Sistemas de negociação quantitativos 2ª edição download

Capítulo 7 & # xA0; & # x2013; & # xA0; Gestão de Nutrientes Ecologicamente Baseada.

O manejo de nutrientes é fundamental para a produtividade agrícola e para a subsistência rural viável. Os agricultores têm o duplo objetivo de apoiar o crescimento das culturas e dos animais, minimizando as perdas para o meio ambiente. A disponibilidade de nutrientes é uma função das práticas de manejo e características inerentes do ambiente (ou seja, clima, tipo de solo) e dos organismos nesse ambiente. Neste capítulo, exploramos como a aplicação de princípios ecológicos fornecerá aos gerentes ferramentas para desenvolver estratégias coerentes de gerenciamento de nutrientes que otimizem os complexos processos que governam a ciclagem de nutrientes em agroecossistemas. O manejo sustentável requer muita atenção ao ciclo de nutrientes internos, através da construção de piscinas lábeis / disponíveis e de reservatórios de nutrientes que são mais facilmente retidos no solo. Escolhas estratégicas são necessárias para orquestrar o conjunto completo de decisões gerenciais que contribuem para o gerenciamento eficaz de nutrientes, incluindo decisões sobre quais fontes de fertilidade usar e quanto aplicar em um determinado campo, como usar rotação e consorciação em conjunto com essas fontes. , que cultivam genótipos para crescer e como melhor usar intervenções como plantio direto ou fogo. Técnicas participativas para avaliar as práticas atuais de manejo de nutrientes e desenvolver sistemas inovadores são inestimáveis ​​no desenvolvimento de esquemas de manejo de nutrientes ecologicamente baseados.

Orçamentos; eficiência de nitrogênio e fósforo; manejo de nutrientes; planta nutrientes disponíveis; processos; matéria orgânica do solo.

Direitos autorais & copy; 2017 Elsevier Inc. Todos os direitos reservados.

Por que o Big Data é importante nas finanças?

Co-autoria de Steve Krawciw.

Um artigo do New York Times sobre o último vencedor da corrida de cavalos Triple Crown, American Pharaoh, observou que o cavalo foi identificado como tendo um potencial incrível quando o animal tinha apenas 1 ano de idade. A previsão de sucesso foi feita por uma equipe de cientistas de dados que estimou o desempenho do cavalo observando o tamanho do coração do vencedor e outras características e comparando-as com as dos vencedores de corridas anteriores. Sobre o potencial futuro do cavalo, os cientistas de dados o aconselharam: "vender a casa, mas manter o cavalo". Sua previsão valeu a pena - o faraó americano venceu. A verdadeira vitória, no entanto, pode ser atribuída à ciência de dados - a capacidade dos pesquisadores de identificar o vencedor antes do tempo com base em métricas quantitativas.

Em sua essência, a ciência de dados por trás da vitória do cavalo é semelhante aos métodos implantados pelos analistas modernos dos mercados financeiros. Ao observar e medir características e fenômenos recorrentes nos mercados financeiros, os cientistas de dados são capazes de identificar as ações vencedoras, prever as quebras de mercado, detectar manipulação de mercado e coisas do gênero.

Com o tempo, a análise de dados financeiros está se tornando cada vez mais precisa e intensiva em dados. Isso é, em parte, impulsionado pelos custos cada vez maiores da tecnologia necessária para processar dados, pela constante expansão da disponibilidade de dados e pelo sucesso da ciência de dados nas operações financeiras. Análises de big data geralmente chegam aos menores prazos, envolvendo dados capturados em milissegundos e microssegundos. Empresas como Getco, Virtue e Quantlab têm análises de dados de curto prazo nas últimas duas décadas. Não apenas as instituições se beneficiam das vantagens da análise de dados financeiros de curto prazo; os investidores menores também podem se beneficiar.

Por que os investidores comuns se preocupam com big data em finanças e big data em altas freqüências, em particular? Para responder a essa pergunta, considere um investidor comum, Joe, que deseja fazer algo mundano: comprar ou vender uma ação ou outro instrumento financeiro a preços de abertura de mercado. Para fazer isso, Joe tem dois métodos à sua disposição:

1) Joe pode fazer um pedido de mercado que diga ao seu corretor ou a uma bolsa para preencher seu pedido o mais rápido possível, com o melhor preço disponível.

2) Joe pode colocar uma ordem de limite especificando um preço específico, mas sem limite de tempo para sua negociação.

Se Joe escolher a rota da ordem de mercado, ele terá garantido a compra da garantia desejada, mas possivelmente a um preço muito pior do que o lance inicial ou até mesmo a cotação de venda. Durante os poucos minutos que se seguem imediatamente aos preços de abertura do mercado, esforçamo-nos por incorporar todas as informações reprimidas da noite para o dia, quando os mercados estão fechados. As informações são transmitidas aos mercados por meio de ordens dos comerciantes, e a disparidade de visualizações faz com que os preços saltem violentamente para cima e para baixo rapidamente, até que os comerciantes cheguem a um consenso sobre os preços. Devido à volatilidade, um Joe de ordem de mercado pode ser preenchido ao pior preço possível, possivelmente apagando o ganho projetado de Joe com o negócio.

