Risk USA 2019

Risk.net's award-winning conference, 25th annual Risk USA, is the eminent risk management event for North America's top tier banks, buy-side participants and industry regulators.

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Presents

Risk USA

November 5-6 2019
 

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WELCOME RISK USA 2019!

Risk USA gives you the information you need to cope with a period of radical change in risk management and risk transfer markets.

Bringing 400+ industry front-runners together in one place – and focusing on the critical market issues and trends at the heart of Risk.net – this industry leading event comprehensively explores the direction of Risk in 2019 and beyond, covering market, credit, liquidity and investment risk as well as the challenges and opportunities presented by industry disruptors, disintermediation of old business models, new technologies and new ways of working. 

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Handle the Libor transition

What could go wrong in Libor reform? Join the Libor Clinic USA, a dedicated day of in-depth debate around the pitfalls and opportunities emerging around the transition. 

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Risk USA war games

Strategize with your peers and drill-down into war game scenarios identified by the Risk.net editorial team in order to map out the critical next steps for your team to take in 2020 and beyond.

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Diversity & inclusion in risk

Join diversity and inclusion leaders and change-makers to dissect how the support of talent from all backgrounds can translate into a competitive advantage and new business opportunities as well as how to foster it in your teams.

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The executive suite

A c-suite, end user only afternoon of peer-to-peer, boardroom style discussion, debate and decision making. Select senior delegates will be invited to join the executive suite in order to discover how to reinvent the risk management function and find the right way to structure risk management teams in the fourth industrial revolution.

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Robert Engle

Professor and Nobel Prize Winner in Economics

NYU Stern

Robert Engle, the Michael Armellino Professor of Finance at New York University Stern School of Business, was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional heteroskedasticity (ARCH). He developed this method for statistical modeling of time-varying volatility and demonstrated that these techniques accurately capture the properties of many time series. Professor Engle shared the prize with Clive W. J. Granger of the University of California at San Diego.

Professor Engle is the Director of the Volatility Institute at the Stern School at NYU. In this role he has developed research tools to track risks in the global economy and make these publicly available on the V-LAB website. These measures include volatility, correlation, long run value at risk and liquidity which are updated daily for thousands of global financial assets.

Professor Engle is a co-founding president of the Society for Financial Econometrics (SoFiE), a global non-profit organization housed at NYU. Before joining NYU Stern in 2000, he was Chancellor’s Associates Professor and Economics Department Chair at the University of California, San Diego and Associate Professor of Economics at MIT. He is a member of the National Academy of Science

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Joshua Rosenberg

executive vice president, CRO

Federal Reserve Bank of New York

Joshua Rosenberg is executive vice president, chief risk officer and head of the Risk Group. Mr. Rosenberg oversees the Bank's risk management framework including its approaches to operational, financial and enterprise risk. Mr. Rosenberg also serves on the Bank's Management Committee and chairs the Bank's Risk Subcommittee.
Mr. Rosenberg joined the Bank in 2001 as a research economist. In 2009, he moved to the Risk Group and established and led the risk analytics function. In 2015, Mr. Rosenberg established and then served as the head of the Risk Group's enterprise risk management function. During the financial crisis, Mr. Rosenberg contributed to the development and implementation of lending programs including the Term Asset-Backed Securities Loan Facility and the Commercial Paper Funding Facility.
Prior to joining the Bank, Mr. Rosenberg was an assistant professor of finance at New York University's Stern School of Business. His research focused on derivatives, volatility and risk management. His papers have been published in journals including the Journal of Finance, the Journal of Financial Economics, the Journal of Business and the Journal of Derivatives.
Mr. Rosenberg holds a bachelor's degree in mathematics and religion from Oberlin College and a doctorate degree in economics from the University of California, San Diego.

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Ben Golub

CRO

BLACKROCK

Ben Golub is a member of the Global Executive Committee and co-head of the Risk & Quantitative Analysis Group of BlackRock. Dr. Golub has served as Chief Risk Officer since 2009. Dr. Golub is responsible for the investment, counterparty, technology and operational risk of BlackRock. Dr. Golub is also the chair of BlackRock’s Enterprise Risk Management Committee.

Previously at BlackRock, Dr. Golub was co-head and founder of BlackRock Solutions, BlackRock's risk advisory business beginning in 1995. Dr. Golub also served as the acting CEO of Trepp, LLC. a former BlackRock affiliate that pioneered the creation and distribution of data and models for collateralized commercial-backed securities beginning in 1996.

In 1988, Dr. Golub was one of the eight founding partners of Blackstone Financial Management LP, which evolved into BlackRock. Prior to the founding of BlackRock, Dr. Golub was a Vice President at The First Boston Corporation beginning in 1985 where he established the Financial Engineering Group. During his tenure, the group structured over $25 billion of bonds, including many innovative collateralized mortgage obligations and asset-backed securities.

