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ABA Risk Management Conference

April 7-9, 2019 • Fairmont Austin • Austin, TX

ABA Risk Management Conference

Overview  |  Registration  |  Program  |  Hotel & Venue  |  Sponsors & Exhibitors | Experience

​​The 2019 conference will tackle the full range of risk concerns facing banks of all sizes. Expect in-depth sessions providing proven tactics and strategies for managing, measuring and reporting: enterprise risk/governance risks, strategic risks, operational risks, cyber risks, market risk and capital management, credit risk, physical security risk, regulatory risk and more. 

Our program can be customized to fit your specific educational needs. There is no need to pre-select sessions — all sessions are open seating.

2019 Conference Schedule

​​This program is subject to change. Check this page for frequent updates. 

See the CE credits approved for the 2018 ABA Risk Management Conference. (CE credits for the 2019 event will be posted in March 2019 — they will be close to the pointing allotted to the 2018 conference.)
 

Sunday, April 7, 2019
​7:00 am - 6:00 pm ​CONFERENCE REGISTRATION OPEN
9:30 am – 11:00 am DEEP DIVE SESSIONS - Series 1  (Six Options)
Deep Dive Sessions provide an interactive environment where leading practices can be explored and discussed in an expanded session.

Deep Dive 1A: Dealing with a Major Liquidity Event - Community Banks
(Single Session - Mid-Size/Large Banks Session is in Deep Dive 2A)
Community Banks: Join us as we explore planning for and responding to a major liquidity event. We'll walk through operational contingency funding plans, relaying plans to regulators, aligning capital policy with board strategic plan, tools for analysis and planning, including risk-based analysis and identification of liquidity factors, testing assumptions and inputs, role of audit and more.

Deep Dive 1B: Refining Your Control Process and Assessment - Mid-Size/Large Bank
(Single Session - Community Bank Session is in 2B)
Mid-Size/Large Banks: How effective is your control process and how do you factor in your control effectiveness into your broader risk assessment methodology? We'll walk through leading practices and discuss issues such as risk aggregation challenges, RCSA adoption, reporting residual risk relative to risk appetite and more.

Deep Dive 1C: Interest Rate Risks: Impact to Earnings, Measuring Rate Sensitivity and Reporting
(Repeated in 2C)
In this session, we will provide a few more tools in your toolkit in managing interest rate risks. We'll talk about: deposit pricing betas — including assessing if they are accurate and reliable, evaluating deposit "stickiness", surge deposits, and beyond measuring — how does your interest rate risk strategy reflect the risk profile of the bank?

Deep Dive 1D: Managing Talent Risk: From Diversity to Compensation to Skill Deficiencies
(Repeated in 2D)
Everyone talks about managing talent risk — but what is anyone actually doing about it? We'll tackle talent risk by dissecting some critical risk issues including diversity initiatives, skill deficiencies and training, compensation, succession planning and how these impact the operational and strategic risk profiles in banks today.

Deep Dive 1E: Integrating Risk Management into Your Credit Pricing Strategy for Risk
(Repeated in 2E)
This session will explore the fundamental principals and market trend impacts on the successful integration of strong risk management into credit pricing strategy.

Deep Dive 1F: Technology Risk Where You Least Expect It: How Do You Secure What You Don't Control?
(Repeated in 2F)
This session will explore technology risks from a security perspective. This is not about managing new technologies for your institution or managing the risk of core systems (which we explore in sessions 5F/6F) — this is a session about how customers are using technology in their interactions with banks and the unintended risks they present to your security. Our discussion will outline these hot button new risks (such as customers recording teller or lender interactions, IOT, social media vulnerabilities, third party risks), how to keep up with the rate of change of these new exposures and we will provide leading practices on how to increase your security protocols surrounding these vulnerabilities.
 
1:15 am – 12:30 pm RISK SOLUTIONS LUNCHEON
It’s lunch and a show – a solutions show! Top corporate partners share what’s new in their offerings in a fast-paced learning environment. Five minute solution-pitches provide you a glimpse of the future!
12:45 pm - 2:15 pm DEEP DIVE SESSIONS - Series 2 (Six Options)
Deep Dive Sessions provide an interactive environment where leading practices can be explored and discussed in an expanded session.