Como alternativa, Joe pode optar por colocar uma ordem de limite e especificar o preço pelo qual está disposto a comprar o instrumento financeiro de interesse. Aqui, Joe está enfrentando outra decisão, o preço em si. Se Joe escolher um preço muito baixo, seu pedido pode nunca ser executado. Se o preço for muito alto, ele não faz nada para superar seu cenário de ordem de mercado. Como Joe pode determinar um preço justo, isto é, favorável e que resulta em uma execução oportuna?

Uma estratégia simples, mas eficaz, poderia ser colocar uma ordem limitada a um "preço médio": um preço que é a média da oferta e perguntar no mercado aberto. Para fazê-lo, no entanto, é necessário ter uma fonte atualizada de dados de mercado, a partir da qual calcular o preço médio. (A maioria dos corretores fornece aos seus clientes acesso gratuito aos dados com 15 minutos de atraso - muito lento para que Joe identifique e execute com sucesso sua estratégia.) Esse exemplo básico ilustra apenas um grande aplicativo de dados de alta frequência que, com o tempo, pode fazer uma diferença de milhões de dólares em contas de investidores que adotam os dados e aqueles que não aceitam. O mantra dos investidores atuais nos mercados financeiros e de cavalos pode ser "manter a ciência dos dados e optar por negociar os ativos de acordo com as previsões da ciência".

Quais outras inferências podem ser feitas a partir de dados de mercado usando a ciência de dados? As possibilidades são ilimitadas. Como em qualquer campo de pesquisa, a identificação de modelos de trabalho envolve muitas tentativas e erros, a observação de dados e, eventualmente, a intuição sobre o que funciona e o que não funciona. Os dados são o primeiro trampolim necessário.

Regras Avançadas de Negociação.

Um volume em Finanças Quantitativas.

Editado por: E. Acar e S. Satchell.

Copyright © 2002 Elsevier Ltd. Todos os direitos reservados.

Advanced Trading Rules é o guia essencial para as técnicas de ponta usadas atualmente pelos melhores traders financeiros, analistas e gestores de fundos. Os editores reuniram os principais especialistas profissionais e acadêmicos do mundo para explicar como entender, desenvolver e aplicar as regras e os sistemas comerciais de ponta. É leitura imprescindível se você estiver envolvido nos mercados de derivativos, renda fixa, câmbio e ações.

As regras avançadas de negociação demonstram como aplicar econometria, modelagem computacional, análise técnica e quantitativa para gerar retornos superiores, mostrando como você pode ficar à frente da curva descobrindo por que certos métodos são bem-sucedidos ou falham.

Lucre com este livro, entendendo como usar: propriedades estocásticas de estratégias de negociação; indicadores técnicos; redes neurais, algoritmos genéticos, técnicas quantitativas, gráficos.

Profissionais de mercados financeiros descobrirão uma riqueza de idéias e métodos aplicáveis ​​para ajudá-los a melhorar seu desempenho e lucros. Alunos e acadêmicos que trabalham nesta área também se beneficiarão da análise rigorosa e teoricamente sólida desta área dinâmica e empolgante das finanças.

O guia essencial para as técnicas de ponta usadas atualmente pelos melhores traders financeiros, analistas e gerentes de fundos Fornece uma visão geral completa das regras de comércio de mercados financeiros de ponta, incluindo novo material sobre análise técnica e avaliação Demonstra como aplicar econometria, modelagem computacional , análise técnica e quantitativa para gerar retornos superiores.

CECL 2018.

Indo além das decisões de implementação para entender o quadro final.

2ª edição do Congresso CECL 2018 | 21 a 22 de março | Cidade de Nova York.

Ocorrendo no New York Marriott Downtown, 85 West St, Nova York, NY 10006, EUA.

Taxa de Early Bird:

US $ 1.599 & # 8211; até 9 de março.

MASTERCLASS PRÉ-EVENTO | 20 DE MARÇO.

CECL Bootcamp - Etapas, Dados e Metodologia.

A Masterclass, realizada em 20 de março, será liderada por quatro Profissionais de Risco Sênior da prática de Assessoria de Risco da FIS.

PRINCIPAL CONGRESSO: 21 a 22 de março.

Depois que a 1ª Edição for esgotada, a 2ª edição do Congresso CECL procura fornecer uma atualização sobre o progresso feito para a implementação final do CECL, e revisar os possíveis impactos posteriores. O CECL continua a sacudir a indústria e a dividir opiniões sobre variações e estratégias de interpretação e implementação. Este intenso e informativo Congresso de dois dias reunirá instituições financeiras para delinear opções, compartilhar metodologias e interpretações para alinhar estratégias e, em última análise, resultados.

Então, junte-se a nós no New York Marriott Downtown para entrar em contato com colegas de instituições globais através de bancos comunitários. Participe de painéis de discussão interativos, apresentações perspicazes e amplas oportunidades de networking para mover o pensamento das opções de implementação, até os impactos pós-evento do CECL.

Tópicos chave incluem.

Produzindo o processo e revisando os requisitos do sistema.

Considerações sobre as escolhas e implicações do modelo após o lançamento.

Maior documentação para mensagens de partes interessadas.

Moldando o cenário para cenários econômicos e trazendo práticas de dados alinhadas aos requisitos.

A perspectiva dos reguladores dos três principais órgãos reguladores.

Revendo variações na interpretação por um período razoável e suportável.

Revendo o impacto nos ativos e tratamento da dívida e previsão de empréstimos.

Arquitetura analítica abrangente para fornecer uma visão holística.

Novo painel regulatório confirmado!

