Enterprise Risk Management 2015

Enterprise Risk Management 2015

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Enterprise Risk Management 2015: October 27-28

Key Highlights


Reviewing requirements across global and national regulators and implementing ERM processes for more than competitive


Overcoming what to report to the Board, disseminating information for accurate and relevant reporting


Using stress testing as a value adding tool to analyse risk across the enterprise and designing relevant scenarios that are forward looking


Quantifying the risks associated with models and leveraging regulatory requirements


Reviewing robustness of third party programs to account for outsourcing to fourth and fifth party vendor risks


Analyzing the increasing cyber threat in light of the increasing digitalization of the financial industry


Reviewing the effects of counterparty credit risk reforms and monitoring, measuring and reporting liquidity management metrics


Leveraging risk appetite to facilitate cultural change and reviewing the applicability of risk appetite statements across financial institutions

Featuring over 25 Senior Risk Professionals

Gideon Pell
Chief Risk Officer,
New York Life Insurance

Shari Daw
Head of Enterprise Risk Management
Discover Financial

Irina Moore
Head of Risk Anayltics & Capital Planning
GE Capital

David D’Amico
Mitsubishi UFJ

Tally Ferguson
SVP, Director of Risk Management
BOK Financial

Gurpreet Sodhi
VP, Risk
Deutsche Bank

Why Should You Attend?

There are increasingly escalating demands on financial institutions to implement and strengthen their enterprise wide risk management processes. Risk managers must now look to further strengthen their oversight process to better identify, assess and manage risks across the enterprise.

With many larger institutions further down the road with implementation of robust, enterprise management of risks, the focus is now shifting towards further maintenance and effective reporting of top risks to management and the Board. In an ever changing digital environment, ERM systems are continually being put to the test with increasing cyber and technology threats, vendor management, and increase in mobile payments.

CFP’s 4th Annual Enterprise Risk Management Congress addresses all of these challenges, delivered by a diverse range of industry thought leaders from large, mid-sized and regional institutions from both the buy and sell side

The 4th Annual Enterprise Risk Management Congress provides insight from the industries leading buy and sell-side institutions. Over two-days, leading industry experts from a diverse range of large, mid-sized and regional institutions to deliver a broad range of knowledge and insight to tackle the key challenges being faced with implementing an effective ERM framework.

DAY ONE | October 27, 2015

08:30 Registration and Morning Coffee

08:55 Chair’s Opening Remarks

09:00 Effectively Implementing ERM Processes To Gain Competitive Advantage, Not Just For Regulatory Compliance
  • Supporting regulatory requirements
  • Turning good practice and superior risk assessment into competitive advantage
  • Using better risk management practices across silos to drive better decisions
  • Stress testing
    • Applying to commercial decisions
    • Model Governance
  • Operational risk
    • Minimizing the downside of mistakes
    • Building efficient, stronger cost saving processes
  • Moving towards a proactive Vs. a reactive one
  • Utilizing analytics tools across the business

Shari Daw, Head of Enterprise Risk Management, Discover Financial
Patrick Zhou, Assistant Director, AIG
Thomas Crimmins, Director, Risk Reporting, CIT
Irina Moore, Capital Planning Leader, GE Capital

09:50 Integrating And Embedding Risk Management Into All Business Processes
  • The three lines of defense
  • Implementing an enterprise risk culture
  • Creating an open and honest environment for proactive risk identification
  • Educating people across the enterprise
  • Ensuring those closest to risk report effectively
  • Bringing risks to the first line of defense for analysis

Bobbi Sedor, FVP, ERM Program Director, First Niagara Bank


10:30 Morning Refreshment Break & Networking


11:00 Understanding What To Report To The Board
  • Overcoming the tendency to report more rather than less
  • Disseminating vast amount of data
  • Reporting the right amount to the right audiences
  • Qualitative or quantitative reporting?

