11:00 Exploring the roles monetary and fiscal policy play in shaping economic stability
• Assessing impact of government stimulus
• Balancing economic growth and inflationary pressures
• Reviewing US credit rating concerns and treasury market impacts
• Impact of policy uncertainties on long-term interest rates
Shawn Snyder, Executive Director, Global Investment Strategist, J.P Morgan Global Wealth Management
Oskar Rogg, Managing Director, Head of Treasury, Credit Agricole
11:45 Reviewing the evolution of regulations set post-SVB and impact to banks
• Reviewing impact to smaller banks Vs micro banks
• Evolution of reporting practices
• Assessing new risks emerging as a result of change across the industry
Shahab Khan, Head of Liquidity Risk, HSBC USA
11:45 Achieving a comprehensive view of risk for clearer insights and more informed decision-making
• Unifying data streams for holistic understanding of financial and non-financial risks
• Establishing a risk aware culture across teams
• Tailoring NFR frameworks for diverse risk categories
• Designing a data strategy to enable harmonized reporting across the organization
Matthew Moore, Director, Operational Risk Management, Barclays
11:45 Managing a heightened geopolitical landscape with increased risks across the industry
• Repositioning the portfolio in light of geopolitical risks
• Hedging insurance to protect against the downside of geopolitical risk
• Reviewing the affect to alterative payments solutions with geopolitical issues
Shahed Shafi, Head of Counterparty Risk/ Market Products, U.S Bank
11:45 Reviewing current impacts and strategies to navigate the challenges posed by rising prices
• Impact of accumulated debt on economic growth
• Reviewing strategies for borrowing in a low-growth environment
• Managing longer term high inflation
Deniz Tudor, Head of Modeling, Bread Financial
FRTB
12:20 Assessing the current implementation status of FRTB and lessons across jurisdictions
• Understanding trade-offs between standardized and model-based approaches
• Implementing robust data management systems
• Impact on risk calculations and capital requirements with NMRF
• Assessing post-implementation challenges and impact on different products
ESG
12:20 Managing ESG risks in a divided world
• Assessing the declining popularity of ESG amongst financial institutions
• Maximizing returns through ESG strategies
• Navigating divergent approaches globally
• Reviewing the differing opinions of ESG across states
Marina Severinovsky, Head of Sustainability, Schroders
1:55 Leveraging the central banks discount window and assessing benefits in usage
• Assessing the impact of recent regulatory changes on FED discount window access and usage
• The role of the discount window in managing liquidity risks
• Interplay between capital requirements and discount window
• Leveraging AI to predict discount window needs
CYBER SECURITY
1:55 Managing increasing cyber risk and the impact of use of AI
• Detecting sophisticated phishing emails
• Strengthening systems to mitigate risk of attacks on vulnerabilities
• Adapting cybersecurity measures to the pace of digital advances
• Minimizing impact of cyber incidents and response
• Understanding repercussions of third party breach
INTEREST RATE RISK
12:20 Gaining clarity on the anticipated trajectory of interest rates and repositioning portfolios
• Reviewing the implications on asset classes
• Managing impact on loan & deposit pricing
• Maintaining profitability amid rate fluctuations
• Understanding the implications of increased treasury issuance on interest rates and market stability
Maxwell Zhu, Global Head of Quantitative Analysis and Strategy, BMO
1:55 Managing increasing credit risk through ongoing economic uncertainty
• Assessing long-term viability of companies in a changing business environment
• Adapting credit risk models for accelerated business cycles
• Taking advantage of the yield with a tight spread
• Managing along the curve with continued decrease in the short term
Hugo Ramirez, SVP Audit Responsible for Governance, Operational Risk & TPRM, BBVA
TREASURY BONDS
12:20 Exploring investment strategies and the role of treasury bonds in a diversified portfolio
• Assessing impact of high exits from US treasury bonds
• Managing portfolio risk during a sovereign debt crises
• Understanding the role of treasury bonds in investment portfolios
• Impact of inflation on treasury bond yields
1:55 Optimizing capital structure and enhancing financial stability
• Analyzing the long term impact of evolving capital charge frameworks
• Calibrating regulatory capital requirements
• Balancing capital requirements and risk management processes
• Reviewing the risk of non-banking entities and regulatory gaps
Moez Hababou, Global Head, Compliance and US Stream Lead, Independent Review and Control, BNP Paribas
2:30 Leveraging technology to automate and strengthen the model risk ecosystem
• Offering strategic insights into scaling MRM processes through advanced automation, especially in the GenAl era
