8:30 – 9:00 a.m. - Registration
9:00 – 9:55 a.m. - Crisis and Response: How FDIC History Could Impact Your Institution and Q&A
Bart Smith, Managing Director, Performance Trust
In late 2017, the FDIC published Crisis and Response: An FDIC History, 2008-2013. This introspective “LookBack” by the FDIC delves into the origins, impact, and lessons of the Financial Crisis from the viewpoint of your regulators. This session will help translate these lessons into potential points of heightened scrutiny on upcoming exams and will equip you with the insights you need in order to anticipate and respond to what regulators may be signaling.
9:55 – 10:50 a.m. - Emerging Cybersecurity Threats: Why the Dark Web Should Be Your Guide and Q&A
Shawn O'Brien, President, QwickRate
Hackers have always been ahead of the curve. The key to protecting your organization’s information assets is to preempt the direction and technique that the hackers will use next. In this session we’ll identify current IT Threats, issues, and trends that Financial Institutions face today and how to stay steps ahead of bad actors. In addition, we’ll provide an inside look into the mind of a cyber criminal and walk through a factious attack, step by step, as you learn the anatomy of a targeted Advanced Persistent Threat (APT). The session will explore methods of reconnaissance, social engineering techniques, detection avoidance methods, and common command & control communications.
10:50 – 11:00 a.m. - Networking Break
11:05 – 12:00 p.m. - Achieving a Fully Integrated Enterprise Risk Governance Structure: Managing the Risks Between the ERM and Q&A
Michael Berman, CEO, Ncontracts
This session will discuss the importance of enterprise risk governance structures in managing risk holistically. Topics will include attributes of effective risk governance, with a focus on leading practices and the importance of “getting it right”; examples of risk governance in action; and proven methods for integrating qualitative risk categories, such as strategic risk, into governance structures.
12:00 – 12:45 p.m. - Lunch
12:50 – 1:45 p.m. - Credit Risk and Crystal Balls - The Economic Outlook & Current State of Lending and Q&A
David Ruffin, Director-Credit Risk Management, Dixon Hughes Goodman
Timely and accurate risk ratings are not only a regulatory expectation but also good business practice. This session provides concrete ways to improve the risk rating process.
1:45 – 2:00 p.m. - Networking Break
2:00 – 2:55 p.m. - How to Dynamically Measure, Monitor and Manage Your Bank’s Liquidity and Q&A
Paul Allen, Shareholder, Saltmarsh, Cleaveland & Gund
Every banker knows that liquidity has a tendency to ebb and flow with changing market conditions. As a rule, liquidity rises and falls inversely with the general trend and direction of interest rates. The ability to reasonably project the behavior of balance sheet cash flows, and therefore liquidity, is critical to sound asset liability management processes. This session will discuss the latest trends in measuring your bank’s liquidity.
2:55 – 3:50 p.m. - Managing Legal and Regulatory Risk and Q&A
Heather Archer Eastep, Partner, Hunton Andrews Kurth
This session focuses on providing tactics in managing your exposures to legal and regulatory risk and will cover obligations in reporting/escalating issues to senior management and the board. We’ll also review hot button legal risk issues that you should be monitoring.
4:00 p.m. - Adjournment