Agenda

Agenda

Main Program | November 8-9, 2018

Day 1

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07:30

Breakfast Briefing hosted by IBM.

**This is an invitation only event**
If you are interested in attending please send an email to [email protected]                              

Integrating cybersecurity and operational risk to meet regulatory compliance and business challenges
Financial institutions are quickly coming to understand the pervasive nature of global IT and cyber risks and increasing pressure from internal and external stakeholders to effectively prepare for threats and mitigate their impact while meeting data privacy regulatory requirements. In this session you’ll hear from clients and leading practitioners from Promontory on how to best plan and execute comprehensive cybersecurity and IT Risk programs. You’ll also learn how IBM OpenPages is helping clients connect with the first line of defense to collect information, test controls, and measure IT risk through a new streamlined self assessment solution. Attend this session to learn how to:

  • Identify and manage the latest threats and vulnerabilities
  • Integrate IT risk as part of a comprehensive GRC strategy
  • Understand IT risks in the context of the business

Speakers:  
Patrick Batson, Senior GRC Consultant, IBM – Watson Financial Services
Judith Pinto, Managing Director, Promontory Financial Group

08:00

Registration and continental breakfast

08.45

Welcome remarks: Tom Osborn, Desk Editor, Risk Management, RISK.NET

08:50

Moving from analog to digital: A new paradigm for risk management

Today, a new model for risk management is required – adaptive digital risk management – which manages risks associated with the digital transformation of the front-to-back-office, as well as fully testing and deploying digital strategies to better manage and monitor the business. A recent EY report identifies five critical capabilities required to convert from analog to digital risk management and four key risk imperatives that need to be addressed:

  • Leveraging risk management to enable business transformation and sustained growth
  • Adapting to a risk environment and risk profile that is changing faster and more intensively than ever
  • Delivering risk management effectively and efficiently
  • Managing through and recovering from disruptions
  • Innovative technologies and data usage in financial services, coupled with an evolving regulatory landscape, drive new opportunities and risks

Cindy Doe, Principal, ERNST & YOUNG LLP

09:10

Keynote address: The future of risk management – challenges and opportunities created by a rapidly changing environment

  • How will changes in technology affect our approach to Risk Management (e.g., process automation, AI, cyber-security)?

  • How will our business model evolve within the framework of heightened standards?

  • Why a principles-based approach is superior to a rules-based approach to managing risk?

  • Reputation risk in the age of social media

Malcolm D. Griggs, Executive Vice President, Chief Risk Officer, CITIZENS BANK

Suggested Reads:
Strategic Technology Risk by Pat McConnell
Cyber Risk by Michael Woodson
Conduct Risk by Peter Haines
Risk Culture and Effective Risk Governance by Pat Jackson
Key Risk Indicators by Anne Rodriguez and Viney Chadha

09:50

 

Panel: Life after LIBOR: update on efforts to develop alternative benchmark and implications for market participants

  • The next steps for IBOR benchmarks and its global implications
  • Implications for existing Libor referenced contracts that will need to find alternative or a proxy by 2021 when it will be no longer mandatory to report
  • Challenges involved with the transition of financial market contracts from interbank rates to risk-free rates
  • How is this likely to transition given the volumes?
  • What are the challenges to transition and what is the industry doing to support benchmark transition planning efforts?

Moderator: Robert Mackenzie Smith, Staff Writer, Derivatives Desk, RISK.NET
Roy Choudhury, Partner, Financial Services Advisory, ERNST & YOUNG
Blake Gwinn, Vice President, Rates Strategy, RBS NATWEST US
Matthew McCormick, Research Economist, OFFICE OF FINANCIAL RESEARCH
Peter Phelan, ‎Deputy Assistant Secretary for Capital Markets, US TREASURY
Subadra Rajappa, Head US Rates Strategy, SOCIETE GENERALE

10:30

Leveraging Big Data, Cloud and AI to Transform Financial Risk

Managing financial risk is becoming more complex as financial institutions face new and increasing demands from their stakeholders, competitors and regulators.
Join this session to learn more about:

  • Addressing these demands in an agile manner to gain insights from increasingly higher volumes of complex data and analytics while also lowering total cost of ownership
  • The value of Technology as an enabler to the business
  • Examples of how advances in technologies such as big data, cloud, and AI are helping to transform both the way financial risk analytics are calculated and the business operations that utilize them

Curt Burmeister, Director, Research, Innovation & Financial Engineering, Financial Risk, IBM

11:10

Morning break and knowledge café

Grab a coffee and join a table of your choice in the exhibition area to share ideas and network with fellow industry professionals.

