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All sessions will be available for viewing on demand through May 31, 2022.

All-Access Pass

Access to everything—every general sessions, risk quantification track and the Marketplace.

View the All-Access Pass Program

Risk Quantification Track Only

An in-depth focus on risk quantification content, with access to every general session and the Marketplace.

View the Risk Quantification Track Program

Program: All-Access Pass

  • General Sessions

  • Risk Management Sessions

  • Risk Quantification Sessions

  • Sponsored Bonus Content

General Sessions

On Demand

State of the Industry

  • Rob Nichols, President and CEO, American Bankers Association

On Demand

State of the Economy
This session will highlight current market challenges as it impacts bank risk management. Expect updates on inflation, interest rate, credit and deposit risks as well as the impact of workforce shifts on the overall economy.

  • Ethan S. Harris, Managing Director and Head of North America Economics, Bank of America

On Demand

The Impact of Technology on Risk Management
A focused look at a variety of technological risks, including balancing the needs of future customer and regulatory obligations, growing expectations on leveraging data analytics, thought process for developing use cases for new technology, and more.

  • Stephanie Boryla, CERP, MBA, Senior Director of Enterprise Risk Management, Arvest Bank
  • Joanne T. Campbell, CRCM, Executive Vice President, Enterprise Risk Management and Chief Risk Officer, Camden National Bank
  • Beth Knickerbocker, Chief Innovation Officer, Office of the Comptroller of the Currency Constitution Center
  • Moderator: Ryan Rasske, CAFP, CERP, Senior Vice President, Risk and Compliance Markets, American Bankers Association

On Demand

Building Resiliency
As organizations advance their business strategies and accelerate growth, the importance of being a resilient organization will only increase. Join Reid Sawyer, a nationally recognized risk expert, and Ryan Rasske, senior ABA staff expert, as they analyze the impact and interrelation of emerging risks across an organization’s complete value chain. They’ll also examine current risk exposures and gaps in preparedness versus perception of preparedness.

  • Reid Sawyer, Managing Director, Head, Emerging Risks Group, Marsh Advisory
  • Moderator: Ryan Rasske, CAFP, CERP, Senior Vice President, Risk and Compliance Markets, American Bankers Association

On Demand

Ethics and Managing the Risks of Machine Learning and AI
ABA welcomes the return of applied micro-economist and machine learning and AI business executive, Gary Shiffman, who will provide risk managers with key questions to ask when reviewing risks such as compliance (fair lending) risk and credit risk decisioning, and recommended procedures to put into place.

  • Gary M. Shiffman, PhD, Chief Executive Officer, Giant Oak, Inc.

On Demand

Meeting the Evolving Expectations of the Board and Executive Team
Over the past decade, demands placed upon the board have mushroomed far beyond SOX and enhanced due diligence. This is compounded by the constant state of change from COVID, new and/or rapidly changing regulations, products, delivery channels, and key risks. The flow of the right information to the board and executive team is critical, but more challenging, creating information overload. This panel will discuss managing through dynamic change and how to best keep the board/executive team in the loop, especially given their escalating responsibilities. They’ll also discuss how to spend less time looking in the rearview mirror, with reporting designed to inform future directions along with the risk/control environment. You’ll also hear how the three lines of defense—especially audit—can interact to create strong self-assessments leading to strong regulatory exams.

  • John P. Bonora, CRCM, Executive Vice President, Chief Financial Officer, Chief Risk Officer and Treasurer, First County Bank
  • Jacqueline (Jackie) B. Charron, Chief Operating Officer and Executive Vice President, Walden Mutual
  • Tina M. Shaver, CRCM, CAMS, Executive Vice President, Chief Risk Officer, Premier Bank
  • William D. Tucker, CIA, CERP, CRCM, CAFP, Audit Director, Corporate Governance, Internal Audit, Citibank
  • Moderator: Ryan Rasske, CAFP, CERP, Senior Vice President, Risk and Compliance, American Bankers Association

On Demand

Regulatory Roundtable
Expect a lively conversation with senior agency representatives on the full range of risk-related supervisory concerns and hot-button issues.  

  • Lou Bervid, Section Chief, Large Bank Supervision, Federal Deposit Insurance Corporation
  • Darrin Benhart, Climate Change Risk Officer, Office of the Comptroller of the Currency
  • Moderator: Hugh Carney, Senior Vice President, Prudential Regulation and Asset Management, American Bankers Association

On Demand

Managing Risk in Today’s Environment: Acting Comptroller of the Currency
From questions about the economic outlook and inflation, to rising geopolitical tensions, and an ongoing global pandemic, there are plenty of issues for risk professionals to keep an eye on these days. Acting Comptroller Michael J. Hsu will share his perspective on the risk landscape and what banks should be doing today to manage those risks. 

