Risk Americas17 BrochureFINAL

AMERICA’S PREMIER RISK & REGULATION CONVENTION 2017
RISK AMERICAS
6TH ANNUAL
KEYNOTE SESSIONS
Role of the CRO | Political Environment | Regulatory Change |
Risk Culture | Conduct & Accountability
NEW FOR 2017: FUTURE OF RISK MANAGEMENT
Future of Risk Management | Volatility | Data Strategies |
Regulatory Reform | CECL | Emerging Risks | Machine Learning |
FinTech | Technology | BitCoin
STRESS TESTING & MODEL RISK
CCAR for New Filers | Quant Methods | SR15-18 & SR15-19 |
Scenario Design | Data | BAU | Model Risk Management |
Internal Audit | Economic Capital | PPNR
LIQUIDITY RISK & FUNDING
EPS | NSFR | 5G Reporting | Intraday Liquidity | CCAR |
Horizontal Review | Recovery & Resolution | Lines of Defense |
Role of Audit | FTP | Market Conditions
ERM & OPERATIONAL RISK
Regulatory Change | RCSA | Accountability | Reputational Risk |
Data Collection | Fraud | Risk & Compliance | ERM | Vendor Risk |
Cyber | GRC | AMA to SMA | CCAR
TOPICS ADDRESSED FOR 2017
CONTRIBUTIONS &
PRESENTATIONS FROM:
POST AGENDA MASTERCLASSES - MAY 25
PRE AGENDA MASTERCLASSES - MAY 22
NEW FOR 2017………………………………
MODEL RISK GOVERNANCE & VALIDATION BEST PRACTICES
Led By: Jon Hill, Global Head of Model Governance, Credit Suisse
plus guest speakers
FRAUD MANAGEMENT (HALF DAY)
Led By: Dalit Stern, Director, Enterprise Fraud Risk Management, TIAA
INTEGRATED CREDIT MODELING: FROM CCAR TO CECL
Led By: Soner Tunay, EVP, Director of Risk Analytics, Citizens
SUPERCHARGING YOUR ERM PROGRAM
Led By: Craig Spielmann, Head of Enterprise Risk Management,
First Data
NICHOLAS SILITCH
Group CRO
Prudential Financial
MERVYN NAIDOO
COO, Risk Analytics
Morgan Stanley
BRIAN GOLDMAN
CRO, Operations
Goldman Sachs
YURY DUBROVSKY
CRO
Lazard Group
JAY COOK
CRO
Lloyds Banking Group NA
MATTHEW MACIA
CRO
TIAA
ANTHONY PECCIA
CRO
Citibank Canada
LORI EVANGEL
CRO
Genworth Financial
PAUL MARCHETTI
CRO
BankNewport
DALE COCHRAN
CRO
USAA Bank
BOGIE OZDEMIR
CRO
Canadian Western Bank
OLIVER JAKOB
International CRO
Mitsubishi UFJ Securities
HEAR FROM MORE THAN 80 CROs & HEADS OF RISK INCLUDING:
23-24 MAY, 2017 | HILTON MIDTOWN | NEW YORK CITY
Co-Sponsors:
Contact: info@cefpro.com | +1 888 677 7007 | www.risk-americas.com
Knowledge Partners:
BWise

Contact: info@cefpro.com | +1 888 677 7007 | www.risk-americas.com 2
A NOTE FROM THE EVENT DIRECTORS
RISK AMERICAS 2017 6TH ANNUAL RISK & REGULATION CONVENTION | MAY 23-24 2017 | NEW YORK CITY
Welcome to Risk Americas 2017
The Center for Financial Professionals are delighted to release the agenda for the 6th Annual Risk Americas Convention,
taking place May 23-24, 2017. Risk Americas will once again be centrally located at the prestigious New York Hilton
Midtown. This year, the two day multi-stream Convention is accompanied by four pre and post-Convention masterclasses.
Firstly, we would like to thank the Risk Americas 2017 Blue Ribbon Panel for their insights, expertise and ongoing support
towards the final agenda; Elizabeth Hughes, Union Bank; Jon Hill, Credit Suisse; Omar Pazmino, FDIC; Cynthia Williams,
former Credit Suisse; Christian Pichlmeier, Union Bank; David Howard, Lombard Risk; Frank Sansone, China Construction
Bank; Patricio Contreras, S&P Ratings; Manan Rawal, HSBC and David D’Amico, Wells Fargo.
The 2017 Convention agenda is the result of an extensive 4 stage research process, which collectively highlighted both the
agenda items and associated workshops: our members, including past attendees, were surveyed to gather key issues and
challenges; The Blue Ribbon Panel reviewed potential stream themes and topics. We also undertook over 50 one-on-one
research calls and finally, once collated, we undertook a series of one-on-one meetings with key industry professionals, to
further develop the agenda.
The result: four streams on each day including Stress Testing, Model Risk, Liquidity Risk, Enterprise Risk Management and
Operational Risk, and new for 2017, the Future of Risk Management stream, which featured heavily during the research
phase and examines the ever-changing role of risk management, and evolving regulation and technological advances.
In addition, Risk Americas 2017 features a host of new interactive elements to further increase networking and discussion
opportunities with industry peers. Attendees are free to move between streams, pre-select roundtable discussions, and
tailor the event to suit individual needs and requirements. Allowing for unprecedented networking breaks and boasting
over 80 senior presenters, 70+ interactive sessions and panel discussions, over 30 of the industry’s leading solution
providers, 20+ luncheon roundtables on each day, 8 hours of networking, 4 pre and post workshops, cocktail reception,
interactive app and much more across 2 days – in short, North America’s leading gathering of risk and regulation
professionals.
We look forward to welcoming you to the 6th Annual Risk Americas Convention in May 2017.
Kind Regards
Andreas Simou & Alice Kelly
Risk Americas Program Directors, Center for Financial Professionals
andreas.simou@cefpro.com | alice.kelly@cefpro.com
Excellent speakers,
important topics,
great ability to switch
between streams. BB&T

