RA15_Brochure

E: [email protected] T: +1 888 677 7007 www.risk-americas.com

HEAR FROM MORE THAN 75 CROs AND HEADS OF RISK INCLUDING:Brian Gunn, Chief Risk Officer, AllyRichard Ferguson, Chief Risk Officer, Americas, Deutsche BankAaron Brown, Chief Risk Officer, AQR CapitalBen Jones, Chief Regulatory Relations Officer, Wells FargoJacob Rosengarten, Chief Enterprise Risk Officer, XL Group

Evan Picoult, MD, Risk Architecture, CitiVictor Ng, MD, Global Head of Corp. Risk & Chief Risk Architect, Market Risk, Goldman SachsJulian Phillips, Chief Model Risk Officer, GE CapitalYury Dubrovsky, Chief Risk Officer, Lazard LtdAbhinav Anand, Chief Model Risk Officer, Discover Financial

Dessa Glasser, Chief Data Officer, Asset Management, JP MorganPaige Wisdom, Chief Enterprise Risk Officer, Freddie MacAmy Butler, Chief Risk Officer, Legal & General AmericaMark Abbott, Head of Quantitative Risk, Guardian LifeJerry Melia, Head of CCAR, AIG

MAY 11Pre Summit Forum:Enterprise Stress Testing: Meeting Regulatory Requirements And Adding ValueIncludes contributions from Morgan Stanley, BMO, OCC, SunTrust and Bank of America

Model Risk Management – A Practitioner’s GuideLed by Jon Hill, Head of Market and Op Risk Model Validation, Morgan Stanley

Effective Risk Data Aggregation In The Post-Crisis WorldLed by Craig Spielmann, Former Global Head of Op Risk Systems and Analytics, RBS

RISK AMERICASMay 12–13, 2015, Marriott Downtown, New York City

4th Annual

America’s Premier Risk Management & Regulation Summit Effectively Leveraging The Risk Management Infrastructure

Put In Place Since The Crisis For Maximizing Profitability

NEW RESEARCH FOR 2015: BANKING HIGHLIGHTS:RISK AND REGULATIONJoin discussions on Basel III, Dodd-Frank, Volcker, CCAR, DFAST, LCR, NSFR, Leverage Ratio and more

STRESS TESTING AND MODEL RISKHear discussions on governance, modeling, capital/liquidity integration and model risk management.

CONDUCT RISK AND CULTUREJoin Chief Risk Officers from Ally, AQR Capital, Lazard Ltd, XL Group and RBC Capital Markets to discuss conduct and culture

CYBER AND VENDOR RISKHear experts from Homeland Security, US Bank and JP Morgan Chase discuss the latest cyber challenges on the horizon

ENHANCED PRUDENTIAL STANDARDSKey insights and building a risk oversight function

TRADING BOOK REVIEWLatest developments and impacts and what is still to come

INSURANCE HIGHLIGHTS:RISK AND REGULATIONHear the requirements of state, federal and international regulators as well as a review of the challenges and progress

ORSAHow ORSA is changing governance and reporting structures

ECONOMIC CAPITALGain insights from Prudential, Brookfield Life Assurance and AIG

REPORTING AND COMMUNICATIONOvercome challenges and present information coherently

MODEL RISK GOVERNANCEJoin the discussion on how to build an effective model governance program in the US insurance industry

STRESS TESTINGPrepare for stress testing under Solvency II and ORSA

Co-Sponsors:

NEW YEAR SPECIAL: SAVE $1800 Register by February 13 BRING THE TEAM: 50% DISCOUNT FOR 3RD ATTENDEE

MAY 14Post Summit Masterclasses:

E: [email protected] T: +1888 677 707 www.risk-americas.com 2

Why You Won’t Want To MissRisk Americas 2015:Since the Global Financial Crisis, financial risk managers have been unabated with regulatory demands and expectations to improve their risk management processes and methodologies.

Now, with many regulations already implemented and risk management processes in place, risk managers and financial institutions are focusing on leveraging the risk management and infrastructure put in place to improve profitability.

The 4th Annual Risk Americas 2015, America’s premier risk management and regulation Summit, will be bringing together more than 300 CROs and Heads of Risk Management from the world’s leading buy and sell side financial firms to focus on the latest risk management innovations and developments.

Institution Type At Risk Americas 2014Vendors/Consultants

Academics/Regulators

Buy & Sell-side FIs

26%

67%7%

Seniority At Risk Americas 2014Manager/VP

C-Suite

SVP/Director/Head of

27%10%

63%

Earn Up To 30 CPE CreditsPrerequisites: Knowledge of financial risk managementAdvanced Preparation: No advanced preparation is requiredProgram Level: Intermediate to advancedDelivery Method: Group-liveCFP (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 earn up to 17 CPE Credits for the Main Summit (May 12–13), up to 6 CPE Credits for the Pre-Summit Forum (May 11) and up to 7 CPE Credits for the Post-Summit Masterclasses (May 14)

Risk Americas 2015 At A Glance

MAY 11Pre Congress Forum: Stress Testing

DAY ONE MAY 12 Plenary discussions on Profitability & Business, Basel Committee SIG and CCAR

Stream One Banking Regulation

Stream Two Stress Testing & Model Risk

Stream Three Insurance Risk & Regulation

Stream Four Conduct Risk & Liquidity Risk

Stream Six Economic Capital, Stress Testing & Model Risk For Insurers

Stream Five Cyber Risk & Data Management

DAY TWO MAY 13Plenary discussions on Conduct Risk & Culture, New Financial Order, Regulatory Reporting and 2015 Risk Management Survey

MAY 14Post-Summit: Model Risk Management

Post-Summit: Risk Data Aggregation In The Post-Crisis World

This event truly adds value for risk managers

Bank of America

RISK AMERICAS 2015: THE PREMIER RISK & REGULATION SUMMIT 2015 AT A GLANCE


RISK AMERICAS 2015: THE PREMIER RISK & REGULATION SUMMIT SUMMIT OVERVIEW

DAY ONE MAY 12 PROFITABILITY AND BUSINESS KEYNOTEEvaluating How Institutions Can Effectively Leverage The Risk Management And Infrastructure Put In Place Since The Crisis For Improving ProfitabilityMartha Cummings, FRB New York; Richard Ferguson, Deutsche Bank; Ben Jones, Wells Fargo; Sanjay Sharma, RBC Capital Markets; Paige Wisdom, Freddie Mac

OCC AND BASEL SIG UPDATEAn Update Of The Relevant Issues And Focus Of The

Basel Committee On Banking Supervision’s Standards Implementation GroupCharles Taylor, OCC & Basel SIG

COMPREHENSIVE CAPITAL ANALYSIS REVIEW (CCAR)An Update And Overview Of The Latest Round Of CCAR From The Federal Reserve Board: What Have We Learned, What Results Have We Seen And What Is Still To ComeTim Clark, Federal Reserve Board