  • Michael J. Hsu, Acting Comptroller of the Currency, Office of the Comptroller of the Currency

Risk Management Sessions

On Demand

CONCURRENT SESSIONS – SERIES 1

1A – Managing the Challenges of Rising Interest Rates
Bankers foresee rising interest rates with a steepening yield curve ahead, following years of rock-bottom rates. Asset/liability managers from a diverse set of banking firms will discuss the challenges they foresee, interest rate scenarios they are preparing for, and what this means for their balance sheet strategies.

  • Laura Beth Butler, Executive Vice President, Chief Financial Officer and Secretary, First Citizens National Bank
  • Adam Goethe, Managing Director, Treasury Capital Markets, Charles Schwab
  • John Tull, Senior Vice President and Director of Strategic Finance and Treasurer, Atlantic Union Bank
  • Moderator: Anthony (Tony) Donatelli, Executive Vice President and Director of Capital Planning and Stress Testing, New York Community Bank

1B – CECL Update: 2022 and Beyond
Join ABA experts for a critical update on CECL and the changes that may lie ahead.

  • Michael Gullette, Senior Vice President, Tax and Accounting, American Bankers Association
  • Joshua Stein, Vice President, Accounting and Financial Management, American Bankers Association

1C – ESG Risk
This session will provide updates on the ever-evolving ESG (Environmental, Social and Governance) risks as well as insights into the impact of developing and implementing ESG strategies.

  • Ken Rivlin, Partner, Allen & Overy
  • Robert McDonough, Director, ESG and Regulatory Initiatives, Angel Oak Capital
  • Moderator: Joseph Pigg, Senior Vice President and Senior Counsel, ESG & Mortgage Finance, Fair & Responsible Banking, American Bankers Association

1D – Audit Change Practices: Keeping Up With an Ever-Changing Environment
This session will provide insights on helping you reassess your audit universe, including evaluating governance adaptations to change.

  • Erika Ray, Managing Director, Protiviti
  • Moderator: William D. Tucker, CIA, CERP, CRCM, CAFP, Audit Director, Corporate Governance and Individual Accountability, Internal Audit, Citibank

1E – New and Emerging DEI Issues (Part 1)
In this two-part series—part two is in series two— we’ll touch on a variety of new and emerging issues, including a conversation about the NASDAQ’s Diversity Rule, the divergence between business-side diversity and legal/compliance diversity, and leveraging limited resources to implement a strong DEI program. We’ll also discuss the interrelatedness between succession planning and diversity planning. Especially as it relates to regulatory expectations. Finally, we’ll revisit and update you on the current thoughts surrounding talent management—from implementing and institutionalizing inclusive behaviors to creating more opportunities across the employee base to and hiring considerations to create a diverse and impactful team.

  • Richard Harvey, Jr., Executive Vice President, General Counsel and Director of Compliance Risk, Beneficial State Bank
  • Francis Janes, Industry Relations and Partnerships Director, Beneficial State Bank Foundation, Shareholder
  • Moderator: Naomi Mercer, Senior Vice President, Diversity, Equit and Inclusion, American Bankers Association

On Demand

CONCURRENT SESSIONS – SERIES 2

2A – Pandemic: Impacts on New Product and New Partner Due Diligence Processes
As the pandemic has become a part of our lives for longer than expected, risk officers have continued to re-evaluate risks as a result of an ever-evolving work environment. Join us as we discuss modifications made to processes to adjust to our current situation. We’ll delve into new business initiatives and product launches—from partner due diligence to managing the workflow with a hybrid workforce and partnerships as well as process and control changes; once perhaps thought to be interim or short-term, that may be here to stay. Finally, we’ll provide an overview of risks and solutions as we share insights gained from the pandemic.

  • Eric Ferri, Executive Director, Operational Risk Management, Ally Financial Inc.
  • Jo Ann Stall, CRCM, CFIRS, Chief Compliance Officer, BOK Financial
  • Moderator: Cara Williams, CERP, CRCM, CCEP-I, Principal, Risk and Compliance Practice, Spinnaker Consulting Group

2B – Climate Change Risk: Identifying and Monitoring Risk Drivers
See how one bank approaches implementing systems and processes to identify and monitor climate risk. As an added bonus, you’ll hear from ABA’s point person on ESG and climate risk who will share his thoughts on the latest hot-button regulatory concerns.

  • Ronald H. Janis, Senior Executive Vice President and General Counsel, Valley National Bank
  • Faisal Mohed, FVP, Capital Planning Manager, Valley National Bank
  • Moderator: Joseph Pigg, Senior Vice President and Senior Counsel, ESG & Mortgage Finance, Fair & Responsible Banking, American Bankers Association

2C – CRE Portfolio Management in the Current Environment
Join banking and industry experts as they discuss how they’re managing commercial real estate portfolio challenges. Discussions will include concentration risk, credit quality risk, adjustments to stress testing factors, and more.