• Industrializing model validation and testing for greater speed, efficiency, effectiveness, and stronger compliance guardrails
• Demonstrating how our MRM ecosystem
— NIMBUS Uno, MoDeVa, and MRM Vault is transforming model development, validation, testing, and governance
Vikas Tyagi, Founder and CEO, Solytics Partners
3:05 Adopting gen AI and assessing use cases for maximum RoI
• Understanding regulatory expectations in relation to gen AI
• Defining AI use cases and governance expectations
• Navigating the pressure to adopt AI despite potential risks
• Reviewing the long-term Vs short-term value of gen AI investments
• Identifying potential control gaps across the organization
Melody Feinberg, former Chief Risk Officer, Federal Home Loan Bank of New York
Katherine Zhang, Sr Risk Specialist, Federal Reserve Bank of Boston
Michael Knoeller, Senior Vice President, Director of Compliance, CIBM Bank
2:30 Mitigating vendor overconcentration risk and developing business continuity plans for outages
• Implementing multi-vendor security strategies in a cloud environment
• Building a business continuity plan for cloud providers
• Keeping regular assessment of third- and fourth-party concentration risks
• Ensuring risk controls keep pace with rapid cloud adoption
Tamara Culler, Director of Governance and Operational Risk Policy, OCC
2:30 Importance of portfolio management in a volatile credit or economic environment
• Session details TBC
Ann-Margaret Sumnar, Credit Review Director, Huntington National Bank
2:30 Managing cash flows and funding sources to keep high liquidity
• Reviewing the impact of interest rates on liquidity
• Managing operational deposits for LCR and stress testing calculation
• Matching liabilities on the balance sheet to optimize liquidity management
• Developing a proactive risk appetite approach post-liquidity crises
Alfred Chuang, Managing Director and Chief Financial Officer, Kensington Capital Partners
THIRD PARTY – PANEL DISCUSSION
3:05 Ensuring effective oversight and compliance of all third parties
• Setting controls over third party technology vendors
• ntegrating third parties into institutional risk exercises to mitigate regulatory exposure
• Monitoring data storage and sharing across supply chains
• Negotiating enhanced data security and safeguarding transparency
Megan Speranza, Executive Director, Global Head of CCOR Resilience Risk Oversight, J.P
Morgan
Olga Voytenko, SVP, Head of Operational Resilience, Forbright Bank
Adam Ennami, Chief Risk Officer, General Bank of Canada
Tamara Culler, Director of Governance and Operational Risk Policy, OCC
3:05 Developing a proactive approach to early identification practices to reduce defaults
• Utilizing data analytics to detect potential defaults before they occur
• Diversifying loan portfolios to spread risk and reduce exposure to defaults
• Assessing the impact of interest rate fluctuations on borrower repayments
Seyhun Hepdogan, Senior Director, Model Risk, Fifth Third Bank
Liz Gorgoglione, Director, Credit Risk, Legal & General Retirement Americas
Liming Brotcke, Sr Director, CCB BL Risk, Ally
LIQUIDITY STRESS TESTING
– PANEL DISCUSSION
3:05 Evaluating resilience and preparedness with continued financial disruption
• Running liquidity stress tests to prepare for deposit run off
• Conducting liquidity stress testing for different macroeconomic stresses
• Combing liquidity risk with capital planning
• Bridging current liquidity needs with potential stressed liquidity needs
• Monitoring risks caused by 2023 liquidity banking crises
Anindya Basu, Global Head of Rapid Stress Testing, Citi
Alison Li, Executive Audit Director, First Citizens Bank
Mitchell Chad, Senior (Managing) Director Stress and Impairment - Modeling and Analytics, RBC
Saliya Wijesekera, Manager Enterprise Risk Analysis, Federal Housing Finance Agency (FHFA)
4:20 Rethinking AI and gen AI model validation to manage risks of continuous advances
• Implementing AI governance processes to ensure proper validation
• Putting correct data into gen AI models for accurate training
• Mitigating challenges in validating a gen AI models compared to traditional models
• Balancing the demand for AI models with the need for robust validation processes
Chandrakant Maheshwari, First Vice President, Model Validation Lead, Flagstar Bank
4:55 Setting controls around gen AI to ensure safe and ethical use
• Monitoring AI models to ensure non-biased outputs
• Ensuring ethical use of AI with a lack of regulation
• Mitigating bias in AI-driven credit and loan decisioning systems
• Implementing unbiased AI solutions across diverse stakeholder ecosystems
Sabeena Ahmed Liconte, Head of Legal and Chief Compliance Officer, ICBC
5:30 Defining AI models and setting appropriate controls
• Understand relevant risks and controls around AI models
• Developing in-house AI solutions for specific needs
• Integrating AI tools into existing risk infrastructure
• Is AI defined as a tool or a model?