Garvin Deokiesingh, Chief Auditor & Head of Enterprise Risk, AGF Management

11:40 Understanding Emerging Risks And Anticipating What Could Be Next
  • Best practice for monitoring emerging risks
  • Sources of information and best practices to communicate and monitor information to better capture risks
  • How to anticipate the unknown and incorporating into risk management practices
  • Best practice to distil and monitor information to better capture risks

David D’Amico, Director, Mitsubishi UFJ


12:20 Lunch Break & Networking

1:20 Using Stress Testing As A Tool To Add Value To Risk Management Practices Across The Enterprise
  • Choice of scenarios
  • Assessing tradeoffs between risk and return
  • Modeling choices
  • Understanding the drivers of risk and value

2:00 Designing Effective Stress Scenarios That Account For Macro Economic Variables And Other Relevant Risks And Are Forward Looking
  • What variables to choose
  • How to think about correlations or dependency structure across variables
  • Incorporating “hard to quantify” risks, e.g. operational, reputational etc.

Irina Moore, Capital Planning Leader, GE Capital
Omer Samikoglu, Head of Enterprise Risk Analytics, CIT Group


3:10 Afternoon Break & Networking


3:40 Quantifying The Risk Associated With Models; Beyond Validation Using Systemic Approaches
  • High risk Vs. low risk models
  • Developing a systematic approach
  • Quantifying associated risks
  • Application across the enterprise
  • Model risk management as a combination of model risk quantification, model validation and model governance

Smita Chaturvedi, VP, ERM, Comerica Bank

4:20 Another Look At Model Risk: Leveraging Regulatory Requirements At A Mid-Size Bank
  • Model Risk: A risk manager’s definition
  • Model risk components
  • Model risk scoring approaches; examples of square blocks and round holes
  • Governance that’s good for you
  • Example of model risk management success

Tally Ferguson, Director, Market Risk, Bank of Oklahoma

17:00 Assessing The Applicability Of Risk Appetite Statements And Their Effectiveness
  • How well are risk appetite statements working?
  • Reviewing whether they are a necessity across financial industries
  • Assessing the push from Non US regulators for risk appetite statement
  • Applicability to multi national firms
  • What to include in risk appetite statements

Robert Wordelmann, Director, ERM, TD Bank

5:40 End Of Day One And Cocktail Reception

DAY TWO | October 28, 2015

08:30 Registration and Morning Coffee

08:55 Chair’s Opening Remarks

09:00 Assessing Requirements From Global And National Regulators And Bringing Them All Together For An Enterprise Level View
  • Managing regulatory requirements across borders
  • Reviewing global regulations and handling them from an enterprise level
  • Change in structure of the enterprise or de-risk?
  • Global regulations
    • OCC
    • Basel III
    • Dodd-Frank
    • Non US Regulators
  • Aligning internal and external standards
  • Increasing regulatory capital requirements and the effect on business globally

David D’Amico, Director, Mitsubishi UFJ
Hemal Kapadia, VP, Enterprise Risk Management, State Street

09:50 Ensuring Adequate Safeguards And Robustness Of Third Party Programs To Better Manage Vendors’ Operations Including Outsourcing
  • Managing fourth and fifth party vendor risks
  • Understanding the implications of who has access to data
  • Evolving regulations across financial industries
    • Banking
    • Insurance
    • Asset Management
  • Establishing governance processes within vendor due diligence practices
  • Selective prioritization for mature vendors
  • Ensuring and managing vendor security

Frank Roppelt, Global Head Of Vendor Risk Management, BNY Mellon


10:30 Morning Refreshment Break and Networking

11:00 Analyzing The Rising Cyber Threat With The Increasing Digitalization Of The Financial Industry
  • Cyber security in the digital age; the pros and cons
  • Reviewing the reputational risks with the increase in social media
  • Mining data to gather insights on customers
  • What the changes mean for ERM