  • Neena Miller, Senior Vice President, Chief Credit Officer, Oceanfirst Bank N.A.
  • Ralph Pahnke, Senior Vice President, Senior Corporate Credit Administrator, Commercial Real Estate & Credit Concentration, Zions Bancorporation
  • Moderator: Sharon L. Whitaker, Vice President, Real Estate Finance, Regulatory Compliance & Policy, American Bankers Association

2D – Modeling Deposit Behavior
Hear from ABA’s collaborator in the former ABA Model Risk Symposium on how to manage issues surrounding modeling deposit behavior.

  • Billy Guthrie, Managing Director, Darling Consulting Group
  • Jonathon (Jon) Weiner, Director, Data Science, Darling Consulting Group
  • Moderator: Joseph (Joe) Kennerson, Managing Director, Darling Consulting Group

2E – New and Emerging DEI Issues (Part 2)
In this two-part series—part one is in series one— we’ll touch on a variety of new and emerging issues, including a conversation about the NASDAQ’s Diversity Rule, the divergence between business-side diversity and legal/compliance diversity, and leveraging limited resources to implement a strong DEI program. We’ll also discuss the interrelatedness between succession planning and diversity planning. Especially as it relates to regulatory expectations. Finally, we’ll revisit and update you on the current thoughts surrounding talent management—from implementing and institutionalizing inclusive behaviors to creating more opportunities across the employee base to and hiring considerations to create a diverse and impactful team.

  • Richard Harvey, Jr., Executive Vice President, General Counsel and Director of Compliance Risk, Beneficial State Bank
  • Francis Janes, Industry Relations and Partnerships Director, Beneficial State Bank Foundation, Shareholder
  • Moderator: Naomi Mercer, Senior Vice President, Diversity, Equit and Inclusion, American Bankers Association

On Demand

CONCURRENT SESSIONS – SERIES 4

4A – Building a Risk Management Framework for FinTech Partnerships
In a previous session, we outlined the risks and suggested due diligence for your new product development cycle. In this session, we’ll focus on components of a strong risk management framework for FinTech partnerships. The full range of risk concerns will be reviewed, including differing risk cultures, leadership information exchange between the bank and the FinTech/governance structure, regulatory approvals, liability concerns, and communicating with your customers.

  • Chris Lucas, Chief Compliance Officer, MVB Bank
  • Tristan Thompson, Payments Strategy Director, Arvest Bank Payments Strategy Director, Arvest Bank
  • Moderator/Speaker: Laurent Robert, Director, Risk Management and Regulatory Compliance, Spinnaker Consulting Group

4B – Mitigating Operational Risks in Cyber Fraud
Given how fast cyber criminal change their methods, it’s essential for risk officers to understand the latest operational risks and necessary controls available to mitigate cyber fraud. Keeping up to date on the latest cyber-enabled fraud trends, current detection, prevention and response options is a big first step. Join us for a fast-paced overview of how to mitigate systemic cybercrimes like ransomware, money mule fraud and more.

  • James (Jim) Hitchcock, Vice President, Fraud Mitigation and Security, American Bankers Association
  • Moderator: Ryan Rasske, CAFP, CERP, Senior Vice President, Risk and Compliance Markets, American Bankers Association

4C – The New Hybrid Workforce: Risks and Rewards
We have emerged from the pandemic with a completely different way of managing our new hybrid workforce. This session will focus on key risk areas of the hybrid workforce and suggest leading practices on assessing your risk, along with ideas on monitoring and controls. Included in the discussion will be a focus on corporate culture issues, examination management, technology risks as they impact IT security protocols, information security policies and procedures, and vendor management. Rewards and opportunities with this new hybrid workforce will also be discussed.

  • Sharon L. Davis, MBA, SHRM-SCP, SPHR, Executive Vice President, Chief Human Resources Officer, Premier Financial Corp.
  • Tina M. Shaver, CRCM, CAMS, Executive Vice President, Chief Risk Officer, Premier Bank
  • Moderator: LeAnne B. Staalenburg, CRCM, CISSP, Senior Vice President, Corporate Security and Risk, Capital City Bank

4D – New Incident Notification Rule: What Risk Officers Need to Know
The regulatory agencies published the new Computer Security Incident Notification Rule, which is effective May 1. The rule references several risk areas and processes, from cyber risk management to business continuity and third-party risk management. This session will explore the new requirements for both banks and service providers, and how to incorporate those requirements into your risk management program.

  • Denyette DePierro, Vice President, Cybersecurity Policy, American Bankers Association
  • Kimberly Ford, Senior Vice President, Government Relations, FISERV
  • Moderator: Ann Marie Tarantino, CRCM, CRP, AMLP, Senior Vice President, Chief Compliance Officer, Esquire Bank, N.A.

4E – Combating Instant Payments Fraud Together
Listen in as Michael Timoney and Stephanie Miracle of the Federal Reserve Bank of Boston share insights on fraud relative to instant payments and how fighting fraud has evolved. They’ll discuss strategies and tactics to reduce risk and how involving everyone in the payment chain is pivotal to success. They’ll also share insights about the FedNow Service, the forthcoming instant payments solution from the Federal Reserve Banks, and the vision for enabling sending and receiving FIs to work with the network to reduce fraud exposure.