SPONSORS
Call us on +1 888 677 7007
or email andreas.simou@cefpro.com
to find out more
SPONSORSHIP & EXHIBITION
Advance your branding, awareness, industry
expertise, thought-leadership and
lead-generation at TLAC and MREL 2017.
Sponsorship and exhibition with the Center for
Financial Professionals offers unique networking,
brand recognition and thought-leadership
deliverance opportunities with senior risk
professionals from around the world. Whether
you want full branding across the event or simply
a well positioned exhibition stand, our business
development team will tailor the right package
for you. We do everything we can to help you
get your marketing message across and also to
benchmark return on your investment.
Moody’s Analytics
Moody’s Analytics helps capital markets and risk
management professionals worldwide respond
to an evolving marketplace with confidence. The
company offers unique tools and best practices for
measuring and managing risk through expertise
and experience in credit analysis, economic
research and financial risk management. By
providing leading-edge software, advisory services
and research, including proprietary analyses from
Moody’s Investors Service, Moody’s Analytics
integrates and customizes its offerings to address
specific business challenges.
S&P Global Market Intelligence
Complex markets and evolving regulatory
demands mean that the definition of success is
always changing. Become the benchmark with
deep industry insight from SNL financial and credit
risk and surveillance tools from S&P Capital IQ.
Now operating jointly as S&P Global Market
Intelligence, we offer the industry’s deepest data,
sector-focused news, and powerful analytics so
you can navigate through challenging operating
norms with confidence, manage the full spectrum
of your credit risk exposure, and better serve your
customers.
AxiomSL
AxiomSL is the leading global provider of regulatory
reporting and risk management solutions for financial
services firms, including banks, broker dealers, asset
managers and insurance companies. Its unique
enterprise data management (EDM) platform delivers
data lineage, risk aggregation, analytics, workflow
automation, validation and audit functionality.
The AxiomSL platform seamlessly integrates clients’
source data from disparate systems and geographical
locations without forcing data conversion. It enriches
and validates the data, and runs it through risk and
regulatory calculations to produce both internal and
external reports. The platform supports disclosures
in multiple formats, including XBRL. The unparalleled
transparency offered by the high-performance
platform gives users the ability to drill down on their
data to any level of granularity.
Darling Consulting Group
Darling Consulting Group (DCG) is a leading
independent provider of balance sheet risk
management services and solutions for the
financial institution industry. DCG’s Quantitative
Risk Analysis & Strategy Group provides
specialized end-to-end validation for credit stress
testing models (DFAST/CCAR) which includes
an evaluation of the mathematical approaches
employed to project credit losses and PPNR
forecasts, as well as ALM model integration,
governance, controls and documentation.
For over 30 years DCG has helped financial
institutions of all sizes make better strategic and
risk management decisions.
Nasdaq
Nasdaq BWise is a global GRC technology leader.
We help organizations, both big and small, around
the globe, embed, sustain, and streamline their
GRC and integrated risk management activities.
The BWise software application is the cornerstone
of Nasdaq’s GRC technology portfolio. It offers a
wide range of leading GRC functional capabilities
for risk management, internal audit, internal
control, information security and regulatory
compliance.
Having implemented some of the largest GRC
projects in various industries around the globe in
various industries means that Nasdaq BWise will
truly be able to leverage its global resources to
ensure a successful implementation by bringing
a blend of technical and industry experience, a
mature project governance methodology, and a
dedication to effectively and efficiently transfer
knowledge for long-term success.
BWise is recognized by independent analysts as a
leader in GRC software and won awards for best
product as well as best vendor in the industry. For
more information about our solutions and services,
please visit www.bwise.com.
Nasdaq is recognized around the globe as a
diversified worldwide technology, trading and
information services provider to the capital
markets, with more than 3,500 colleagues serving
businesses and investors from over 50 offices in
26 countries across six continents – and in every
capital market.
Strategic Risk Associates
Strategic Risk Associates (SRA) is national
consulting and advisory firm, specializing in the
banking and financial services industry. SRA
provides commercial banks and financial services
companies with a broad spectrum of services.
These include: Enterprise Risk Management;
Merger and Acquisition Due Diligence; Internal
Audit; Bank and Financial Services companies’
Integration; Credit Risk Management including
Loan Reviews, Stress Testing, Credit Training,
and Process Improvements; Regulatory Support
for Bank Exams; MOUs,and Enforcement
Actions; Management and Board Assessments;
Strategic Plans and/or Capital Plans; DFAST;
Board of Director Training; Succession Plans; Staff
Augmentation, Mortgage Operations Support, and
numerous Other Services.
Wolters Kluwer
Whether complying with regulatory requirements or
managing financial transactions, addressing a single
key risk, or working toward a holistic enterprise risk
management strategy, Wolters Kluwer Financial
Services works with customers worldwide to help
them successfully navigate regulatory complexity,
optimize risk and financial performance, and
manage data to support critical decisions.
Wolters Kluwer Financial Services provides risk
management, compliance, finance and audit
solutions that help financial organizations improve
efficiency and effectiveness across their enterprise,
with more than 30 offices in 20 countries.
KNOWLEDGE PARTNERS: CO-SPONSORS
BWise

WHAT’S NEW FOR 2017
NEW CRO LINE UP
HEAR KEYNOTE DISCUSSIONS WITH CROs FROM
FI’S INCLUDING:
• Bancorp; BankNewport; Lloyds Banking Group;
USAA Bank; Genworth Financial; Sterling National
Bank; Lazard; TIAA; TCF Bank; Ulster Savings Bank;
Citibank Canada and more
• Group CRO, Prudential Financial delivers a
keynote address in enhancing conduct, culture and
accountability practices
NEW FOR 2017
FUTURE OF RISK MANAGEMENT STREAM
REVIEWING THE ROLE OF THE RISK MANAGER
AMIDST REGULATORY AND TECHNOLOGICAL
DEVELOPMENTS
Key topics include:
• Risk management of the future
• CECL
• Machine learning
• FinTech and Blockchain
• Future of regulation and much more
NEW FOR 2017
ENTERPRISE AND OPERATIONAL RISK
MANAGEMENT STREAM
For 2017 we have incorporated an Enterprise Risk
Management element into the Operational Risk stream
to provide a broader strategic overview:
• Regulatory change panel discussion
• Integrated GRC framework
• RCSA and adding value
• Managing cyber threats across the enterprise panel
discussion
• Integrating model risk into a broader ERM framework
• Operational Risk as part of ERM
NEW PRE AGENDA MASTERCLASS (MAY 22):
Integrated Credit Modeling: From CCAR to CECL,
led by Soner Tunay, EVP, Director, Risk Analytics,
Citizens Bank.
LIMITED SEATS AVAILABLE:
2016 SCENARIO MASTERCLASS SOLD OUT!
NEW PRE AGENDA MASTERCLASS (MAY 22):
Supercharging Your ERM Program, led by Craig
Spielmann, Head of Enterprise Risk Management,
First Data.
NEW POST AGENDA MASTERCLASS (MAY 25):
Model Risk Governance & Validation Best Practices,
led by Jon Hill, Global Head of Model Risk Governance,
Credit Suisse.
Jon is joined by guest speakers: Agus Sudjianto, EVP,
MD, Head of Corporate Model Risk, Wells Fargo,
Julian Phillips, Chief Model Risk Officer, GE Capital
and Mervyn Naidoo, Chief Operating Officer, Market
Analytics, Morgan Stanley.
NEW POST AGENDA HALF DAY
MASTERCLASS (MAY 25):
Fraud Management, led by Dalit Stern, Director,
Enterprise Fraud Risk Management, TIAA
Due to the interactive nature of the Masterclasses,
seats are strictly limited; reserve your seat early to avoid
disappointment
NEW FOR 2017
INTERACTION & NETWORKING
2017 will feature a more extensive line up of networking
opportunities with industry peers, items include:
• 20+ luncheon roundtables on each day
• App enabled technology to connect with attendees
and speakers
• Cocktail reception concluding day one
• Over 8 hours of networking on each day
DON’T TAKE OUR WORD FOR IT…
Hear what 2016 speakers, sponsors and
attendees had to say on the quality
of the event…

