sessions riskminds americas - informa connect · chairman’s closing remarks 5:30pm - 5:35pm ml...
TRANSCRIPT
The RiskMinds welcome and platformorientation - Explore the platform, get up tospeed and start networking!
8:00am - 8:30am
COVID-19 and the markets
8:30am - 9:00amMacroeconomic perspective: COVID-19 and theeconomic backdrop
What is the impact this has had on global growth andsupply chains?
Interactive Q&A with the speaker
9:00am - 9:15amMacroeconomic perspective: COVID-19 and theeconomic backdrop
Covid-19 and the Credit Cycle
9:15am - 9:45amMacroeconomic perspective: COVID-19 and theeconomic backdrop
Participants
Presenter: Ed Altman - Max L. Heine Professor ofFinance, Stern School of Business, New YorkUniversity
Interactive Q&A with the speaker
9:45am - 10:00amMacroeconomic perspective: COVID-19 and theeconomic backdrop
Participants
Presenter: Ed Altman - Max L. Heine Professor ofFinance, Stern School of Business, New YorkUniversity
Interactive and lively debate: OperationalResillience
10:00am - 11:00amIn the boardroom
20 people gather for a lively debate
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
Interactive and lively debate: Regulatoryupdates
10:00am - 11:00amWorking Group
20 people gather for a lively debate
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
Digital transformation
10:00am - 11:00amAsk the expert
Put any and all your questions to…
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
CRO Panel: Pandemics and contingencyplanning
11:00am - 11:45amRiskMinds Americas
How can CROs better prepare for these unprecedentedthreats?
Participants
Panellist: Stan Dore - Chief Risk Officer, Federal HomeLoan Banks
Panellist: Senthil Kumar - Senior Executive VicePresident and Chief Risk Officer, BNY Mellon
Panellist: Stephanie Bontemps - Executive VicePresident, Chief Risk Officer, First Republic Bank
Livestream Panel: Extracting alpha throughquantitative finance
11:00am - 11:45amQuantMinds Americas
How to find the edge in a crowded market
Participants
Presenter: Chris Kelliher - Quantitative Analyst, GlobalAsset Allocation team, Fidelity Investments
LIBOR transition and disruption in the supplychain
11:45am - 12:30pmRiskMinds Americas
How are risk managers preparing from the transition?
What are the vendors doing for readiness?
Reserved
How to optimise allocation of a portfolio
11:45am - 12:30pmQuantMinds Americas
What are the key areas investors should consider?
Recharge and Refuel: screen break and lunch
12:30pm - 1:00pm
Interactive and lively debate: Data privacy andgovernance
1:00pm - 1:40pmIn the boardroom
20 people gather for a lively debate
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
Interactive and lively debate: LIBOR transition
1:00pm - 1:40pmWorking Group
20 people gather for a lively debate
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
Model risk reporting
1:00pm - 1:40pmRoundtable discussion
8 people per table
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
SESSIONSMAIN CONFERENCE DAY 1 - 22/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
LIBOR Derivatives Market
1:40pm - 2:10pmTrack A: Regulatory developments, capitalmanagement & liquidity risk
What is the future of cross currency swaps after theLIBOR transition?
Trade policy and disruption in supply chain riskmanagement
1:40pm - 2:10pmStream B: Geopolitical, economic and environmentalrisk
How can risk managers effectively assess potentialrisks to the supply chain?
Portfolio Construction Using Machine Learning
1:40pm - 2:10pmTrack C: Innovations in Machine Learning, HFT, AI &Data
Participants
Presenter: Taweh Beysolow - Portfolio Manager &Principal, Aludra Capital
A Closed-Form Solution for Optimal Mean-Reverting Trading Strategies
1:40pm - 2:10pmTrack D: Quantitative Techniques in Investment &Trading
Interactive Q&A with the speaker
2:10pm - 2:20pmTrack A: Regulatory developments, capitalmanagement & liquidity risk
Interactive Q&A with the speaker
2:10pm - 2:20pmStream B: Geopolitical, economic and environmentalrisk
Interactive Q&A with the speaker
2:10pm - 2:20pmTrack C: Innovations in Machine Learning, HFT, AI &Data
Interactive Q&A with the speaker
2:10pm - 2:20pmTrack D: Quantitative Techniques in Investment &Trading
CRO Panel: Recession readiness
2:20pm - 2:50pmTrack A: Regulatory developments, capitalmanagement & liquidity risk
How can the CRO take a leading role in preparing fortough times ahead?
Participants
Panellist: Suzanne Smore - Chief Risk OperatingOfficer & Head of Counterparty Risk, State StreetGlobal Advisors
Panellist: David Hernandez - Chief Risk Officer, BACFlorida Bank
Responsible investment strategies in banking
2:20pm - 2:50pmStream B: Geopolitical, economic and environmentalrisk
How can a bank transition itself over to a greenerportfolio in a sustainable way?
Participants
Presenter: Julie Sherratt - Head of Investment Risk,TD Asset Management
High Frequency Statistical Arbitrage withDynamic Hedging
2:20pm - 2:50pmTrack C: Innovations in Machine Learning, HFT, AI &Data
Participants
Presenter: Alexey Orlovsky - Senior QuantitativeResearcher, Akuna Capital
The robust estimation of multivariatedependent structures
2:20pm - 2:50pmTrack D: Quantitative Techniques in Investment &Trading
Participants
Presenter: Chris Kelliher - Quantitative Analyst, GlobalAsset Allocation team, Fidelity Investments
Interactive Q&A with the speaker
2:50pm - 3:00pmTrack A: Regulatory developments, capitalmanagement & liquidity risk
Interactive Q&A with the speaker
2:50pm - 3:00pmStream B: Geopolitical, economic and environmentalrisk
Interactive Q&A with the speaker
2:50pm - 3:00pmTrack C: Innovations in Machine Learning, HFT, AI &Data
Interactive Q&A with the speaker
2:50pm - 3:00pmTrack D: Quantitative Techniques in Investment &Trading
CVA developments
3:00pm - 3:30pmTrack A: Regulatory developments, capitalmanagement & liquidity risk
Implementation challenges in achieving a bettersounder risk sensitive rule set
Participants
Presenter: Lisa Galletta - Director, Risk and Capital,International Swaps and Derivatives Association, Inc.(ISDA)
Environmental briefing: Climate change risk
3:00pm - 3:30pmStream B: Geopolitical, economic and environmentalrisk
What does this mean for leaders in risk?
Can ML and traditional models complementeach other?