  • Stephanie Miracle, Product Management, FedNow Service, Federal Reserve Bank of Boston
  • Michael Timoney, Vice President of Secure Payments, Federal Reserve Bank of Boston
  • Moderator/Speaker: Steve Kenneally, Senior Vice President, Payments, American Bankers Association

On Demand

CONCURRENT SESSIONS – SERIES 6

6A – Data Governance: What is Your Data Trying to Tell You?  Are You Listening?
Data can lead to better, more informed decision-making so the importance of data quality cannot be overstated. At the same time, the availability and amount of data at our fingertips continues to grow exponentially, which can create challenges. There’s never been a better time for data governance to be top of mind for risk professionals. Join us as we delve into key considerations surrounding data governance, including data classification, storage and flow.  Key exam hot-button issues surrounding data governance will also be discussed.

  • Jennifer Curtiss, Enterprise Chief Data Officer, Freddie Mac
  • Jai R. Dorsey, Managing Director, PBWM, Global Consumer Bank Data Governance Officer, Citi
  • Joseph White, Lead Data Scientist, Spinnaker Consulting Group/Flying Phase
  • Moderator: Cara Williams, CERP, CRCM, CCEP-I, Principal, Risk and Compliance Practice, Spinnaker Consulting Group

6B – Put Your Lessons Learned to Work:  Fortifying Your Risk Management Measurement, Testing and Reporting Activities
We’ve all learned a lot and experienced the unimaginable over the last two years. This session will help you evaluate your metrics to ensure they’re still relevant and forward looking. For instance, what should we do with the pandemic data we’ve gathered and are our old KRIs still relevant?  In addition to the discussion on metrics, impacts to monitoring, testing, and reporting to ensure you’re proactively managing risk will also be discussed.

  • Roland Brooks, Deputy Enterprise Risk Management Director, The Huntington National Bank
  • Mary Clouthier, chief Risk Officer, Cornerstone Capital Bank
  • Moderator/Speaker: Elizabeth Snyder, Senior Director, Risk Management and Regulatory Compliance, Spinnaker Consulting Group

6C – What’s New in Managing Third-Party Risk?
If the pandemic has taught us anything, it’s that fully locked down third-party risk controls can encounter unexpected challenges. This session will explore the impact of the unexpected risks that emerged during the pandemic, such as supply chain disruptions and vulnerabilities, employee outages, changes in remote work and more. Special focus will also be given to how lessons learned can help you improve your program for future unexpected risks.  

  • Juliette Antwan, Vice President and Senior Technology Risk Manager, Flagstar Bank
  • Jill Czerwinski, CISSP, CISA, CIPP, PMP, Managing Principal, Third-Party Risk, Crowe LLP
  • Moderator: Krista Shonk, Vice President and Senior Counsel, Fair and Responsible Banking, Regulatory Compliance & Policy, American Bankers Association

6D – Bias in Models - How to Identify and Mitigate It
Banks are expanding their reliance on models and the models are becoming increasingly sophisticated. Tools that incorporate artificial intelligence or machine learning (or some version of it) can help streamline processes but can also introduce machine and/or human bias into the output. Listen in to explore methods to identify and overcome model bias.

  • Peter Munoz, Senior Director, Suspicious Activity Monitoring, Capital One
  • Salvatore (Sal) Zerilli, CPA, Managing Director, The Mercadien Group
  • Moderator/Speaker: Jennifer L. Gemma, Senior Vice President, Internal Audit, Corporate Governance, Citigroup, Inc.

Risk Quantification Sessions

On Demand

CONCURRENT SESSIONS – SERIES 1

1F – Risk Quantification Session: Future Predictions of Physical Climate Risk: Challenges and Solutions

  • Graham Hall, Director, Actuarial and Climate Risk Modeling, PricewaterhouseCoopers LLC
  • Frank Manahan, Principal, Pricewaterhouse, Coppers LLC
  • Cameron Rencurrel, Senior Associate, PricewaterhouseCoopers LLC
  • Moderator: Sayee Srinivasan, Chief Economist and Head of Research, American Bankers Association

1G – Risk Quantification Session: Evolution of Model Risk Reporting
Stop reporting counts, dates and ratings. Report on acute modeling errors occurring at the bank and identify thematic risk that impact multiple models. In this session, you’ll learn how to make your reporting impactful, practical and actionable.

  • Jacob Kosoff, Senior Vice President and Head of Model Risk Management and Validation, Model Risk Management Group, Regions Bank
  • Moderator: Janet Shand, Senior Vice President and Director, Model Risk Management, New York Community Bank

On Demand

CONCURRENT SESSIONS – SERIES 2

2F – Risk Quantification Session: Is it Time to Rethink Operational Stress in CCAR?
A panel of practitioners from major banks will discuss rethinking operational stress in CCAR, including how have practices evolved, what needs further improvement, the aim of measuring operational risk stress, and can the process improve to make the output more meaningful and usable.