Dale Cochran Jay Cook James Costa Yury Dubrovsky Lori Evangel Matthew Macia Paul Marchetti Phil Masquelette Anthony Peccia Nicholas Sillitch Steven Turowski Jason Vazquez
KEYNOTE SPEAKER FACULTY
Dale Cochran
CRO, USAA Bank
Dale Cochran is currently Chief Risk
Officer, Managing Director at USAA
Bank, he has been in this role since
2013. Prior to this role he served as
Chief Risk Officer at GE Capital Global
Banking.
Dale will be delivering insight on the
keynote panel reviewing the role of the
CRO.
Jay Cook
CRO, International
Lloyds Banking Group
Jay Cook joined Lloyd’s Bank in January
2013 as Chief Risk Officer for North
America and assumed additional
responsibility for Europe and Asia in
2016.
Jay has over 30 years of industry
experience and joined from RBS, prior
to his time at RBS Jay had a number
of senior roles at Citigroup, Canadian
Imperial Bank of Commerce and
Lehman Brothers.
Jay will be delivering insight on the
keynote panel reviewing the role of the
CRO.
James Costa
CRO, TCF Bank
James M Costa is Chief Risk Officer
of TCF’s enterprise risk management
function. Mr Costa joined TCF in 2013.
Mr Costa brings with him 25 years
financial services experience, with
15 years in risk management. He
most recently served as Executive
Vice President of Risk and Head of
Enterprise Portfolio Management at
PNC Financial Services.
James will be participating on a
keynote panel discussion on regulatory
changes.
Yury Dubrovsky
CRO, Lazard Group
Yury Dubrovsky is a Managing Director,
Chief Risk Officer of Lazard Ltd. And
Head of Global Risk Management at
Lazard Asset Management LLC. Prior to
joining Lazard in 2015, Yury was Global
Head of Market Risk for Emerging
Markets and G20 Credit Products with
Credit Suisse First Boston.
Yury will be joining the Keynote panel
discussion on the role of the CRO.
Lori Evangel
CRO, Genworth
Lori Evangel is executive Vice President
and Chief Risk Officer for Genworth.
She joined Genworth in January 2014.
Prior to Genworth she was Managing
Director and Chief Risk Officer at Aflac’s
Global Investment Division.
Lori will be participating on a keynote
panel discussion on changing internal
structures.
Matthew Macia
Bank CRO, TIAA
Matt Macia joined TIAA as Bank
Chief Risk Officer in January 2014. In
his current role, he is responsible for
leading the risk management practice
at TIAA’s banking operation.
Matthew will be participating on a
keynote panel discussion on changing
interval restructures.
Paul Marchetti
CRO & CCO, BankNewport
Paul A. Marchetti is the Chief Risk
Officer and Chief Credit Officer at
BankNewport where he has served
in the position and a similar position
since 2012. Prior to this he served
in executive roles at large banking
institutions in Credit, Risk Management
and Compliance.
Paul will be joining the Keynote panel
Phil Masquelette
CRO, Ulster Savings Bank
Philip Masquelette is currently SVP,
Chief Risk Officer at Ulster Savings
Bank. Prior to this role he served as Vice
President at Bankwell.
Phil will be joining a keynote panel
discussion on regulatory changes
Anthony Peccia
CRO, Citibank Canada
Mr. Peccia is Managing Director and
CRO for Citibank Canada. He also
chairs the Risk Committee and is a
Director of Board of the Citi Trust
Company of Canada. Prior to this he
was MD, Operational Risk at Citigroup.
Anthony will be joining a keynote panel
discussion on regulatory changes
.
Nicholas Sillitch
Group CRO, Prudential Financial
Nick Silitch is Group Chief Risk Officer
of Prudential Financial, Inc. n this
role he oversees Prudential’s risk
management infrastructure and risk
profile across all business lines and risk
types. Prior to joining Prudential he
held the position of Chief Risk Officer
of the Alternative Investment Services,
Broker Dealer Services and Pershing
businesses within Bank of New York
Mellon.
Steven Turowski
CRO, Bancorp
Steven Turowski is currently EVP,
Chief Risk Officer at the Bancorp
overseeing the company’s Enterprise
Risk Framework. Prior to this he served
at organisations including BNY Mellon,
PNC and Deutsche Bank.
Steven will be joining a keynote panel
Jason Vazquez
Deputy CRO, Sterling National Bank
Jason Vazquez is a Senior Vice
President, Deputy Chief Risk Officer
and the BSA/AML Compliance Officer
for Sterling National Bank. Jason
supports the operation and ongoing
refinement of Sterling’s Enterprise Risk
Management Program. In addition, he
has overall responsibility for managing
and overseeing the bank’s Bank Secrecy
Act (BSA/AML) and OFAC Compliance
Programs, the Financial Crimes
Investigative Unit (or, FCIU), physical
security, Model Risk Management and
CRA compliance.
Jason will be joining the keynote panel
reviewing internal restructures.
Hear from and interact with over 70 CROs and senior risk executives. Below is a sample of the CROs on each day’s
Keynotes and Plenary sessions:

SPEAKERS AT RISK AMERICAS 2016KEYNOTE SESSIONS
Dale Cochran
CRO, USAA Bank
Jay Cook
CRO
Lloyds Bank Group N.A.
James Costa
CRO, TCF Bank
Yury Dubrovsky
CRO, Lazard Group
Lori Evangel
CRO, Genworth
Matthew Macia
CRO, TIAA
Paul Marchetti
CRO, BankNewport
Phil Masquelette
CRO, Ulster Savings Bank
Anthony Peccia
Nicholas Silitch
Group CRO
Prudential Financial
Steven Turowski
CRO, Bancorp
Jason Vazquez,
Deputy CRO
Sterling National Bank
THE FUTURE OF RISK
MANAGEMENT
David D’Amico
Compliance Consultant
Wells Fargo
Melody Feinberg
Acting CRO
Federal Home Loan Bank of New York
Hussein Harajli
Senior Regulatory Lead
Citi Treasury Investments
Oliver Jakob
International CRO
Stevan Maglic
SVP, Head of Quantitative Risk Analytics,
Regions Bank
Paul Marchetti
CRO, BankNewport
Nimish Mathur
Head, FIG and FinTech Capital Markets
RBS
Mervyn Naidoo
COO, Market Analytics,
Morgan Stanley
Will Newcomer
VP, Product & Strategy,
US Risk & Compliance
Wolters Kluwer
Bogie Ozdemir
CRO, Canadian Western Bank
Anthony Peccia
Manan Rawal
Head of Scenarios & Modeling
HSBC
STRESS TESTING
& MODEL RISK
Arnisa Abazi,
Director, Credit & Operational Risk
Analytics, Citi
Nabeel Alvie
Head of Audit for CCAR and IHC
Credit Suisse
Robert Chan
SVP, Head of Quantitative Analytics
City National Bank
Arun Chinnasamy
Director, PPNR and Balance Sheet
Modeling
RBC Capital Markets
Hakan Danis
Director, Economic Stress Test
MUFG Union Bank N.A.
Lori Evangel
CRO, Genworth
Jon Hill,
MD, Global Head of Model Governance,
Credit Suisse
Mircea Pigli
Director, SVP Portfolio Analytics
Fifth Third Bank
Vikrant Pradhan,
ED, Regulatory Capital
Management Office
JP Morgan Chase
Agus Sudjianto
EVP, Head of Corporate Model Risk
Wells Fargo
Gary Tognoni
SVP, Head of Stress Testing Execution
TD Bank
Soner Tunay
Head of Risk Analytics
Citizens Bank
LIQUIDITY RISK
& FUNDING
Luisa Gardner
Head of Liquidity Risk, FDIC
Daniel Gutierrez
Officer, Liquidity & Funding
Federal Reserve Bank of New York
Will Newcomer
VP, Product & Strategy,
US Risk & Compliance
Wolters Kluwer
Omer Pazmino
Senior Complex Financial Institution
Specialist
FDIC
Christian Pichlmeier
Head of Liquidity Risk
Union Bank
Joseph Randazzo
Director, Liquidity Risk
Deutsche Bank
Frank Sansone
Head of Treasury
China Construction Bank
Stephanie Weiss
MD, Treasurer
Mizuho Securities
ERM & OPERATIONAL RISK
Park Barkan
CRO, Newton Savings Bank
Nicholas Diieso
VP, Risk, Deutsche Bank
Kevin Conlon
Vice President and Audit Leader,
American Express
Philip Gledhill
Supervising Examiner, Enterprise Risk
Supervision
Brian Goldman
CRO, Operations, Goldman Sachs
David Iacucci
Director and Audit Team Leader
American Express
Craig Lane
Director, Chief Risk Office, USAA
Ellen McCarthy
EVP, CRO, Former AST
Brad Mirkin
Former FINRA
Gustavo Ortega
Director, Operational Risk, AIG
Robert Phelps
Acting Director, Critical Infrastructure, OCC
Arnaud Roux de Bezieux
CRO, Rabobank
Emre Sahingur
CRO, Model Risk, Fannie Mae
Fred Shane
CRO, Commonwealth Financial Network
Craig Spielmann
Global Head of Enterprise Risk
Management Strategy, First Data
Dalit Stern
Director, Enterprise Fraud Risk
Management, TIAA
Mihir Trivedi
Director, Operational Risk,
TIAA Asset Management
Michael Walsh
Legal & Compliance Risk, Financial
Institutions Supervision Group,
SPEAKERS AT RISK AMERICAS 2017
Hear from and interact with over 70 CROs and senior risk executives. Below is a sample of the speakers across two days:

STREAM ONE
THE FUTURE OF RISK MANAGEMENT
PANEL DISCUSSION
10:50 Risk management of the future:
The road ahead for risk managers
• Technology advances
• Regulatory changes
• Internal structure
• The role of the bank in 2030
• The evolution of risk management as a function:
how to prepare
Paul Marchetti, CRO, BankNewport
David D’Amico, Compliance Consultant, Wells Fargo
Bogie Ozdemir, CRO, Canadian Western Bank
DOUBLE SESSION
11:35 CECL challenges, methodologies and
implications
• Interpreting the new standard
• Methodological approaches
• Leveraging stress testing methodologies for
CECL
• Potential implications and unintended
consequences
Stevan Maglic, SVP, Head of Quantitative Risk
Analytics, Regions Bank
Senior Executive, Moodys Analytics
STREAM TWO
STRESS TESTING AND MODEL RISK
PANEL DISCUSSION
10:50 Overview of CCAR for new filers with
new European wave for 2017
• Lessons learnt from those that have been
through it
• Dealing with unexpected shocks as seen with
negative rates and shocks
• Validating CCAR size shocks
• Implications of EPS
Vikrant Pradhan, ED, Regulatory Capital
Management Office, JP Morgan Chase
11:35 Industry overview of quantitative
methods and frustrations
• Meeting model requirements
• Expectations from regulators
• Documenting and recording overlays
• Quant methods in stress testing: tried and
tested
Arnisa Abazi, Director, Credit and Operation Risk
Analytics, Citi
STREAM THREE
LIQUIDITY RISK AND FUNDING
PANEL DISCUSSION
10:50 Incorporating liquidity risk requirements
into one unified process for strategic
integration
• LCR, NSFR, EPS, CLAR
• Collating results and using for strategic
decisions
• Regulatory tactical Vs. strategic resolutions
Stephanie Weiss, MD, Treasurer, Mizuho Securities
Will Newcomer, VP, Product and Strategy, US Risk &
Compliance, Wolters Kluwer
11:35 Looking towards implementation of
NSFR and understanding the requirements
• Key impacts of the NSFR
• Interaction with other liquidity rules
• Differences between Basel and US
interpretations
• System evolution
STREAM FOUR
ERM AND OPERATIONAL RISK
PANEL DISCUSSION
10:50 Regulatory change: Where are we now,
what has changed and the implications
• Operational risk regulatory agenda
• System infrastructure to support historical and
future changes
• Adaptability of internal frameworks
Arnaud Roux de Bezieux, CRO, Rabobank
Philip Gledhill, Supervising Examiner Enterprise
Risk Supervision, Federal Reserve Bank of New York
Paul Barkan, CRO, Newton Savings Bank
11.35 Incorporating a more integrated GRC
framework and reviewing best practice
• Best practice of GRC solution implementation
• Warning signs
• Best practices
• Application in practice
• Available technology
• Managing data
Mihir Trivedi, Director, Operational Risk,
TIAA Asset Management
9:00 ROLE OF THE CRO IN A CHANGING REGULATORY ENVIRONMENT
The Center for Financial Professionals have procured a range of industry leaders from a diverse
range of institutions to review the role of the CRO, the impact of changing regulation and
differences across different sized institutions
Steven Turowski, CRO, Bancorp | Paul Marchetti, CRO, BankNewport
Jay Cook, CRO, Lloyds Banking Group | Dale Cochran, CRO, USAA Bank
9:40 REVIEWING THE REGULATORY AGENDA FOR 2017 AMIDST POLITICAL
AND ECONOMIC CHANGE
Hear from CROs on the changing regulatory
James Costa, CRO, TCF Bank | Yury Dubrovsky, CRO, Lazard
Phil Masquelette, CRO, Ulster Savings Bank | Anthony Peccia, CRO, Citibank Canada
DAY ONE KEYNOTE SESSIONS
7.30 REGISTRATION, BREAKFAST & EXHIBITION OPENS | 8.40 CENTER FOR FINANCIAL PROFESSIONALS WELCOME | 8.50 CHAIR’S OPENING REMARKS
AGENDA DAY ONE | MAY 23 | MORNING
10.20 MORNING BREAK & NETWORKING