Chris Smigielski, Model Risk Director, Arvest Bank
4:20 Ensuring appropriate data governance and compliance in a digital landscape
• Data availability for new modeling advances
• Developing robust systems to handle data discrepancies
• Enhancing data lineage and integration into systems for regulators
• Transitioning from legacy systems to have data transparency
• Mitigating data vulnerabilities
4:55 Having the correct procedures in place to avoid reputational damage
• Gaining appreciation from customers to decrease negative impacts by organizational risks
• Establishing a proactive communication strategy
• Implementing a robust incident response plan
• Monitoring social media and online presence
Jennifer Marshall-Roberston, Executive Manager, Chief Risk Officer, Grenada Co-Operative Bank Limited
5:30 Defining change Vs regular growth to clarify growth and expectations
• Maintaining operations during change to minimize disruptions
• Balancing industry trends with operational realities
• Investing in human capital to support successful change initiatives
• Mapping process workflows to identify strategic transformation opportunities and enhance agility
4:20 Building a proactive strategy to navigate the complexities of lending in a volatile environment
• Pricing loans in a volatile rate environment
• Leveraging tools and methodologies for predicting rate movements
• Developing robust risk management strategies for various rate scenarios
• Examining the divergence between promised and actual lending standards
4:20 Remaining agile and reassessing liability matching to adapt to changing markets
• Matching asset and liability with increased regulatory changes
• Finding quality longer duration assets
• Having diversified assets between short and longer duration assets
• Balancing assets and liabilities across currencies
Jonathan Liu, Senior Consultant, RBC
4:55 Manging ongoing CRE risks as the market evolves post Covid-19
• Identifying vulnerable CRE exposures in the current market environment
• Optimizing capital allocation in CRE portfolios
• Analyzing the effects of mass delinquencies on the CRE sector
• Reviewing valuation and liquidity challenges in the CRE market as conditions evolve
4:55 Monitoring IRRBB and adapting to a changing rate environment
• Impact of Federal Reserve rate cuts on bank portfolios and risk management
• Balancing risk and profitability in a lower interest rate environment
• Deposit modeling and behavioral assumptions
• Stress testing and scenario analysis for interest rate risk
Mitchell Button, SVP, Director of Financial Model Validation, U.S Bank
5:30 Managing impact of insurance withdrawal in high risk climate areas
• Reviewing market disruptions in climatevulnerable areas
• Impact on real estate values
• Adapting insurance models to changing climate patterns
• Developing new approaches to insure high-risk areas
• Reviewing impact during recent California wildfires
5:30 Leveraging scenario planning for strategic planning and decision making
• Striving for market efficiency whilst complying with regulation
• Creating scenarios for non-traditional disaster recovery
• Developing stress tests that account for extreme market scenarios
• Evaluating the resilience of global financial systems to major shocks
Plenary Sessions:
9:00 Enhancing board effectiveness in navigating risks and driving organizational success
- Appropriately skilling and staffing the board according to risks of the organization
- Informing the board to make better conclusions and decisions
- Implementing strategies for management to report on and empower board success
- Quantifying risks to highlight key areas of focus to the board
- Getting the boards to think like a CRO: Thinking of risks outside of silos
Bianca Wallace, US Chief Risk Officer, Norinchukin Bank
Oliver Jakob, Chief Risk Officer, Talcott Financial Group
TITANS OF RISK – FIRESIDE CHAT
Exploring current and future risks through the lens of history and experience
An interactive and insightful session with two of the industry’s most recognizable risk professionals sharing experiences and examples
- highlighting how lessons from the past can impact the future, and what may be coming over the horizon. Interaction and discussion, with audience polls
- How to negotiate volatility
- Efficacy of the US Dollar
- Leverage in the modern financial system
- Private credit and levered loans
Craig W. Broderick, former Chief Risk Officer, Goldman Sachs
Nicholas Silitch, former CRO, Prudential
BREAK AND NETWORKING
10:05 From combating crime to managing risks – lessons learnt from both sides
- How investigative skills translate to managing financial risk
- Trends from organized fraud to cyber threats
- Lessons from the FBI & DA’s office on building a risk-aware institution