3:00pm - 3:30pmTrack C: Innovations in Machine Learning, HFT, AI &Data
Participants
Presenter: George Mylnikov - Vice President, Head ofQuantitative Research, Windhaven InvestmentManagement
A new framework for the static replication ofsingle- and multi-asset European options
3:00pm - 3:30pmTrack D: Quantitative Techniques in Investment &Trading
Participants
Presenter: Sebastien Bossu - Principal, Ogee GroupLLC
SESSIONSMAIN CONFERENCE DAY 1 - 22/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
Interactive Q&A with the speaker
3:30pm - 3:40pmTrack A: Regulatory developments, capitalmanagement & liquidity risk
Interactive Q&A with the speaker
3:30pm - 3:40pmStream B: Geopolitical, economic and environmentalrisk
Interactive Q&A with the speaker
3:30pm - 3:40pmTrack C: Innovations in Machine Learning, HFT, AI &Data
Interactive Q&A with the speaker
3:30pm - 3:40pmTrack D: Quantitative Techniques in Investment &Trading
Interactive and lively debate: Conduct risk andcompliance
3:40pm - 4:30pmIn the boardroom
20 people gather for a lively debate
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
Reconnect with old friends, find newlikeminded risk experts
3:40pm - 4:30pm1 -1 chats and catch ups
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
CECL
3:40pm - 4:30pmRoundtable discussion
8 people per table
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
FRTB and Market Risk RWA through the lens of2020
4:30pm - 5:10pmTrack A: Regulatory developments, capitalmanagement & liquidity risk
With continuing progression to the finish line, how arebanks managing this?
Participants
Presenter: Bruce Broder - Managing Director, Head ofthe Market Risk Basel Group, JP Morgan Chase
Climate Change Risk and Stress Testing
4:30pm - 5:10pmStream B: Geopolitical, economic and environmentalrisk
How do we apply climate change risk to our stresstesting portfolios?
Machine learning and Covid-19
4:30pm - 5:10pmTrack C: Innovations in Machine Learning, HFT, AI &Data
How have models been impacted by the crisis andwhat have been the key takeaways?
Participants
Presenter: Marshall Chang - Founder & CIO, A.I.Capital Management
Stop Doing That! - How Unintentional Bets AreHurting Your Investment Performance
4:30pm - 5:10pmTrack D: Quantitative Techniques in Investment &Trading
Participants
Presenter: Brian Kozeliski - Lecturer, Wilkes University
Interactive Q&A with the speaker
5:10pm - 5:20pmTrack A: Regulatory developments, capitalmanagement & liquidity risk
Participants
Presenter: Bruce Broder - Managing Director, Head ofthe Market Risk Basel Group, JP Morgan Chase
Interactive Q&A with the speaker
5:10pm - 5:20pmStream B: Geopolitical, economic and environmentalrisk
Interactive Q&A with the speaker
5:10pm - 5:20pmTrack C: Innovations in Machine Learning, HFT, AI &Data
Interactive Q&A with the speaker
5:10pm - 5:20pmTrack D: Quantitative Techniques in Investment &Trading
How to measure liability in a post pandemicworld
5:20pm - 5:50pmTrack A: Regulatory developments, capitalmanagement & liquidity risk
Pension liability during and after Covid-19
Participants
Presenter: Amy Kessler - SVP, Head of Longevity Risk,Prudential Financial
ESG Data
5:20pm - 5:50pmStream B: Geopolitical, economic and environmentalrisk
How are risk managers overcoming ESG datalimitations?
Modelling the yield curve with BayesianMachine Learning techniques
5:20pm - 5:50pmTrack C: Innovations in Machine Learning, HFT, AI &Data
Participants
Presenter: Vinayak Pathak - Solutions Architect,Scotiabank
Short-Term Trend: A Jewel Hidden in DailyReturns
5:20pm - 5:50pmTrack D: Quantitative Techniques in Investment &Trading
Participants
Presenter: Marat Molyboga - Chief Risk Officer,Director of Research, Efficient Capital Management
SESSIONSMAIN CONFERENCE DAY 1 - 22/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
Interactive Q&A with the speaker
5:50pm - 6:00pmTrack A: Regulatory developments, capitalmanagement & liquidity risk
Participants
Presenter: Amy Kessler - SVP, Head of Longevity Risk,Prudential Financial
Interactive Q&A with the speaker
5:50pm - 6:00pmStream B: Geopolitical, economic and environmentalrisk
Interactive Q&A with the speaker
5:50pm - 6:00pmTrack C: Innovations in Machine Learning, HFT, AI &Data
Interactive Q&A with the speaker
5:50pm - 6:00pmTrack D: Quantitative Techniques in Investment &Trading
LIBOR
6:00pm - 7:00pmLIBOR hangout
Network 1-1 with old friends and new or join our smallgroup, content themed hang outs to discuss what youare passionate about with likeminded risk experts.
Liquidity risk
6:00pm - 7:00pmLiquidity risk hangout
Network 1-1 with old friends and new or join our smallgroup, content themed hang outs to discuss what youare passionate about with likeminded risk experts.
Investment risk
6:00pm - 7:00pmInvestment risk hangout
Network 1-1 with old friends and new or join our smallgroup, content themed hang outs to discuss what youare passionate about with likeminded risk experts.
ESG Data
6:00pm - 7:00pmESG data hangout
Network 1-1 with old friends and new or join our smallgroup, content themed hang outs to discuss what youare passionate about with likeminded risk experts.
Reconnect with old friends, find newlikeminded risk experts
6:00pm - 7:00pm1 -1 chats and catch ups
Network 1-1 with old friends and new or join our smallgroup, content themed hang outs to discuss what youare passionate about with likeminded risk experts.
End of main conference day 1
7:00pm - 7:05pm
Explore the platform, get up to speed and startnetworking!
SESSIONSMAIN CONFERENCE DAY 1 - 22/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1CHATSANDCATCHUPS
ASK THEEXPERT
ESG DATAHANG-OUT
IN THEBOARD-ROOM
INVEST-MENTRISKHANG-OUT
LIBORHANG-OUT
LIQUIDI-TY RISKHANG-OUT
MACRO-ECONOM-IC PER-SPEC-TIVE:COVID-19AND THEECONOM-IC BACK-DROP
QUANT-MINDSAMERIC-AS
RISK-MINDSAMERIC-AS
ROUND-TABLEDISCUS-SION
STREAMB:GEOPO-LITICAL,ECONOM-IC ANDENVI-RONMEN-TAL RISK
TRACK A:REGULA-TORY DE-VELOP-MENTS,CAPITALMANAGE-MENT &LIQUIDI-TY RISK
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:QUANTI-TATIVETECH-NIQUESIN IN-VEST-MENT &TRADING
WORK-INGGROUP
8:00AM 8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
8:30am -COVID-19and themarkets
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeedand startnetwork-ing!