Deep Dive 2A: Dealing with a Major Liquidity Event - Mid-Size/Large Banks
(Single Session - Community Bank Session is in Deep Dive 1A)
Mid-Size/Large Banks: Join us as we explore planning for and responding to a major liquidity event. We'll walk through operational contingency funding plans, relaying plans to regulators, aligning capital policy with board strategic plan, tools for analysis and planning, including risk-based analysis and identification of liquidity factors, testing assumptions and inputs, role of audit and more.

Deep Dive 2B: Refining Your Control Process and Assessment - Community Bank
(Single Session - Mid-Size/Large Bank Session is in
1B)
Community Banks: How effective is your control process and how do you factor in your control effectiveness into your broader risk assessment methodology? We'll walk through leading practices and discuss issues such as risk aggregation challenges, RCSA adoption, reporting residual risk relative to risk appetite and more.

Deep Dive 2C: Interest Rate Risks: Impact to Earnings, Measuring Rate Sensitivity and Reporting
(Repeated
from 1C)
In this session, we will provide a few more tools in your toolkit in managing interest rate risks. We'll talk about: deposit pricing betas — including assessing if they are accurate and reliable, evaluating deposit "stickiness", surge deposits, and beyond measuring — how does your interest rate risk strategy reflect the risk profile of the bank?

Deep Dive 2D: Managing Talent Risk: From Diversity to Compensation to Skill Deficiencies
(Repeated
from 1D)
Everyone talks about managing talent risk — but what is anyone actually doing about it? We'll tackle talent risk by dissecting some critical risk issues including diversity initiatives, skill deficiencies and training, compensation, succession planning and how these impact the operational and strategic risk profiles in banks today.

Deep Dive 2E: Integrating Risk Management into Your Credit Pricing Strategy for Risk
(Repeated
from 1E)
This session will explore the fundamental principles and market trend impacts on the successful integration of strong management into credit pricing strategy.

Deep Dive 2F: Technology Risk Where You Least Expect It: How Do You Secure What You Don't Control?
(Repeated from 1F)
This session will explore technology risks from a security perspective. This is not about managing new technologies for your institution or managing the risk of core systems (which we explore in sessions 5F/6F) — this is a session about how customers are using technology in their interactions with banks and the unintended risks they present to your security. Our discussion will outline these hot button new risks (such as customers recording teller or lender interactions, IOT, social media vulnerabilities, third party risks), how to keep up with the rate of change of these new exposures and we will provide leading practices on how to increase your security protocols surrounding these vulnerabilities.  

2:30 pm - 3:45 pm CONCURRENT SESSIONS - Series 3 (Six Options)
Traditional concurrent sessions will offer a wide range of topic selections. Last year, we explored topics that included reputation risk, risk appetite and KRIs, third party risk, lines of defense roles and responsibilities, reputation risk scenario analysis, resiliency risks, CECL, stress testing, model risk and more.

3A: Quantification of Emerging risks for Board, Senior Management and Examiners - Mid-Size/Large Banks
(Single Session - Community Bank Session is in 4A)
Mid-Size/Large Banks: What metrics are you using to qualify emerging risks? Is your measuring and reporting  in aligning with current regulatory expectations? What is the impact of RCSAs? What are macro indicators pointing to and how do they relate to your risk appetite statement? This session will cover the full range of managing emerging risks from measuring to reporting.

3B: Improving Risk Management Processes in the First Line of Defense
(Repeated in 4B)
This session is not a 101 session on first line risk management processes but one that covers how to deal with common challenges and pitfalls. For starters, we'll discuss formalizing risk framework ownership in the first line and we'll cover the full range of managing quality control.

3C: Managing Culture Risk (Single Session)
How does your risk management program define "culture risk" and how are you managing it? In this session, we'll explore what currently falls under "culture risk", who owns culture risk in the two lines, auditing culture risk, living within risk appetite, culture risk self-reporting and more.