Morning Break

Stream OneBanking Risk & RegulationPANEL DISCUSSIONFUNDAMENTAL REVIEW OF THE TRADING BOOKAssessing The Latest Developments And Impacts Of The Fundamental Review Of The Trading Book: What’s Still To ComeNorah Barger, Federal Reserve Board & BCBS; Victor Ng, Goldman Sachs; Evan Picoult, Citi & Columbia Business School

ENHANCED PRUDENTIAL STANDARDSEffectively Implementing The Enhanced Prudential Standards For FBOs (Foreign Banking Organizations)Jeffrey Samuel, Barclays

Lunch BreakBuilding A Risk Oversight Function In An Intermediary Holding Company To Comply With The EPSAdam Barsky, IDB New York

Analyzing The Differences Between Basel III In The US Compared To Other JurisdictionsMichelle Hubertus, Deutsche Bank

Afternoon BreakBASEL III LEVERAGE RATIOOptimizing The Balance Sheet To Meet The Constraints Of The Leverage RatioUnderstanding The Differences Between The US Leverage Ratio And The Supplementary RatioBarbara Frohn, Institution of International Finance

DODD-FRANK AND VOLCKEREvaluating The Emerging Threat To The US Investment Banking MarketDetermining How Banks Are Migrating To Swap Execution Facilities Under Dodd-FrankHussein Harajli, Citi

Drinks Reception

Stream TwoStress Testing & Model RiskPANEL DISCUSSIONEffectively Governing The CCAR And DFAST Program To Meet Internal Control Expectations From RegulatorsScott Chastain, Goldman Sachs; Candace Bocci, BMO

Modeling Best Practices For CCAR Stress TestingSoner Tunay, RBS Citizens

CAPITAL AND LIQUIDITY STRESS INTEGRATIONEffectively Integrating Capital And Liquidity Stress TestingViktor Ziskin, CIT

Lunch BreakIntegrating The Scenario-Based Loss Estimation For CCAR/DFAST And The Value-At-Risk For ECAPHengzhong Liu, Fifth Third Bank

MODEL RISK MANAGEMENT AND GOVERNANCEBuilding An Effective Model Governance Structure For Regulatory Compliance And Enhanced Model ValidationJulian Phillips, GE Capital

PANEL DISCUSSIONAssessing The Scope Of Models Regulators Are Asking For Validation On: What Is A Model What Isn’t, What Should Be And What Shouldn’t BeAbhinav Anand, Discover Financial; Jon Hill, Morgan Stanley; Julian Phillips, GE Capital

Afternoon Break

Measuring Consistency Across Models And Scenario DesignMODEL RISK APPETITEEffectively Establishing, Setting And Implementing A Model Risk AppetiteAbhinav Anand, Discover Financial; Doug Gardner, Bank of the West

Stream ThreeInsurance Risk & Regulation An Update From The Federal Insurance OfficeMichael McRaith, Federal Insurance Office

PANEL DISCUSSIONSatisfying And Meeting The Requirements Of The State, Federal And International RegulatorsMark Abbott, Guardian Life; Amy Butler, Legal & General AmericasLunch BreakEffectively Reporting And Communicating Risk Dashboards To The Board And RegulatorsDavid Huntley, Brookfield Life Assurance (Genworth Financial)PANEL DISCUSSIONUnderstanding How The ORSA Is Changing Governance And Reporting Structures And LinesTimothy Carmon, MassMutual; Susan Cleaver, State Farm; Gokul Sudarsana, Sun LifeAfternoon BreakEffectively Reporting Under Pillar III Solvency IIORSAEffectively Submitting The ORSA In 2015: A Review Of The Challenges And Progress Before The Final DeadlinesDanny Saenz, Texas Department of Insurance & NAIC

Preparing For Implementation Of The Basic Capital Requirements (BCR) For G-SIIsDrinks Reception

DAY TWO MAY 13CONDUCT RISK AND CULTUREImplementing And Monitoring An Effective Risk Culture: Risk Governance To Satisfy Regulators And Shareholders In A Risk Business WorldAaron Brown, AQR Capital; Yury Dubrovsky, Lazard Ltd; Brian Gunn, Ally; Jacob Rosengarten, XL Group

Winners And Losers In The New Financial OrderAaron Brown, AQR Capital

CHIEF DATA OFFICEData As A Discipline – Preparing For Regulation, Analytics And Management UseSubramanian Ramakrishnan, Citi

2015 RISK AND DATA GOVERNANCE SURVEY SUPPORTED BY ORACLE FINANCIAL SERVICESRevealing Of The Results And Findings From The 2015 CFP Risk And Data Governance Survey Morning Break

Stream FourConduct Risk & Liquidity RiskMonitoring Risk Conduct Within The InstitutionSanjay Sharma, RBC Capital Markets

PANEL DISCUSSIONDesigning And Setting Effective Incentives In A Risk Business WorldJay Cook, Lloyds Banking Group; Michael Kilkenny, China Construction Bank Canada; Brian Fetterolf, TriState Capital

Lunch Break & Roundtable DiscussionsLCR IMPLEMENTATIONCreating An Effective IT Infrastructure For Calculating The Liquidity Coverage Ratio On A Daily BasisEffectively Implementing, Forecasting And Calculating The Liquidity Coverage RatioWilliam Kugler, Capital One

Afternoon BreakNSFREvaluating The Implications Of The Net Stable Funding RatioIshan Lal, Credit Suisse

Best Practices For Meeting The EPS Liquidity Requirements By 2016Christian Pichlemeier, Mitsubishi UFJ Securities

End Of Summit

Stream FiveCyber Risk & Data Management PANEL DISCUSSIONCYBER AND VENDOR RISKDetermining The Latest Cyber Challenges On The Horizon And How To Keep Up-To-DateThomas Baer, US Department of Homeland Security; Jenny Menna, US Bank; Jonathan Rosenoer, JP Morgan Chase

The End Of Tail RiskJonathan Rosenoer, JP Morgan Chase

Lunch Break & Roundtable DiscussionsEffectively Responding To Clients In The Event Of A Cyber Attack Or BreachGaining Buy-In And Creating A Single Source For Data That Is Consistent And Accurate For All Users And UsesDessa Glasser, JP Morgan

Afternoon BreakOvercoming Challenges With Data Quality, History And ConsistencyBCBS 239Building And Implementing A Framework To Comply To BCBS 239David Blaszkowsky, State Street

End Of Summit

Stream SixEconomic Capital, Stress Testing & Model Risk For InsurersPANEL DISCUSSIONECONOMIC CAPITALAssessing The Challenges With The Implementation Of Economic Capital For InsurersPhilip Chamberlain, Prudential; David Huntley, Brookfield Life Assurance; Christopher Farris, Genworth