Examinador Sênior, Supervisão Bancária e Divisão de Regulação, Metodologia de Risco nos EUA.

Banco da Reserva Federal de St. Louis.

Especialista quantitativo em riscos.

Mais informações sobre mais de 20 profissionais seniores de crédito, análise e modelagem, incluindo:

Chefe do Model Risk Management & amp; Validação.

Diretor, Quant Analytics.

ED, Metodologia de Risco nos EUA.

SVP / Diretor de Gerenciamento de Risco Operacional.

Masterclass pré-evento.

CECL 2018 MASTERCLASS PRÉ-EVENTO.

CECL Bootcamp - Etapas, Dados e Metodologia.

TAXA ESPECIAL DE ANO NOVO.

TEMPO LIMITADO, ESPAÇOS LIMITADOS!

Masterclass PLUS dois dias do Congresso apenas $ 2.198.

08:45 e # 8211; Boas-vindas e visão geral do workshop.

09:00 e # 8211; Considerações para o framework CECL.

09:30 e # 8211; Desenvolvendo um plano de ação do CECL.

Identificando papéis e responsabilidades de líderes de negócios e gerentes de risco Como planejar um roll-out suave Modelar políticas de gerenciamento de riscos e governança.

10:00 e # 8211; Pausa para refresco matinal & amp; networking.

10:15 e # 8211; Ferramentas de gerenciamento de risco & amp; framework para construir o CECL.

Avaliar as ferramentas atuais de gerenciamento de risco de um banco Principais componentes para alavancar e alinhar.

10:45 e # 8211; Dados necessários para construir e operar uma estrutura robusta do CECL.

Dados exigidos para o CECL Estrutura de dados obrigatória / recomendada / ideal Recursos de dados e planos de ação para diferentes níveis de dados de perdas internas disponíveis.

Nível de empréstimo versus pooling Definição da segmentação de portfólio Abordagens comumente indicadas do CECL: taxa de perda, matriz de migração, análise Vintage, fluxos de caixa descontados. Exemplos de exercícios & # 8211; Entradas / resultados provisórios / saída para alguns métodos de amostra.

2:30 Pausa para o refresco da tarde & amp; networking.

2:45 e # 8211; Abordagens e metodologias do CECL & # 8211; 2

Previsão PD / LGD Alavancagem de modelos DFAST Estrutura de prazos e sobreposições vintage Média de reversão de previsões econômicas versus perdas Exemplos de exercícios & # 8211; Entradas / resultados provisórios / saída para alguns métodos de amostra.

4:00 - Sessão do praticante, perguntas e respostas e discussão aberta.

A Masterclass será liderada por quatro Senior Risk Professionals da Risk Advisory Practice da FIS.

Prashant é atualmente diretor da prática de consultoria de risco da FIS, com sede em Nova York. Ele lidera a equipe, que fornece serviços de consultoria de gerenciamento de risco & # 8211; focado em scorecards de classificação de risco, validação de modelo, DFAST / CCAR e CECL. Prashant tem mais de uma década de experiência profissional na área de gerenciamento de riscos. Ele é um orador regular nos seminários de liderança de pensamento da FIS na região. Prashant é autor de vários white papers, cobrindo áreas como DFAST, Risco de Liquidez, FTP e CECL. Um FRM certificado e revisor oficial de contas, Prashant possui um MBA (Finanças).

Ryan Hoffman é consultor sênior da prática consultiva de gerenciamento de risco da FIS, onde ele apóia a missão do grupo de ajudar os bancos a melhorar seu perfil de risco-retorno por meio de sólidos princípios de gerenciamento de risco, análise e modelagem. Ryan é especialista em construir modelos econométricos para conformidade com DFAST - modelos de previsão de perda de crédito e balanço patrimonial. Além disso, Ryan auxiliou os bancos na construção de estruturas de classificação de risco de crédito e na realização de análises de lacunas de dados. Sua experiência também se estende à validação de modelos, capital econômico e gerenciamento de riscos em toda a empresa.

Bond Caldaro atua como Consultor Sênior para a prática de Consultoria de Risco da FIS. Nessa função, Bond tem sido responsável por liderar equipes de projetos para atender às necessidades de gerenciamento de riscos dos bancos comunitários e das grandes empresas holding dos EUA. A Bond contribuiu para o desenvolvimento de modelos para a inadimplência estressada por perda, a produção de empréstimos, bem como a estrutura do modelo CECL usada pelo grupo de Assessoria de Risco da FIS. Os projetos que a Bond concluiu incluem a criação de modelos de perda de crédito DFAST, scorecards de classificação de risco, desenvolvimento de sobreposições de modelo e padrões de reforma para governança e conteúdo de documentação. Bond desfruta de solução de problemas e dedica-se a envolver os clientes com informações valiosas obtidas com a análise matemática para informar decisões sólidas de gerenciamento de riscos. Bond é bacharel em Matemática e Física no Skidmore College, mestre pela Universidade de Minnesota em Matemática, com foco em Teoria da Representação e mestrado pela NYU em Educação Matemática.