- Handling risk under pressure—whether in the courtroom, a highstakes FBI case, or a financial institution
- Balancing regulation, enforcement, and business strategy
-How technology is changing risk and fraud detection
Ali Moghaddam, Chief Risk Officer, City National Bank Florida, former Special Agent, Federal Bureau of Investigation (FBI) & former ADA
11:00 Navigating the future of climate regulations and potential policy shifts
• Reviewing the race to net zero and the impact on investment portfolios
• Managing transition risks
• Developing organizational strategies to define and manage climate change
• Evaluating the impact of climate risks on diverse portfolio holdings
Derek Jun, Managing Director, Head of Climate Risk, Oversight, Nuveen
11:00 Operationalizing gen AI and adapting risk frameworks for new applications
• Balancing innovation with risk control in the deployment of AI technologies
• Addressing risks across the AI model lifecycle to ensure comprehensive oversight
• Identifying and mitigating risks in banking operations using AI
• Ensuring regulatory compliance while adopting AI technologies
Sandeep Jain, Director, Market Risk Executive, Bank of America OPERATIONALIZING
Kenneth Radigan, Chief Risk Officer, New York State Insurance Fund
11:00 Mitigating impact of ongoing global tensions on supply chains
• Managing the increase in nearshoring
• Shifting political alliances and their effect on international trade dynamics
• Developing an exit strategy to address potential geopolitical disruptions
• Reviewing challenges in preventing tariff circumvention in an evolving trade landscape
11:00 Analyzing potential vulnerabilities and developing strategies to enhance resilience of investment portfolios
• Managing risks from portfolios built on ETFs and mutual funds
• Balancing risk and return across asset classes
• Segregating risks across different type of products
• Quantifying and managing geopolitical risk with explicit classes
CLIMATE RISK
11:35 Optimizing risk management, lending, and portfolio resilience through data-driven insights
• Integrate climate data into existing risk models for better decision-making
• Conduct scenario analysis to assess the impact of extreme weather and regulatory shifts
• Evaluate asset resilience to physical and transition climate risks
• Leverage data to future-proof financial assets against climate generated business disruptions
Michelle Lu, Banking Commerical Lead, Climate X
FINTECH – PANEL DISCUSSION
12:10 Navigating regulatory complexities in fintech-bank partnerships
• Lack of guidance with lending and payments from regulators
• Reviewing evolved partnership with transparency and explainability
• Reviewing the risks and failures associated with acquiring fintech startups
Alisa Rusanoff, Head of Credit, Crescendo Asset Management
11:35 Identifying skill gaps and hiring talent that have expertise in AI
• Balancing experienced hires Vs younger tech talent
• Reassessing optimal workforce size and structure in light of AI-driven productivity gains
• Identifying skills and roles necessary for future workforce needs
• Optimizing human-AI collaboration to enhance productivity and decision-making
Justin Silberlust, Associate Director, Internal Audit, Oppenheimer & Co
11:35 Reviewing the evolution of private credit and managing potential impact
• Role of private equity in bank ownership and regulatory implications
• Reviewing relationships between banks and private credit firms
• Shifting from traditional lending to alternative credit providers
• Evaluating the sustainability of private credit lending practices
11:35 Improving deposit stickiness and mitigating large deposit run off
• Testing deposit assumptions and building models
• Impact of Federal Reserve and ECB decisions on savings rates and consumer behavior
• Balancing cost of funds with net interest margin
• Reviewing charges applied to consumers borrowing credit
Chief Model Risk Officer, Tier 1 Financial Institution
DEEPFAKES – PANEL DISCUSSION
12:10 Managing deepfakes to prevent fraudsters from penetrating the bank or targeting customers
• Identifying when a deepfake is impacting the institution or customer
• Defining controls to identify potential deepfakes
• Deflecting the deepfake impact on fraud
• Collaborating with cyber security experts to enhance defenses against attacks
Dalit Stern, Managing Director, Enterprise Senior Fraud Risk Officer, TIAA
Phil Masquelette, Chief Risk Officer, Ulster Savings Bank
Patrick Simonnet, Chief Audit Executive, Bank of China
PRIVATE CREDIT - PANEL DISCUSSION
12:10 Risk management and regulatory considerations in private credit
• Reviewing and measuring risks in private credit
• Assessing regulatory disparities between banks and private funds
• Reviewing banks’ indirect exposure to leveraged loans through fund financing
• Potential systemic risks from unregulated financial activities