1. Global macro risks led by Hilmar Schaumann, Head of Risk Management for Global Rates, G10 FX, Global Financing and Futures, and Commodities, BANK OF AMERICA MERRILL LYNCH
2.    Where are we in the credit cycle and what are the risk management implications? Led by Rodney Sunada-Wong, Chief Risk Officer, U.S. Institutional Broker-Dealer, U.S. and Mexican Derivatives Swaps Dealers, Market, Credit, Operational and Liquidity risk, MORGAN STANLEY
3.    SOFR implementation led by David Wagner, Adjunct Professor, FORDHAM UNIVERSITY
4.    Stress testing and capital management: market and credit risk Led by Shahed Shafi, Senior Market Risk Group Manager, Director, Counterparty Portfolio Optimization, CITIGROUP

Speakers form the 9:50 Libor panel will be available to take questions in the VIP lounge

Stream 1: Market Risk

11:40

Panel: How are banks preparing for changes to FRTB?

  • What do we think regulators are planning to do and their timelines?
  • Are we expecting a complete removal?
  • Are banks preparing for complete push out of the rule?
  • What are the potential risks should implementation go according to plan?
  • How are banks viewing the future of FRTB?

Moderator: Mark Feeley, Research Director, CHARTIS
Han Zhang, ‎Managing Director, Head of Market Risk Analytics, WELLS FARGO
Charles Tao, Director, CITI
Guowei Zhang, Capital Policy Risk Expert, OCC

Suggested Read:
The FRTB: Concepts, Implications and Implementation by Sanjay Sharma & John Beckwith

12:20

Margin valuation adjustment: future initial margin for client trades and dynamic hedges

Andrew McClelland, Director, Quantitative Research, NUMERIX 

Suggested Reads:
The FRTB Concepts, Implications and Implementation by Sanjay Sharma and John Beckwith
Landmarks in XVA edited by Chris Kenyon and Andrew Green

Stream 2: Credit Risk

11:40

Credit modeling in the age of FinTech and AI

  • Machine learning from your Chief Credit Officer
  • Intertwining first and second lines without blurring them
  • Processing the model of a continuous modeling process
  • CCAR, FP&A, CECL, and the elusive single source of truth

Viktor Ziskin, Co-Head of Banking, Beacon Platform, BEACON

12:20

Panel: What have we learnt from the CECL practice run ahead of the 2020 go live deadline

  • The ‘why’s and how’s’ for understanding and making CECL work

  • What different credit models are banks in the process of implementing?

  • Are there linkages between CCAR models with CECL credit loss forecast?

  • The potential risks should the implementation not go according to plan

Moderator: Hakan Danis, Director of Stress Testing, UNION BANK
Jonathan G. Harris, VP, Manager Non-Retail Credit Risk Analytics, TD BANK
Santosh Mishra, Head of Risk Analytics, KAYBANK
Joel Toms, Managing Director, BLACKROCK 

Suggested Read:
The New Impairment Model Under IFRS 9 and CECL by Jing Zhang

Stream 3: Risk management for asset managers

11:40

Panel: SEC liquidity reporting rules implementation and different liquidity definitions

  • What is your definition of liquidity?

  • Different regulatory jurisdictions and liquidity interpretations

  • How is the buy side looking to implement the new liquidity rules?

  • How do you manage the portfolio level liquidity?

  • How to effectively allocate budget to meet this regulatory requirement?

Moderator: Pietro Toscano, Head of Multi-Asset and Alternatives Risk, OPPENHEIMERFUNDS
Ross Cuddeback, Head of Investment Risk, Americas, DWS GROUP
Michelle McCarthy Beck, Chief Risk Officer, Retail and Institutional Financial Services, TIAA
Sahil Kapoor, Vice President, Risk Solutions, STATE STREET CORPORATION
Ken Winston, Chief Risk Officer, WESTERN ASSET MANAGEMENT

12:20

Panel: How can asset managers better define risk appetite

  • ERM stress testing concepts at banks that would be relevant to buy side

  • Capital allocation concepts that the buy side should consider adopting

  • What should be measured and how is it measured when allocating capital at an enterprise level?