Creating And Implementing An Enterprise-Wide Economic Capital Framework To Comply With ORSAGuoqiang Li, AIG

Lunch Break & Roundtable DiscussionsMODEL RISK GOVERNANCE IN INSURANCEBuilding An Effective Model Governance Program In The US Insurance IndustryTimothy Carmon, MassMutual

STRESS TESTING IN INSURANCEPreparing For Stress Testing Under Solvency II And ORSAJerry Melia, AIG

Afternoon BreakCOUNTERPARTY CREDIT RISK, DERIVATIVES AND CENTRAL CLEARINGPutting In Place An Effective Collateral Management Operation For OTC Derivatives And Central ClearingEffectively Choosing The Right Intermediaries For OTC Derivatives And Central ClearingAtanas Goranov, Guardian Life

End Of SummitBRING THE TEAM:50% DISCOUNT FOR

3RD ATTENDEE


PROFITABILITY AND BUSINESS KEYNOTE08:35 Evaluating How Institutions Can Effectively Leverage The Risk Management And Infrastructure Put In Place Since The Crisis For Improving Profitability § Assessing the risk management changes and regulations since the crisis and the value that has been added

§ Determining how regulatory and risk management changes are improving profitability

§ Effectively managing the bank using the tools and resources available

Martha Cummings, Senior Vice President, Federal Reserve Bank of New YorkRichard Ferguson, Chief Risk Officer, Americas, Deutsche BankBen Jones, Chief Regulatory Relations Officer, Wells FargoSanjay Sharma, Chief Risk Officer, Global Arbitrage and Trading, RBC Capital MarketsPaige Wisdom, Chief Enterprise Risk Officer, Freddie Mac

OCC AND BASEL SIG09:20 An Update Of The Relevant Issues And Focus Of The Basel Committee On Banking Supervision

Charles Taylor, Deputy Comptroller, Regulatory Policy, OCC, & Chair, Basel Committee SIG

COMPREHENSIVE CAPITAL ANALYSIS REVIEW (CCAR) KEYNOTE09:50 An Update And Overview Of The Latest Round Of CCAR From The Federal Reserve Board: What Have We Learned, What Results Have We Seen And What Is Still To Come § Understanding what has been learned from the latest round of CCAR and the previous years results

§ Determining what information institutions are supplying, what should be supplied and what still needs to be supplied

§ Assessing the regulator expectations § Reviewing the evolution of submissions

Tim Clark, Senior Associate Director, Federal Reserve Board

10:20 Morning Refreshment Break And Networking

Stream One:Banking Risk & Regulation

PANEL DISCUSSIONFUNDAMENTAL REVIEW OF THE TRADING BOOK10:50 Assessing The Latest Developments And Impacts Of The Fundamental Review Of The Trading Book: What’s Still To Come § Developing objective trading book and

banking book boundaries § Replacing VaR with Expected Shortfall § Capitalizing the risk of market illiquidity § Aligning internal models-based and

standardized approaches– Reducing diversification in models– Increasing risk sensitivity and hedge

recognition in standardized approaches § Strengthening model standards § Revising the standardized approach

Norah Barger, Senior Advisor, Banking Supervision and Regulation, Federal Reserve Board, & Co-Chair Trading Book Group, BCBSVictor Ng, MD, Global Head of Corporate Risk & Chief Risk Architect, Market Risk, Goldman SachsEvan Picoult, MD, Risk Architecture, Citi, & Adjunct Professor, Columbia Business School

ENHANCED PRUDENTIAL STANDARDS12:00 Effectively Implementing The Enhanced Prudential Standards For FBOs (Foreign Banking Organizations) § Understanding what is required and how to

become compliant to Dodd-Frank Section 165 requirements

§ Assessing the timelines and deadlines § Determining the changes being made to

the US and Group governance structures § Preparing to meet capital and liquidity

requirements § Structuring intermediate holding

companies § Understanding the challenges seen and

the changes that need to be put in placeJeffrey Samuel, Head of Regulatory Policy, Americas, Barclays

12:35 Lunch Break and Networking

Stream Two:Stress Testing And Model Risk

PANEL DISCUSSION10:50 Effectively Governing The CCAR And DFAST Program To Meet Internal Control Expectations From Regulators § Meeting new internal control expectations

– Effectively documenting– Building a control framework– Assessing the process for managing and

monitoringScott Chastain, Global Head of Model Risk Audit, Goldman SachsCandace Bocci, Head of US Credit Stress Testing CCAR, BMO

11:25 Modeling Best Practices For CCAR Stress Testing § Understanding how to grow the stress

testing program to meet the higher expectations from regulators

§ Determining the level of regulatory expectations around modeling

§ Reviewing and comparing results from different models

§ Analyzing the challenges faced and how they were overcome

Soner Tunay, SVP, Economic Capital and Stress Testing, RBS Citizens

CAPITAL AND LIQUIDITY STRESS TESTING INTEGRATION12:00 Effectively Integrating Capital And Liquidity Stress Testing § Reviewing the linkage between capital

stress testing and liquidity stress testing § Understanding what are the regulators

looking for § Assessing the timelines for implementation § Determining how to integrate liquidity and

funding with capital stress testing § Preparing for the inclusion of the Liquidity

Coverage Ratio (LCR) § Overcoming the challenges

Viktor Ziskin, Head of Quantitative Strategies, CIT


1:35 Integrating The Scenario-Based Loss Estimation For CCAR/DFAST And The Value-at-Risk For ECAP

Stream Three:Insurance Risk And Regulation

10:50 An Update From The Federal Insurance Office § Understanding their role in the system § Determining what is the FIO jurisdiction § Evaluating what is being done

Michael McRaith, Director, Federal Insurance Office

PANEL DISCUSSION11:25 Satisfying And Meeting The Requirements Of The State, Federal And International Regulators § Overcoming uncertainties around

regulatory acceptance § What changes are to come § Strategizing for changes § Meeting different regulatory demands and

minimizing crossoversMark Abbott, Head of Quantitative Risk Management, Guardian LifeAmy Butler, Chief Risk Officer, Legal & General Americas


1:35 Effectively Reporting And Communicating Risk Dashboards To The Board And Regulators § Presenting information coherently and

concisely § Understanding the challenges arising

from different regulatory regimes § Anticipating the challenges of bringing the

information all together § Effectively communicating the dashboard

David Huntley, Chief Risk Officer, Brookfield Life Assurance (Genworth Financial)

PANEL DISCUSSION2:10 Understanding How The ORSA Is Changing Governance And Reporting Structures And Lines § Assessing how the ORSA is changing

governance and reporting structures for insurers

§ Implementing a risk governance and risk management group

§ Determining where the risk management group should report to

DAY ONE MAY 12

RISK AMERICAS 2015: THE PREMIER RISK & REGULATION SUMMIT AGENDA


1:35 Building A Risk Oversight Function In An Intermediary Holding Company To Comply With The EPS § Efficiently combining US Operations § Putting in place a Risk Officer for the common US operations § Working across legal entities and branches that may be affected