Ann-Margaret Sumnar, Credit Review Director, Huntington National Bank
12:55 LUNCH BREAK AND NETWORKING
AI USE IN PORTFOLIO ANALYSIS
– PANEL DISCUSSION
12:10 Leveraging AI to enhance decision making and optimize investment performance
• Leveraging AI to look at portfolio deposit modeling
• Enhancing process robustness through AI
• Leveraging AI to annually review how to fund and manage the balance sheet
• Running a projection of loss in the portfolio
Petr Chovanec, Director, UBS
Linda Conrad, SVP, Operational & Technology Risk, First Citizens Bank
1:55 Leveraging data analytics and ensuring data security
• Leveraging data analytics to identify trends
• Leveraging predictive modeling to anticipate potential future risks
• Defining an authoritative data source
• Ensuring data security with vendors
Yasin Benzawi, US Head of Stress Testing, Capital Framework, Global Head of Scenario Analysis, Barclays
OPEN BANKING
2:30 Mitigating increased privacy challenges with the open banking rules
• Managing data privacy with new open banking rule
• Reviewing regulatory approaches to data protection
• Mitigating increased cyber security risks with open banking
• Implementing authentication and authorization processes
Adam Ennamli, Chief Risk Officer, General Bank of Canada Emerging Tech
1:55 Implementing controls to mitigate AML while ensuring a seamless customer experience
• Implementing robust AML and counter-terrorist financing protocols in financial transactions
• Enhancing digital identity verification to mitigate synthetic identity fraud risks
• Automating AML workflow
James Short, MD, Head of FCRM & Enterprise Head of Sanctions and Screening, Scotiabank (tbc)
2:30 Advancing financial crime models in line with increasing sophistication of criminal activities
• Evolution of money laundering techniques and the need for adaptive models
• Managing exploitation of new technologies by criminals
• Tracing money movements in a global economy
• Leveraging machine learning models for financial crime detecting
• Implementing model evaluation and optimization to ensure ongoing effectiveness
Xiaoling (Sean) Yu, Director, Financial Crimes and Liquidity Risk Modeling, KeyBank
1:55 Reviewing the increase in M&A activity and understanding regulatory expectations
• Understanding M&A appetite from regulators
• Reviewing impact to fintechs and funding
• Reviewing appetite for M&A in the future
• Understanding the strategy of growth with increased M&A activity
• Balancing growth of the bank in a safe manner
Kinjal Rajawat, Associate Director, Private Markets, OMERS
2:30 Mitigating a concentrated market and diversifying the portfolio for investors
• Constructing a portfolio to outperform the benchmark
• Managing portfolios when top names dominate the benchmark
• Balancing fundamentals analysis with crowded trade considerations
• Holding large-cap stocks and avoiding underperformance relative to the index
• Managing risk and potential returns influenced by high-weight stocks
Yakov Shenkman, Director, Head of Risk for Fundamental Equity in Americas, BlackRock
3:05 AFTERNOON REFRESHMENT BREAK AND NETWORKING
1:55 Leveraging AI to ensure fair lending and ensure equitable access to credit for all borrowers
• Identifying and mitigating bias in AI credit models
• Ensuring compliance with fair lending regulations
• Leveraging AI for reading and interpreting financial statements
• Increased focus from CFPB on fair lending
• Mitigating algorithmic bias in lending decisions while ensuring CRA compliance
Liming Brotcke, Sr Director, CCB BL Risk, Ally
CLIMATE RISK
2:30 Exploring financial implications of natural disasters and strategies to mitigate impact on the portfolio
• Highlighting the need for financial support when rebuilding efforts after natural disaster
• Reviewing the need for funding for immediate relief and long-term recovery
• Assessing potential shifts in investment strategies under Tump’s administration
• Refocusing hedge funds and investors goals for sustainability investments
Anand Hingway, Executive Director, Environmental & Social Risk Management, CIBC
DIGITAL ASSETS – PANEL DISCUSSION
3:35 Identifying unique risks posed by digital assets and building mitigation strategies
• Evaluating blockchain as a foundational technology
• Assessing the impact of tokenization on traditional financial markets
• Navigating evolving regulations around digital assets
• Adapting existing risk models to accommodate digital assets
Ana De Sousa, CEO, Agio Ratings
QUANTUM COMPUTING
4:20 Exploring quantum computing for advanced risk analytics
• Reviewing potential opportunities for quantum computing
• Leveraging quantum computing for advanced risk analytics
• Reviewing the intersection of quantum computing and AI
• Analyzing how quantum machine learning could enhance AI-driven risk models