SCHEDULEMAIN CONFERENCE DAY 1 - 22/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1CHATSANDCATCHUPS
ASK THEEXPERT
ESG DATAHANG-OUT
IN THEBOARD-ROOM
INVEST-MENTRISKHANG-OUT
LIBORHANG-OUT
LIQUIDI-TY RISKHANG-OUT
MACRO-ECONOM-IC PER-SPEC-TIVE:COVID-19AND THEECONOM-IC BACK-DROP
QUANT-MINDSAMERIC-AS
RISK-MINDSAMERIC-AS
ROUND-TABLEDISCUS-SION
STREAMB:GEOPO-LITICAL,ECONOM-IC ANDENVI-RONMEN-TAL RISK
TRACK A:REGULA-TORY DE-VELOP-MENTS,CAPITALMANAGE-MENT &LIQUIDI-TY RISK
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:QUANTI-TATIVETECH-NIQUESIN IN-VEST-MENT &TRADING
WORK-INGGROUP
9:00AM 9:00am -Interac-tive Q&Awith thespeaker
9:15am -Covid-19and theCredit Cy-cle
9:45am -Interac-tive Q&Awith thespeaker
SCHEDULEMAIN CONFERENCE DAY 1 - 22/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1CHATSANDCATCHUPS
ASK THEEXPERT
ESG DATAHANG-OUT
IN THEBOARD-ROOM
INVEST-MENTRISKHANG-OUT
LIBORHANG-OUT
LIQUIDI-TY RISKHANG-OUT
MACRO-ECONOM-IC PER-SPEC-TIVE:COVID-19AND THEECONOM-IC BACK-DROP
QUANT-MINDSAMERIC-AS
RISK-MINDSAMERIC-AS
ROUND-TABLEDISCUS-SION
STREAMB:GEOPO-LITICAL,ECONOM-IC ANDENVI-RONMEN-TAL RISK
TRACK A:REGULA-TORY DE-VELOP-MENTS,CAPITALMANAGE-MENT &LIQUIDI-TY RISK
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:QUANTI-TATIVETECH-NIQUESIN IN-VEST-MENT &TRADING
WORK-INGGROUP
10:00AM 10:00am- Digitaltransfor-mation
10:00am- Interac-tive andlively de-bate: Op-erationalResil-lience
10:00am- Interac-tive andlively de-bate:Regulato-ry up-dates
SCHEDULEMAIN CONFERENCE DAY 1 - 22/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1CHATSANDCATCHUPS
ASK THEEXPERT
ESG DATAHANG-OUT
IN THEBOARD-ROOM
INVEST-MENTRISKHANG-OUT
LIBORHANG-OUT
LIQUIDI-TY RISKHANG-OUT
MACRO-ECONOM-IC PER-SPEC-TIVE:COVID-19AND THEECONOM-IC BACK-DROP
QUANT-MINDSAMERIC-AS
RISK-MINDSAMERIC-AS
ROUND-TABLEDISCUS-SION
STREAMB:GEOPO-LITICAL,ECONOM-IC ANDENVI-RONMEN-TAL RISK
TRACK A:REGULA-TORY DE-VELOP-MENTS,CAPITALMANAGE-MENT &LIQUIDI-TY RISK
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:QUANTI-TATIVETECH-NIQUESIN IN-VEST-MENT &TRADING
WORK-INGGROUP
11:00AM 11:00am-Livestream Panel:Extract-ing alphathroughquantita-tive fi-nance
11:45am- How tooptimisealloca-tion of aportfolio
11:00am- CROPanel:Pan-demicsand con-tingencyplanning
11:45am- LIBORtransitionand dis-ruption inthe sup-ply chain
12:00PM 12:30pm-Rechargeand Refu-el: screenbreakand lunch
12:30pm-Rechargeand Refu-el: screenbreakand lunch
12:30pm-Rechargeand Refu-el: screenbreakand lunch
12:30pm-Rechargeand Refu-el: screenbreakand lunch
12:30pm-Rechargeand Refu-el: screenbreakand lunch
12:30pm-Rechargeand Refu-el: screenbreakand lunch
12:30pm-Rechargeand Refu-el: screenbreakand lunch
12:30pm-Rechargeand Refu-el: screenbreakand lunch
12:30pm-Rechargeand Refu-el: screenbreakand lunch
12:30pm-Rechargeand Refu-el: screenbreakand lunch
12:30pm-Rechargeand Refu-el: screenbreakand lunch
12:30pm-Rechargeand Refu-el: screenbreakand lunch
12:30pm-Rechargeand Refu-el: screenbreakand lunch
12:30pm-Rechargeand Refu-el: screenbreakand lunch
12:30pm-Rechargeand Refu-el: screenbreakand lunch
12:30pm-Rechargeand Refu-el: screenbreakand lunch
SCHEDULEMAIN CONFERENCE DAY 1 - 22/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1CHATSANDCATCHUPS
ASK THEEXPERT
ESG DATAHANG-OUT
IN THEBOARD-ROOM
INVEST-MENTRISKHANG-OUT
LIBORHANG-OUT
LIQUIDI-TY RISKHANG-OUT
MACRO-ECONOM-IC PER-SPEC-TIVE:COVID-19AND THEECONOM-IC BACK-DROP
QUANT-MINDSAMERIC-AS
RISK-MINDSAMERIC-AS
ROUND-TABLEDISCUS-SION
STREAMB:GEOPO-LITICAL,ECONOM-IC ANDENVI-RONMEN-TAL RISK
TRACK A:REGULA-TORY DE-VELOP-MENTS,CAPITALMANAGE-MENT &LIQUIDI-TY RISK
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:QUANTI-TATIVETECH-NIQUESIN IN-VEST-MENT &TRADING
WORK-INGGROUP
1:00PM 1:00pm -Interac-tive andlively de-bate: Da-ta privacyand gov-ernance
1:00pm -Modelrisk re-porting
1:40pm -Tradepolicyand dis-ruption insupplychain riskmanage-ment
1:40pm -LIBORDeriva-tivesMarket
1:40pm -PortfolioConstruc-tion Us-ing Ma-chineLearning
1:40pm -A Closed-Form So-lution forOptimalMean-RevertingTradingStrate-gies
1:00pm -Interac-tive andlively de-bate: LI-BOR tran-sition
SCHEDULEMAIN CONFERENCE DAY 1 - 22/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1CHATSANDCATCHUPS
ASK THEEXPERT
ESG DATAHANG-OUT
IN THEBOARD-ROOM
INVEST-MENTRISKHANG-OUT
LIBORHANG-OUT
LIQUIDI-TY RISKHANG-OUT
MACRO-ECONOM-IC PER-SPEC-TIVE:COVID-19AND THEECONOM-IC BACK-DROP
QUANT-MINDSAMERIC-AS
RISK-MINDSAMERIC-AS
ROUND-TABLEDISCUS-SION
STREAMB:GEOPO-LITICAL,ECONOM-IC ANDENVI-RONMEN-TAL RISK
TRACK A:REGULA-TORY DE-VELOP-MENTS,CAPITALMANAGE-MENT &LIQUIDI-TY RISK
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:QUANTI-TATIVETECH-NIQUESIN IN-VEST-MENT &TRADING
WORK-INGGROUP
2:00PM 2:10pm -Interac-tive Q&Awith thespeaker
2:20pm -Respon-sible in-vestmentstrate-gies inbanking
2:50pm -Interac-tive Q&Awith thespeaker
2:10pm -Interac-tive Q&Awith thespeaker
2:20pm -CRO Pan-el: Reces-sionreadiness
