Pub. 3 2014 Issue 3

As we see an end to this banking crisis, it is clear that the focus of our regulators is on enhancing our risk management procedures. While Dodd- Frank and BASEL III are two of the more prominent examples of this focus, some unintended consequences are likely in store for our industry. Therefore, improving how we do business will be critical for survival going forward. DISCUSSION TOPICS - Capital Markets/Regulatory Update Jared Murphy/BlackRock - Credit Risk – Stress Testing for Capital Adequacy & Basel III Guidelines Kamal Mustafa/Invictus Consulting - Market Risk – The Investment Portfolio: What Makes Sense Today Steve Miller/First Principles Capital Mgmt. - Pricing Risk – Loan Pricing Strategies That Help You Compete Craig Poms/Precisionlender - Liquidity Risk – How do we stress test for this? Karl Nelson/KPN Consulting - Reputational Risk – Redefining Compensation in the New Era of Regulation Flynt Gallagher/Meyer-Chatfield Compensation - Operational Risk – Rethinking Operational Risk Management at Your Bank Tom Bryan/Nymbol Technology - Interest Rate Risk – Breaking Down the Modeling Mystery Al Forrester/FICast Data Corporation WHO SHOULD ATTEND This workshop is designed for Directors, CEOs, CFOs, Chief Risk Officers, and Senior Management with responsibility for profit centers. Recommended 6.5 hours CPE credit. CLE credit pending. June 4, 2014 Wichita, DoubleTree by Hilton June 5, 2014 Overland Park, Ritz Charles Risk Management: Enhancing our Bank Model REFRESHMENTS PROVIDED BY WORKSHOP AGENDA Registration: 8:30 a.m. Pro gram: 9 :00 a.m. Lunch: 12 no o n Pro gram: 1:00 p.m. Ad jou r n: 4:00 p.m.