RCSA – PANEL DISCUSSION
3:35 Breaking down silos to create an overarching RCSA framework
• Aligning RCSAs with product lines for holistic risk management
• Capturing company wide vulnerabilities
• Streamlining data and systems
• Creating KRIs and monitoring thresholds to enhance risk oversight
• Bringing AI capabilities to improve efficiency and accuracy
Varun Agarwal, Director, Enterprise Risk Management, Western Alliance Bank
Olga Voytenko, SVP, Head of Operational Resilience, Forbright Bank
Eleni Willis, Chief Risk Officer, Sterling Bank and Trust
Asha Gowda, Senior Vice President, Director
– Chief Operating Officer – Market and Treasury Risk Management, KeyCorp
RISK APPETITE
4:20 Setting risk appetite to align strategy with risk managements
• Defining risk appetite and its importance in strategic decision-making
• Developing a comprehensive risk appetite framework
• Creating effective risk appetite statements
• Establishing key risk indicators and tolerance levels
• Aligning risk appetite with organizational objectives and strategy
Stephen Woitsky, SVP, Operational Risk Business Oversight, Wells Fargo
4:55
MODELING – PANEL DISCUSSION
3:35 Reviewing the added pressure to model validation when working in a volatile market and leveraging AI to stay ahead
• Accuracy of AI models in managing and adapting to market volatility
• Modeling geopolitical impact to the market dynamics
• Modeling credit risk and unexpected shocks to enhance resilience
• Calibrating models to account for potential future market shocks
Arsa Oemar, Director, Americas Model Risk Management, U.S Bank Riten Dixit, VP, Market Risk, Federal Home Loan Bank of Cincinatti Anthony Tantillo, VP, Market Risk Analytics Lead, Mizuho Americas
4:20 Ensuring holistic oversight of counterparty credit risks in a volatile environment
• Transitioning from IMM to standardized approach
• Managing counterparty credit risk metrics postArchegos
• Conducting comprehensive due diligence for counterparties at onboarding
• Managing counterparty exposures effectively through robust credit risk mitigation
Kai-Ching Lin, Head of Model/Market Risk, Valley National Bank
CFP – PANEL DISCUSSION
3:35 Developing a robust contingency funding plan to ensure preparedness and effective response
• Responding to market actions at short notice
• Taking relevant actions once ERI’s are triggered
• Having assessments and reports available to respond
• Running relevant scenarios to capture stress within CFP plan
• Testing current CFP plans to evaluate efficiency
Hakan Danis, Head of Macro Scenario Design, Citi
CAPITAL STRESS TESTING
4:20 Examining the impact of adverse scenarios on capital position
• Expanding capital stress testing beyond credit risk
• Developing comprehensive scenarios to reflect diverse triggers
• Monetizing all risks
• Challenge with non-financial risks
• Implementing SR12-7
Sergey Yeremenko, Internal Audit Director, Capital Markets and Market Risk, PNC
Craig W. Broderick former Chief Risk Officer Goldman Sachs
Carl Groth Chief Risk Officer Legal & General Retirement Americas
Oliver Jakob Chief Risk Officer Talcott Financial Group
Tendayi Kapfidze Chief Economist Wells Fargo Ty Lambert Chief Risk Officer Cadence Bank
Srijan Agrawal, Director, RBC
Yasin Benzawi, US Head of Stress Testing, Capital Framework, Global Head of Scenario Analysis, Barclays
Ana De Sousa, CEO, Agio Ratings
Adam Ennamli, Chief Risk Officer, General Bank of Canada
Melody Feinberg, former Chief Risk Officer, Federal Home Loan Bank of New York
Derek Jun, Managing Director, Head of Climate Risk, Oversight, Nuveen
Shahab Khan, Head of Liquidity Risk, HSBC USA
Michael Knoeller, Senior Vice President, Director of Compliance, CIBM Bank
Sabeena Ahmed Liconte, Head of Legal and Chief Compliance Officer, ICBC
Michelle Lu, Banking Commerical Lead, Climate X Chandrakant Maheshwari, Lead Model Validator, Flagstar Bank
Sal Rehmetullah, Founder and Co-Ceo, WorthAI
Alisa Rusanoff, Head of Credit, Crescendo Asset Management
Chris Smigielski, Model Risk Director, Arvest Bank
Vikas Tyagi, Founder and CEO, Solytics Partners
Katherine Zhang, Sr Risk Specialist, Federal Reserve Bank of Boston
Varun Agarwal, Director, Enterprise Risk Management, Western Alliance Bank
Vaughn Alliton, Senior Managing Director, Head of Technology/Digital Risk Compliance, TIAA
Mohamed Bamba, VP-Business Risk Advisory Officer, Bank United
Tamara Culler, Director of Governance and Operational Risk Policy, OCC
Adam Ennami, Chief Risk Officer, General Bank of Canada
Asha Gowda, Senior Vice President, Director – Chief Operating Officer – Market and Treasury Risk Management, KeyCorp
Aengus Hallinan, Managing Director, Chief Operational Risk Officer and CRO Securities Services & Digital , BNY
Jennifer Marshall-Roberston, Executive Manager, Chief Risk Officer, Grenada Co-Operative Bank Limited