2:50pm -Interac-tive Q&Awith thespeaker
2:10pm -Interac-tive Q&Awith thespeaker
2:20pm -High Fre-quencyStatisti-cal Arbi-tragewith Dy-namicHedging
2:50pm -Interac-tive Q&Awith thespeaker
2:10pm -Interac-tive Q&Awith thespeaker
2:20pm -The ro-bust esti-mation ofmultivari-ate de-pendentstruc-tures
2:50pm -Interac-tive Q&Awith thespeaker
SCHEDULEMAIN CONFERENCE DAY 1 - 22/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1CHATSANDCATCHUPS
ASK THEEXPERT
ESG DATAHANG-OUT
IN THEBOARD-ROOM
INVEST-MENTRISKHANG-OUT
LIBORHANG-OUT
LIQUIDI-TY RISKHANG-OUT
MACRO-ECONOM-IC PER-SPEC-TIVE:COVID-19AND THEECONOM-IC BACK-DROP
QUANT-MINDSAMERIC-AS
RISK-MINDSAMERIC-AS
ROUND-TABLEDISCUS-SION
STREAMB:GEOPO-LITICAL,ECONOM-IC ANDENVI-RONMEN-TAL RISK
TRACK A:REGULA-TORY DE-VELOP-MENTS,CAPITALMANAGE-MENT &LIQUIDI-TY RISK
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:QUANTI-TATIVETECH-NIQUESIN IN-VEST-MENT &TRADING
WORK-INGGROUP
3:00PM 3:40pm -Recon-nect witholdfriends,find newlikemind-ed riskexperts
3:40pm -Interac-tive andlively de-bate:Conductrisk andcompli-ance
3:40pm -CECL
3:00pm -Environ-mentalbriefing:Climatechangerisk
3:30pm -Interac-tive Q&Awith thespeaker
3:00pm -CVA de-velop-ments
3:30pm -Interac-tive Q&Awith thespeaker
3:00pm -Can MLand tradi-tionalmodelscomple-menteach oth-er?
3:30pm -Interac-tive Q&Awith thespeaker
3:00pm -A newframe-work forthe staticreplica-tion ofsingle-andmulti-asset Eu-ropeanoptions
3:30pm -Interac-tive Q&Awith thespeaker
SCHEDULEMAIN CONFERENCE DAY 1 - 22/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1CHATSANDCATCHUPS
ASK THEEXPERT
ESG DATAHANG-OUT
IN THEBOARD-ROOM
INVEST-MENTRISKHANG-OUT
LIBORHANG-OUT
LIQUIDI-TY RISKHANG-OUT
MACRO-ECONOM-IC PER-SPEC-TIVE:COVID-19AND THEECONOM-IC BACK-DROP
QUANT-MINDSAMERIC-AS
RISK-MINDSAMERIC-AS
ROUND-TABLEDISCUS-SION
STREAMB:GEOPO-LITICAL,ECONOM-IC ANDENVI-RONMEN-TAL RISK
TRACK A:REGULA-TORY DE-VELOP-MENTS,CAPITALMANAGE-MENT &LIQUIDI-TY RISK
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:QUANTI-TATIVETECH-NIQUESIN IN-VEST-MENT &TRADING
WORK-INGGROUP
4:00PM 4:30pm -ClimateChangeRisk andStressTesting
4:30pm -FRTB andMarketRisk RWAthroughthe lensof 2020
4:30pm -MachinelearningandCovid-19
4:30pm -Stop Do-ing That!- How Un-intention-al BetsAre Hurt-ing YourInvest-ment Per-formance
SCHEDULEMAIN CONFERENCE DAY 1 - 22/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1CHATSANDCATCHUPS
ASK THEEXPERT
ESG DATAHANG-OUT
IN THEBOARD-ROOM
INVEST-MENTRISKHANG-OUT
LIBORHANG-OUT
LIQUIDI-TY RISKHANG-OUT
MACRO-ECONOM-IC PER-SPEC-TIVE:COVID-19AND THEECONOM-IC BACK-DROP
QUANT-MINDSAMERIC-AS
RISK-MINDSAMERIC-AS
ROUND-TABLEDISCUS-SION
STREAMB:GEOPO-LITICAL,ECONOM-IC ANDENVI-RONMEN-TAL RISK
TRACK A:REGULA-TORY DE-VELOP-MENTS,CAPITALMANAGE-MENT &LIQUIDI-TY RISK
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:QUANTI-TATIVETECH-NIQUESIN IN-VEST-MENT &TRADING
WORK-INGGROUP
5:00PM 5:10pm -Interac-tive Q&Awith thespeaker
5:20pm -ESG Data
5:50pm -Interac-tive Q&Awith thespeaker
5:10pm -Interac-tive Q&Awith thespeaker
5:20pm -How tomeasureliability ina postpandem-ic world
5:50pm -Interac-tive Q&Awith thespeaker
5:10pm -Interac-tive Q&Awith thespeaker
5:20pm -Model-ling theyieldcurvewithBayesianMachineLearningtech-niques
5:50pm -Interac-tive Q&Awith thespeaker
5:10pm -Interac-tive Q&Awith thespeaker
5:20pm -Short-TermTrend: AJewelHidden inDaily Re-turns
5:50pm -Interac-tive Q&Awith thespeaker
SCHEDULEMAIN CONFERENCE DAY 1 - 22/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1CHATSANDCATCHUPS
ASK THEEXPERT
ESG DATAHANG-OUT
IN THEBOARD-ROOM
INVEST-MENTRISKHANG-OUT
LIBORHANG-OUT
LIQUIDI-TY RISKHANG-OUT
MACRO-ECONOM-IC PER-SPEC-TIVE:COVID-19AND THEECONOM-IC BACK-DROP
QUANT-MINDSAMERIC-AS
RISK-MINDSAMERIC-AS
ROUND-TABLEDISCUS-SION
STREAMB:GEOPO-LITICAL,ECONOM-IC ANDENVI-RONMEN-TAL RISK
TRACK A:REGULA-TORY DE-VELOP-MENTS,CAPITALMANAGE-MENT &LIQUIDI-TY RISK
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:QUANTI-TATIVETECH-NIQUESIN IN-VEST-MENT &TRADING
WORK-INGGROUP
6:00PM 6:00pm -Recon-nect witholdfriends,find newlikemind-ed riskexperts
6:00pm -ESG Data
6:00pm -Invest-ment risk
6:00pm -LIBOR
6:00pm -Liquidityrisk
7:00PM 7:00pm -End ofmainconfer-ence day1
7:00pm -End ofmainconfer-ence day1
7:00pm -End ofmainconfer-ence day1
7:00pm -End ofmainconfer-ence day1
7:00pm -End ofmainconfer-ence day1
7:00pm -End ofmainconfer-ence day1
7:00pm -End ofmainconfer-ence day1
7:00pm -End ofmainconfer-ence day1
7:00pm -End ofmainconfer-ence day1
7:00pm -End ofmainconfer-ence day1
7:00pm -End ofmainconfer-ence day1
7:00pm -End ofmainconfer-ence day1
7:00pm -End ofmainconfer-ence day1
7:00pm -End ofmainconfer-ence day1
7:00pm -End ofmainconfer-ence day1
7:00pm -End ofmainconfer-ence day1
SCHEDULEMAIN CONFERENCE DAY 1 - 22/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
The RiskMinds welcome and platformorientation - Explore the platform, get up tospeed and start networking!