Dr. Golub co-authored Risk Management: Approaches for Fixed Income Markets (J. Wiley & Sons, Inc., 2000), which also has Japanese and Chinese editions. He has authored or co-authored many articles, including "Reflections on Buy-Side Risk Management After (or Between) the Storms" (The Journal of Portfolio Management), "Risk Management Lessons Worth Remembering from the Credit Crisis of 2007-2009" (The Journal of Portfolio Management), "Composite Portfolios Present Challenges" (Pension and Investments Magazine), "Mark-to-Market Methodology, Mortgage Servicing Rights, and Hedging Effectiveness" (The Handbook of Mortgage-Backed Securities, 6th Edition), "Approaches for Measuring the Duration of Mortgage-Related Securities" (The Handbook of Mortgage-Backed Securities, 6th Edition), "Measuring Yield Curve Risk Using Principal Components Analysis and Value At Risk" (Journal of Portfolio Management), "New Benchmarks for Debt Instruments: No Room for Nostalgia in Fixed Income" (Risk Magazine), and "Asset Allocation and Risk Management for Sovereign Wealth Funds" (Sovereign Wealth Management).

Risk Magazine honored Dr. Golub in 2016 with its Lifetime Achievement award in recognition of the many contributions he made to promoting effective risk management. The magazine previously had honored Dr. Golub and his colleague Charles Hallac with its Asset Management Risk Manager of the Year award in 2001. He is a member of the Board of the Global Association of Risk Professionals and the North American Executive Board of the MIT Sloan School of Management. He is also a member of the Financial Services & Risk Management Subcommittee of the Financial Research Advisory Committee of the U.S. Treasury’s Office of Financial Research.

Dr. Golub earned a SB degree and an SM degree in Management in 1978 and 1982 respectively, and a PhD degree in Applied Economics and Finance in 1984, all from the MIT Sloan School of Management.

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Aristedes Mahairas

special agent in charge, counterintelligence/cyber division

FBI

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Prasanna Someshwar 

CRO, global wealth management

J.P. Morgan Private Bank

Prasanna Someshwar is Chief Risk Officer for Wealth Management and a member of the  Wealth Management Operating Committee. As CRO, Mr. Someshwar oversees the credit, reputation, fiduciary, market & investments, and operational risk practices of the Wealth Management business, composed of J.P. Morgan Private Bank and J.P. Morgan Securities.

Before becoming Chief Risk Officer in 2017, Mr. Someshwar  was Head of Global Credit Risk &

U.S. Regional Risk for Wealth Management, where he played a key role in building the Private Bank’s credit book, and led the overhaul of the business’s risk policies and procedures, applying a more quantitative and consistent approach.

Mr. Someshwar joined Wealth Management in 2014 from the Corporate & Investment Bank, where he was the Regional Credit Executive for Greater China, South Asia, Asia-Pacific Commodities and had management oversight of the Credit Analysis unit. He began his career with the firm 18 years ago, covering South and Southeast Asian Financial Institutions for Chase Manhattan Bank in Mumbai. Mr. Someshwar led numerous key risk initiatives during his time in Asia, including the launch of J.P. Morgan’s Global Corporate Banking initiative, risk acceptance criteria in China, appropriateness for derivative transactions, the Global Commodities Group Credit restructure and Country Chief Risk Officer. 

Mr. Someshwar earned his bachelor’s degree in Technology from the Indian Institute of Technology and an MBA from the Indian Institute of Management. He lives in New York City with his wife and daughter. 

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Hilmar Schaumann

MD, global markets & global banking risk management

Bank of America

Hilmar Schaumann is responsible for Bank of America's macro risk management (Global Rates, G10 FX, Global Financing & Futures, and Commodities). Previously, Hilmar was the Head of US Risk Management at Brevan Howard and the Chairman of the Executive Committee of Brevan Howard's US entity. Prior to that, Hilmar was the Chief Risk Officer of Fortress Investment Group, a NYSE-listed alternative asset management firm active in structured credit, private equity, and global macro. Previously, Hilmar had been a portfolio manager trading global rates and corporate credits. He started his career at Deutsche Bank trading fixed income arbitrage.

Hilmar studied mathematics at the University of Hannover and graduated from Harvard Business School by completing the Program for Management Development.

 

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Andrew Chin

CRO and head of quantitative research

AllianceBernstein

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Flora Sah

CRO, data technology and enterprise initiatives

Bank of America

Flora Sah is the Chief Risk Officer for Global Risk Management at Bank of America. She is the lead risk partner and central delivery conduit, responsible for driving ownership, execution, and oversight between the technology teams and the horizontal risk functions to provide a holistic view of all risks and create robust future state strategy and implementation roadmap.

Before joining Bank of America, Flora was the executive advisory council at Gerson Lehrman Group, responsible for business advisory and technology consulting. Prior to that, Flora held multiple leadership roles at State Street Corporation, including COO of Enterprise Risk Management, Head of Risk & Regulatory Technology, and CTO & Head of Vendor Risk Management. Before joining State Street Corporation, Flora spent several years at Cambridge Technology Partners where she led consulting practices in financial services, retail, and healthcare industry.