Adam Barsky, Chief Risk Officer, IDB New York

2:10 Analyzing The Differences Between Basel III In The US Compared To Other Jurisdictions § Differences of risk weighting, capital deductions and stress testing § Evaluating what are the potential business impacts

Michelle Hubertus, MD, Basel III US Program, Deutsche Bank

BASEL III LEVERAGE RATIO2:45 Optimizing The Balance Sheet To Meet The Constraints Of The Leverage Ratio § Determining what type of products are being withdrawn from § Assessing the impact on profitability and business models § Reviewing the move from revenue focus to more return on regulatory

capital

3:20 Afternoon Refreshment Break and Networking

BASEL III LEVERAGE RATIO3:50 Understanding The Differences Between The US Leverage Ratio And The Supplementary Leverage Ratio § Timelines for adhering to set percentages in SIFIs and Non-SIFIs § Determining what are the requirements § Evaluating how the US Leverage Ratio is distinct from the

supplementary ratio from Basel § Understanding who will be affected

Babara Frohn, Senior Advisor, Regulatory Affairs, Institute of International Finance

DODD-FRANK AND VOLCKER4:25 Evaluating The Emerging Threat To The US Investment Banking Market § Determining whether Dodd-Frank and Volcker are regulating to the

point of killing the market § Are institutions looking at circumventing Dodd-Frank and Volcker § Does it make business sense to just deal with Dodd-Frank and Volcker

for US based domestic clients

5:00 Determining How Banks Are Migrating To Swap Execution Facilities Under Dodd-Frank § Assessing the current state of the industry § Reviewing how institutions are dealing with the changes § Understanding the progress being made to meeting the upcoming

deadlines and timeframes for implementation § Interpreting the legislation and the direction forward

Hussein Harajli, SVP, Senior Regulatory Lead, Dodd-Frank Title VII and Volcker Rule, Citi

5:35 Networking & Drinks Reception

Hengzhong Liu, Head of CCAR, Fifth Third Bank

MODEL RISK MANAGEMENT AND GOVERNANCE2:10 Building An Effective Model Governance Structure For Regulatory Compliance And Enhanced Model Validation § Understanding regulatory expectations for model validation teams § Demonstrating the governance structure that needs to be in place § Quantifying the modeling gap and assessing the impacts § Effectively documenting information correctly § Justifying assumptions made § Effectively escalating to management and the Board

Julian Phillips, Chief Model Risk Officer, GE Capital

PANEL DISCUSSION2:45 Assessing The Scope Of Models Regulators Are Asking For Validation On: What Is A Model, What Isn’t, What Should Be And What Shouldn’t Be § Understanding the impact on staffing, resources and costs for a wider

scope of models needing validating § Determining what is defined as a model and what isn’t § Creating a reasonable inventory of models § Evaluating how far the regulators are going to go with the scope of

models needing validating § Reviewing what models the regulators want validated and why

Abhinav Anand, Chief Model Risk Officer, Discover FinancialJon Hill, Head of Market and Operational Risk Model Validation, Morgan StanleyJulian Phillips, Chief Model Risk Officer, GE Capital


3:50 Measuring Consistency Across Models And Scenario Design § Ensuring consistency with the micro-economic scenarios § Understanding how to measure consistency § Determining why inconsistencies occur § Using historical data as a guide to consistency § Checking consistency when going beyond historical data § Ensuring model and scenario design accuracy

DOUBLE SESSIONMODEL RISK APPETITE4:25 Effectively Establishing, Setting And Implementing A Model Risk Appetite § Determining capital levels required to be set aside for model risk § Identifying the KRIs § Understanding how to interpret model risk appetite § Effectively implementing the model risk appetite

Abhinav Anand, Chief Model Risk Officer, Discover FinancialDouglas Gardner, SVP, Head of Model Risk Management, BancWest


– CFO – CEO – The Board

§ Understanding what information needs to be reported and why § Efficiently aligning risk management, risk appetite and risk culture

with regulatory supervisory and risk governance requirements § Evaluating the impact on business and strategic management

processesTimothy Carmon, VP, ERM, MassMutualSusan Cleaver, Director, ERM, State FarmGokul Sudarsana, Director, ORSA and Internal Risk Models, SunLife


3:50 Effectively Reporting Under Pillar III Solvency II § Assessing the timelines on the horizon § Determining the data required and needed § Overcoming the challenges with data quality § Reviewing where the data comes from

ORSA4:25 Effectively Submitting The ORSA In 2015: A Review Of The Challenges And Progress Before The Final Deadlines § Understanding if there should be a single report or individual reports

for each entity § Determining whether to compile at the legal entity or at the holding

entity § Evaluating how long and detailed the ORSA should be § Assessing the need for a new Economic Capital Framework § Effectively reporting and communicating results § Understanding what additional requirements are being seen

– Economic Capital Framework – Reporting and governance structures

§ Understanding what metrics need to be used § Evaluating what should be included and what shouldn’t § Reviewing what the regulators want to see § Assessing the challenges of complying with ORSA

– Current state – Future state

Danny Saenz, Deputy Commissioner, Texas Department Of Insurance, & Chair, ORSA Committee, NAIC

5:00 Preparing For Implementation Of The Basic Capital Requirements (BCR) For G-SIIs § Analyzing the impact the BCR will have on capital – How much is

required? § Understanding the Higher Loss Absorption capacity (HLA) § Building a framework for implementation


Stream Three Continued:Insurance Risk And Regulation

RISK AMERICAS 2015: THE PREMIER RISK & REGULATION SUMMIT DAY ONE MAY 12 CONTINUEDStream One Continued:Banking Risk And Regulation

Stream Two Continued:Stress Testing And Model Risk


CONDUCT RISK AND CULTURE08:35 Implementing And Monitoring An Effective Risk Culture: Risk Governance To Satisfy Regulators And Shareholders In A Risk Business World § Implementing a risk culture that allows meeting of business objectives

§ Modifying behavior and culture for a risk aware business § Effectively documenting and monitoring to satisfy regulators § Determining how not to impede innovation § Satisfying regulators and shareholders

Aaron Brown, Chief Risk Officer, AQR CapitalYury Dubrovsky, Chief Risk Officer, LazardBrian Gunn, Chief Risk Officer, AllyJacob Rosengarten, Chief Risk Officer, XL Group

09:20 Winners And Losers In The New Financial Order § Changes in intraday trading due to technology, regulation and prosecutions

§ Effect of changes on different types of financial market participants

§ How risk managers should respond to the new opportunities and dangers

Aaron Brown, Chief Risk Officer, AQR Capital

CHIEF DATA OFFICE09:55 Data As A Discipline - Preparing For Regulation, Analytics And Management Use § Drivers for data as a discipline § Regulation and expectations § Analytics and big data § Industry trends and standards § Managing stakeholders § New opportunities § Looking ahead

Subramanian Ramakrishnan, Chief Data Officer, Citi

2015 RISK AND DATA GOVERNANCE SURVEY SUPPORTED BY ORACLE FINANCIAL SERVICES10:30 Revealing Of The Results And Findings From The 2015 CFP Risk And Data Governance Survey

11:00 Morning Refreshment Break and Networking

Stream Four:Conduct Risk And Liquidity Risk

11:30 Monitoring Risk Conduct Within The Institution § Understanding how to spot conduct risk

§ Determining how you can measure and manage behavior – is it possible?