CECL
2:00 Forecasting the future: An overview of
CECL and future predictions
• To what extent is CECL on the radar
• Data requirements
• Bringing together risk and finance
• Predicting loss under forward scenarios
• Factors to calculate PD and LGD
Will Newcomer, VP, Product and Strategy, US Risk
& Compliance, Wolters Kluwer
PANEL DISCUSSION
2:35 Setting the foundation: Data strategies
across the industry in preparation for future
regulation
• Collecting documentable loss history
• Collecting contributing factors to losses
• Exacerbating problems down the road
• Data beyond regulatory compliance
DOUBLE SESSION CONTINUED
12.10 CECL challenges, methodologies and
implications
• Interpreting the new standard
• Methodological approaches
• Leveraging stress testing methodologies for
CECL
• Potential implications and unintended
consequences
Stevan Maglic, SVP, Head of Quantitative Risk
Analytics, Regions Bank
Senior Executive, Moodys Analytics
2:00 Scenario design under new supervisory
guidance
• Differences between SR 15-18 and SR 15-19
• What is coming with the latest NPR
• Risk identification, risk inventory and risk
appetite
• Importance of model validation and internal
audit
Hakan Danis, Director, Economic Stress Test,
MUFG Union Bank N.A.
PANEL DISCUSSION
2:35 Designing an integrated stress testing
framework and combining risk framework for
better efficiency
• Combining frameworks: operational risk,
liquidity risk, market risk, credit risk
• Industry experience
• Developing an integrated framework
Lori Evangel, CRO, Genworth
12:10 Reviewing current model capabilities and
implementing change for CCAR requirements
• Update current models vs. starting again
• Implications on larger more complex institutions
2:00 Lines of defense for liquidity
• Parameters outside of risk appetite
• Differences between front office and second
line
• Challenging 1st line
• Communication, governance and documentation
Omar Pazmino, Senior Complex Financial
Institution Specialist, FDIC
PANEL DISCUSSION
2:35 Independent liquidity risk as a second line
function: Controls and accountability
• Parameters outside of risk appetite
• Differences between front office and second
line
• Challenging 1st line
• Communication, governance and
documentation
Luisa Gardner, Head of Liquidity Risk Management,
HSBC
Omar Pazmino, Senior Complex Financial
Institution Specialist, FDIC
Daniel Gutierrez, Officer, Liquidity & Funding,
12:10 Regulatory liquidity reporting under 5G
and integrating into current systems
• System integration
• Regulatory reporting vs. internal needs
• What can be done with the data collected
• Using data in a more efficient way
2:00 Leveraging RCSAs to promote a strong
first line risk culture
• Requirements vs. enhancements
• Driving right behaviors through cultural
changes and incentivizing
• Identifying culture defects and reviewing internally
Craig Lane, Director, Chief Risk Office, USAA
PANEL DISCUSSION
2.35 Risk and control self assessment: Moving
away from a check box exercise to a more
targeted approach
• Un-complicating the process
• Building one common vision
• Alignment between op risk, compliance and audit
Brian Goldman, CRO, Operations, Goldman Sachs
Nicholas Diieso, VP, Risk, Deutsche Bank
Craig Lane, Director, Chief Risk Office, USAA
12:10 Reviewing risk framework requirements
and moving towards operational risk being
raised to an equal visibility as credit and
market risk
• Enterprise risk management framework
• Definitions
• Categories of risk (financial/non-financial)
• Three lines of defense
• Responsibilities
• Risk management tools
Ellen McCarthy, EVP, Chief Risk Officer, Former AST
AGENDA DAY ONE | MAY 23 | AFTERNOON
3:20 AFTERNOON REFRESHMENT BREAK AND NETWORKING
12:45 LUNCH BREAK AND LUNCHEON ROUNDTABLE DISCUSSIONS

3:50 Risk management in the age of volatility
• Market conditions and the impact on business
• Political influences and their impact across the
industry on financial institutions
• Changes within economies and effect on
business
Manan Rawal, Head of Scenarios and Modeling,
HSBC
4:25 The 4th Industrial revolution
Mervyn Naidoo, COO, Market Risk Analytics,
Morgan Stanley
5:00 Reforming regulatory reform: Is the
regulatory regime too big to fail
• The Trump anti-regulation movement
• Brexit and impact on global regulations
• Regulatory roadmap
Hussein Harajli, Senior Regulatory Lead,
Citi Treasury Investments
3:50 Model Risk Management as an integral
aspect of stress testing
• Managing timeline and schedule from model
inventory to model usage and oversight
• Leading practice for modeling credit and
PPNR
• Model validation coverage
• Managing model risk including model
connectedness
• Model overlay
Agus Sudjianto, EVP, Head of Corporate Model
Risk, Wells Fargo
4:25 Reviewing expectations and differences
for SR15-18 and SR15-19 banks
• Reacting to change in regulatory environment
• Combining model and non model approach
• Adapting to change
• Matching capital adequacy numbers with
regulators
• Qualitative component
Michael Guglielmo, Managing Director,
Darling Consulting Group, Inc.
5:00 Ensuring traceability of data sets across
the institution for effective model input
• Data requirements and filing under FFIEC 101
& 102
• Collecting and aggregating data
• Historical collection
• Data management and recording
3:50 Tying liquidity processes into recovery
and resolution plans for more accurate risk
mitigation
• Challenging assumptions
• Reviewing scenarios
• Creating a resolution plan with limited impact
• Recovery plan to mitigate risk
• Tying liquidity into recovery and resolution
4:25 Using horizontal review for a greater
understanding of liquidity positions
• Accounting for liquidity in stress testing
• Scenario analysis
• Assessing adequacy of liquidity positions
• CLAR and CLR
• Peer analysis
• Collateral management
• Intraday reporting
Daniel Gutierrez, Officer, Officer, Liquidity &
Funding, Federal Reserve Bank of New York
5:00 Intraday liquidity
• Retrospective to forecasting intraday needs
• Holding liquidity buffer
• Stress testing intraday
• Seasonality of payments
• BCBS 248
3:50 The demise of AMA: Overview of SMA
suggested guidance
• AMA to SMA
• Scenario analysis program
• Reviewing whether to use scenarios under
SMA
• Understanding value in scenarios
4:25 Establishing a clear line of accountability
from the top down
• Board, senior manager and regulatory
accountability for conduct
• Cultural aspects
• Fraud and reputational fallout
• Governance and processes in place
• Accountability of risk on CEO
Gustavo Ortega, Director, Operational Risk, AIG
5:00 Accounting for reputational risk and
quantifying the impacts
• Exit screening process to capture data
• Capturing loss data
• Media portrayal and public perception Vs.
reality
• Social media impact
• Negative outweighing positive
AGENDA DAY ONE | MAY 23 | AFTERNOON
5:35 CHAIR’S CLOSING REMARKS | 5:45 END OF DAY ONE & COCKTAIL RECEPTION
REGISTER TWO & GET
50% OFF
THIRD ATTENDEE
JUST $915.83 EACH
WHEN 3 COLLEAGUES REGISTER
VALID UNTIL NEW YEAR SPECIAL, FEB 3