Flora holds a M.S. in Engineering Management from Northeastern University and a B.S. in Industrial Engineering and Information Systems from the University of Massachusetts at Amherst.

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Daniel Moore

CRO

Scotiabank

As Chief Risk Officer for Scotiabank, Daniel Moore is responsible for global management of risk, including enterprise, credit and market risk. Prior to his appointment in April 2017, he was Executive Vice President and Chief Market Risk Officer.

Daniel is a member of the Bank's operating committee, senior risk policy, asset liability committee, market risk, and credit committees. Daniel joined Scotiabank in 1997 and has held progressively senior roles in Toronto, Europe and Asia. Prior to becoming Chief Market Risk Officer in 2016, Daniel ran the Global Banking and Markets business in Asia-Pacific. He brings a strong focus in developing risk management strategies that align with the Bank's risk tolerance, business objectives and customer focus.

Daniel holds a D. Phil. in Theoretical Physics from Oxford University and a B.Sc. from Queen's University.

He and his wife Deborah have three daughters.

 

 

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Amy Wierenga

CRO

Bluemountain Capital

Amy Wierenga is a partner and Chief Risk Officer at BlueMountain Capital, where she is responsible for the Risk and Portfolio Construction team. Ms. Wierenga is also Chair of the Risk Committee and a member of the Firm's Management and Valuation Committees. She joined BlueMountain in 2008 from Merrill Lynch, where she was responsible for market risk in the Global Rates and FX trading businesses. Prior to Merrill Lynch, Ms. Wierenga worked as a commissioned Bank Examiner and Market and Liquidity Risk Specialist for the Federal Reserve Bank. Ms. Wierenga received the Federal Reserve's C.M.L. Bishop Award for Excellence and Outstanding Achievement in 2004. Ms. Wierenga earned an M.B.A in Analytic Finance, Econometrics and Statistics from the University of Chicago, Booth School of Business. She graduated with high honors from Butler University with Bachelor's degrees in Economics and Music.

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Aengus Hallinan

group head of operational risk and business continuity management

Credit Suisse

Aengus Hallinan is Managing Director, Group Head of Operational Risk Management and Business Continuity Management at Credit Suisse, based in New York.  Key areas of focus include global business line operational risk, 3rd party risk, technology risk (including cyber and emerging tech), strategic change risk and operational risk capital modelling and scenarios. As Group Head of Business Continuity Management, he is also responsible for ensuring preparedness and rapid recovery in the event of business disruption.

Mr. Hallinan joined CS in May 2014 following 19 years at UBS in a variety of roles in Equities, most recently as Managing Director and Chief Operating Officer for Global Equity Derivatives.  He has substantial international experience having worked in London, Tokyo, Hong Kong and New York.

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Judith Hilton

MD, CRO

DWS Americas

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Michelle Beck

CRO, senior managing director

TIAA Financial Solutions

Michelle McCarthy Beck is CRO for the TIAA Financial Solutions division of TIAA, which provides retirement, wealth management and banking services to the institutions and individuals that TIAA serves. Her previous role at TIAA was as CRO of its asset management subsidiary, Nuveen. 

Before joining Nuveen in 2010 she had prior roles including CRO at Russell Investments, and Chief Market and Operational Risk Officer at Washington Mutual Bank. From 1986-2003 she worked at Bankers Trust and then Deutsche Bank in roles including derivatives portfolio manager, head of market risk management for Europe/Middle East/Africa in London, and head of risk management for the bank’s asset management division. 

Michelle holds a bachelor’s degree from the University of Washington and a master’s degree in Government from Harvard University.  She serves on the board of trustees of the Global Association of Risk Professionals (GARP), and is a member of GARP’s Buy Side Risk Managers Forum.

Michelle’s publications include “Measuring and Managing Market Risk,” co-authored with Don Chance, Ph.D., published by the CFA Institute in 2016, and “Utilizing Downside Risk Measures,” CFA Institute Conference Proceedings, Third Quarter 2014.

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Ashish Dev

principal economist

Federal Reserve Board

Ashish Dev is principal economist at the Federal Reserve Board. Prior to that Ashish was a managing director at JP Morgan Chase Risk Management. He has over 20 years' experience in enterprise risk management. Ashish is listed as one of the most published authors by Risk in its 20th anniversary issue. He has been recognized as one of the top faces of Operational Risk for making the field what it is today. Ashish has a PhD in Economics & Finance and holds the CFA professional designation.

500

Industry specialists

110

Leading expert speakers

World class line-up featuring regulators and industry visionaries

200

International & regional financial institutions

Leading international and regional financial institutions from North America and beyond

200

C-suite and MDs

The most influential decision-makers from buy-side firms and banks

Risk USA will help you to:

Prepare for the Libor transition

Manage climate risks

Leverage AI, ML and Big Data

Improve operational resilience

Optimize loan portfolios under Cecl

Navigate the changing regulatory landscape

Conference Awards