8:00am - 8:30am
Geopolitical briefing: Covid-19, the globaleconomic growth slowdown, the upcoming USelection & trade wars
8:30am - 9:00amGeo-political risk and crisis management
Examining key developments driving the global statusquoHow can we communicate and collaborate better incross-border
Interactive Q&A with the speaker
9:00am - 9:15amGeo-political risk and crisis management
Implementing the three phases of crisismanagement
9:15am - 9:45amGeo-political risk and crisis management
What do we do when it all goes wrong?
Interactive Q&A with the speaker
9:45am - 10:00amGeo-political risk and crisis management
Interactive and lively debate: Climate change
10:00am - 11:00amIn the boardroom
20 people gather for a lively debate
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
Interactive and lively debate: Vendor risk
10:00am - 11:00amWorking Group
20 people gather for a lively debate
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
FRTB
10:00am - 11:00amAsk the expert
Put any and all your questions to…
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
Geopolitical briefing: What’s next for emergingmarkets debt?
11:00am - 11:45amRiskMinds Americas
Increased economic importance of G20 countries afterthe Global Financial Crisis.
How COVID-19 is affecting emerging markets and low-income countries?
Financial stability implications for developed markets.
Participants
Presenter: Federico Galizia - Chief Risk Officer, Inter-American Development Bank (IDB)
Presenter: Lakshmi Shyam-Sunder - Vice President &Group CRO, World Bank Group
Rates modelling challenges in a post-iborworld
11:00am - 11:45amQuantMinds Americas
Modelling framework for term rates replacing IBOR
Participants
Presenter: Fabio Mercurio - Head of Quant Analytics,Bloomberg L.P.
Panel discussion: Digital transformation in2020 and beyond
11:45am - 12:30pmRiskMinds Americas
How can we effectively monitor the trends, governanceand developments in this space?
Participants
Panellist: Brad Carr - Managing Director of DigitalFinance, Institute of International Finance
Panellist: Murad Nayal - Global Head, Risk Informatics,Goldman Sachs
How to optimise allocation of a portfolio
11:45am - 12:30pmQuantMinds Americas
What are the key areas investors should consider?
Recharge and Refuel: screen break and lunch
12:30pm - 1:00pm
Interactive and lively debate: Crisismanagement
1:00pm - 1:40pmIn the boardroom
20 people gather for a lively debate
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
Interactive and lively debate: Digital banking
1:00pm - 1:40pmWorking Group
20 people gather for a lively debate
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
CCAR models
1:00pm - 1:40pmRoundtable discussion
8 people per table
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
Operational resilience post Covid-19: Bestpractice
1:40pm - 2:10pmTrack A: Operational risk, technology risk and businessresilience
What preventative steps can we take to limit ourexposure for future unforeseen events?
Participants
Speaker: Alok Swaroop - Head of Risk & Controls,Global Operations, Manulife
SESSIONSMAIN CONFERENCE DAY 2 - 23/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
Model risk reporting
1:40pm - 2:10pmTrack B: Model risk, accounting, stress testing andcompliance
Best practice methodologies in aggravating modelrisk, reporting and overcoming bias
Participants
Presenter: Jing Zou - Managing Director, EnterpriseModel Risk Management, Royal Bank of Canada
Differential Machine Learning: Effective RiskManagement with AI
1:40pm - 2:50pmTrack C: Innovations in Machine Learning, HFT, AI &Data
Participants
Presenter: Antoine Savine - Quantitative Research ,Danske Bank
Adding Optionality
1:40pm - 2:10pmTrack D: Advances in option pricing, trading andmodelling
Participants
Presenter: Peter Carr - Department Chair, Finance andRisk Engineering, NYU Tandon School
Interactive Q&A with the speaker
2:10pm - 2:20pmTrack A: Operational risk, technology risk and businessresilience
Interactive Q&A with the speaker
2:10pm - 2:20pmTrack B: Model risk, accounting, stress testing andcompliance
Interactive Q&A with the speaker
2:10pm - 2:20pmTrack D: Advances in option pricing, trading andmodelling
How can legacy banks embrace digitaltransformation at speed?
2:20pm - 2:50pmTrack A: Operational risk, technology risk and businessresilience
Understanding the best approaches to the cloud, MLand AI
Forecasting CECL
2:20pm - 2:50pmTrack B: Model risk, accounting, stress testing andcompliance
What are the expectations of future key drivers?
How this is going to translate into losses?
Participants
Presenter: Jorge Sobehart - Managing Director,Quantitative Risk and Stress Testing, Citigroup
Semi-closed form prices of barrier options inthe time-dependent CEV and CIR models
2:20pm - 2:50pmTrack D: Advances in option pricing, trading andmodelling
Participants
Presenter: Andrey Itkin - Director, Senior ResearchAssociate, Bank Of America Merrill Lynch
Interactive Q&A with the speaker
2:50pm - 3:00pmTrack A: Operational risk, technology risk and businessresilience
Interactive Q&A with the speaker
2:50pm - 3:00pmTrack B: Model risk, accounting, stress testing andcompliance
Interactive Q&A with the speaker
2:50pm - 3:00pmTrack C: Innovations in Machine Learning, HFT, AI &Data
Interactive Q&A with the speaker
2:50pm - 3:00pmTrack D: Advances in option pricing, trading andmodelling
Cyber resilience and pandemic disruption
3:00pm - 3:30pmTrack A: Operational risk, technology risk and businessresilience
Analysing the significant spike in cyber-led attacksduring Covid-19
Participants
Presenter: Mark Camillo - Head of Cyber, EMEA, AIG
CCAR models and regulations
3:00pm - 3:30pmTrack B: Model risk, accounting, stress testing andcompliance
Exploring implementation and validation challenges.