Phil Masquelette, Chief Risk Officer, Ulster Savings Bank
Matthew Moore, Director, Operational Risk Management, Barclays
Javier Ortiz, Principal Technical Leader, IADB
Ken Radigan, Chief Risk Officer, New York State Insurance Fund
Marina Severinovsky, Head of Sustainability, Schroders
James Short, MD, Head of FCRM & Enterprise Head of Sanctions and Screening, Scotiabank (tbc)
Justin Silberlust, Associate Director, Internal Audit, Oppenheimer & Co
Patrick Simonnet, Chief Audit Executive, Bank of China
Megan Speranza, Executive Director, Global Head of CCOR Resilience Risk Oversight, J.P Morgan
Dalit Stern, Managing Director, Enterprise Senior Fraud Risk Officer, TIAA
Sasha Tuel, Head of Customer Success, Weave.AI
Olga Voytenko, SVP, Head of Operational Resilience, Forbright Bank
Eleni Willis, Chief Risk Officer, Sterling Bank and Trust
Stephen Woitsky, SVP, Operational Risk Business Oversight, Wells Fargo
Xiaoling (Sean) Yu, Director, Financial Crimes and Liquidity Risk Modeling, KeyBank
Sabeena Ahmed Liconte Head of Legal & Chief Compliance Officer ICBC Standard Bank Group
Ali Moghaddam Chief Risk Officer, City National Bank Florida former Special Agent, Federal Bureau of Investigation (FBI)
Brotcke, Sr Director, CCB BL Risk, Ally
Riten Dixit, VP, Market Risk, Federal Home Loan Bank of Cincinatti
Liz Gorgoglione, Director, Credit Risk, Legal & General Retirement Americas
Seyhun Hepdogan, Senior Director, Model Risk, Fifth Third Bank
Markus Lammer, Head of Legacy CS Corporate Bank,UBS
Kai-Ching Lin, Head of Model/Market Risk, Valley National Bank
Jeff Prelle, Chief Risk Officer, First Tech Federal Credit Union
Arsa Oemar, Director, Americas Model Risk Management, U.S Bank
Kinjal Rajawat, Associate Director, Private Markets, OMERS
Hugo Ramirez, SVP Audit Responsible for Governance, Operational Risk & TPRM, BBVA
Shahed Shafi, Head of Counterparty Risk/Market Products, U.S Bank
Yakov Shenkman, Director, Head of Risk for Fundamental Equity in Americas, BlackRock
Ann-Margaret Sumnar, Credit Review Director, Huntington National Bank
Anthony Tantillo, VP, Market Risk Analytics Lead, Mizuho Americas
Justin Van Beek, SVP, Wintrust Financial Corporation
Bianca Wallace, US Chief Risk Officer, The Norinchukin Bank
Maxwell Zhu, Global Head of Quantitative Analysis and Strategy, BMO
Anindya Basu, Global Head of Rapid Stress Testing, Citi
Liming Brotcke, Sr Director, CCB BL Risk, Ally
Mitchell Button, SVP, Director of Financial Model Validation, U.S Bank
Mitchell Chad, Senior (Managing) Director Stress and Impairment - Modeling and Analytics, RBC
Petr Chovanec, Director, UBS
Linda Conrad, SVP, Operational & Technology Risk, First Citizens Bank
Alfred Chuang, Managing Director and Chief Financial Officer, Kensington Capital Partners
P.J Cole, Senior Sales Executive, Empyrean Solutions
Hakan Danis, Head of Macro Scenario Design, Citi
Moez Hababou, Global Head, Compliance and US Stream Lead, Independent Review and Control, BNP Paribas
Anand Hingway, Executive Director, Environmental & Social Risk Management, CIBC
Sandeep Jain, Director, Market Risk Executive, Bank of America
Alison Li, Executive Audit Director, First Citizens Bank
Jonathan Liu, Senior Consultant, RBC
William Newcomer, Director, Finance & Risk, Empyrean Solutions
Oskar Rogg, Managing Director, Head of Treasury, Credit Agricole
Shawn Snyder, Executive Director, Global Investment Strategist, J.P Morgan Global Wealth Management
Deniz Tudor, Head of Modeling, Bread Financial
Saliya Wijesekera, Manager Enterprise Risk Analysis, Federal Housing Finance Agency (FHFA)
Sergey Yeremenko, Internal Audit Director, Capital Markets and Market Risk, PNC
Sponsorship & Partnerships
Thought leadership
Advance your expertise, knowledge, and experience with a presentation, a panelist, or a roundtable discussion. Why not enhance that with an article published in Connect Magazine and CeFPro® Connect?
Lead generation
Meet with key decision makers and senior professionals at CeFPro® events, roundtables, or at an invite-only dinner.
Branding and awareness
Want to advance your organization and/or your products or offerings? What better way than at a live in-person event where you will meet leading decision-makers, or online through CeFPro®’s market intelligence reports, Connect Magazine, or Connect member’s hub.
Networking
Whether over coffee, lunch, drinks reception, or dinner, expand your network connections in person.
Positioning in the industry
Whether you are the industry leader or a start-up, CeFPro® has opportunities to maintain, advance, or promote your standing among the risk community.
Targeted and one-on-one meetings
General promotion is no replacement for connecting with key decision-makers and C-suite professionals, whether at an event, a closed-door forum, a networking reception, or a VIP dinner.