Moderator: Ken Perry, former Chief Risk Officer, OCH ZIFF CAPITAL MANAGEMENT
Fabrice Fiol, Managing Director, US Enterprise Risk Management (ERM) Deputy Head, SOCIETE GENERALE
Julie Sherratt, Managing Director, Risk Management, TD ASSET MANAGEMENT
Peruvemba Satish, Senior Vice President and Portfolio Manager, Director of Global Analytics, AMERICAN CENTURY INVESTMENTS

Stream 4: Balance sheet and capital management

11:40

Extended session: New risk stress buffer and capital changes

  • Changes to the LCR requirement
  • Revisions to the Basel capital
  • Volcker rule changes
  • GSIB methodology
  • Fed’s new stress regime scoring

Donna Howe, Lecturer, UCONN and former Chief Risk Officer, SANTANDER US

1:00

Sit down lunch and networking

1:15pm Lunchtime interactive roundtables:

  1. ERM: Building bridges between front office traders, risk managers and quants led by Ken Abbott, former Chief Risk Officer for the Americas, BARCLAYS and Professor at BARUCH
  2. ALM in current credit cycle and interest rate environment led by Rodney Sunada-Wong, Chief Risk Officer, U.S. Institutional Broker-Dealer, U.S. and Mexican Derivatives Swaps Dealers, Market, Credit, Operational and Liquidity risk, MORGAN STANLEY
  3. Translating technology to business risk – how IT and risk can work together to improve the IT risk at the organization led by led by Apollo Wong, Chief Risk Officer, ANTECAPIO INVESTMENT PARTNERS
  4. Tone at the top - a strong governance framework led by Leon Xin, Head of Risk and Portfolio Construction and Hedge Fund Strategist for the CIO team of the Endowments and Foundations Group, JP MORGAN ASSET MANAGEMENT
  5. Stress testing led by Robert Linklater, Head of Stress Testing and Capital Analytics, TD BANK
  6. Connect the power of collaboration through data driven insights led by Lin Lu, Head of Operational Risk, FREDDIE MAC
  7. Data privacy rules in the US and globally - lessons learned in the trenches led by Patrice Brusko, Head, US Office of the Chief Data Officer and Privacy, TD BANK
  8. AWS - tbc

1:30pm Q/A interview with Malcolm D. Griggs, Executive Vice President, Chief Risk Officer, CITIZENS BANK interviewed by Kris Devasabai, New York Bureau Chief, RISK.NET – VIP lounge

Stream 1: Market Risk

2:15

All my intelligence is artificial – an asset management perspective

Harry Chopra, Chief Client Officer, AXIOMSL

2:55

Interactive session: war games scenarios, best practice and implementation exercise   
 
In this scenario, workshop participants are introduced to different market risk scenarios that is still unfolding and asked to consider the immediate steps they would advise their firm to take based on the information available at each stage.

1.    Collapse of Major Central Counterparty (CCP) led by Mark Feeley, Research Director, CHARTIS  
2.    Geopolitical and Trade-war risk between USA and China led by Apollo Wong, Chief Risk Officer, ANTECAPIO INVESTMENT PARTNERS
3.    Significantly higher than expected inflation prints led by Hilmar Schaumann, Head of Risk Management for Global Rates, G10 FX, Global Financing and Futures, and Commodities, BANK OF AMERICA MERRILL LYNCH

War games scenarios referee: Sidhartha Dash, Research Director, CHARTIS

Stream 2: Credit Risk

2:15

Panel: How to derive value and allocate risk capital profitably with conservative credit models?

  • Business impact of Basel III changes and Basel IV rules on capital

  • How to operate and implement profitable measures in allocation of risk capital?

  • How do you move capital and recalculate losses more effectively?

  • How to avoid drawdowns on capital with running both CECL and CCAR models

Moderator: Robert Linklater, Head of Stress Testing and Capital Analytics, TD BANK
Arnisa Abazi, Managing Director, Quantitative Risk and Stress Testing, Citi
Raphael Ereyi, Senior Vice President, Regulatory Interpretations Team, WELLS FARGO
Joseph Hwang, Managing Director, Regulatory Policy, GOLDMAN SACHS

Suggested Reads:
The New Impairment Model Under IFRS 9 and CECL by Jing Zhang
CCAR and Beyond - Capital Assessment, Stress Testing and Applications edited By Jing Zhang

2:55

Panel: Where are we in the credit cycle and what does this mean for credit risk managers?