§ Top-Bottom Vs. Bottom-Up approaches

§ Assessing what the regulators want to see

Sanjay Sharma, Chief Risk Officer, Global Arbitrage and Trading, RBC Capital Markets

PANEL DISCUSSION12:05 Designing And Setting Effective Incentives In A Risk Business World § Understanding how to set profit driving incentives with risk conduct and culture in mind

§ Reviewing the different natures of risk takers, incentives and risk management

Jay Cook, Chief Risk Officer, Americas, Lloyds Banking GroupBrian Fetterolf, Chief Risk Officer, TriState CapitalMichael Kilkenny, Chief Risk Officer, China Construction Bank Canada

1:15 Lunch Break, Networking and Roundtable Discussions

LCR IMPLEMENTATION2:35 Creating An Effective IT Infrastructure For Calculating The Liquidity Coverage Ratio On A Daily Basis § Understanding the IT requirements § Determining what the regulators want to see

§ Assessing the impact on resources § Building effective reporting structures for daily submissions

3:10 Effectively Implementing, Forecasting And Calculating The Liquidity Coverage Ratio § Understanding how to calculate the LCR

Stream Five:Crime And Data Management

PANEL DISCUSSIONCYBER AND VENDOR RISK11:30 Determining The Latest Cyber Challenges On The Horizon And How To Keep Up-To-Date § Understanding the need for sharing information across institutions and different industries

§ Assessing what institutions can do to stay ahead

§ Managing cyber risks under the available resources

§ Protecting systems from both internal and external attacks

§ Determining what are the most common threats – Phishing and Vishing – Viruses – Hacking – State sponsored attacks – What is the government angle?

§ Building a proactive not reactive strategy

§ Best practices for mitigating and safeguarding

§ Lessons learned from other industries and experiences

§ Evaluating how attackers breach the system

Thomas Baer, Deputy Director, National Cyber Security and Communications Integration Center (NCCIC), US Department of Homeland SecurityJenny Menna, Cybersecurity Partnership Executive, US BankJonathan Rosenoer, Head of Operational Risk Oversight/Card Services, JP Morgan Chase

12:40 The End Of Tail Risk § What does big information tell us about Extreme Event risk in areas such as cyber fraud, security and privacy?

§ Can Tail Risk be forecast? § Can you bend the risk curve?

Jonathan Rosenoer, Head of Operational Risk Oversight/Card Services, JP Morgan Chase

Stream Six:Economic Capital, Stress Testing And Model Risk For Insurers

PANEL DISCUSSIONECONOMIC CAPITAL

11:30 Assessing The Challenges With The Implementation Of Economic Capital For Insurers § Understanding what challenges have been faced

§ Anticipating areas of resistance and managing through them

§ Evaluating data complications § Managing resource restraints

Phil Chamberlain, VP, Enterprise Risk Management, PrudentialDavid Huntley, Chief Risk Officer, Brookfield Life AssuranceChristopher Farris, Director ERM, Genworth

12:40 Creating And Implementing An Enterprise-Wide Economic Capital Framework To Comply With ORSA § Evaluating whether Economic Capital should be calculated individually or holistically across risk divisions

§ Efficiently aggregating the different risk calculations

§ Overcoming the challenges of modeling Economic Capital

§ Understanding the demand on resources and the barriers for implementation

§ Determining how Economic Capital can be used to support strategic decision making

Guoqiang Li, SVP, Head of Strategic Finance, AIG

1:15 Lunch Break, Networking and Roundtable Discussions

MODEL RISK GOVERNANCE IN INSURANCE2:35 Building An Effective Model Governance Program In The US Insurance Industry § How to effectively implement a model governance structure

DAY TWO MAY 13

RISK AMERICAS 2015: THE PREMIER RISK & REGULATION SUMMIT AGENDA

NEW YEAR SPECIAL: SAVE $1800

Register by February 13


Stream Six Continued: Economic Capital, Stress Testing And Model Risk For Insurers

RISK AMERICAS 2015: THE PREMIER RISK & REGULATION SUMMIT DAY TWO MAY 13 CONTINUEDStream Four Continued: Conduct Risk And Liquidity Risk

Stream Five Continued: Cyber Crime And Data Management

§ Determining what changes are required to achieve the target ratios

§ Assessing the needs and requirements of systems for daily reporting

§ Reviewing the US differences for High Quality Liquid Assets (HQLA’s)

§ Measuring outflows § Building a strategy to reach 100%

William Kugler, Chief Mark and Liquidity Risk Officer, Capital One


NSFR4:20 Evaluating The Implications Of The Net Stable Funding Ratio § Holding long-term funding – How much should be held? § Assessing the impact on P&L and long-term liquidity § Reviewing the potential changes to business models § Building a strategy for implementation

Ishan Lal, Director, Collateral Liquidity and Funding, Credit Suisse

4:55 Best Practices For Meeting The EPS Liquidity Requirements By 2016 § Understanding whether firms have enough liquid assets to cover the net outflows

§ Establishing what is an operational Vs. non-operational deposit § Effectively restructuring the repo book for short-term funding under the US Liquidity Coverage Ratio (LCR)

Christian Pichlmeier, Treasurer, Mitsubishi UFJ Securities

5:30 End Of Summit

1:15 Lunch Break, Networking And Roundtable Discussions

2:35 Effectively Responding To Clients In The Event Of A Cyber Attack Or Breach § Understanding what action is needed to be taken before, during and after an attack

§ Determining how to avoid bad press an reputational fall-outs § Assessing the impacts and preparing efficient safeguards

3:10 Effectively Gaining Buy-In And Creating A Single Source For Data That Is Consistent And Accurate For All Users And Uses § Effectively integrating multiple systems § Gaining buy-in for the investment required § Understanding what are the timelines for regulatory compliance § Determining what the regulators want to see § Ensuring consistency with data compiled across different departments and business lines

§ Assessing how to put it all together § Reconciliation of data to create more useful and meaningful data § Determining how much data is enough