Palestrante convidado:

O Sr. Lambert ingressou no BancorpSouth em 2006 e atuou em diversas funções, incluindo gerenciamento de portfólio, gerenciamento de ativos e passivos, relações com investidores e integração de sistemas / desenvolvimento de modelos. Sua equipe é atualmente responsável pela gestão de ativos e passivos, gerenciamento de risco de liquidez e testes de estresse de capital. Além disso, o Sr. Lambert desempenha um papel ativo no planejamento estratégico com relação ao orçamento corporativo e à implantação de capital. Ele tem sido palestrante de destaque em conferências sobre testes de estresse e atuou no Conselho Consultivo do American Banker para testes de estresse. Antes de ingressar no BancorpSouth, o Sr. Lambert foi gerente de portfólio para clientes de varejo. Ele recebeu seu bacharelado e MBA pela Mississippi State University e pela University of Mississippi, respectivamente.

Agenda Principal do Congresso.

Primeiro dia | 21 de março | Cidade de Nova York.

08:00 Registro & amp; café da manhã e café da manhã.

08:40 Comentários de abertura da mesa.

08:50 Mock analista salário chamar: Revendo a prontidão "em todos os lugares, EUA & # 8211; 31 de março de 2020 e # 8211; Achamos que somos o Ready Bank (EXCH: IDK) que divulgará os resultados do primeiro trimestre de 2020 em & # 8230;

Junte-se a analistas e especialistas do setor enquanto iniciamos a conferência da CECL para uma Mock Earnings Call para obter insights sobre questões que sua instituição pode enfrentar quando o novo padrão CECL entrar em vigor. ”

Liderado por: Will Newcomer, vice-presidente de produtos & amp; Strategy, U. S. Risk & amp; Conformidade, Wolters Kluwer.

09:30 CECL, análise de impacto quantitativo: Como o CECL teria se desempenhado durante a Grande Recessão?

Análise histórica de 10 grandes bancos regionais Análise histórica de níveis de produção usando todos os dados FDIC Uma visão de como a reserva CECL teria mudado com diferentes suposições para: Horizonte razoável e suportável Tempo para se referir à taxa de perda de longo prazo Taxa de perda de longo prazo nível de vida esperada da carteira.

Michael Fadil, EVP, Diretor do Programa CECL, Citizens Bank.

10:00 CECL, análise quantitativa de impacto: Como o CECL teria se apresentado durante a Grande Recessão?

Análise histórica de 10 grandes bancos regionais Uma análise de como a reserva do CECL teria mudado com diferentes suposições para: Horizonte razoável e suportável Tempo para se referir à taxa de perda de longo prazo Nível de perda de longo prazo Vida esperada do portfólio Grande Retrospectiva Retrospectiva … Uma análise comparativa do CECL com conhecimento perfeito A Previsão… O que nós sabíamos e quando nós o conhecíamos?

Larry Sorensen, diretor financeiro do Washington Trust Bank.

10:30 Refresco matinal e networking.

11:00 Utilizando a infraestrutura existente e análises de risco de crédito para o CECL.

Uso de dados no nível de empréstimos e interações com modelos de scorecards Diferenças entre testes de estresse e CECL e como alinhá-los Usando uma plataforma de tecnologia comum para ALM, DFAST e CECL – pros e contras Blueprint de uma infra-estrutura renovada e estrutura analítica para CECL - BancorpSouth.

Ty Lambert, SVP, Bancorp South.

11:35 Olhando para além do CECL Compliance para criar modelos de perda de valor agregado.

Requisitos de modelagem de perdas para CECL e algumas das principais abordagens disponíveis para atender a esses requisitos Amplitude e profundidade das informações que podem ser obtidas do CECL, incluindo limitações de um foco de conformidade Estudo de caso usando hipotecas dos EUA na solução para CECL e alavancando esse trabalho em insights de gerenciamento de portfólio.

Steve Turner, diretor gerente da Novantas.

12:10 CECL: Utilize os dados e os resultados para uma análise estratégica mais integrada.

Atendendo aos requisitos de dados históricos do FASB para calcular reservas Integrando o CECL como parte do planejamento estratégico e análise Otimizando dados históricos para se tornar mais competitivos e lucrativos Alinhando a segmentação de pools de empréstimos para CECL Incorporando a análise FTP para fornecer medidas precisas de contribuição para a margem líquida de juros.

Tom Caragher, gerente sênior de produtos da Fiserv.

12:45 Almoço e networking.

1:35 Frameworks para gerenciamento de risco de modelo e validação da metodologia CECL para revisão e desafio efetivos.

Benchmarking com os pares Limitações Revisão e desafio independentes.

Michael "Mike" R. Guglielmo, diretor administrativo da Darling Consulting Group.

2:10 Melhores práticas na validação de modelos CECL.

Jacob Kosoff, Chefe do Model Risk Management & amp; Validação, Banco de Regiões.

2:45 Implementando uma arquitetura analítica abrangente para fornecer uma visão holística do negócio.

Construir uma plataforma completa e completa: análise de testes de estresse, CECL, capital econômico, avaliações de portfólio de empréstimos, etc. Permitindo que linhas de negócios acessem resultados para tomar decisões de negócios Soluções abrangentes para empresas Integrando-se a uma ampla plataforma corporativa.

Stevan Maglic, SVP, Análise de Risco, Banco de Regiões.

3:20 Intervalo de descanso à tarde e networking.

3:50 Revisar a orientação sobre o tratamento de dívidas problemáticas em um ambiente de CECL para identificação e mensuração eficazes.

Orientação pouco clara Modelagem direta versus fora de uma base única Capacidade estatística limitada ao modelo Produção de dados para modelar Enfoques FI de tamanhos diferentes Qualidade dos dados: características do empréstimo ou fatores macroeconômicos Estabelecimento da relação entre os componentes.