3D: Capital Planning for Mid-Size Banks Post 2155 Rescission (Single Session)
(Capital Planning for Large Banks is in 7D)
How are banks under $100B managing capital planning post 2155 rescission? This session will take a holistic view of capital planning for mid-size banks and provide ideas on managing capital planning in this new era.

3E: Using Customer Complaints as a Means to Identify Emerging Risks
(Repeated in 4D)
We'll explore ideas on how customer complaint data can be used as a leading indicator of emerging risks.

3F: Measuring, Monitoring and Controlling for Cyber Risk
(Repeated in 4E)
This advanced-level session will provide ideas for improving the cyber risk management process. Bank practitioners will discuss the governance and metrics they use to monitor, report, escalate, and manage cyber risk. Don't miss this opportunity to benchmark your program against industry leading practices and trends.

Moderator:
- Jane Yao, Senior Vice President, Benchmarking and Surveys, American Bankers Association
 
4:00 pm - 5:00 pm GENERAL SESSION
All general sessions explore new trends in risk management, future risks and mitigation solutions and regulatory hot button issues.

A Conversation about Strategic Risk: Integrating Risk Management with Business Strategy

Join our panel of practitioners as we discuss how the overall risk management program can assist with identifying, assessing and managing risks associated with the bank's strategy. Also, we'll talk about how strategic risk could impact risk appetite or tolerance levels, budget and capital planning and how to define specific goals and metrics for success.

Moderator:
- Ryan Rasske, Senior Vice President, Risk and Compliance Markets, American Bankers Association
 
5:00 pm – 6:15 pm OPENING RECEPTION IN THE MARKETPLACE
Our marketplace is your Risk solutions hub where you can speak one-on-one with the nation’s top risk solutions providers and hear trending new practices in our live podcast studio
 
Monday, April 8, 2019
7:00 am – 6:00 pm REGISTRATION OPEN
7:00 am – 8:00 am POWER HOUR BREAKFAST SESSIONS
Top corporate partners provide solutions in these value-add sessions.


8:15 am - 9:00 am

9:00 am - 10:00 am
GENERAL SESSION

Part 1: Leading Economic Indicators and Their Impact on Your Risk Strategy
A Key Note Address by a Bank Economist

Part 2: Credit Risk: Mitigating Current and Emerging Risks
As a follow up to the key note address on the economic client, we'll move to a more targeted conversation on credit risk.

Moderator:
- Ryan Rasske, Senior Vice President, Risk and Compliance Markets, American Bankers Association
 
10:00 am - 11:00 am REFRESHMENT BREAK IN THE MARKETPLACE
11:00 am - 12:15 pm CONCURRENT SESSIONS - Series 4 (Six Options)

4A: Quantification of Emerging Risks for Board, Senior Management and Examiners - Community Banks
(Single Session - Mid-Size/Large Banks is in 3A)
Community Banks: What metrics are you using to quantify emerging risks? Is your measuring and reporting in alignment with current regulatory expectations? What is the impact of RCSAs? What are macro indicators pointing to and how do they relate to your risk appetite statement? This session will cover the full range of managing emerging risks from measuring to reporting.

4B: Improving Risk Management Processes in the First Line of Defense
(Repeated from 3B)
This session is not a 101 session on first line risk management processes but one that covers how to deal with common challenges and pitfalls. For starters, we'll discuss formalizing risk framework ownership in the first line and we'll cover the full range of managing quality control.

4C: What Do You Need to Know About the Financial Services Cyber Profile?
(Single Session)
The newly launched Financial Services Cyber Profile, tailored to the size and scope of your bank, helps you measure the potential effects of a cyber event. By using a questionnaire to identify your specific risk and complexity, the assessment offers each institution a focused, customized cybersecurity plan that conserves resources and employee time. Join us as we walk through the features of the tool and how it integrates widely used standards and supervisory expectations.

Moderator:
- Denyette DePierro, Vice President and Senior Counsel, Payments and CyberSecurity, American Bankers Association

4D: Using Customer Complaints as a Means to Identify Emerging Risks
(Repeated from 3E)
We'll explore ideas on how customer complaint data can be used as a leading indicator of emerging risks.