  • Nedim Baruh, Managing Director, Operational Risk Capital, JPMorgan Chase Bank, NA
  • Ilya Rozenfeld, Director, Quantitative Analysis, Capital One Financial Corporation
  • Evan Sekeris, Head of Model Validation, PNC Financial Services Group

2G – Risk Quantification Session: Management of Cyber Risk Models and Other Tech Tools
A surge of cybersecurity solutions to protect banks and their customers is entering the marketplace. Many of these systems and related technology platforms purport to use artificial intelligence, machine-learning, and anomaly detection to improve bank’s security profile. This session explores the where and why of model risk management for cybersecurity technology as well as the risks of blindly applying classical model risk governance in this domain.

  • Liming Brotcke, Model Validation Executive, Ally Financial Inc.
  • Jason Dulnev, Principal, Model Risk Management, PricewaterhouseCoopers LLC
  • Chris Kennedy, Senior Vice President, Strategic Initiatives, Technology and Operations, Regions Bank
  • Moderator: Rob Strand, Vice President and Senior Economist, American Bankers Association

On Demand

CONCURRENT SESSIONS – SERIES 3

3A – Risk Quantification Session: Managing Surge Deposits Amid Rising Rates
The industry’s eyes are on rising rates, but this next rising interest rate cycle will be different given the trillions in surge balances now in the system as a result of COVID stimulus and (perhaps permanent) changes in consumer and business depositor behaviors. During this session, Curinos will share observations from its proprietary industry datasets and discuss the criticality of customer segmentation and customer-level analytics to understand the risk implications of potential surge deposit scenarios.

  • Greg Muenzen, Director, Curinos
  • Moderator: Rob Strand, Vice President and Senior Economist, American Bankers Association

On Demand

CONCURRENT SESSIONS – SERIES 4

4F – Risk Quantification Session: Lessons from the Pandemic and the Outlook for Operation Risk Capital Requirements: Supervisors’ Perspectives

  • Chau Do, Deputy Comptroller for Risk Analysis, Office of the Comptroller of the Currency
  • Marco Migueis, Principal Economist, Banking, Credit and Operational Risk Section, Division of Supervision and Regulation, Board of Governors of the Federal Reserve System
  • Sibel Sirakaya, Chief, Quantitative Model Analysis, Complex Institutions Supervision and Resolution, Federal Deposit Insurance Corporation
  • Moderator: Rob Strand, Vice President and Senior Economist, American Bankers Association

On Demand

CONCURRENT SESSIONS – SERIES 5

5A – Risk Quantification Session: Should and How Can Modelers Use Pandemic Data?
Numerous economic statistics used as key drivers in many banks’ models ran many standard deviations out of normal during the severe, pandemic-driven recession. Using this data is proving highly challenging, but failing to use it in some way seems unacceptable. Specialists from three major banking firms will discuss what their institutions are doing with the extreme values.

  • Meng Guo, Senior Manager, Model Validation, Model Risk Management, Discover Financial Services
  • Evan Sekeris, Head of Model Validation, PNC Financial Services Group
  • Wei Zheng, Model Risk Executive, U.S. Bank

On Demand

CONCURRENT SESSIONS – SERIES 6

6E – Risk Quantification Session: The Challenges of Modeling Legal Risk
Legal risk is one of the most consequential and difficult operational risks to model. Eric Cope will discuss some of the key challenges to modeling legal risk and how to approach legal risk in capital and stress testing.

  • Eric Cope, Director, Quantitative Modeling of Operational Risk, Credit Suisse
  • Moderator: Evan Sekeris, Head of Model Validation, PNC Financial Services Group

6F – Risk Quantification Session: Quantifying the Dynamic Risk of Artificial Intelligence and Machine Learning Models
The complexity and opaqueness of AI and machine learning amplify model risks. Identifying and quantifying key model risk are critical to ensure that appropriate tests can be designed and applied to avoid potential surprises in production. This session addresses risk considerations and how to quantify them beyond traditional model testing.

  • Agus Sudjianto, Managing Director, Executive Vice President and Head of Corporate Model Risk, Wells Fargo & Co.
  • Moderator: Janet Shand, Senior Vice President and Director, Model Risk Management, New York Community Bank

On Demand

CONCURRENT SESSIONS – SERIES 7

7A – Risk Quantification Session: New Approaches to Modeling Economic Capital in the Absence of AMA
A panel of practitioners from major banks discuss how should economic (risk) capital be defined and measured? With AMA going away, what’s the use of economic capital for operational risk and what does it look like? How should measured economic capital be used (e.g., allocated)?