09:35 ASSESSING INTERNAL RESTRUCTURES AND CHANGES TO THE ROLE AND FUNCTION
OF THE CRO IN 2022
An interactive discussion with thought leaders reviewing how the risk function is evolving and what to
expect of the role in the future
Matthew Macia, CRO, TIAA | Lori Evangel, CRO, Genworth |
Jason Vazquez, Deputy CRO, Sterling National Bank
09:00 RISK CULTURE, CONDUCT AND ACCOUNTABILITY
Prudential Financial’s Group CRO reviews the topical agenda of conduct,
culture and accountability and factors for 2017
Nicholas Silitch, Group CRO, Prudential Financial
DAY TWO KEYNOTE SESSIONS
STREAM ONE
PANEL DISCUSSION
10:50 Future of regulation: Predicting the
regulatory vision based on historical changes
• Using past changes to predict the future
Oliver Jakob, International CRO,
11:35 Reviewing the role of the CRO and
managing workload across all components
• CRO checklist
• Creative and technical balance
• Dynamics of an effective CRO
Melody Feinberg, SVP, Acting CRO, Federal
Home Loan Bank of New York
12:10 Cloud based data: Reviewing the threats
and opportunities of cloud data storage
• In house vs. outsourcing storage of data
• Vulnerabilities of each
• Governance and accountability
STREAM TWO
PANEL DISCUSSION
10:50 Automating the stress testing process
to become a more pre-defined annual process
with required infrastructure
• CCAR/DFAST transformation process
• Involving all departments: risk and finance
• Ensuring replicability
• Leveraging regulatory capital infrastructure
and procedures
• Ad-hoc/manual process
Gary Tognoni, SVP, Head of Stress Testing
Execution, TD Bank
11:35 The role of internal audits in capital
adequacy planning and stress testing
Nabeel Alvie, Head of Audit for CCAR and IHC,
Credit Suisse
12:10 Model risk management: Defining a
model, governance and analytics
• What is classed as a model: what is not?
• Model governance from development to data
integrity
• Data under stress and artificial data
• Infrastructure separate from model approval
Jon Hill, MD, Global Head of Model Governance,
Credit Suisse
STREAM THREE
PANEL DISCUSSION
10:50 Reviewing the role of audit as a liquidity
risk challenging function
• Challenging 1st and 2nd lines
• Internal framework
• Data to support reports
11:35 Reviewing the post implementation
impact of EPS for FBO’s operating with IHC’s
and the liquidity repercussions
• Impact on liquidity reporting
• Role of IHC
• Structural changes
Christian Pichlmeier, Head of Liquidity Risk,
Union Bank
12:10 Incorporating liquidity considerations
into CCAR
• Ensuring lending during CCAR
• Impact on liquidity and funding
• Link to CCAR scenario into current liquidity
scenarios
STREAM FOUR
PANEL DISCUSSION
10:50 Assessing the increasing cyber threat in a
world of continuing technological advances
• Vague regulatory landscape
• Enhancing tech risk program
• Incident response: roles and responsibilities
• Data loss prevention
• Business continuity and disaster recovery
Fred Shane, CRO, Commonwealth Financial Network
Richard Van Horn, VP, IT Risk, Data Protection,
JP Morgan Chase
Brad Mirkin, Former, FINRA
Robert Phelps, Acting Director, Critical
Infrastructure, OCC
11.35 Integrating model risk into the broader
enterprise risk management framework
• Establishing a firm-wide model risk appetite
framework and related Key Risk Indicators (KRIs)
• Measuring, monitoring and reporting of model
risks and risk concentrations
• Integrated risk assessments and the role of the
model risk manager
Emre Sahingur, CRO for Model Risk, Fannie Mae
12:10 Measuring the impact of fraud events
and implementing a cultural shift
• Setting up and revising fraud risk appetite
statements
• Affecting cultural change
• Measurement of fraud
• KRI
• Monitoring metrics
• Recording incidents
Dalit Stern, Director, Enterprise Fraud Risk
Management, TIAA
10.20 MORNING BREAK & NETWORKING
8:00 REGISTRATION, BREAKFAST & COFFEE | 8.40 CENTER FOR FINANCIAL PROFESSIONALS WELCOME | 8.50 CHAIR’S OPENING REMARKS
AGENDA DAY TWO | MAY 24 | MORNING