Reach business buyers
Outside of marketing and promotion, CeFPro®’s extensive range of offerings can provide clients with opportunities to reach key decision-makers and buyers.
Would your organization like to partner with us on this event?
To discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities, please contact sales@cefpro.com or call us on (+1) 888 6777007 | +44 (0)207 164 6582 for more information.
Knowledge partner
Co-sponsors
“What’s included within the ticket price?
“For the price of my ticket, not only will I gain full access to both days of CeFPro’s Risk Americas 2025 Convention which includes 4 Streams, 80+ Sessions & 100+ Speakers, I will also receive breakfast, lunch, and refreshments throughout, and a complimentary drinks reception at the end of day 1. The learning opportunities don’t stop there as once the event has ended I will receive exclusive access to post-event materials and resources, and a portal log in to CeFPro Connect, my new personalized gateway to the latest risk intelligence and insights.”
#2
“Will you learn anything of value that we can integrate into our strategy?”
“There is the opportunity to turn this event into a team building and development exercise with sessions on current critical matters such as: Emerging Tech and Regulation, Enterprise and Operational Risk, Volatility and Macroeconomic Environment & Treasury and Balance Sheet Management and much more. As such there a group discounts available which make it easier for us to get the team together,
I can also refer the team to CeFPro Connect where they can make a free account and benefit from all the additional resources on offer. During the event, whether I attend with colleagues or by myself there will be over 8 hours of networking opportunities with industry leaders to discuss our sector and obtain their knowledge for our own gain and application.”
#3
“What specific benefits will attending this event bring to our team?
“There is the opportunity to turn this event into a team building and development exercise with sessions on current critical matters such as: Emerging Tech and Regulation, Enterprise and Operational Risk, Volatility and Macroeconomic Environment & Treasury and Balance Sheet Management and much more. As such there a group discounts available which make it easier for us to get the team together, deep dive into these critical subject matters, and discuss what we have learnt and how we can apply this in between breaks. If it’s just me attending, I will still receive access to the post-event materials and resources to consolidate the knowledge gained which I can then share with the team when I return. I can also refer the team to CeFPro Connect where they can make a free account and benefit from all the additional resources on offer. During the event, whether I attend with colleagues or by myself there will be over 8 hours of networking opportunities with industry leaders to discuss our sector and obtain their knowledge for our own gain and application.”
#4 “What will we do with you out of the office for 2 days?
“Don’t worry - there is WiFI throughout the venue, plus up to 8 hours of breaks, where I can stay in touch with the office.
The question is what can i bring back to the office after Risk Americas? With 100 thought-leaders sharing insights across 80 sessions over 2 days and 4 simultaneous tracks, I am sure there will be numerous examples, user cases and takeaways”
#5 “How will you share the knowledge and insights gained with the rest of the team?
“I will be able to take notes throughout the sessions so that I can share key takeaways and points of reflection that we should consider There’s also the post-event materials and resources which will include copies of the presentations, behind-thescenes deep-dive interviews with the speakers, and related articles and videos that support what I have learnt which I can share with the team also.”
For further help in convincing your boss to let you attend, Scan the QR code or click here for access.
360 Madison Avenue | etc.venues
Madison Avenue, Midtown Manhattan, New York NY 10017 Budget-Friendly •
Enjoy a premium experience with anticipatory service, sophisticated style and incredible views. Situated in the Financial District close to One World Observatory, offers breathtaking elegance and contemporary design.
Explore Downtown NYC. Provides guests with an optimal location in Lower Manhattan, close to an array of NYC attractions.
Conveniently located just steps from Wall Street and the heart of the Financial District, putting you at the center of all the action.
Sofitel New York
To register your place at the best rate possible, click here, or scan the QR code.
Access to 80+ sessions
Networking: 7+ hours
Lunch + Refreshments
Networking cocktail reception
PPT slides/decks
Podcasts with industry experts
Videos and interviews from the event
Connect Magazine complimentary
CeFPro Connect
membership
Community network and engagement
Market intelligence reports access
Earn up to 15 CPE Credits at Risk Americas and up to 7 CPE Credits for each Workshop
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
*For those representing a financial institution/government body
by
*For those representing an information/service provider
Launch Rate Register by February 28 From $1,499
Registrations after May 2 From $2,099 To register your place at the Risk Americas 2025 Convention click here or scan the QR code
Seize the opportunity, bring the team to advance their professional development and knowledge with our group booking promotion.
50% OFF: Purchase two tickets and receive the third registrant at 50% off the prevailing rate
Free Pass: Don’t stop there, as the more people you register, the better the savings. With every four tickets bought, the fifth is on us, completely free! Bringing your team not only enhances the overall experience, but also fosters significant team building among colleagues while allowing you to save on your registration.