What are the regulators expectations?
Participants
Presenter: Jose Canals-Cerda - Senior Special Advisor,Supervision, Regulation and Credit, Federal ReserveBank of Philadelphia
Some Things I Wish I Had Known BeforeScaling Quant Machine Learning Solutions
3:00pm - 3:30pmTrack C: Innovations in Machine Learning, HFT, AI &Data
Participants
Presenter: Jesus Rodriguez - Chief Technology Officer,IntoTheBlock
Full Probabilistic Control for Direct, Robust,Systematic and Targeted Stressing of theCorrelation Matrix
3:00pm - 3:30pmTrack D: Advances in option pricing, trading andmodelling
Participants
Presenter: J.D. Opdyke - Vice President, EnterpriseRisk and Return Management, Allstate
Interactive Q&A with the speaker
3:30pm - 3:40pmTrack A: Operational risk, technology risk and businessresilience
Interactive Q&A with the speaker
3:30pm - 3:40pmTrack B: Model risk, accounting, stress testing andcompliance
Interactive Q&A with the speaker
3:30pm - 3:40pmTrack C: Innovations in Machine Learning, HFT, AI &Data
Interactive Q&A with the speaker
3:30pm - 3:40pmTrack D: Advances in option pricing, trading andmodelling
SESSIONSMAIN CONFERENCE DAY 2 - 23/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
Interactive and lively debate: Cyber risk
3:40pm - 4:30pmIn the boardroom
20 people gather for a lively debate
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
Reconnect with old friends, find newlikeminded risk experts
3:40pm - 4:30pm1 -1 chats and catch ups
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
ML and AI
3:40pm - 4:30pmRoundtable discussion
8 people per table
Interactive groups designed to help you answer thefollowing questions:
What does it mean for me? What are my counterpartsdoing? What do my peers think?
Benchmarking vendor risk
4:30pm - 5:10pmTrack A: Operational risk, technology risk and businessresilience
The 5 steps all risk managers should take to minimizevendor risk
Retail credit risk and stress stressing
4:30pm - 5:10pmTrack B: Model risk, accounting, stress testing andcompliance
How are risk managers dealing with end to end stresstesting in retail?
Participants
Presenter: Nihit Mohan - Senior Manager - Retail &PvB Credit Risk Stress Testing, Standard CharteredBank
Machine learning applied to clustering of timeseries
4:30pm - 5:10pmTrack C: Innovations in Machine Learning, HFT, AI &Data
A Smarter Model Risk Management DisciplineWill Follow From Building Smarter Models
4:30pm - 5:10pmTrack D: Advances in option pricing, trading andmodelling
Participants
Presenter: Jon Hill - Professor, NYU Tandon School
Interactive Q&A with the speaker
5:10pm - 5:20pmTrack A: Operational risk, technology risk and businessresilience
Interactive Q&A with the speaker
5:10pm - 5:20pmTrack B: Model risk, accounting, stress testing andcompliance
Interactive Q&A with the speaker
5:10pm - 5:20pmTrack C: Innovations in Machine Learning, HFT, AI &Data
Interactive Q&A with the speaker
5:10pm - 5:20pmTrack D: Advances in option pricing, trading andmodelling
Testing COVID-19 Decisions Using USIntelligence Methods
5:20pm - 5:50pmTrack A: Operational risk, technology risk and businessresilience
Participants
Presenter: Steve Lindo - Lecturer and Course Designer,MS in Enterprise Risk Management, ColumbiaUniversity
Implementing a sound risk culture
5:20pm - 5:50pmTrack B: Model risk, accounting, stress testing andcompliance
How to better leverage the network of individuals inyour organisation with conscious decision making andintegrity as core principles of your strategy?
Risk parity and Machine Learning strategies
5:20pm - 5:50pmTrack C: Innovations in Machine Learning, HFT, AI &Data
A Neural Network Approach to Understanding ImpliedVolatility Movements
Model risk management under the world ofIBOR
5:20pm - 5:50pmTrack D: Advances in option pricing, trading andmodelling
What does post-ibor mean for interest rate modelling,XVAs and clearing rates?
Interactive Q&A with the speaker
5:50pm - 6:00pmTrack A: Operational risk, technology risk and businessresilience
Interactive Q&A with the speaker
5:50pm - 6:00pmTrack B: Model risk, accounting, stress testing andcompliance
Interactive Q&A with the speaker
5:50pm - 6:00pmTrack C: Innovations in Machine Learning, HFT, AI &Data
Interactive Q&A with the speaker
5:50pm - 6:00pmTrack D: Advances in option pricing, trading andmodelling
Cyber
6:00pm - 7:00pmCyber hangout
Network 1-1 with old friends and new or join our smallgroup, content themed hang outs to discuss what youare passionate about with likeminded risk experts.
Op risk
6:00pm - 7:00pmOp risk hangout
Network 1-1 with old friends and new or join our smallgroup, content themed hang outs to discuss what youare passionate about with likeminded risk experts.
Model risk
6:00pm - 7:00pmModel risk hangout
Network 1-1 with old friends and new or join our smallgroup, content themed hang outs to discuss what youare passionate about with likeminded risk experts.
SESSIONSMAIN CONFERENCE DAY 2 - 23/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
End of RiskMinds and QuantMinds Americas2020
7:00pm - 7:05pm
SESSIONSMAIN CONFERENCE DAY 2 - 23/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1 CHATSANDCATCHUPS
ASK THEEXPERT
CYBERHANGOUT
GEO-POLITICALRISK ANDCRISISMANAGE-MENT
IN THEBOARD-ROOM
MODELRISKHANGOUT
OP RISKHANGOUT
QUANT-MINDSAMERICAS
RISK-MINDSAMERICAS
ROUND-TABLEDISCUS-SION
TRACK A:OPERA-TIONALRISK,TECHNOL-OGY RISKAND BUSI-NESS RE-SILIENCE
TRACK B:MODELRISK, AC-COUNT-ING,STRESSTESTINGAND COM-PLIANCE
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:AD-VANCES INOPTIONPRICING,TRADINGAND MOD-ELLING
WORKINGGROUP
8:00AM 8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeed andstart net-working!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeed andstart net-working!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeed andstart net-working!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeed andstart net-working!