4E: Measuring, Monitoring and Controlling for Cyber Risk
(Repeated from 3F)
This advanced-level session will provide ideas for improving the cyber risk management process. Bank practitioners will discuss the governance and metrics they use to monitor, report, escalate, and manage cyber risk. Don't miss this opportunity to benchmark your program against industry leading practices and trends.

4F: Product Risk Assessment Process
(Single Session)
From emerging new products to current product offerings — how are you assessing their risk based on current environmental and organizational factors.
 
12:15 pm - 2:00 pm SEATED LUNCHEON:

Featuring Regulatory Roundtable
Immediately following lunch, we will once again host our annual regulatory roundtable featuring senior regulators from the Federal Reserve, FDIC and OCC. We'll hear supervisors' evolving expectations for risk management and their hot button issues. They will also share perspectives from their supervisory teams on emerging practices in bank risk management and reporting.
 
2:00 pm - 2:45 pm DESSERT IN THE MARKETPLACE
2:45 pm - 4:00 pm CONCURRENT SESSIONS - Series 5 (Six Options)

5A: Roles and Responsibilities of the Third Line of Defense from the Auditor's Point of View - for Mid-Size/Large Banks
(Single Session - Community Bank Session is in 6A)
Mid-Size/Large Bank Auditors — this session is for you! We'll explore the three lines of defense with a special focus on leveraging between the 2nd and 3rd lines to develop a cohesive, coordinated strategy with the 2nd line. We'll provide solutions to challenges in executing a risk based internal audit program, including identifying risk appetite, risk tolerance and scoring techniques for risk-based auditing.

5B: Governance and Validation for Machine-Learning Models—Mid-Size/Large Banks
(Single Session)
Mid-Size/Large Banks: Machine learning models has emerged as the latest challenge for banks. This session will explore what machine-learning vendor models are, how to validate, document and monitor model performance.

5C: Cyber Risk: Litigation and Insurance Issues (Of Special Interest to Community and Mid-Size Banks)
(Repeated in 7A)
Most banks believe they have good cyber insurance, but with the frequency of cyber-attacks, there have been some instances where insurance companies have "reinterpreted" policy language to deny or significantly restrict the claim. The 2018 FFIEC cyber insurance guidance coupled with recent events have regulators asking very specific questions about cyber insurance policies and limits. This session brings together top experts who will provide you with an action plan to mitigate your risk going forward.

5D: Top Regulatory Risks for Risk Officers
(Repeated in 6D)
This session is designed to be the highlight reel for risk officers who are not managing compliance on a day to day basis. We'll cover some new/emerging compliance risks to get on your radar screen so that when you return home, you'll be armed with the right questions for your compliance officer.

5E: Are You Ready for CECL?
(Repeated in 7F)
While the effective date for CECL is December 15, 2019, banks subject to IFRS-9 are already well on their way to implementation. This session is designed to help you benchmark your own progress in implementing CECL and will also include a discussion on IFRS-9 requirements, modeling practices impact and leveraging DFAST Stress Tests for CECL.

Moderator:
- Joshua Stein, Vice President, Accounting and Financial Management, Tax and Accounting, American Bankers Association

Speakers:
- Michael Gullette, Senior Vice President, Tax and Accounting, American Bankers Association

5F: Keeping Up with Technology: Risk Strategies for Community Banks
(Single Session - Mid-Size/Large Bank Session in 6F)
Community Banks: When working with business lines as they create new product offerings, how are you assessing the risk of these new customer-centric technologies? What are the questions you should be asking vendors, especially your core providers? This session, designed for community banks, will outline change management risk mitigation strategies that you can use no matter the circumstance.
 
4:15 pm - 5:30 pm CONCURRENT SESSIONS - Series 6 (Six Options)

6A: Roles and Responsibilities of the Third Line of Defense from the Auditor's Point of View - For Community Banks
(Single Session - Mid-Size/Large Banks Session is in 5A)
Community Bank Auditors — this session is for you! We'll explore the three lines of defense with a special focus on leveraging between the 2nd and 3rd lines to develop cohesive, coordinated strategy with the 2nd line. We'll provide solutions to challenges in executing a risk based internal audit program, including identifying risk appetite, risk tolerance and scoring techniques for risk-based auditing.