  • Yield curve exposure and potential recession on the horizon

  • What will be the advent of a credit cycle destabilization?

  • Credit spreads are tight and there is no more room for them to go down – how quickly will they rise and will they drift or hike?

  • Projecting CECL losses forecast to determine the next credit cycle and its severity

  • What do the Credit Risk Indicators tell us?

Moderator: Jonathan G. Harris, VP, Manager Non-Retail Credit Risk Analytics, TD BANK
Saad P Aslam, Credit Risk Review, Independent Risk Management, PNC
Ozgur Berkmen, SVP, Head of Market Risk Model Validation, SUNTRUST
Joseph Ceonzo, Head of Enterprise Risk Management, LAZARD
Hakan Danis, Director of Stress Testing, UNION BANK

Stream 3: Risk management for asset managers

2:15

Factor timing – do managers have skill in timing factors?

  • How can we measure factor timing in manager returns?

  • Has factor timing added value?

  • What types of strategies were the most successful in factor timing?

  • How do we determine which managers have skill?

Andrew Chin, Chief Risk Officer and Head of Quantitative Research, ALLIANCEBERNSTEIN

2:55

Fireside chat: Risk management and modelling for illiquid assets

  • How to manage and model the risk of illiquid assets, such as private equity and direct real estate?
  • How to model the risk of portfolios with both publically traded assets and illiquid assets?
  • Long term capital market assumptions, and portfolio optimization
  • Covariance matrix covering both liquid and illiquid assets
  • Cash flow and liquidity planning

Moderator: Leon Xin, Head of Risk and Portfolio Construction and Hedge Fund Strategist for the CIO team of the Endowments and Foundations Group, JP MORGAN ASSET MANAGEMENT
Jian Zhang, Principal, ADAMS STREET PARTNERS 
Amy Wierenga, Partner, Chief Risk Officer, BLUE MOUNTAIN CAPITAL MANAGEMENT

Stream 4: Balance sheet and capital management

2:15

Managing interest rate risk and implications for asset managers

  • Changing structure of the interest rate market
  • Impact on bank balance sheets
  • Risks and opportunities for active managers

Dmitry Green, Managing Director, Chief Risk Officer, MARINER INVESTMENT GROUP

2:55

Building a CECL platform with Balance Sheet forecasting in mind (ALM, FP&A, CCAR)

  • CECL will require more frequent and complex execution than CCAR and Incurred Loss, and therefore more efficient and automated implementation
  • Consider leveraging the development of CECL implementation technology as the launch-point for more sophisticated and efficient CCAR and credit-adjusted Balance Sheet execution
  • Better data sourcing, staging and storage, execution automation, and methodology improvements should be built with CCAR and BaU in mind

Joel Toms, Managing Director, BLACKROCK 

3:35

Afternoon coffee break and networking

4:00

 

KPMG LIBOR Transition Solution Leader

Sonia Soni, Director, Capital Markets Advisory Services, KPMG

4:30

Panel: A decade after Lehman’s collapse – have we done enough to avert another crisis?

  • How do you keep the experiences and data of the 2008 crisis in your models?
  • Current and near-future key trends that will supercharge risk department 
  • Other issues on the horizon that are perceived to affect market liquidity 
  • What should be CRO’s priorities for the next decade?

Moderator: Tom Osborn, Desk Editor, Risk Management, RISK.NET
Tim Cuddihy, Managing Director of Financial Risk Management, DTCC
Dennis McLaughlin, Group Chief Risk Officer, LCH
Christopher R. Perkins, Managing Director, Global Head of OTC Clearing, CITI

5:10

Closing remarks: Tom Osborn, Desk Editor, Risk Management, RISK.NET

5:20

Drinks reception

Day 2

7:30

 

 

 

 

 

 

 

Breakfast briefing

Panel: Gaining competitive advantage through deploying AI techniques for model risk management

**If you would like to attend this session please send an email to [email protected] Your name will be added to the guest list.** 

•    Benefits of machine learning for modelling
•    Quantifying model uncertainty with AI
•    Can machine learning assist with model validation?
•    ML and stress testing models
•    Model interconnectedness