8:30am -Geopoliti-cal brief-ing:Covid-19,the globaleconomicgrowthslow-down, theupcoming
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeed andstart net-working!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeed andstart net-working!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeed andstart net-working!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeed andstart net-working!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeed andstart net-working!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeed andstart net-working!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeed andstart net-working!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeed andstart net-working!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeed andstart net-working!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeed andstart net-working!
8:00am -The Risk-Mindswelcomeand plat-form ori-entation -Explorethe plat-form, getup tospeed andstart net-working!
SCHEDULEMAIN CONFERENCE DAY 2 - 23/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1 CHATSANDCATCHUPS
ASK THEEXPERT
CYBERHANGOUT
GEO-POLITICALRISK ANDCRISISMANAGE-MENT
IN THEBOARD-ROOM
MODELRISKHANGOUT
OP RISKHANGOUT
QUANT-MINDSAMERICAS
RISK-MINDSAMERICAS
ROUND-TABLEDISCUS-SION
TRACK A:OPERA-TIONALRISK,TECHNOL-OGY RISKAND BUSI-NESS RE-SILIENCE
TRACK B:MODELRISK, AC-COUNT-ING,STRESSTESTINGAND COM-PLIANCE
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:AD-VANCES INOPTIONPRICING,TRADINGAND MOD-ELLING
WORKINGGROUP
US elec-tion &trade wars
9:00AM 9:00am -InteractiveQ&A withthe speak-er
9:15am -Imple-mentingthe threephases ofcrisismanage-ment
9:45am -InteractiveQ&A withthe speak-er
SCHEDULEMAIN CONFERENCE DAY 2 - 23/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1 CHATSANDCATCHUPS
ASK THEEXPERT
CYBERHANGOUT
GEO-POLITICALRISK ANDCRISISMANAGE-MENT
IN THEBOARD-ROOM
MODELRISKHANGOUT
OP RISKHANGOUT
QUANT-MINDSAMERICAS
RISK-MINDSAMERICAS
ROUND-TABLEDISCUS-SION
TRACK A:OPERA-TIONALRISK,TECHNOL-OGY RISKAND BUSI-NESS RE-SILIENCE
TRACK B:MODELRISK, AC-COUNT-ING,STRESSTESTINGAND COM-PLIANCE
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:AD-VANCES INOPTIONPRICING,TRADINGAND MOD-ELLING
WORKINGGROUP
10:00AM 10:00am -FRTB
10:00am -Interactiveand livelydebate:Climatechange
10:00am -Interactiveand livelydebate:Vendorrisk
11:00AM 11:00am -Ratesmodellingchal-lenges ina post-ibor world
11:45am -How tooptimiseallocationof a port-folio
11:00am -Geopoliti-cal brief-ing:What’snext foremergingmarketsdebt?
11:45am -Panel dis-cussion:Digitaltransfor-mation in2020 andbeyond
SCHEDULEMAIN CONFERENCE DAY 2 - 23/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1 CHATSANDCATCHUPS
ASK THEEXPERT
CYBERHANGOUT
GEO-POLITICALRISK ANDCRISISMANAGE-MENT
IN THEBOARD-ROOM
MODELRISKHANGOUT
OP RISKHANGOUT
QUANT-MINDSAMERICAS
RISK-MINDSAMERICAS
ROUND-TABLEDISCUS-SION
TRACK A:OPERA-TIONALRISK,TECHNOL-OGY RISKAND BUSI-NESS RE-SILIENCE
TRACK B:MODELRISK, AC-COUNT-ING,STRESSTESTINGAND COM-PLIANCE
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:AD-VANCES INOPTIONPRICING,TRADINGAND MOD-ELLING
WORKINGGROUP
12:00PM 12:30pm -Rechargeand Refu-el: screenbreak andlunch
12:30pm -Rechargeand Refu-el: screenbreak andlunch
12:30pm -Rechargeand Refu-el: screenbreak andlunch
12:30pm -Rechargeand Refu-el: screenbreak andlunch
12:30pm -Rechargeand Refu-el: screenbreak andlunch
12:30pm -Rechargeand Refu-el: screenbreak andlunch
12:30pm -Rechargeand Refu-el: screenbreak andlunch
12:30pm -Rechargeand Refu-el: screenbreak andlunch
12:30pm -Rechargeand Refu-el: screenbreak andlunch
12:30pm -Rechargeand Refu-el: screenbreak andlunch
12:30pm -Rechargeand Refu-el: screenbreak andlunch
12:30pm -Rechargeand Refu-el: screenbreak andlunch
12:30pm -Rechargeand Refu-el: screenbreak andlunch
12:30pm -Rechargeand Refu-el: screenbreak andlunch
12:30pm -Rechargeand Refu-el: screenbreak andlunch
1:00PM 1:00pm -Interactiveand livelydebate:Crisismanage-ment
1:00pm -CCARmodels
1:40pm -Opera-tional re-siliencepostCovid-19:Best prac-tice
1:40pm -Model riskreporting
1:40pm -Differen-tial Ma-chineLearning:EffectiveRisk Man-agementwith AI
1:40pm -AddingOptionali-ty
1:00pm -Interactiveand livelydebate:Digitalbanking
SCHEDULEMAIN CONFERENCE DAY 2 - 23/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1 CHATSANDCATCHUPS
ASK THEEXPERT
CYBERHANGOUT
GEO-POLITICALRISK ANDCRISISMANAGE-MENT
IN THEBOARD-ROOM
MODELRISKHANGOUT
OP RISKHANGOUT
QUANT-MINDSAMERICAS
RISK-MINDSAMERICAS
ROUND-TABLEDISCUS-SION
TRACK A:OPERA-TIONALRISK,TECHNOL-OGY RISKAND BUSI-NESS RE-SILIENCE
TRACK B:MODELRISK, AC-COUNT-ING,STRESSTESTINGAND COM-PLIANCE
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:AD-VANCES INOPTIONPRICING,TRADINGAND MOD-ELLING
WORKINGGROUP
2:00PM 2:10pm -InteractiveQ&A withthe speak-er
2:20pm -How canlegacybanks em-brace digi-tal trans-formationat speed?