11:40 Understanding The Risks Associated With Increase In The Mobile Payments
  • Creating risks greater than the enterprise
  • Establishing a secure security infrastructure
  • Adopting a holistic view of risks
  • Increase in potential competitive landscape
  • Understanding new risk profile as a result across the enterprise
  • Incorporating into enterprise risk program
  • Considerations above the traditional risk profile
12:20 Optimizing Portfolios Across Business Units For Enterprise Based Risk Adjusted Profit And Loss Metrics
  • Developing enterprise level metrics
  • Optimizing portfolios across entities
    • Legal Entity
    • Hedging
    • Capital
  • Reviewing what metrics need to be included for an enterprise wide P&L
  • Optimizing multi assets
  • Understanding the effect on capital
  • Developing risk return metrics

Gurpreet Sodhi, VP, Risk, Deutsche Bank


1:00 Lunch Break And Networking


2:00 Reviewing The Effects Of Counterparty Credit Risk Reforms; Central Clearing Houses And Initial Margin Collateral Requirements
  • Initial margin collateral requirements
  • Basel III: compliant full collateral modeling
  • OTC based Vs. central clearing based
  • How will it affect CVA calculations
  • Impact on enterprise capital management
  • Effect of market volatility across asset classes

Alexander Shklyarevsky, Director, Model Risk Management, AIG

2:40 Best Practices For Monitoring, Measuring And Reporting Liquidity Management Metrics
  • Changes in regulatory guidance
  • Defining metrics in a large institution
  • Effect of capital requirements on liquidity
  • Establishing best practice
  • Defining metrics

Jonathan Brosnahan, VP, Treasury, Mitsubishi UFJ

3:20 Afternoon Refreshment Break And Networking

3:50 Understanding Market Changes As A Result Of Increasing Rates And The Implications To Fixed Income Liquidity
  • Impact of regulatory capital requirements
  • Effect of cutting fixed income dealing on liquidity
  • Uncertainty of bond pricing
  • Reviewing the effect to markets in a stressed situation

4:30 End Of Congress

Pre Congress Masterclass: The Heath-Jarrow-Morton (HJM) Model & Its use in Stress Testing

Hosted by: Kamakura Corporation

9:00am Introduction, course outline, key deliverables, objectives and takeaways
Suresh Sankaran

 9:10 Review of the HJM Model

Introduction & context Dr Robert Jarrow
Session Presenter Dr Donald R van Deventer
Comments, Q&A Dr Robert Jarrow, Dr Donald R van Deventer, Martin Zorn

10:20 Morning refreshment break and networking

 10:50 Key analytical steps in the HJM Model & its applicability in the Stress-Testing process

Introduction & context Dr Robert Jarrow
Session Presenter Martin Zorn
Comments, Q&A Dr Robert Jarrow, Dr Donald R van Deventer, Suresh Sankaran

12:00 Lunch break and networking

 1:10 Simulating Macro Factors forward

Introduction & context Martin Zorn
Session Presenter Dr Donald R van Deventer
Comments, Q&A Dr Donald R van Deventer, Martin Zorn


2:30 Measuring the significance of shifts In Monte Carlo results for VaR, Net Income and Cash Flow

Introduction & context Suresh Sankaran
Session Presenter Dr Donald R van Deventer
Panel discussion Dr Donald R van Deventer, Martin Zorn,
Moderator Suresh Sankaran

3:50 Afternoon refreshment break and networking

 4:20 Full Enterprise Risk Measures on A Transaction-Level calculation Basis

Introduction & context Dr Donald R van Deventer

Q & A moderator Suresh Sankaran

Comments Dr Robert Jarrow, Dr Donald R van Deventer, Martin Zorn

5:00 Close of Masterclass
About the Masterclass Leaders:

Donald Van Deventer
Donald R. van Deventer, Chairman & CEO

Donald R. van Deventer founded the Kamakura Corporation in April, 1990 and is currently Chairman and Chief Executive Officer. Dr. van Deventer’s emphasis at Kamakura Corporation is enterprise wide risk management and modern credit risk technology.

