New York, New York
In-person or Virtual Participation Available
Digitalization is the use of digitized information – in conjunction with new computerized technologies – to improve business processes, create new revenue streams and enhance productivity. So far, digitalization has mainly been implemented in consumer finance, compliance, anti-money laundering (AML), and cyber risk – as well as in finance and accounting workflow analyses.
With new technologies on the horizon, it’s expected to be applied to broader risk management functions, including stress testing and asset-liability management (ALM). What approaches and steps can your firm take to manage this transition to a digital age, and what role should machine learning play? How can your firm capture tail risks while maintaining sound liquidity and capital buffers in a world replete with extreme events and great uncertainty?
Please join us for GARP New York Chapter’s final event of 2022. Learn as a panel of world-class experts discuss the evolution and applications of digitalization in broader risk management functions, delving into the following issues:
In addition, Alla Gil, CEO of Straterix, will present a case study: during volatile times, how a financial institution can leverage machine learning to perform capital and liquidity analyses to reveal the scenarios where both capital and liquidity are under stress. Following the event, we will celebrate our successes of 2022 at our holiday reception.
5:30 - 6:00 pm: Registration
6:00 - 6:05 pm: Welcome and introductions
6:05 - 6:10 pm: Keynote Presentation
6:10 - 6:50 pm: Panel discussion
6:50 - 7:00 pm: Audience Q&A
7:00 - 8:00 pm: Networking reception
35 West 44th Street
New York, NY 10036
Note: The Dress Code within the Clubhouse is business casual (jeans, sneakers or athletic wear are NOT permitted).
Managing Director, Head of Enterprise Risk Management for the Americas, Société Générale
Didier Blanchard started at Société Générale in 2009 as Group Head of Global Risk Measurement in Paris, before moving to New York in 2016 as Head of Enterprise Risk Management for the Americas. Prior to joining Société Générale, Didier had performed the Basel 2 validation of BNP Paribas Group, and then had structured regulatory and accounting solutions at the bank’s Fixed Income department in London. A graduate of Sciences Po Paris, Didier had started his career in 1995 at Commission Bancaire, the French banking supervisor.
Founder & CEO, Straterix
Alla Gil is co-founder and CEO of Straterix, which provides unique scenario tools for strategic planning and risk management. Prior to forming Straterix, Gil was the global head of Strategic Advisory at Goldman Sachs, Citigroup and Nomura, where she advised financial institutions and corporations on stress testing, economic capital, ALM, long-term risk projections and optimal capital allocation.
Former Barclays US CRO
President & CEO Crossgates Investment and Risk Management
Head of Risk and Analysis Federal Reserve Bank of New York
Head of Enterprise Risk Management – Americas Societe Generale
Head of Risk Architecture and Informatics Millennium
Chief Risk Officer Celsius
Managing Director Global Markets Risk COO Morgan Stanley