Moderator: Ozgur Berkmen, SVP, Head of Market Risk Model Validation, SUNTRUST
Shannon Kelly, Director, Model Validation, ZIONS BANKCORP
Gus Koutsoumbelas, Director, Americas Model Risk Management, MUFG Union Bank  
Julia Litvinova, Managing Director, Head of Model Validation and Analytics, STATESTREET
Daniel Ward, Head of CIB US Model Risk Management, RISK Innovation, BNP PARIBAS

08:00

Registration and continental breakfast

08:50

Welcome Remarks: Tom Osborn, Desk Editor, Risk Management, RISK.NET

09:00

Keynote: The role of new technology in risk management

Darrel Yawitch, Chief Risk Officer, MAN SOLUTIONS, MAN AHL and MAN GLG

09:40

Fireside Chat: Cloud is the tech in regtech

In the increasingly complex and ever-evolving regulatory environment, cloud is emerging as a key enabler of compliance. Cloud is a fast-moving, always-on environment and can deliver speed, security, and transparency in new ways.

Attend this session to hear how cloud-based solutions are transforming organizational approaches by easing compliance with FRTB, xVA, AML-KYC, and other requirements.

Moderator: Peter Williams, Head of Global Financial Services Partner Technology, AWS

Andrew Aziz, Global Head of Financial Risk Analytics, IHS MARKIT

Normand Tanguay, Head of Risk – Americas, MUREX

Bill Waid, Vice-President and General Manager – Decision Management Suite, FICO

10:20

Morning break and knowledge café

Grab a coffee and join a table of your choice in the exhibition area to share ideas and network with fellow industry professionals.

  1. How much liquidity buffer is enough buffer? Did regulators overreach? Led by Christian Pichlmeier, Head of Liquidity Risk, UNION BANK
  2. How can CROs measure risk culture? led by Donna Howe, Lecturer, UCONN and former Chief Risk Officer, SANTANDER US
  3. Defining first vs second line of defence led by Farhan Amin, Regional Head of Control Office, Global Markets Americas, HSBC Global Markets America
  4. Model validation led by Shannon Kelly, Director, Model Validation, ZIONS BANKCORP

Stream 1: FinTech applications for improved risk management

10:50

Fintech and innovation impacts on risk: cause or cure?

Mark Rodrigues, General Partner, Illuminate Financial

11:30

How breaking the organisational silos will create value through AI

Abhijit Akerkar, Head of Applied Sciences - Business Integration, Group Digital and Transformation, LLOYDS BANKING GROUP

12:10

Liquidity risk management framework and machine learning application

Stefano Pasquali, Managing Director, Head of Liquidity Research, BLACKROCK

Stream 2: Machine learning and data analytics in risk management

10:50

Panel: Effective model risk validation with machine learning

  • Is it safe to use machine learning for model risk?

  • How can machine learning save costs on model risk validation?

  • What are the limitations of machine learning?

  • What model risk tasks should be done in house and which should/could be outsourced and which can you automate?

  • Do we need to validate even the simplest tasks?

Moderator: Bernhard Hientzsch, Managing Director, ‎Head of Model, Library and Tools Development, WELLS FARGO
Bin Duan, SVP, US Head of Model Risk Execution, TD BANK
Stephen Hsu, SVP, Head of Model Risk Management, PACIFIC WEST BANK
Julia Litvinova, Managing Director, Head of Model Validation and Analytics, STATESTREET

11:30

Panel: Data science and risk mitigation techniques

  • Can customer personalization of services be perceived as invasion of data privacy laws?

  • How can we use data science for real time cyber threat detection and prevention?

  • What kind of potential risks does data science have and how to we protect the business against those?

  • Can cognitive computing shrink the haystack to identify insider threat and fraud in real time?

Moderator: Joshua Kotok, Chief Risk and Compliance Officer, FIRST SAVINGS BANK
Zachary Hanif, Director, Principal Machine Learning Engineer, CAPITAL ONE
Andrew He, SVP Head of US GRA FCR Analytics, HSBC
Lei “Ray” Mi, Senior Data Scientist, AYASDI
Charles Tao, Director, CITI

12:10

Panel: Aligning your risk management and data analytics functions

  • How to process data, interpret it intelligently and put it to good use?

  • How do you align strategy to optimize risk?

  • How do you put data into context for risk managers?