The second edition of his newest book, Advanced Financial Risk Management (with Kenji Imai and Mark Mesler) was published in 2013. Dr. van Deventer’s first book Financial Risk Management in Banking (with Dr. Dennis Uyemura, Probus Publishing, 1993) is one of the best known books in its field. He has served on the editorial board of the Journal of Credit Risk since 2005.

Dr. van Deventer holds a Ph.D. in Business Economics, a joint degree of the Harvard University Department of Economics and the Harvard Graduate School of Business Administration.

Martin Zorn
Martin M. Zorn, President and Chief Operating Officer

Martin joined Kamakura in January 2011 as Chief Financial Officer and Chief Administrative Officer and was recently appointed President and Chief Operating Officer.

Mr. Zorn is a twenty-one year veteran of Wachovia Bank. Mr. Zorn’s early years with Wachovia were spent in the systems and marketing departments before transitioning to corporate banking and corporate finance.

He created an emerging growth and technology practice while he was in the Research Triangle. His clients have ranged from global leaders such as Exxon, Shell, American Airlines and USAA to early stage technology start-ups.

Most recently he was an executive with two small cap turnarounds where he chaired the corporate asset and liability committee and was the executive liaison to the Board Audit and ALCO committees. In these roles he developed a framework for improved financial accountability, expense management and capital deployment through the use of forecasting, valuation, funds transfer pricing, capital allocation and line of business profitability models. He served as a member of the adjunct faculty at the University of Southern Indiana where he was an instructor in investments and business finance.

Mr. Zorn is a 1977 graduate of Vanderbilt University where he earned his Bachelor of Arts degree in economics. He pursued studies at the master’s level in finance at the University of Texas at Dallas and received his executive management certification in 1998 from Duke University’s Fuqua School of Business.

Robert Jarrow
Robert A. Jarrow, Managing Director

Professor Jarrow was named as Managing Director and Director of Research of Kamakura Corporation in February 1995. Dr. Jarrow is also the Ronald P. and Susan E. Lynch Professor of Investment Management at Cornell University’s S.C. Johnson Graduate School of Management where he has been a professor since 1979.

Dr. Jarrow is the recipient of numerous professional awards. In 2009 he was awarded Risk Magazine’s Lifetime Achievement Award. He was named to the Fixed Income Analysts Society Hall of Fame in 2004, the 50-person RISK Magazine Hall of Fame in December 2002, and International Association of Financial Engineers Financial Engineer of the Year in 1997. He is also a Senior Fellow of the International Association of Financial Engineers.

Dr. Jarrow is one of the world’s foremost authorities on mathematical finance. In the field of bond market dynamics and foreign exchange, he is an originator of the Heath-Jarrow-Morton (HJM) multi-factor interest rate term structure model. He also is a co-inventor of the reduced-form credit risk model, which is the primary framework for pricing and hedging credit derivatives.

Dr. Jarrow is the author of Option Pricing (with Andrew Rudd, Irwin 1983), Finance Theory (Prentice Hall 1988), Modelling Fixed Income Securities And Interest Rate Options (McGraw Hill 1995, 2nd edition Stanford University Press 2002), Derivative Securities (with Stuart Turnbull, South-western 1996, 2nd edition 2000), and Introduction to Derivative Securities, Financial Markets, and Risk Management (W.W. Norton 2013).

Dr. Jarrow is also the author or co-author of more than two hundred research articles on financial theory and investment management. In addition to his research, teaching and consulting activities, Dr. Jarrow also serves in an editorial capacity for many journals.

Dr. Jarrow received an A.B. in Mathematics and Management Science from Duke University, his M. B. A. in Finance from the Amos Tuck School of Business at Dartmouth College, and his Ph. D. in Finance with a minor in Economics from Massachusetts Institute of Technology.