4:25 Desenvolvendo abordagens top down e bottom up para uma solução CECL eficiente e precisa.

Abordagem top-down para previsões macroeconômicas: Progresso do ciclo, identificação de variáveis ​​macroeconômicas e combinações de vários cenários de linha de base Abordagem ascendente para calibração e implementação de modelos: dados de mercado para disseminação em previsão de segmento, identificação de risco idiossincrático com dados de propriedade granular, dados de empréstimo para calibrar o modelo de perda padrão e o risco idiossincrático das características do empréstimo Documentação e teste de retorno: resultados de testes estatísticos, controle de risco do modelo, conjunto de dados de calibração versus dados do portfólio.

Xiaojing Li, diretor de métodos quantitativos, CoStar.

MODELO APROXIMA A DISCUSSÃO DO PAINEL.

5:00 Considerações para abordagens do modelo CECL: Novas abordagens vs. atualização de infraestrutura interna.

Abordagens para prever perdas prejudicadas Insumos interdisciplinares São modelos existentes escaláveis ​​para perdas futuras ao longo da vida Sistemas e infraestrutura de TI Resultados preliminares em cada abordagem Como as abordagens diferem do teste de estresse Reconciliação e explicação das diferenças.

Alexandra Hansis, ED, Analista de risco de capital e estresse, UBS.

5:50 Fim do primeiro dia e bebe a recepção.

Baixe a agenda em PDF.

Faça o download de uma cópia em PDF para impressão do programa completo.

Taxa Super Early Bird:

$ 1,299 & # 8211; até 16 de fevereiro.

Segundo dia | 22 de março | Cidade de Nova York.

08:00 Registro & amp; café da manhã e café da manhã.

09:00 CECL dos reguladores: Uma visão regulatória dos requisitos do CECL.

09:40 Mantenha a simplicidade: preparando seu modelo CECL para uma execução paralela.

Elementos-chave para um modelo piloto do CECL Revisar um programa de trabalho para um processo piloto de desenvolvimento de modelos Técnicas de modelagem para a transição da perda incorrida para as atividades do Marco CECL para a implementação do CECL.

Todd Pleune, diretor administrativo da Protiviti.

10:15 Refresco matinal e networking.

10:45 Preparação do CECL para Auditores Internos e o que os clientes podem esperar de seus Auditores Internos.

Definindo uma estratégia de revisão Parcerias entre as três linhas de defesa Supervisão e escalonamento da gestão do projeto Considerações de controle Demonstrando resultados para os reguladores e auditores externos.

Matt Clohessy, SVP, Gerente de Auditoria, Revisão de Risco de Crédito, KeyBank.

11:20 Revendo os requisitos de infraestrutura do sistema para CECL e análise para futura implementação e produção do processo.

Armazéns de dados interagindo com modelos financeiros Ferramentas de relatórios Diferenças entre CECL e testes de estresse Diagramas para reserva ideal Estruturas de sistema Alavancagem de infraestrutura Alavancando dados do modelo de perda incorrida Rastreando as mais recentes instalações de perdas, nuances, etc.

11:55 Práticas para atender aos requisitos de dados do CECL e formar um cenário para cenários econômicos.

Dados da empresa e do setor disponíveis Formando uma imagem para cenários econômicos Limitações de sistemas legados Abordagens para atender aos requisitos de dados do CECL Reunindo as funções O que é necessário para a implementação em escala total.

12:30 Almoço e networking.

1:30 Maximizando o processo de modelagem do CECL usando o aprendizado de máquina automatizado.

Aproveitar as mudanças regulatórias como uma oportunidade estratégica: inovar e alinhar processos de desenvolvimento de modelos com prioridades operacionais e de negócios voltadas para o futuro Novas abordagens de modelagem de aprendizado de máquina versus atualização de infraestrutura interna existente. Introdução de aprendizado de máquina automatizado e ganho de vantagem competitiva Otimização e aceleração de sua estrutura de gerenciamento de risco de modelo para desenvolvimento e validação de modelo Utilizando o avanço tecnológico para automatizar os processos de conformidade necessários.

Seph Mard, Chefe de Validação de Modelos, DataRobot.

2:05 Insight Regulatório Atual sobre Metodologia e Modelagem do CECL.

Recursos informativos Escolhendo a metodologia apropriada para a estimativa de CECL Modelo de gerenciamento de risco para CECL Uso de modelos de fornecedores terceirizados.

Natalya Schenck, Economista Financeira, Divisão de Análise de Risco Corporativo, OCC.

2:40 Preparação para um maior rigor dos requisitos de comunicação e documentação no âmbito do CECL: Equilibrar o valor dos resultados versus o processo de documentação.

Explicando e defendendo o modelo Linguagem em diferentes grupos Documentando o processo e a metodologia Garantindo que o processo está correto de baixo para cima Equilibrando resultados e documentação.

Jennifer Matney, SVP, Diretora de Gerenciamento de Risco Operacional, UMB Financial.

3:15 Intervalo de descanso da tarde e networking.

3:45 Aumentar a eficiência no teste de estresse e CECL para alavancar sobreposições e gerenciar resultados.