  • Alex Cavallo, Senior Vice President and Manager for Risk Analytics, Northern Trust Corporation
  • Michael Czajkowski, Director, Operational Risk Analytics, Citigroup Inc.
  • James Weatherly, Senior Vice President, Risk Management, Capital One Financial Corporation
  • Moderator: Nedim Baruh, Managing Director, Operational Risk Capital, JPMorgan Chase Bank

7B – Risk Quantification Session: Analysis of Model Bias and Fairness
Three model risk professionals will discuss legally definitions of bias, types of bias to guard against, how bias can creep into models, examples from the financial industries, measuring potential biases, and methods to mitigate them.

  • Aruna Joshi, Vice President, Model Risk, Visa Inc.
  • Elizabeth Scribner, Interal Audit Data Scientist, Regions Bank
  • Lynn Woosley, Senior Director, Treliant
  • Moderator: Jacob Kosoff, Senior Vice President and Head of Model Risk Management and Validation, Model Risk Management Group, Regions Bank 

Sponsored Bonus Content

ON DEMAND

Citizen Data Scientist vs. Data Scientist
Traditional methods of combatting financial crime are not keeping pace with global financial crime rings, real-time transaction laundering, or cybercrime. Leveraging AI is a must, but moving these projects into production is often a challenge for financial institutions—despite the readiness of machine learning tools and platforms. In this session, you’ll hear lessons learned in terms of skills and contributions to the release of a financial crime model in production.

  • Eric Tran-Le, Vice President, Head of Actimize Premier, NICE Actimize

Sponsored by NICE Actimize

On Demand

Extended Enterprise Risk Management: Your Vendor’s Role in GRC
Working with third party vendors is a necessity in today's dynamic world, but these relationships also expose businesses to a variety of operational, security, and financial risks. Listen to our session to learn how to keep up with the pressurized and rapidly evolving vendor risk landscape.

  • Michael Rasmussen, GRC Analyst and Pundit, GRC 20/20 Research, LLC
  • Henry Umney, Managing Director, GRC Strategy, Mitratech

Sponsored by Mitratech

This program is subject to change. Please bookmark this page to check for continuing updates. Read ABA Conference and School Policies to help answer additional questions.

Program: Risk Quantification Track Only

  • General Sessions

  • Risk Quantification Sessions

  • Bonus Sponsored Content

General Sessions

On Demand

State of the Industry

  • Rob Nichols, President and CEO, American Bankers Association

On Demand

State of the Economy
This session will highlight current market challenges as it impacts bank risk management. Expect updates on inflation, interest rate, credit and deposit risks as well as the impact of workforce shifts on the overall economy.

  • Ethan S. Harris, Managing Director and Head of North America Economics, Bank of America

On Demand

The Impact of Technology on Risk Management
A focused look at a variety of technological risks, including balancing the needs of future customer and regulatory obligations, growing expectations on leveraging data analytics, thought process for developing use cases for new technology, and more.

  • Stephanie Boryla, CERP, MBA, Senior Director of Enterprise Risk Management, Arvest Bank
  • Joanne T. Campbell, CRCM, Executive Vice President, Enterprise Risk Management and Chief Risk Officer, Camden National Bank
  • Beth Knickerbocker, Chief Innovation Officer, Office of the Comptroller of the Currency Constitution Center
  • Moderator: Ryan Rasske, CAFP, CERP, Senior Vice President, Risk and Compliance Markets, American Bankers Association

On Demand

Building Resiliency
As organizations advance their business strategies and accelerate growth, the importance of being a resilient organization will only increase. Join Reid Sawyer, a nationally recognized risk expert, and Ryan Rasske, senior ABA staff expert, as they analyze the impact and interrelation of emerging risks across an organization’s complete value chain. They’ll also examine current risk exposures and gaps in preparedness versus perception of preparedness.

  • Reid Sawyer, Managing Director, Head, Emerging Risks Group, Marsh Advisory
  • Moderator: Ryan Rasske, CAFP, CERP, Senior Vice President, Risk and Compliance Markets, American Bankers Association

On Demand

Ethics and Managing the Risks of Machine Learning and AI
ABA welcomes the return of applied micro-economist and machine learning and AI business executive, Gary Shiffman, who will provide risk managers with key questions to ask when reviewing risks such as compliance (fair lending) risk and credit risk decisioning, and recommended procedures to put into place.

  • Gary M. Shiffman, PhD, Chief Executive Officer, Giant Oak, Inc.

On Demand

Meeting the Evolving Expectations of the Board and Executive Team
Over the past decade, demands placed upon the board have mushroomed far beyond SOX and enhanced due diligence. This is compounded by the constant state of change from COVID, new and/or rapidly changing regulations, products, delivery channels, and key risks. The flow of the right information to the board and executive team is critical, but more challenging, creating information overload. This panel will discuss managing through dynamic change and how to best keep the board/executive team in the loop, especially given their escalating responsibilities. They’ll also discuss how to spend less time looking in the rearview mirror, with reporting designed to inform future directions along with the risk/control environment. You’ll also hear how the three lines of defense—especially audit—can interact to create strong self-assessments leading to strong regulatory exams.