Suresh Sankaran
Suresh Sankaran, Managing Director

Suresh, recently assumed the role of Managing Director, Advisory Services, of Kamakura Corporation where he heads, develops, and provides Enterprise Risk Management (ERM) and Basel II advisory consulting services to its clients worldwide. His work includes practical application of advanced financial analytics to solve crucial risk management issues, on assignments involving latest solutions in the field of financial engineering including advice on term structure models, valuation strategies, value at risk, and credit risk. He provides consultations to corporate entities and senior management on diverse issues as risk management practices, derivative valuation methods, and asset-liability management techniques.

Mr. Sankaran re-joined Kamakura Corporation from the International Finance Corporation (IFC), the private sector arm of the World Bank Group, where he was Principal Operations Officer responsible for the development of risk management practices in the financial services sector in emerging markets. Previously at Kamakura as Co-Head, Europe, Middle East & Africa, he managed several projects to structure default probability estimates for retail banking portfolios, including the incorporation of user-specific variables into a credit scoring and default estimation framework, and including the testing of the statistical significance of selected variables. He has advised clients on customer behaviour modelling on retail banking products like mortgages for prepayments, and non-determinant deposits for early withdrawal. He has assisted several leading retail banks around the globe in the production of customer behaviour estimates to analyse their balance sheet mismatches.

Smita Chaturvedi
VP, Enterprise Risk Management
Comerica Bank

Smita will be participating at CFP’s 4th Annual Enterprise Risk Management, 2015

Thomas Crimmins
Director, Risk Reporting

Thomas will be participating at CFP’s 4th Annual Enterprise Risk Management, 2015

David D’Amico
Mitsubishi UFJ

David D’Amico, VP, Mitsubishi UFJ Financial Group, Inc. (MUFG) David is a Vice President in the Enterprise Risk Management Office for the United States in the U.S. Holdings Division of MUFG. His responsibilities include improving current reporting processes in order to efficiently and effectively report key risks for all MUFG U.S. entities, design innovative reports for more effective risk identification and creating a more robust data gathering and reporting platform. He works with senior management from all MUFG U.S. entities to create, collect, organize, and analyze risk scorecards and reports. Responsible for the materials for risk and management committees and advisory board level meetings.

Prior to joining MUFG, David spent 22 years with JP Morgan and predecessor institutions in a variety of roles in Loan Operations, Commercial Bank Operations, Investment Bank Middle Office, Loan Syndications, Credit Risk Technology, Investment Bank Risk Reporting and Business Management.

Shari Daw
VP, Enterprise Risk Management
Discover Financial Services

Shari Daw is Vice President of Enterprise Risk Management. Ms. Daw is responsible for developing and managing a broad range of risk management functions including Discover’s enterprise risk management framework, risk appetite, economic capital, risk reporting and analytics, insurance risk management and oversight of consumer, market, liquidity and counterparty risks.

Ms. Daw joined Discover in 2013. Prior to joining Discover, she held senior risk management positions at Freddie Mac, LaSalle Bank/Bank of America and Bank One/JP Morgan Chase. Early in her career, she held a number of positions in finance and strategy at Saers Roebuck and Co. and its subsidiaries including Dean Witter and Coldwell Banker.

Ms. Daw earned her Bachelor’s degree from the University of Illinois, Urbana-Champaign in Accountancy and her MBA from Northwestern University’s Kellogg School of Management.

Garvin Deokiesingh
Chief Auditor & Head of Enterpise Risk Management
AGF Management

Garvin is the Chief Auditor and Head of Enterprise Risk at AGF Management Limited (AGF). Garvin is responsible for the effective execution of internal audits for the Management Company as well as all related and subsidiary companies. He is also responsible for the implementation and oversight of the Enterprise Risk Function.

Prior to joining AGF, Garvin was the Vice-President, Audit Services at Manulife Financial Corporation, responsible for Investments, Corporate, Asia and Japan, and Manulife Bank audits. He has also been a Partner at Deloitte, where he was the National Leader of the Performance Measurement and Hedge Fund Practices. He has over 15 years of experience with the AIMR-PPS and GIPS Standards, performing verifications of large asset managers in Canada and the US, as well as providing consultative support to those organizations wishing to become compliant. Garvin is a frequent speaker on the GIPS Standards in Canada. Garvin is currently on the GIPS Executive Committee, responsible for the leading and direction for the GIPS Standards globally.