Transferência de governança para o CECL Cenário de governança ao redor construído Previsão de empréstimo total Variáveis ​​macroeconômicas Executando independentemente ou ao lado de CECL Prós e contras para alavancar modelos de teste de estresse Nuances de modelagem para perda de estresse vs. modelagem para um cenário base.

Jennifer Matney, SVP, Diretora de Gerenciamento de Risco Operacional, UMB Financial Corp.

4:25 Desenvolver previsões efetivas que atendam aos requisitos definindo período razoável e suportável e reversão para perda histórica.

Interpretação da prescrição padrão versus discrição Considerações ao determinar o período razoável e suportável Diferenças em horizontes e resultados Considerações históricas sobre construção de perdas Julgamento versus análise estatística Reversão - imediata ou gradual.

Gopal "Sharath" Sharathchandra, vice-presidente sênior da PNC.

5:00 Encerramento do Presidente e final do Congresso.

Bond Caldaro, Consultor Sênior de Risco, FIS.

Bond Caldaro atua como Consultor Sênior para a prática de Consultoria de Risco da FIS. Nessa função, Bond tem sido responsável por liderar equipes de projetos para atender às necessidades de gerenciamento de riscos dos bancos comunitários e das grandes empresas holding dos EUA. Bond contribuiu para o desenvolvimento de modelos de default de perda de desempenho, produção de empréstimos e previsão de margem de lucro estressados, bem como a estrutura do modelo CECL usada pelo grupo Risk Advisory da FIS. Os projetos que Bond completou incluem modelos de perda de crédito DFAST, criação de scorecards de classificação de risco, desenvolvimento de sobreposições de modelos e padrões de reforma para governança e conteúdo de documentação. Bond desfruta de solução de problemas e dedica-se a envolver os clientes com informações valiosas obtidas com a análise matemática para informar decisões sólidas de gerenciamento de riscos.

Bond é bacharel em Matemática e Física no Skidmore College, mestre pela Universidade de Minnesota em Matemática, com foco em Teoria da Representação e mestrado pela NYU em Educação Matemática.

Tom Caragher, gerente sênior de produtos da Fiserv.

Tom Caragher é o gerente de produto para os produtos de risco dentro do Financial & amp; Divisão de Soluções de Gerenciamento de Risco (FRMS) da Fiserv, Inc. (NASDAQ: FISV). Ele é responsável pela direção geral e estratégia para os produtos de tarifas de ativos e de transferência de fundos da empresa.

Michael Chen, diretor do CECL e modelagem de testes de estresse do First Republic Bank.

Michael Chen é o diretor do CECL e Modelagem de Testes de Estresse no First Republic Bank. Ele construiu um modelo top-down em uma semana (incluindo documentação), validou e usou na submissão 2015 DFAST. Posteriormente, ele liderou equipes para criar um modelo de CRE em nível de empréstimo, um modelo C & I, um modelo de pré-pagamento, modelo de títulos etc. Ele é um membro central do projeto de previsão econômica, modelo e implementação de modelo do CECL. Ele também é membro do grupo de trabalho de gerenciamento de risco de modelo (MRM) com gerenciamento de nível C.

Antes da Primeira República, ele era o diretor da Reserva e da ALLL no MUFG Union Bank. Ele desenvolveu BASEL e modelos de teste de estresse, cobrindo PD, LGD, EAD, LEQ, LEP, LBP, ALLL etc.

Antes disso, Michael passou mais de 8 anos em uma empresa de investimento global. Ele desenvolveu uma suíte computadorizada (AI?) Que construiu e otimizou portfólios com um total de ativos sob gestão (AUM) de mais de $ 150 BN. Michael é um defensor da automação de computadores.

Michael realizou o Ph. D. em Avaliação de Risco Probabilístico, menores em Finanças e Ciência da Computação, todos do MIT. Ele é um dos proprietários do CFA.

Sam Chen, Consultor Quantitativo, Darling Consulting Group.

Como Consultor Quantitativo na Darling Consulting Group, Sam valida uma variedade de modelos de risco para instituições financeiras no grande espaço do banco - incluindo classificação de risco (PD / LGD), teste de estresse, subsídio e modelos de depósito - tanto do ponto de vista estatístico quanto comercial. Sam combina sua experiência em econometria com sua experiência em construção de modelos para trazer percepções práticas de gerenciamento de risco de modelo para os clientes de validação da DCG.

Antes de chegar ao DCG, Sam atuou como consultor sênior no Risk & amp; Performance group, onde desenvolveu modelos em múltiplas áreas de risco financeiro, com foco em risco de crédito e taxa de juros. Sam desenvolveu o algoritmo de seleção de modelo de teste de estresse Dodd-Frank Act da FIS e também criou modelos PD e LGD personalizados, incluindo um conjunto de modelos atualmente implementados em um dos 15 principais bancos dos EUA.

Sam se formou cum laude com um diploma de bacharel em economia com aplicações matemáticas da Universidade de Princeton. Enquanto em Princeton, ele foi o destinatário do Prêmio John Glover Wilson Memorial por sua tese de estudar a economia da negociação.

Matt Clohessy, CPA, CIA, CISA, CRC, SVP, Gerente de Auditoria, Key Bank.