2:50pm -InteractiveQ&A withthe speak-er
2:10pm -InteractiveQ&A withthe speak-er
2:20pm -Forecast-ing CECL
2:50pm -InteractiveQ&A withthe speak-er
2:50pm -InteractiveQ&A withthe speak-er
2:10pm -InteractiveQ&A withthe speak-er
2:20pm -Semi-closedformprices ofbarrier op-tions inthe time-depen-dent CEVand CIRmodels
2:50pm -InteractiveQ&A withthe speak-er
SCHEDULEMAIN CONFERENCE DAY 2 - 23/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1 CHATSANDCATCHUPS
ASK THEEXPERT
CYBERHANGOUT
GEO-POLITICALRISK ANDCRISISMANAGE-MENT
IN THEBOARD-ROOM
MODELRISKHANGOUT
OP RISKHANGOUT
QUANT-MINDSAMERICAS
RISK-MINDSAMERICAS
ROUND-TABLEDISCUS-SION
TRACK A:OPERA-TIONALRISK,TECHNOL-OGY RISKAND BUSI-NESS RE-SILIENCE
TRACK B:MODELRISK, AC-COUNT-ING,STRESSTESTINGAND COM-PLIANCE
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:AD-VANCES INOPTIONPRICING,TRADINGAND MOD-ELLING
WORKINGGROUP
3:00PM 3:40pm -Recon-nect witholdfriends,find newlikemind-ed risk ex-perts
3:40pm -Interactiveand livelydebate:Cyber risk
3:40pm -ML and AI
3:00pm -Cyber re-silienceand pan-demic dis-ruption
3:30pm -InteractiveQ&A withthe speak-er
3:00pm -CCARmodelsand regu-lations
3:30pm -InteractiveQ&A withthe speak-er
3:00pm -SomeThings IWish IHadKnownBeforeScalingQuant Ma-chineLearningSolutions
3:30pm -InteractiveQ&A withthe speak-er
3:00pm -Full Prob-abilisticControlfor Direct,Robust,Systemat-ic and Tar-getedStressingof the Cor-relationMatrix
3:30pm -InteractiveQ&A withthe speak-er
SCHEDULEMAIN CONFERENCE DAY 2 - 23/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1 CHATSANDCATCHUPS
ASK THEEXPERT
CYBERHANGOUT
GEO-POLITICALRISK ANDCRISISMANAGE-MENT
IN THEBOARD-ROOM
MODELRISKHANGOUT
OP RISKHANGOUT
QUANT-MINDSAMERICAS
RISK-MINDSAMERICAS
ROUND-TABLEDISCUS-SION
TRACK A:OPERA-TIONALRISK,TECHNOL-OGY RISKAND BUSI-NESS RE-SILIENCE
TRACK B:MODELRISK, AC-COUNT-ING,STRESSTESTINGAND COM-PLIANCE
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:AD-VANCES INOPTIONPRICING,TRADINGAND MOD-ELLING
WORKINGGROUP
4:00PM 4:30pm -Bench-markingvendorrisk
4:30pm -Retailcredit riskand stressstressing
4:30pm -Machinelearningapplied toclusteringof timeseries
4:30pm -A SmarterModelRisk Man-agementDisciplineWill Fol-low FromBuildingSmarterModels
SCHEDULEMAIN CONFERENCE DAY 2 - 23/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1 CHATSANDCATCHUPS
ASK THEEXPERT
CYBERHANGOUT
GEO-POLITICALRISK ANDCRISISMANAGE-MENT
IN THEBOARD-ROOM
MODELRISKHANGOUT
OP RISKHANGOUT
QUANT-MINDSAMERICAS
RISK-MINDSAMERICAS
ROUND-TABLEDISCUS-SION
TRACK A:OPERA-TIONALRISK,TECHNOL-OGY RISKAND BUSI-NESS RE-SILIENCE
TRACK B:MODELRISK, AC-COUNT-ING,STRESSTESTINGAND COM-PLIANCE
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:AD-VANCES INOPTIONPRICING,TRADINGAND MOD-ELLING
WORKINGGROUP
5:00PM 5:10pm -InteractiveQ&A withthe speak-er
5:20pm -TestingCOVID-19DecisionsUsing USIntelli-genceMethods
5:50pm -InteractiveQ&A withthe speak-er
5:10pm -InteractiveQ&A withthe speak-er
5:20pm -Imple-menting asound riskculture
5:50pm -InteractiveQ&A withthe speak-er
5:10pm -InteractiveQ&A withthe speak-er
5:20pm -Risk parityand Ma-chineLearningstrategies
5:50pm -InteractiveQ&A withthe speak-er
5:10pm -InteractiveQ&A withthe speak-er
5:20pm -Model riskmanage-ment un-der theworld ofIBOR
5:50pm -InteractiveQ&A withthe speak-er
6:00PM 6:00pm -Cyber
6:00pm -Model risk
6:00pm -Op risk
SCHEDULEMAIN CONFERENCE DAY 2 - 23/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]
TIME 1 -1 CHATSANDCATCHUPS
ASK THEEXPERT
CYBERHANGOUT
GEO-POLITICALRISK ANDCRISISMANAGE-MENT
IN THEBOARD-ROOM
MODELRISKHANGOUT
OP RISKHANGOUT
QUANT-MINDSAMERICAS
RISK-MINDSAMERICAS
ROUND-TABLEDISCUS-SION
TRACK A:OPERA-TIONALRISK,TECHNOL-OGY RISKAND BUSI-NESS RE-SILIENCE
TRACK B:MODELRISK, AC-COUNT-ING,STRESSTESTINGAND COM-PLIANCE
TRACK C:INNOVA-TIONS INMACHINELEARN-ING, HFT,AI & DATA
TRACK D:AD-VANCES INOPTIONPRICING,TRADINGAND MOD-ELLING
WORKINGGROUP
7:00PM 7:00pm -End ofRiskMindsandQuant-MindsAmericas2020
7:00pm -End ofRiskMindsandQuant-MindsAmericas2020
7:00pm -End ofRiskMindsandQuant-MindsAmericas2020
7:00pm -End ofRiskMindsandQuant-MindsAmericas2020
7:00pm -End ofRiskMindsandQuant-MindsAmericas2020
7:00pm -End ofRiskMindsandQuant-MindsAmericas2020
7:00pm -End ofRiskMindsandQuant-MindsAmericas2020
7:00pm -End ofRiskMindsandQuant-MindsAmericas2020
7:00pm -End ofRiskMindsandQuant-MindsAmericas2020
7:00pm -End ofRiskMindsandQuant-MindsAmericas2020
7:00pm -End ofRiskMindsandQuant-MindsAmericas2020
7:00pm -End ofRiskMindsandQuant-MindsAmericas2020
7:00pm -End ofRiskMindsandQuant-MindsAmericas2020
7:00pm -End ofRiskMindsandQuant-MindsAmericas2020
7:00pm -End ofRiskMindsandQuant-MindsAmericas2020
SCHEDULEMAIN CONFERENCE DAY 2 - 23/09/2020
RiskMinds AmericasSeptember 22 - 23, 2020Online virtual conference
EST/UTC-5 Time Zone
+44 (0) 20 3377 3279 informaconnect.com/riskmindsamericas/ [email protected]