Dessa Glasser, Chief Data Officer, Asset Management, JP Morgan


4:20 Overcoming Challenges With Data Quality, History And Consistency § Reconciliation of data to create more useful and meaningful data

§ Determining how much data is enough § Assessing what solutions are available for improving data quality and filling the gaps

§ Understanding the impact data has on the quality of the models built

§ Using vendor models to support limited data – Assessing the use of a standardized vendor model – Utilizing a vendor model supplemented by internal data

BCBS 2394:55 Building And Implementing A Framework To Comply To BCBS239 § Overcoming structural challenges § Integrating data from multiple systems, silos and departments § Aggregating and cleaning the data effectively § Judging the budget and cost of compliance § Assessing the timeframes for implementation § Efficiently bringing it all together § Building a strategy for implementation § Budgeting and gaining buy in

David Blaszkowsky, SVP, Head of Data Governance, State Street

5:30 End Of Summit

§ Developing a robust model policy § Creating a complete model inventory § Assessing the effectiveness of models § Ways to increase transparency and reliability of models § Getting buy in from management and business groups § Validating and controlling models § Building an independent model validations team § Appropriate reporting on model work

Timothy Carmon, VP, ERM, MassMutual

STRESS TESTING IN INSURANCE3:10 Preparing For Stress Testing Under Solvency II And ORSA § Determining what regulators want to see § Understanding whether the program will be regulator decided or company decided

§ Assessing whether it will be realistic scenarios § Evaluating the stress testing process and it’s impact on staffing and resources

Jerry Melia, Head of CCAR, AIG


COUNTERPATY CREDIT RISK, DERIVATIVES AND CENTRAL CLEARING 4:20 Putting In Place An Effective Collateral Management Operation For OTC Derivatives And Central Clearing § Understanding how much capital is required § Determining the initial margin to be posted § Establishing where the assets are that can be used § Assessing which assets can be posted as collateral

4:55 Effectively Choosing The Right Intermediaries For OTC Derivatives And Central Clearing § Assessing the counterparty risk exposure being taken § Establishing how to set up an account § Understanding what should be the key decision makers for selection

Atanas Goranov, MD, Derivatives Officer, Guardian Life

5:30 End Of Summit

Another Good ShowInternational CRO, Mitsubishi UFJ

A QUICK LOOK AT RISK AMERICAS 2014

https://www.youtube.com/watch?v=CVwo4RAdipw


08:30 Registration and Morning Coffee

CCAR AND DFAST PANEL DISCUSSION09:00 Understanding The Differences In CCAR And DFAST Challenges And Success Between Large, Regional And New Entrant FBO’s § Determining where are the areas of focus § Assessing the differences in critical metrics § Evaluating which challenges are the same § Analyzing interchangeable lessons learned

Patricio Contreras, Head of Stress Testing Methodology, Morgan StanleyCarsten Heiliger, FVP, Enterprise Stress Analytics, SunTrust

09:40 Stress Testing Beyond Compliance: Running Value Adding Stress Tests in A Business As Usual Environment § Evaluating the timing for the process § Making stress testing a profitable value adding venture

§ Assessing how often off-cycle stress tests should be performed

§ Understanding how deep to go – enterprise-wide or portfolio specific

§ Determining correct governance and reporting frameworks and structures

§ How should it be incorporated into strategy and the results made visible internally

§ Reducing the time required for processing and the deliver of results – Is automation possible?

Candace Bocci, Head of US Credit Stress Testing CCAR, BMO

10:20 Morning Refreshment Break and Networking

NEXT-LEVEL STRESS TESTING10:50 Integrating Stress Testing Into Strategic Planning And Business Decision Making § Understanding what stress tests can be used for beyond regulatory compliance

§ Effectively integrating stress testing into the institutions strategic planning

§ Evaluating how stress tests can be used to manage and improve profitability

§ Analyzing who should be involved, what the Board need to see and why

§ Making a more automated process without compromising on judgment and innovation

§ Interacting between different teams, departments and business lines

Peter Aerni, MD, Head of Counterparty Credit Risk Analytics and Portfolio Management, Bank of America

STRESS TESTING AND RISK APPETITE11:30 Best Practices For Effectively Integrating Stress Testing And Risk Appetite § Implementing stress testing into the risk appetite framework

§ Assessing the organizational design – Processes – Controls

§ How this works with decision making at different levels

§ Understanding the flow into strategic decisions through risk appetite

§ Utilizing stress testing at the deal levelAkhtarur Siddique, Deputy Director, Enterprise Risk Analysis Division, OCC


GOVERNANCE AND REPORTING1:10 Efficient Governance And Communication Of Stress Testing, CCAR And DFAST To Meet Regulatory Requirements And Satisfy Shareholders § Assessing the level of review and oversight required

§ Understanding how it will be governed § Governing the process from a business as usual standpoint

§ How can you have control without restricting innovation and variation

§ Understanding the differences in controls between stress testing and other controlled areas i.e. accounting

§ Satisfying regulators and shareholders

1:50 Building Effective Models For Stress Testing With Limited Data § Evaluating the added value of a more model based approach

§ Determining how to build an effective model § Understanding where the numbers are coming from and using data effectively – Understanding where the data comes from – Determining data accuracy

§ Analyzing where to use models and where to use judgment

§ Determining the reliability and acceptance from management – Are they being used beyond regulatory compliance?

Patricio Contreras, Head of Stress Testing Methodology, Morgan Stanley


3:00 Effectively Designing Dynamic Enterprise-Wide Scenarios § Incorporating macro risks and trading portfolios § Analyzing how risk factors shock under different scenarios

§ Determining how to maintain consistency and internal linkage

§ Designing scenarios for longer time horizons with multiple shock factors

§ Evaluating how long should the time horizon be § Assessing how many shocks to include

§ Understanding how far is too far and what is plausible

§ Choosing the correct severity and factors to include

§ Assessing the correlation between the factors

MODEL RISK MANAGEMENT3:40 Effectively Measuring, Managing And Monitoring The Model Risk Under CCAR And DFAST Compliance § Implementing different levels of control and validation

§ Determining how to manage the model risk § Evaluating the reliability of models § Understanding support structures that should be in place

§ Assessing the impact on resources – Staffing – Costs

§ Determining what is defined as a model and what isn’t

§ Analyzing what the regulators are looking for and why

Ashish Gupta, VP, Head of Model Risk Management, E*Trade

4:20 End Of Forum

Pre Summit Forum:MAY 11Enterprise Stress Testing: Meeting Regulatory Requirements And Adding Value

Great speakers, very good discussions and the content was very helpful to me. These factors alone speak volumes about the caliber of this conference

AFLAC

The 2014 Stress Testing Forum at Risk Americas was oversubscribed. Due to the intensive and interactive nature of the Forum, seats are limited and available on a first come, first served basis. Avoid disappointment, reserve your place today.