PANEL DISCUSSION
2:00 Utilizing the opportunities technology
provides for better management of risks
• Technology as a tool
• Incorporating a technology element with human
interaction
• Over-reliance on technology and ensuring
reliability
• The future impact on risk managers
Oliver Jakob, International CRO, Mitsubishi UFJ
Securities
David D’Amico, Compliance Consultant, Wells Fargo
2:45 Reviewing what machine learning
advances mean for the industry and the role of
the risk manager
• Promontory/IBM collaboration
• Managing compliance
• Balancing speed and accuracy with human
influence
Anthony Peccia, CRO, Citibank Canada
FINTECH
3:20 Overcoming competitive pressures/
disruptions under FinTech and reviewing the
evolving landscape
• Regulatory understanding
• Second wave of emerging risk
• Systemic events
• IT governance
• Data governance and granularity framework
• Risk identification across lines
Nimish Mathur, Head, FIG and FinTech Capital
Markets, RBS
PANEL DISCUSSION
2:00 PPNR model development: After fulfilling
regulatory requirements
• PPNR modeling for regulations
• Regulatory requirements: SR15-18/SR15-19
• B testing and model overlays
• Challenger models
• Assumptions benefiting the banks
• Integration with BAU process
• Integration with other regulation
• Aggregated and holistic PPNR modeling
• Capital impact and balance sheet
optimization
• Sensitivity for trading and banking book
Arun Chinnasamy, Director, PPNR and Balance
Sheet Modeling, RBC Capital Markets
DOUBLE SESSION
2:45 Economic capital: How conservative
to be with CCAR as binding constraint
• Calculating economic capital using results
• Utilizing stress testing scenarios and outcomes
Soner Tunay, Head of Risk Analytics, Citizens Bank
Mircea Pigli, Director, SVP, Portfolio Analytics,
Fifth Third Bank
DOUBLE SESSION CONTINUED
3:20 Economic capital: How conservative
to be with CCAR as binding constraint
• Calculating economic capital using results
• Utilizing stress testing scenarios and outcomes
Soner Tunay, Head of Risk Analytics, Citizens Bank
Mircea Pigli, Director, SVP, Portfolio Analytics,
Fifth Third Bank
PANEL DISCUSSION
2:00 Market conditions: The impact of
changing interest rate environment
• LCR & NSFR impact
• Impact on deposits
• Looking to the future
• Internal stress testing
Joseph Randazzo, Director, Liquidity Risk,
Deutsche Bank
2:45 Funds transfer pricing: Reviewing
regulatory demands and implementing
consistent frameworks
• Cost of funding
• Impact of regulation on FTP
• Who is paying for it
• FTP supervisory letter March 2016
• Risk appropriate FTP to mitigate risk
Joseph Randazzo, Director, Liquidity Risk,
Deutsche Bank
3.20 An overview of changes to money market
reform and the effect on liquidity in the market
• Evolving landscape as a consequence
• Impact on money
• Institutional prime money market fund to
government fund
• Evolving and changing the way bank operate
EXTENDED SESSION
2:00 Aligning risk and compliance departments
to ensure risk mitigation and compliance
• Regulatory overview
• Internal alignment
• How risk and compliance can work together
• Managing risks across the enterprise
Philip Gledhill, Supervising Examiner Enterprise Risk
Supervision, Federal Reserve Bank of New York
Mike Walsh, Senior Executive, Legal/Compliance
Division, Federal Reserve Bank of New York
2.45 Reviewing vendor risk management
models for increased transparency and
oversight
• SR11-7: vendor model validation requirements
• Validation and reporting
• Ensuring models are accurate
• Transparency of models
• Improving reporting processes
3.20 KRIs: Is there really value in key risk
indicators and how this is achieved
• Evolving landscape as a consequence
• Impact on money
• Institutional prime money market fund to
government fund
• Evolving and changing the way bank operate
AGENDA DAY TWO | MAY 24 | AFTERNOON
3:55 AFTERNOON REFRESHMENT BREAK AND NETWORKING
12:45 LUNCH BREAK AND LUNCHEON ROUNDTABLE DISCUSSIONS

4:25 Emerging risks on the radar: When do
they move from emerging to current and
actionable
• Looking forward
• Developing infrastructure to help mitigate the
risk
• Identifying risk in individual business lines
Mirka Clavel, SVP, US Director of Operational Risk,
Santander US Holdings tbc
5:00 An insight into Bitcoin and BlockChain
technology for better understanding and
management
4:25 Incorporating stress testing into BAU and
aligning with regulatory objectives
• Maturing the process
• Regulatory shift to different banks
• Unified framework to integrate numbers
• CECL: Future scenarios
• Using the information and reconciling results
5:00 Developing effective model validation
methodologies and practices for effective
review and challenge
• Delineation between models and tools
• Limitations
• Independent review and challenge
• Benchmarking/challenging models
Jon Hill, MD, Global Head of Model Validation,
Credit Suisse
4.25 Accounting for current and future
regulatory changes and revising product mix
offerings
• Rethinking products on offer
• Mix with balance sheet management
• Evolving regulation
5:00 Interaction between funding desk and
liquidity risk management teams
4:25 ERM’s connection to driving business
results
Craig Spielmann, Global Head of Enterprise Risk
Management, First Data
5:00 Expectations of the third line of defense
in the current regulatory landscape
• The impact of heightened expectations on the
third line of defense
• Overview
• Response to heightened expectations
• Subject matter expertise
• Forward looking
David Iacucci, Director and Audit Team Leader,
American Express
Kevin Conlon, Vice President and Audit Leader
American Express
AGENDA DAY TWO | MAY 24 | AFTERNOON
5:35 CHAIR’S CLOSING REMARKS | 5:45 END OF CONVENTION

PRE MASTERCLASSES
ABOUT THE LEADER
Soner Tunay is currently an SVP and the Head of Risk Analytics in the Risk
Architecture Department of Citizens Financial Group. He leads the efforts in the
design, development and implementation of credit risk solutions for the Bank’s
portfolios including CCAR models, Economic Capital and Risk Rating Models.
Click here to view the agenda.
ABOUT THE LEADER
Craig has over 30 years of governance, enterprise risk management, business
development, technology and audit experience gained from working with the
world’s top institutions (First Data, RBS, Citigroup, J.P. Morgan, Dean Witter, &
Merrill Lynch). Currently, Craig is Head of Enterprise Risk Management Strategy
at First Data and is also the CEO & Founder of RiskTao, LLC which specializes in
Enterprise Risk Management training.
Prior to these roles, Craig was RBS’s Global Head of Operational Risk Systems
& Analytics and was responsible for providing strategic direction and oversight.
In addition, Craig was Head of Operational Risk Management for RBS -
Americas where he was responsible for driving the buildout of Americas ORM
practice, Compensation Initiative, 2nd line challenge and managing regulatory
relationships. In addition, Craig co-chaired the Americas Compliance and
Operational Risk Committee and represented ORM on several domestic and
international senior risk committees
Click here to view the agenda.
PRE-MASTERCLASS - FULL DAY
INTEGRATED CREDIT MODELING:
FROM CCAR TO CECL
Led By:
Soner Tunay,
Head of Risk Analytics,
Citizens Bank
Led By:
Craig Spielmann
Head of Enterprise Risk
Management Strategy,
First Data
PRE-MASTERCLASS - FULL DAY
SUPERCHARGING YOUR
ERM PROGRAMME
May 22