Garvin is involved with charities related to child abuse and child support as Treasurer for both Hedge Funds Care – Canada, and the Boys and Girls Club of Peel.

Garvin is a graduate of the University of Waterloo Accountancy Studies, is a Canadian Chartered Accountant and a CFA.

Tally Ferguson
SVP, Director, Risk Management
BOK Financial

Tally Ferguson brings a unique blend of regulatory compliance and quantitative risk management skills with nearly 30 years experience as a bank regulator, regulatory consultant and risk manager. He is currently the Director of Market Risk Management at BOK Financial, responsible for enterprise wide market risk monitoring as well as model risk analysis and validation. Prior to coming to BOKF, Me. Ferguson was a regulatory consultant for Ernst & Young and helped clients implement numerous regulatory initiatives including comprehensive risk management programs and interest rate risk initiatives. Mr. Ferguson got his introduction to banking as an examiner with the Federal Reserve Bank of New York, where he began in 1985 and progressed to Supervising Examiner by March of 1994.

Mr. Ferguson has an undergraduate degree in Economics and Mathematics from Yale University and an Executive MBA from the Wharton School; he is a CFA charter holder and carries series 7, 24, 63, 4 and 53 licenses. He is also an adjunct professor on finance at the University of Tulsa.

Seth Giovanetti
Director, Enterprise Risk Management

Seth will be participating at CFP’s 4th Annual Enterprise Risk Management, 2015

Tom Longstroth
Head of Enterprise Risk Management

Tom will be presenting at CFP’s 4th Annual Enterprise Risk Management, 2015

Irina Moore
Capital Planning Leader
GE Capital

Irina Moore, CFA is the Capital Planning Leader at GE Treasury. Her responsibilities include ensuring that the wing-to-wing capital, regulatory capital and stress-testing results, including data, models, governance and controllership. Irina most recently served as the Capital Planning Leader and Risk Analytics Leader at GE Capital Aviation Services (GECAS), a commercial aircraft leasing business of GE, and prior to that she lead quantitative risk analytics and stress testing at GE Money, a consumer finance arm of GE Capital. Irina has been with GE for 10 years and is the recipient of the GE Edison Award, GE’s highest award for technical innovation. Irina began her career in 1995 in her native Tbilisi, Georgia, where she worked with the National Bank of Georgia and several commercial banks on the accounting and financial reporting reform. Irina holds a Master’s Degree in financial reporting reform. Irina holds a Master’s Degree in Physics from Tbilisi State University and an MBA in Finance from the University of Conneticut. She is a CFA charter holder and a Chartered Certified Accountant.

Gideon Pell
New York Life Insurance

Gideon Pell is Chief Risk Officer and Managing Director of the Investments Group of New York Life where he is responsible for establishing and managing the risk management framework and processes to identify, evaluate, monitor, and mitigate risk across all the investment framework and businesses. Over the course of Mr. Pell’s 14 years with New York Life Insurance Company, he has led the enterprise risk management function, developing the program from inception and embedding enterprise risk management processes throughout the NYL organization.

Prior to joining New York Life in 2000, Gideon worked at Republic National Bank of New York (now HSBC-USA) in the asset management, securities and derivatives businesses, and later in the corporate risk management group where he had oversight of portfolio risk management for global trading activities. Previously, he worked with KPMG in New York and London for 12 years in their financial services practice.

Gideon earned a B.Sc degree in mathematics with first class honors from Imperial College, London, UK. He is a Fellow of the Institute of Chartered Accountants in England and Wales, a member of the American Institute of Certified Public Accountants and holds the Professional Risk Manager (PRM) designation.