i


Led byJon Hill, Head of Market and Operational Risk Model Validation, Morgan Stanley

Registration will commence at 8:30am; Masterclass commences at 9am and concludes at 5pm. There will be adequate time allocated for refreshments, networking and lunch. Benefits and Features of Attending: § Gain a hands-on approach to industry best practices in model validation

§ Understand the various methodologies of model validation as currently practiced in leading financial institutions

§ Learn about the current regulatory expectations for model validation

§ Understand how to demonstrate effective challenge and how to anticipate and field the diverse types of questions regulators are prone to ask of validators

§ Learn how to control the narrative during the inevitable regulatory exam (the last and most important part of the total model validation experience)

Introduction To Model Risk

The Complete History Of Model Risk – Abridged § Model risk has been with us for a very long time - 35,000 years or more

§ Insight into the historical nature and origins of all models, and the resulting inevitability of model risk

§ Understand what model risk is, and what it isn’t

§ Forces and events that have propelled model risk into the forefront of modern financial risk management

§ Today’s most effective, industry-proven methods for mitigating model risk

§ The role of regulatory reform in strengthening industry-wide model validation practices

A Checklist Of Best Practices For Validating Quantitative Models

Model Validation Policy And Procedure Document § A walkthrough of the essential steps in a validation

§ Reviewing and assessing developers’ documentation

§ Reviewing the underlying assumptions of the model

§ Reviewing the mathematics of the model § Designing and implementing a testing framework

§ Code review, benchmark or replication? § Creating a comprehensive test suite § Testing the marks and Greeks § Designing and implementing stress tests § Assessing the test results for pricing and risk models

§ Criteria for passing/failing the model § Acceptable error bounds for marks and Greeks

§ Acceptable error bounds for back-testing results

§ Writing a Final Validation Report

Case Study: Validation Of A Curve Construction Model § What to do when the model developer deliberately misleads you

§ What to do when nothing you do makes sense

The 2012 JPM Morgan “London Whale” Scandal § A Case Study in How Not to Perform a Model Validation, Leading to a Foolproof Recipe for Financial Disaster Plus Video Stream from the US Senate London Whale Hearings

Advice From The Front Line Of Model Valiadtion: How To Interact Effectively With Clients And Successfully Navigate The Inevitable Regulatory Exam § Practical advice for delivering validation findings to model owners

§ Meet the Regulators: The usual suspects: FRB, OCC, SEC, FDIC, PRA

§ Review of regulatory expectations and how to anticipate and field the diverse types of questions they may be expected to ask

§ Practical tips for controlling the narrative during a model validation bank exam

§ Best practices for demonstrating effective challenge

Free Form Interactive Session § Open question and answer session

Post Summit Masterclass:MAY 14Model Risk Management – A Practitioner’s Guide Risk Americas was extremely well organized and

brought together a variety of speakers from different organizations. This was a great learning and networking opportunity that I have truly enjoyed, and, I am sure, all other attendees have enjoyed too.

Federal Reserve Bank of New York

Due to the interactive and case-study based nature of the Masterclass, places are strictly limited and available on a first come, first served basis. To avoid disappointment, reserve your seat today.

i


Led by:

Craig Spielmann, Former Global Head of Operational Risk Systems & Analytics, RBS

Registration will commence at 8:30am; Masterclass commences at 9am and concludes at 5pm. There will be adequate time allocated for refreshments, networking and lunch. Risk Data Aggregation (RDA) is new in the financial industry. Regulators have cited the inability to aggregate risk data in a timely manor as a key factor, which led to the 2008 financial crisis.

This one-day Masterclass will encourage open dialogue and audience participation to achieve the learning goals and objectives. Throughout the day, attendees will gain from the course leaders vast experience and expertise in the form of case studies, discussions and exercises.

Benefits And Features Of Attending:

§ Gain an insight into the major Enterprise and Operational Risk RDA challenges for financial institutions

§ Understand and prepare for the internal political challenges that can impede success

§ Learn about the risks that can arise from non-compliance with RDA and their impacts on key business and regulatory programs

§ Discuss the organizational challenges for implementing an effective and efficient program

§ Analyze centralized vs. decentralize reporting and system development

Effectively Building An Effective RDA Self-Assessment Program § Define key criteria to ensure compliance with RDA requirements including: – Integrity – Accuracy – Timeliness – Completeness – Independent Validation – Aggregation and De-Aggregation capability & reliability – Stress – HOC reporting capability – Overall documentation

Case Study: § Overcoming organizational challenges with implementing an effective and efficient program

Creating And Integrating An Effective Governance Model § Effectively building and defining the organizational and business model

§ Determining the use of User Developed Applications and Spreadsheets

§ Outlining an appropriate governance model to ensure sustainable risk identification, remediation and funding

§ Creating a sustainable and independent validation process

Efficiently Building A Common Risk Taxonomy § Building a common taxonomy, data dictionary and Meta Data for all key elements

§ Assessing potential areas that may require ORM framework changes

Building And Maintaining Key Reports § Measuring materiality § Analyzing methods to determine risk decision-making hierarchy

§ Building effective ORM board reports § Effective independent validation of measurements and usage

Understanding Changes To IT Risk Infrastructure § Understanding the RDA impact to business continuity planning, change management and incident management

§ Assessing alternate solutions that can reduce costs and improve efficiency

Challenges To Provide Detailed Documentation § Identifying common data challenges and remediation methods § Evaluating potential reporting requirements and challenges

Post Summit Masterclass:MAY 14Effective Risk Data Aggregation In The Post-Crisis World

Great for understanding the current situation of the risk management industry

Societe Generale

Due to the interactive and case-study based nature of the Masterclass, places are strictly limited and available on a first come, first served basis. To avoid disappointment, reserve your seat today.

i


Risk Americas 2015 PartnersCo-Sponsors:

Oracle Financial Services’ enterprise risk management solutions help financial institutions to manage risk and address compliance issues, such as Basel II, that demand a close operational synergy between finance and risk functions. Spanning all areas of risk our solutions help financial institutions accurately calculate risk-based pricing of exposures, assess risk for a portfolio across multiple parameters, set key performance indicators to reflect risk-adjusted returns, provide risk and performance metrics to rating agencies and shareholders and help ensure compliance.

S&P Capital IQ is a leading provider of multi-asset class data, research and analytics to institutional investors, investment advisors and wealth managers around the world. We provide a broad suite of capabilities designed to help track performance, generate alpha, identify new trading and investment ideas, and perform risk analysis and mitigation strategies. Through leading desktop solutions, enterprise solutions, and research offerings, S&P Capital IQ provides market insight, credit information and analytical tools to help organizations evaluate the credit quality of clients, suppliers, and banking institutions and to better manage and mitigate counterparty credit risk.