6B: Physical Security: Mitigating the Risks of the Innovative Branch
(Repeated in 7B)
There are many new ways banks are interacting with their customers in their brick and mortar locations. We'll walk through the latest new branch models and how to mitigate potential physical security risks.

6C: Solving Key CECL Modeling Challenges
(Single Session)
This session, for all size banks, will provide solutions to the most pressing challenges for CECL models. We'll also walk through governance for model overlays and validation of economic forecasts for CECL. You will walk away ready to tackle CECL modeling to meet regulatory expectations.

6D: Top Regulatory Risks for Risk Officers
(Repeated in 5D)
This session is designed to be the highlight reel for risk officers who are not managing compliance on a day to day basis. We'll cover some new/emerging compliance risks to get on your radar screen so that when you return home, you'll be armed with the right questions for your compliance officer.

6E: Risk Management Strategies for Lending
(Repeated in 7E)
What are the current risk management trends for your loan portfolio? What are the metrics for measuring lending risk and what are the current market trends that may impact your risk appetite? Join us as we discuss current risk management for lending.

6F: Keeping Up with Technology: Risk Strategies to Keep Mid-Size/Large Banks Competitive
(Single Session - Community Banks Session is in 5F)
Mid-Size/Large Banks: When working with business lines as they create new product offerings, how are you assessing the risk of these new customer-centric technologies? What are the questions you should be asking vendors, especially your core providers? This session, designed for mid-size/large banks, will outline change management risk mitigation strategies that you can use no matter the circumstance.
 
5:30 pm – 6:30 pm RECEPTION IN THE MARKETPLACE
Tuesday, April 9, 2019
7:00 am – 8:00 am POWER HOUR BREAKFAST SESSIONS
8:15 am – 9:15 am GENERAL SESSION

The Cyber Threat Landscape
 
9:15 am – 10:15 am REFRESHMENT BREAK IN THE MARKETPLACE
10:15 am - 11:30 am CONCURRENT SESSIONS - Series 7 (Six Options)

7A: Cyber Risk: Litigation and Insurance Issues (Of Special Interest to Community and Mid-Size Banks)
(Repeated from 5C)
Most banks believe they have good cyber insurance, but with the frequency of cyber-attacks, there have been some instances where insurance companies have "reinterpreted" policy language to deny or significantly restrict the claim. The 2018 FFIEC cyber insurance guidance coupled with recent events have regulators asking very specific questions about cyber insurance policies and limits. This session brings together top experts who will provide you with an action plan to mitigate your risk going forward.

7B: Physical Security: Mitigating the Risks of the Innovative Branch
(Repeated from 6B)
There are many new ways banks are interacting with their customers in their brick and mortar locations. We'll walk through the latest new branch models and how to mitigate potential physical security risks.

7C: Model Validation and Beyond for Community Banks (Under $10B)
(Single Session)
Community bankers — this is your one-stop-model-validation session! We'll walk through managing an external model validation, effective challenge beyond the validation and ongoing model monitoring, including bank-tests, benchmarks, scenario tests and more.

7D: Capital Planning and Stress Testing for Large Banks Post 2155 Rescission
(Single Session - Mid-Size Bank Capital Planning Session is in 3D)
How are banks over $100B managing capital planning post 2155 rescission? This session will take a holistic view of capital planning for large-size banks and provide ideas on managing capital planning in this new era.

7E: Risk Management Strategies for Lending
(Repeated from 6E)
What are the current risk management trends for your loan portfolio? What are the metrics for measuring lending risk and what are the current market trends that may impact your risk appetite? Join us as we discuss current risk management strategies for lending.

7F: Are You Ready for CECL?
(Repeated from 5E)
While the effective date for CECL is December 15, 2019, banks subject to IFRS-9 are already well on their way to implementation. This session is designed to help you benchmark your own progress in implementing CECL and will also include a discussion on IFRS-9 requirements, modeling practices impact leveraging DFAST Stress Tests for CECL.
 
11:45 am - 12:45 pm CLOSING GENERAL SESSION

Machine-Learning and AI: Risk Considerations for Now and the Future
​12:45 pm ​CONFERENCE ADJOURNS