Frank Roppelt
Global Head of Vendor Risk Management
BNY Mellon

Frank will be participating at CFP’s 4th Annual Enterprise Risk Management, 2015

Omer Samikoglu
Head of Enterprise Risk Analytics
CIT Group

Omer will be participating at CFP’s 4th Annual Enterprise Risk Management, 2015

Bobbi Sedor
FVP, ERM Program Director
First Niagara Bank

Bobbie will be participating at CFP’s 4th Annual Enterprise Risk Management, 2015

Alexander Shklyarevsky
Director, Model Risk Management

Mr. Alexander Shklyarevsky is a Director, Model Validation, in Enterprise Risk Management at American International Group (AIG) in New York. He specializes in quantitative pricing and risk models, methodologies and processes for derivative products and their portfolios across asset classes, as well as economic and insurance models. Prior to joining AIG, Alexander worked at Bank of America, KBC Financial Products, Commerzbank, Merrill Lynch, ING Barings, Deutsche Bank, Bank of Tokyo and Chase Manhattan Bank where he specialized in quantitative pricing, trading, insurance and risk models for derivative securities and their portfolios, as well as Risk Management and Risk Analytics.

Mr. Shklyarevsky has been published in financial magazines and has been a speaker at several industry and academic conferences. Prior to working in an Insurance Industry and a Financial Industry, he worked in Construction Research, Market Research and Academia where he conducted Mathematical Research and taught courses in Mathematics. He holds a B.S. / M.S. Degree in Mathematics from Kiev State University (Department of Mathematics) and M.S. Degree with all Ph.D. credits in Mathematics from New York University (Courant Institute of Mathematical Sciences, Department of Mathematics).

Gurpreet Sodhi
VP, Risk
Deutsche Bank

Gurpreet Sodhi is VP Portfolio Risk Management at Deutsche Bank where his core functionalities include monitoring and managing risk at the portfolio level, participating in limit review sessions, monitoring risk adjusted return and co-ordinating with Market Risk Managers across various asset classes.

Prior to joining Deutsche Bank, Gurpreet was Head of Risk Analytics for ERM at The Hartford. Reporting to the CRO, his core functionalities including working with different groups within the organization producing Economic Capital models, allocating Capital, producing Economic Balance Sheets, performing Monte-Carlo simulation, performing statistical analysis, creating insurance dashboards and identifying risk factors. He was also part of the ERM risk committees and involved in establishing Liquidity Risk policies and limits, setting Contingency Funding plans, mitigating liquidity risk situations and designing apposite methods for managing Asset Liability risk and investing implications of the Dodd-Frank Act.

Robert Wordelmann
Director, Enterprise Risk Management
TD Bank

Robert will be participating at CFP’s 4th Annual Enterprise Risk Management, 2015

Martin Yates
Head of Firmwide Cyber Program
JP Morgan Chase

Martin will be participating at CFP’s 4th Annual Enterprise Risk Management, 2015

Patrick Zhou
Assistant Director

Patrick Zhou will be participating at CFP’s 4th Annual Enterprise Risk Management, 2015

2nd December 2014

Stress Testing: A Below the $50bn Perspective

David Belmont, Chief Risk Officer, Commonfund will be one of many Senior Risk Professionals presenting at CFP’s 3rd Annual Enterprise Risk Management. CFP recently interviewed David […]
2nd December 2014

The Key Challenges of Model Risk

CFP Interviews Irina Moore Irina Moore will be one of many Senior Risk Professionals presenting at CFP’s 3rd Annual Enterprise Risk Management. CFP recently interviewed Irina […]
2nd December 2014

Measuring, Managing and Aggregating Risks Across The Enterprise

CFP Interviews David D’Amico David D’Amico, Director, Enterprise Risk Management, Mitsubishi UFJ will be one of many Senior Risk Professionals presenting at CFP’s 3rd Annual Enterprise […]
2nd December 2014

Determining the Exposure to Cyber Attacks and Implementing Effective Safe Guards

CFP Interviews Craig Spielmann Craig has over 30 years of Risk Management, Information Security, Business Strategy, Technology and Audit experience gained from working with the world’s […]

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