  • John P. Bonora, CRCM, Executive Vice President, Chief Financial Officer, Chief Risk Officer and Treasurer, First County Bank
  • Jacqueline (Jackie) B. Charron, Chief Operating Officer and Executive Vice President, Walden Mutual
  • Tina M. Shaver, CRCM, CAMS, Executive Vice President, Chief Risk Officer, Premier Bank
  • William D. Tucker, CIA, CERP, CRCM, CAFP, Audit Director, Corporate Governance, Internal Audit, Citibank
  • Moderator: Ryan Rasske, CAFP, CERP, Senior Vice President, Risk and Compliance, American Bankers Association

On Demand

Regulatory Roundtable
Expect a lively conversation with senior agency representatives on the full range of risk-related supervisory concerns and hot-button issues.  

  • Lou Bervid, Section Chief, Large Bank Supervision, Federal Deposit Insurance Corporation
  • Darrin Benhart, Climate Change Risk Officer, Office of the Comptroller of the Currency
  • Moderator: Hugh Carney, Senior Vice President, Prudential Regulation and Asset Management, American Bankers Association

On Demand

Managing Risk in Today’s Environment: Acting Comptroller of the Currency
From questions about the economic outlook and inflation, to rising geopolitical tensions, and an ongoing global pandemic, there are plenty of issues for risk professionals to keep an eye on these days. Acting Comptroller Michael J. Hsu will share his perspective on the risk landscape and what banks should be doing today to manage those risks. 

  • Michael J. Hsu, Acting Comptroller of the Currency, Office of the Comptroller of the Currency

Risk Quantification Sessions

On Demand

CONCURRENT SESSIONS – SERIES 1

1F – Risk Quantification Session: Future Predictions of Physical Climate Risk: Challenges and Solutions

  • Graham Hall, Director, Actuarial and Climate Risk Modeling, PricewaterhouseCoopers LLC
  • Frank Manahan, Principal, Pricewaterhouse, Coppers LLC
  • Cameron Rencurrel, Senior Associate, PricewaterhouseCoopers LLC
  • Moderator: Sayee Srinivasan, Chief Economist and Head of Research, American Bankers Association

1G – Risk Quantification Session: Evolution of Model Risk Reporting
Stop reporting counts, dates and ratings. Report on acute modeling errors occurring at the bank and identify thematic risk that impact multiple models. In this session, you’ll learn how to make your reporting impactful, practical and actionable.

  • Jacob Kosoff, Senior Vice President and Head of Model Risk Management and Validation, Model Risk Management Group, Regions Bank
  • Moderator: Janet Shand, Senior Vice President and Director, Model Risk Management, New York Community Bank

On Demand

CONCURRENT SESSIONS – SERIES 2

2F – Risk Quantification Session: Is it Time to Rethink Operational Stress in CCAR?
A panel of practitioners from major banks will discuss rethinking operational stress in CCAR, including how have practices evolved, what needs further improvement, the aim of measuring operational risk stress, and can the process improve to make the output more meaningful and usable.

  • Nedim Baruh, Managing Director, Operational Risk Capital, JPMorgan Chase Bank, NA
  • Ilya Rozenfeld, Director, Quantitative Analysis, Capital One Financial Corporation
  • Evan Sekeris, Head of Model Validation, PNC Financial Services Group

2G – Risk Quantification Session: Management of Cyber Risk Models and Other Tech Tools
A surge of cybersecurity solutions to protect banks and their customers is entering the marketplace. Many of these systems and related technology platforms purport to use artificial intelligence, machine-learning, and anomaly detection to improve bank’s security profile. This session explores the where and why of model risk management for cybersecurity technology as well as the risks of blindly applying classical model risk governance in this domain.

  • Liming Brotcke, Model Validation Executive, Ally Financial Inc.
  • Jason Dulnev, Principal, Model Risk Management, PricewaterhouseCoopers LLC
  • Chris Kennedy, Senior Vice President, Strategic Initiatives, Technology and Operations, Regions Bank
  • Moderator: Rob Strand, Vice President and Senior Economist, American Bankers Association

On Demand

CONCURRENT SESSIONS – SERIES 3

3A – Risk Quantification Session: Managing Surge Deposits Amid Rising Rates
The industry’s eyes are on rising rates, but this next rising interest rate cycle will be different given the trillions in surge balances now in the system as a result of COVID stimulus and (perhaps permanent) changes in consumer and business depositor behaviors. During this session, Curinos will share observations from its proprietary industry datasets and discuss the criticality of customer segmentation and customer-level analytics to understand the risk implications of potential surge deposit scenarios.