Matthew Clohessy é Gerente de Auditoria, Vice-Presidente Sênior da Divisão de Revisão de Risco de Crédito do KeyBank. Matt tem 10 anos de experiência como Auditor Interno em instituições financeiras regionais e três anos e meio de experiência como Administrador de Sistemas fora do setor de serviços financeiros. Matt é especialista em conduzir revisões interdisciplinares e tem uma ampla experiência, principalmente na avaliação de controles internos sobre a Provisão para Perdas de Empréstimos e Arrendamentos (ALLL), operações de empréstimos comerciais e governança de risco de crédito (Middle Market, Business Banking, CRE, Leasing , Empréstimos com Base em Ativos), empréstimos indiretos de automóveis, canais de entrega de serviços bancários eletrônicos, Conformidade com GLBA, operações de backoffice e cumprimento das normas de depósito e empréstimo. Matt também é professor adjunto no programa de contabilidade da Canisius College. Ele é membro e ex-presidente do Comitê de Garantia de Tecnologia do CPA da Sociedade do Estado de Nova York (NYSSCPA) e membro do Comitê Bancário do NYSSCPA. Matt é Contador Público Certificado (Certified Public Accountant - CPA), Auditor Interno Certificado (CIA), Auditor de Sistemas de Informação Certificado (CISA) e é Certificado de Risco de Crédito RMA (CRC). Matt formou-se com louvor na Canisius College com dois diplomas de bacharel em Ciências Contábeis e Sistemas de Informação Contábil e tem mestrado em Administração de Empresas pela Canisius College.

Michael Fadil, EVP, Patrocinador Executivo do Programa CECL, Citizens Bank.

Michael tem quase 30 anos de experiência principalmente em gerenciamento de riscos de crédito de bancos comerciais, mas também trabalhou em negócios de corretagem de valores, consultoria de previdência e consultoria de risco e consultoria de investimentos. Ele ingressou no programa Commercial Credit Training no Fleet Bank em 1989, antes de ingressar no SunTrust Bank em Atlanta em 2006, onde passou 7 anos supervisionando a equipe de Risk Analytics. Michael também trabalhou como diretor sênior de desenvolvimento de negócios na Moody's trabalhando em soluções de teste de estresse para clientes. Ele se juntou ao Citizens Bank em 2013, supervisionando o Risk Architecture Group por 2 anos e meio antes de assumir a função de supervisionar o programa CECL do banco em junho de 2016.

James H. Gellert, presidente da diretoria CEO, RapidRatings.

James H. Gellert é presidente e CEO da RapidRatings, líder em análises de saúde financeira de empresas públicas e privadas em todo o mundo. Ex-Chief Compliance Officer da Howland Securities LLC, James é um empreendedor de carreira e um profissional de mercados financeiros que já ocupou funções em bancos de investimento internacionais e em diversas empresas de tecnologia.

James é uma autoridade internacional reconhecida na avaliação da evolução regulatória das agências, tendo testemunhado perante o Senado e a Câmara dos Representantes em várias ocasiões. Ele é um orador recorrente na SEC e na mídia global. Em 2017, James recebeu o Supply & amp; Prémio Pros-to-Know Executive da Demand Chain.

Michael "Mike" R. Guglielmo, diretor administrativo da Darling Consulting Group.

Com quase 30 anos de experiência em gestão estratégica de riscos, Mike Guglielmo fornece consultoria técnica e estratégica para um grupo diversificado de instituições financeiras nos Estados Unidos e no exterior. Mike também é um autor frequente e palestrante de alto nível em vários tópicos de gerenciamento de riscos financeiros e operacionais. Durante seu mandato na DCG, Mike atuou em várias funções, incluindo diretor de análise financeira. Além disso, ele é um recurso técnico para o desenvolvimento contínuo de muitos produtos e serviços de gerenciamento de riscos quantitativos e estratégicos da DCG. Antes de ingressar na DCG, Mike gerenciou os processos de planejamento estratégico e ALCO para um banco regional no nordeste. Mike é graduado pela Fairfield University em economia.

Alexandra Hansis, Diretora Executiva, Metodologia de Risco dos EUA, UBS Americas Holdings LLC.

Depois de obter um M. Sc. in Mathematical Finance from the University of Southern California and a Ph. D. in Quantitative Finance from the Goethe University in Frankfurt (Germany), I joined UBS Group AG in Switzerland in the area of Credit Stress Testing. In 2016 I transferred to the US due to an increased focus on CCAR, DFAST and CECL. I am currently charged with macro credit models across Retail and Investment Banking in the context of CECL, IFRS9, DFAST, CCAR and internal stress testing across the firm.

Carsten Heiliger, Senior Vice President, Risk Identification & Stress Testing, SunTrust Bank.

The Risk Identification & Stress Testing team at SunTrust provides several critical analytical services to the company: Providing new and insightful analysis for executive management; facilitating SunTrust’s ongoing Stress Testing process including the Off-Cycle Stress Testing program; providing scenario development for CCAR and Mid-Cycle DFAST; and, producing the baseline economic and interest rate forecast.

In addition to SunTrust, Carsten’s background includes work at global commercial and investment banks. He holds a bachelor’s degree in computer science and a master’s international business.

Ethan M. Heisler, President, The Bank Treasury Newsletter.

Ethan is the President of The Bank Treasury Newsletter, an E-Publishing house for “Heisler’s Quality Letter and Analysis.” HQL&A is a monthly newsletter covering the concerns and interests of bank treasurers and CFOs, including regulations, accounting, balance sheet analysis, investment portfolio strategy, asset/liability, and markets. Ethan’s subscribers range from commercial banks and credit unions large and small, as well as other fixed income and equity professionals with an interest in the bank space.