Why Sponsor Or Exhibit At The Risk Americas Summit?Does your organization need to generate new sales leads, launch a new product or service, engage with key decision makers, build future business relationships or simply educate the industry?

Sponsorship and exhibition at the Risk Americas Summit 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 sponsorship 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 the return on your investment.

Just some of the objectives and solutions the Center for Financial Professionals can offer your organization includes:

§ Meeting commercial objectives through bespoke sponsorship opportunities

§ Thought-leadership presentations, including panel discussions, stand alone presentations, breakfast briefings, roundtables and workshops

§ Research and white papers to promote your organization’s advanced expertise and leadership, thought-leadership and forerunners in your industry

§ Direct and cost effective avenues to specific business objectives and marketing goals leveraging the exceptional branding and opportunities

§ Official and exclusive category specific sponsorship positioning your organization as a key solution provider or knowledge partner, whether that is launch a new product or advance an existing range

§ Networking and interaction with senior decision-makers and stakeholders via Drinks Receptions, memorable occasions and events, and social activities

§ Lead generation and audience development by inviting specific clients – or potential clients – and tailoring the event to your needs, objectives and budget

§ Branding and awareness before, during and after the event through our extensive marketing campaign to tens of thousands professionals in the industry, the senior level attending and post-event promotion

For further information on sponsorship or exhibition contact:

Andreas Simou +1 888 677 7007 | [email protected]

RISK AMERICAS 2015: THE PREMIER RISK & REGULATION SUMMIT PARTNERS SUMMIT PARTNERS

LOOKING BACK AT RISK AMERICAS

The Risk Americas Summit brought together a great audience of mid-to-senior level risk professionals. The opportunities to engage with key experts from leading institutions were fantastic with a perfect split between networking and learning across each of the days.

Chief Commercial Officer, Wolters Kluwer Financial Services

Exhibitors:

Reduce Spreadsheet Risk

https://www.youtube.com/watch?v=W33AjZdHQYo

Concession Rates: 15% Discount for professionals of community banks, government and regulatory bodies, as well as members of professional trade associations and societies.

Please Register the Following delegate(s) Delegate 1:

Miss Ms Mrs Mr Dr Other Name Position Organization Address

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Delegate 2:

Name Position Telephone E-mail

Delegate 3: 50% OFF THIRD REGISTRATIONName Position Telephone E-mail

RISK AMERICAS 2015 | May 12 – 13, 2015Marriott Downtown New York City (85 West Street at Albany Street, New York, NY, 10006)

Please click submit to complete. If a draft email window does not open in your email client, please forward this completed form to [email protected]

Register Now Using This Form:Please complete the relevant fields and select your payment and attendance options. When complete, please click Submit. You will receive confirmation within 48 hours of your registration being received.

Other Methods To Register:By telephone: +1 888 677 7007Online: www.risk-americas.comEmail: [email protected]

Payment Options: Invoice: Please send me an invoice with Cheque and wire transfer information.

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Select Event Options:NEW YEAR SPECIAL: SUPER EARLY BIRD: EARLY BIRD: STANDARD RATE:

Register By February 13

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Registrations After April 24

Risk Americas 2015: May 12 – 13, 2015 $1,199

SAVE 50% $1,399

SAVE $1,00 $1,699

SAVE $700 $2,399

Pre-Summit Stress Testing Forum OR Post-Summit Masterclass (Please select below) $799

SAVE $600 $799

SAVE $600 $899

SAVE $500 $1,399

Risk Americas Main Summit & Pre-Summit OR Post-Summit (Please select below) $1,998

SAVE $1,800 $2,198

SAVE $1,600 $2,598

SAVE $1,200 $3,798

Risk Americas Main Summit & Pre-Summit & Post-Summit (Please Tick Below) $2,797

SAVE $2,400 $2,997

SAVE $2,200 $3,497

SAVE $1,700 $5,197

If you registered for pre or post event Forum, please indicate by ticking below your preference: Pre-Summit Stress

Testing Forum Post-Summit

Masterclass Model Risk Post-Summit Masterclass

Risk Data Aggregation I am unable to attend the 2015 Summit, please send me the course documentation for $490.

(All delegates will receive documentation for the days that they are registered)

In all cases payment prior to the event is required. Fee includes attendance at sessions, refreshments and course documentation of registered event.Confirmation: you will receive confirmation and joining instructions from us within two working days of registering. If this is not the case, please telephone us to ensure we have received your booking. Please note that credit cards will be debited within 7 days of your registration. Payment must be made within two weeks to ensure that discounted rate is retained. To ensure access to the Summit, payment must be made prior to the event.

TERMS AND CONDITIONSThe conference is being organized by the Center for Financial Professionals Ltd (hereafter, CFP Events), a limited liability company formed under English company law and registered in the UK no. 7771333. Cancellations received one calendar month before the event will be eligible for a refund less 15% administration fee. Cancellations must be made in writing to [email protected]. Regrettably, no refund can be made for cancellations within a month of the event. If you are unable to attend, no refund can be given but you may nominate a colleague to take your place. For more information regarding administrative policies, such as complaints, please contact Amy O’Brien at +1 888 677 7007/ +44 (0) 845 680 5172 or [email protected] Events, at its sole discretion, reserves the right to alter or cancel any presenters, sponsors, exhibitors, agenda or format of the event. The views and opinions expressed in literature before the event, during discussions and presentations at the event and any post-event material, are those of the individuals and/or organizations represented and not of CFP Events. Receipt of the booking form, inclusive or exclusive of payment, constitutes formal agreement to attend and acceptance of the terms and conditions stated. Where a Force Majeure Event has or may have affected the CFP Events’ ability to execute and run the event, then CFP Events will be entitled, but not obliged, to provide alternative presenters, facilities, venue, or provide a refund. Any refunds will be subject to 15% administration charge. Force Majeure Event means any event arising that is beyond the reasonable control of CFP Events including (without limitation to) speaker or participant cancellation or withdrawal, supplier or contractor failure, venue damage or cancellation, heath scares, industrial dispute, governmental regulations or action, military action, fire, flood, disaster, civil riot, acts of terrorism or war.We would like to keep you informed of other CFP Events products and services. This will be carried out in accordance with the Data Protection Act. CFP Events is not responsible for travel and accommodation of registered delegates and will not accept liability for such or any individual transport delays and in such circumstances the normal cancellation restrictions apply.By completing and submitting this registration form, you confirm that you have read and understood CFP Events Terms and Conditions and you agree to be bound by them.Where a visa and invitation letter is requested, payment must be made by wire transfer, cheques and credit card details cannot be accept, before any invitation letter is issued. By registering for CFP Events you agree to the photography and videos policy in public forums. If you wish to opt out, please contact CFP Events.

Group Rates For 3+ Attendees From The Same Institution

RA15_Brochure

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