  • Greg Muenzen, Director, Curinos
  • Moderator: Rob Strand, Vice President and Senior Economist, American Bankers Association

On Demand

CONCURRENT SESSIONS – SERIES 4

4F – Risk Quantification Session: Lessons from the Pandemic and the Outlook for Operation Risk Capital Requirements: Supervisors’ Perspectives

  • Chau Do, Deputy Comptroller for Risk Analysis, Office of the Comptroller of the Currency
  • Marco Migueis, Principal Economist, Banking, Credit and Operational Risk Section, Division of Supervision and Regulation, Board of Governors of the Federal Reserve System
  • Sibel Sirakaya, Chief, Quantitative Model Analysis, Complex Institutions Supervision and Resolution, Federal Deposit Insurance Corporation
  • Moderator: Rob Strand, Vice President and Senior Economist, American Bankers Association

On Demand

CONCURRENT SESSIONS – SERIES 5

5A – Risk Quantification Session: Should and How Can Modelers Use Pandemic Data?
Numerous economic statistics used as key drivers in many banks’ models ran many standard deviations out of normal during the severe, pandemic-driven recession. Using this data is proving highly challenging, but failing to use it in some way seems unacceptable. Specialists from three major banking firms will discuss what their institutions are doing with the extreme values.

  • Meng Guo, Senior Manager, Model Validation, Model Risk Management, Discover Financial Services
  • Evan Sekeris, Head of Model Validation, PNC Financial Services Group
  • Wei Zheng, Model Risk Executive, U.S. Bank

On Demand

CONCURRENT SESSIONS – SERIES 6

6E – Risk Quantification Session: The Challenges of Modeling Legal Risk
Legal risk is one of the most consequential and difficult operational risks to model. Eric Cope will discuss some of the key challenges to modeling legal risk and how to approach legal risk in capital and stress testing.

  • Eric Cope, Director, Quantitative Modeling of Operational Risk, Credit Suisse
  • Moderator: Evan Sekeris, Head of Model Validation, PNC Financial Services Group

6F – Risk Quantification Session: Quantifying the Dynamic Risk of Artificial Intelligence and Machine Learning Models
The complexity and opaqueness of AI and machine learning amplify model risks. Identifying and quantifying key model risk are critical to ensure that appropriate tests can be designed and applied to avoid potential surprises in production. This session addresses risk considerations and how to quantify them beyond traditional model testing.

  • Agus Sudjianto, Managing Director, Executive Vice President and Head of Corporate Model Risk, Wells Fargo & Co.
  • Moderator: Janet Shand, Senior Vice President and Director, Model Risk Management, New York Community Bank

On Demand

CONCURRENT SESSIONS – SERIES 7

7A – Risk Quantification Session: New Approaches to Modeling Economic Capital in the Absence of AMA
A panel of practitioners from major banks discuss how should economic (risk) capital be defined and measured? With AMA going away, what’s the use of economic capital for operational risk and what does it look like? How should measured economic capital be used (e.g., allocated)?

  • Alex Cavallo, Senior Vice President and Manager for Risk Analytics, Northern Trust Corporation
  • Michael Czajkowski, Director, Operational Risk Analytics, Citigroup Inc.
  • James Weatherly, Senior Vice President, Risk Management, Capital One Financial Corporation
  • Moderator: Nedim Baruh, Managing Director, Operational Risk Capital, JPMorgan Chase Bank

7B – Risk Quantification Session: Analysis of Model Bias and Fairness
Three model risk professionals will discuss legally definitions of bias, types of bias to guard against, how bias can creep into models, examples from the financial industries, measuring potential biases, and methods to mitigate them.

  • Aruna Joshi, Vice President, Model Risk, Visa Inc.
  • Elizabeth Scribner, Interal Audit Data Scientist, Regions Bank
  • Lynn Woosley, Senior Director, Treliant
  • Moderator: Jacob Kosoff, Senior Vice President and Head of Model Risk Management and Validation, Model Risk Management Group, Regions Bank 

Bonus Sponsored Content

ON DEMAND

Citizen Data Scientist vs. Data Scientist
Traditional methods of combatting financial crime are not keeping pace with global financial crime rings, real-time transaction laundering, or cybercrime. Leveraging AI is a must, but moving these projects into production is often a challenge for financial institutions—despite the readiness of machine learning tools and platforms. In this session, you’ll hear lessons learned in terms of skills and contributions to the release of a financial crime model in production.

  • Eric Tran-Le, Vice President, Head of Actimize Premier, NICE Actimize

Sponsored by NICE Actimize

On Demand

Extended Enterprise Risk Management: Your Vendor’s Role in GRC
Working with third party vendors is a necessity in today's dynamic world, but these relationships also expose businesses to a variety of operational, security, and financial risks. Listen to our session to learn how to keep up with the pressurized and rapidly evolving vendor risk landscape.

  • Michael Rasmussen, GRC Analyst and Pundit, GRC 20/20 Research, LLC
  • Henry Umney, Managing Director, GRC Strategy, Mitratech

Sponsored by Mitratech

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