  • Adoption of predictive models

Moderator: Sidhartha Dash, Research Director, CHARTIS
Didier Blanchard, Managing Director, Head of Enterprise Risk Management for the Americas, SOCIETE GENERALE
Steven Boras, EVP, Head of Risk Architecture, CITIZENS BANK
Azlina Wetmore, Head of Commercial Credit Policy and Innovation, CAPITAL ONE

Stream 3: Insurance risk

10:50

Portfolio optimization under economic and regulatory capital constraints

Vinaya Sharma, Actuary and Managing Director, QRM

11:30

11:20 Fireside chat: Risk transfer solutions to enable the insurance business
•    New insurance products and innovations
•    Effective solutions to overcome typical business hurdles
•    How to enable transactions and investments while mitigating downside capital impact associated with business decisions
Moderator: Vinaya Sharma, Actuary and Managing Director, QRM
Imir Arifi, Head of Artificial Intelligence and Machine Learning, HCSC
Aymeric Kalife, Head of Savings, AXA GROUP RISK MANAGEMENT

12:10

Real time risk management and achieving transformational results

Imir Arifi, Head of Artificial Intelligence and Machine Learning, HCSC

Stream 4: Funding and liquidity

10:50

Panel: Enhanced prudential standards and the new liquidity review process

  • Latest guidance from the regulator on the review process

  • Who is responsible for the review, is it the second line risk or third line audit? Should it be proposed by the treasury and reviewed by second line?

  • Should there be another risk group created for this process?

  • What does this mean for stress testing assumptions?

Moderator: Kris Devasabai, New York Bureau Chief, RISK.NET
Alexander Craig, Managing Director, Head of US Liquidity and SIRR Oversight, RBC
Vineet Gumasta, Regional Head of Balance Sheet Risk, RABOBANK
Steven Hageman, Senior Treasury and Risk Management Executive, SOCIETE GENERALE

11:30

Effective early warning indicators and framework limits in liquidity risk

  • What is the difference between early warning indicators and limits?

  • Governance and escalation process

  • Who is actually monitoring the limits and escalation process?

  • Who is overlooking the remediation process when breached?

Christian Pichlmeier, Head of Liquidity Risk, UNION BANK

12:10

Liquidity and funding forecasting process

  • Traditional Forecasting process
  • Build-out of Cash Flow Forecasting
  • Components of a CF Forecasting
  • CF Forecast Framework Development
  • Trend Analysis
  • How to incorporate seasonality
  • Case Study on Deposit Forecasting

Christian Pichlmeier, Head of Liquidity Risk, UNION BANK

12:40

Sit down lunch and networking

1:40

Tech visionaries panel: Debating the next generation of data science for decision makers

  • The next big steps for AI in the business world
  • Five ways AI will change the future of work and client interface
  • Global wave of automation and skills needed to drive the AI business across different sectors lines
  • How firms are developing the AI strategies?
  • What does the future hold for Chief Data Scientist role?
  • How can we improve the collaboration between humans and machines to improve customer experience, grow revenue and create jobs?
  • Is finance AI ready?
  • How do you foster trust in the data science process and its results?

Moderator: Stefano Pasquali, Managing Director, Head of Liquidity Research, BLACKROCK
Abhijit Akerkar, Head of Applied Sciences - Business Integration, Group Digital and Transformation, LLOYDS BANKING GROUP
Ashish Dev, Principal Economist, Supervision & Regulation, FEDERAL RESERVE BOARD
Sears Merritt, Vice President and Chief Data Scientist, Head of Data Science, Data Engineering, Advanced Analytics, MASSMUTUAL
Mandar Rege, Managing Director, Operational Risk Management – Technology and Cyber Security, CITI

2:20

Panel: How can a risk manager unleash the potential of FinTech

  • How long before we see blockchain implementation

  • Examples of how risk managers are using technology and with what success?

  • Banks own internal projects in technological applications to risk management

  • Challenges to a successful implementation of cutting edge technology in risk department

  • How are risk managers managing automation and new trading volumes?

  • Articulating FinTech value proposition

Moderator: Mark Feeley, Research Director, CHARTIS
Johannes van de Wetering, Head of Quantitative Risk, Capital Markets Risk Management, CIBC
Lin Lu, Head of Operational Risk, FREDDIE MAC
Elliot Noma, Managing Director, GARRETT ASSET MANAGEMENT

3:00

Closing Remarks: Tom Osborn, Desk Editor, Risk Management, RISK.NET

3:10

Drinks and end of conference