POST MASTERCLASSES
POST-MASTERCLASS - FULL DAY
MODEL RISK GOVERNANCE AND
VALIDATION BEST PRACTICES
POST-MASTERCLASS - HALF DAY
FRAUD MANAGEMENT
May 25
Led By:
Jon Hill,
MD, Global Head of Model Risk
Governance,
Credit Suisse
Led By:
Dalit Stern,
Director of Enterprise Fraud Risk Management,
TIAA
Joined By Guest Speakers: Agus Sudjianto, EVP, Head of Corporate
Model Risk, Wells Fargo; Julian Phillips, Chief Model Risk Officer, GE
Capital and Mervyn Naidoo, Chief Operating Officer, Market Analytics,
Morgan Stanley
The Masterclass will be led by Jon Hill, with contributions and
insightful presentations and interaction from guest speakers to further
expand on key points raised across model risk management and
validation.
ABOUT THE LEADER
Dalit Stern is a Director of Enterprise Risk Management of
Fraud at TIAA Financial Services where she is responsible
for the build-out of the enterprise risk mitigation and
the detection of fraud. She leads assessments of fraud
risks; defining fraud metrics and KRIs; developing root-
cause analysis procedures, risk appetite statements
and conducting ongoing review of the effectiveness of
counter-fraud controls.
Dalit has over 20 years of experience in mitigating fraud
risks; conducting internal investigations into allegations of
accounting irregularities, fraud, corruption and conflict of
interest and assisting organizations respond to regulatory
proceedings.
Dalit is a CPA (Isr.); M.B.A and a Certified Fraud Examiner.
She is an adjunct professor at New York’s Baruch
College where she teaches courses focused on forensic
investigations, corruption and procurement fraud. She is
a former partner at PwC, Forensic Services group.
Key elements of a sound Fraud
Management Program and the
requirements of the new guidance
issued by COSO and the Association
of Certified Fraud Examiners (ACFE)
Fraud and Misconduct risk
assessment
Coordination between various
Anti-Fraud and Misconduct
functions within a financial institution
Effectiveness of Ethics and
Compliance Program incorporating
Fraud and Misconduct Risk
considerations

NETWORKING OPPORTUNITIES AT RISK AMERICAS 2017
LUNCHEON ROUNDTABLES
Join one of up to 20 roundtable discussions to further engage, discuss
and interact with peers on topical issues within the industry.
COCKTAIL RECEPTION
Immediately following the end of day one, there will be a drinks reception
to wrap up the first day. Unwind in a more informal setting with drinks and
canapés to carry on the days discussions with colleagues and peers.
BRIEFINGS
Closed-door briefings will be held with like-minded professionals (By
Invitation Only), numbers are limited to bring together more intimate
groups to discuss key subject matters. If you would like more information,
or the opportunity to host a Briefing, contact us at info@cefpro.com
NETWORKING
Ample networking opportunities are available throughout the two
days; breakfast, lunch and refreshments will also be served across both
days to allow for further discussion and networking. Complementing
the Luncheon Roundtables, Briefings and Drinks Reception.
TECHNOLOGY
Be sure to bring a cellphone, tablet or laptop to make the most of
our technology benefits at the event. Attendees can interact through
electronic devices with Chair, Panelists and Presenters by sending
questions related to the session.
RISK AMERICAS APP
You can access the Risk Americas App for the latest Insights, speaker
Q&As, view presentations and more…
Search ‘Risk Insights’ on your app store.
RA

ESSENTIAL INFORMATION
Great range of coverage of areas of financial services industry risk, perspectives
of many types not necessarily expected. Federal Reserve Bank of Boston
VENUE
New York Hilton Midtown
1335 Avenue of the Americas
New York City
New York 10019 USA
Tel: 212-586-7000
ACCOMMODATION
We have reserved a limited number of rooms with the Hilton Midtown Hotel
for attendees to Risk Americas 2017. These are at a preferential rate of $359++
and will be issued on a first come, first served basis. If you need to reserve
accommodation, please visit the link below for a secure site dedicated to Risk
Americas or alternatively you can call the Hotel on 1-800-HILTONS and quote
the group code “CFP” provided to us by the Hotel.
Please click the link below for booking information.
Risk Americas Convention 2017 Accommodation : USA access code CFP
DRESS CODE
Business Attire
RISK INSIGHTS
Stay up to date on latest news, views, articles and Q&As from presenters at
Risk Americas 2016.
To stay up to date visit the event website at www.risk-americas.com
EARN UP TO 30.5 CPE CREDITS
Prerequisites: Knowledge of financial risk management
Advanced Preparation: No advanced preparation is required
Program Level: Intermediate to advanced
Delivery Method: Group-live
The Center for Financial Professionals is registered with the National Association of State Boards
of Accountancy (NASBA) as a sponsor of continuing professional education on the National
Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of
individual courses for CPE credit. Complaints regarding registered sponsors may be submitted
to the National Registry of CPE Sponsors through its website: www.learningmarket.org
Attendees can up to 15.5 CPE Credits for the Main Convention (May 23-24), up to 7.5 CPE
credits for CCAR to CECL Masterclass (May 22), up to 7.5 for ERM Masterclass (May 22) and
up to 7.5 for Model Risk Masterclass (May 25) and up to 4 for the half day Fraud Management
Masterclass (May 25).

NEW YEAR SPECIAL SUPER EARLY BIRD SPRING BREAK SPECIAL EARLY BIRD STANDARD RATE
Register by February 3 Register by March 3 Register by March 31 Register by May 5 Registrations after May 5
$1,099 SAVE $900 $1,199 SAVE $800 $1,399 SAVE $600 $1,599 SAVE $400 $1,999
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RISK AMERICAS CONVENTION
MAY 23-24 2017
I WANT TO REGISTER FOR THE MAIN CONVENTION ONLY MAY 23-24
I WANT TO REGISTER FOR THE MAIN CONVENTION + MASTERCLASSES
I WANT TO REGISTER FOR A MASTERCLASS ONLY
+ HALF DAY MASTERCLASS
+ FULL DAY MASTERCLASS
Save an extra $100 when registering for both
+ FULL DAY & HALF DAY MASTERCLASSES
+ 2 FULL DAY MASTERCLASSES
HALF DAY MASTERCLASS ONLY:
FULL DAY MASTERCLASS
CONVENTION AND MASTERCLASS REGISTRATION RATES
PLEASE COMPLETE FORM ON THE NEXT PAGE
GROUP RATES AVAILABLE FOR 3+ DELEGATES
50% discount on the 3rd delegate registering from the same company, when registering at the same time. Lowest rate discounted.
Or fifth registrant goes FREE. Please see next page for details…

PLEASE REGISTER THE FOLLOWING DELEGATE(S)
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MAIN RISK AMERICAS CONVENTION | MAY 23-24
MASTERCLASSES | MAY 22
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Model Risk Fraud Management (Half day)
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