He began his tenure in Citi’s Fixed Income Sales group in 2003, but before that, he began with Salomon Brothers in 1994, which ultimately became part of Citigroup. There, as a managing director in Corporate Bond Research, he was a top-ranked bank fixed-income credit analyst part of the All-American Team for US and Yankee Bank corporate bonds in the annual fixed income investor survey run by the Institutional Investor Magazine. He was also responsible for global coordination of bank fixed income coverage, with a team of analysts in Europe, Japan. Hong Kong, and Australia.

Samrah Kazmi, Advisory Industry Consultant, SAS.

Samrah Kazmi is an Advisory Industry Consultant for Risk solutions at SAS. A capital markets professional and an award winning risk practitioner, she has expertise in leading, designing & executing large-scale regulatory change management initiatives and complex risk transformation projects in the financial services sector. Before joining SAS, Samrah served as Sr. Director of Credit Operations at OnDeck Capital where she ran the Underwriting & Escalation functions for North America. At GE Capital’s prestigious Model Development Center of Excellence she functioned as global Credit Risk SME. Samrah has also served as the Director of Risk Review and global SME for Counterparty Credit Risk at New York Portfolio Clearing, a Central Counterparty and subsidiary of the NYSE. Prior to her career in Risk, Samrah also served as Credit Structurer & Equity Derivatives trader at various global banks. Samrah holds a Bachelor’s degree in Economics with a minor in Journalism from Boston University, an MBA from the International University of Monaco and a Fintech certification from Massachusetts Institute of Technology (MIT).

Jacob Kosoff, Head of Model Risk Management & Validation, Regions Bank.

Jacob Kosoff is the Head of Model Risk Management and Validation at Regions Bank. In this role, Mr. Kosoff is responsible for the enterprise-wide management of the model governance and model validation teams and for overseeing the governance and validation for all models and significant analytical tools at Regions Bank. Mr. Kosoff has 15 years of experience and progressive managerial responsibility in model development, model risk management and audit within the financial services industry, including at Regions Bank, PNC Bank and Freddie Mac.

Raj Kunwar, Director, Bank of America.

Raj Kunwar is currently working as director at Bank of America model risk management. In this role he delves into all aspects of credit risk and stress testing modeling. His expertise is in developing models including PPNR, ALLL reserves, valuations, and economic capital. He has a Ph. D. in Engineering from University of Maryland, and a MBA in finance from University of Chicago. Prior to HSBC, He worked at GE and Intel corporations. He has numerous journal publications, a published book, and 6 issued US patents.

Ty Lambert, Head of Treasury Analytics, Bancorp South.

Mr. Lambert joined BancorpSouth in 2006 and has served in a variety of roles including portfolio management, asset-liability management, investor relations, and model development/systems integration. His team is currently responsible for asset-liability management, liquidity risk management, and capital stress testing. In addition, Mr. Lambert plays an active role in strategic planning with respect to corporate budgeting and capital deployment. He has been a featured speaker at stress testing conferences and has served on American Banker’s Advisory Board for Stress Testing. Prior to joining BancorpSouth, Mr. Lambert was a portfolio manager for retail clients. He received his bachelor and MBA degrees from Mississippi State University and the University of Mississippi, respectively.

Xiaojing Li, Director, Quantitative Methods, CoStar Group.

Xiaojing Li is in charge of model development of CoStar’s core mortgage risk service product/CRE credit risk model—Compass CRE and Compass CMBS . She leads the quant team on building various models and analytical tools for analysing credit risk, assessing risk-weighted asset and capital reserve requirement under Basel III compliance, and setting loss reserves under FASB’s CECL credit loss accounting standard. Ms. Li also assists BHC clients on producing custom scenarios and regulatory stress testing in CCAR/DFAST framework. Ms. Li was a research assistant in the field of Consumer Finance at Ohio State University, where she majored in econometrics and consumer finance and received her M. S. e doutorado degree in Economics.

Steve Lindo, Principal, SRL Advisory Services.

Steve Lindo is a financial risk manager with over 30 years’ experience managing risks in trading portfolios, banking, funding and ALM. His current role is Principal of SRL Advisory Services, an independent consulting firm specializing in risk governance, education and strategy, risk data management, regulatory expertise and information risk management. His previous positions include Director of Treasury Management and Mortgage Risk at Fifth Third Bancorp and Vice President of Risk Capital Management at GMAC Financial Services LLC (now Ally Financial). In 2010, Lindo completed a two year engagement as Executive Director of PRMIA – The Professional Risk Managers’ International Association, a nonprofit member organization with over 75,000 members in 198 countries. Before that, Lindo held a number of risk management roles in Cargill’s proprietary financial trading group, which today operates as Black River Investments and Carval Investors, and spent his early career as an international banking and credit officer with Lloyds Bank and First National Bank of Chicago (now part of JPMorgan Chase) in the UK, Spain, and Brazil. Lindo is a regular presenter at conferences, author of risk management articles and case studies. He has a B. A. and an M. A. from Oxford University and speaks fluent French, German, Spanish, and Portuguese.

Stevan Maglic, SVP, Head of Risk Analytics, Regions Bank.

Steve is Senior Vice President and Head of Quantitative Risk Analytics at Regions Bank, where his current responsibilities focus on quantitative aspects of forecasting and stress testing, risk ratings, valuation, reserve methodologies, economic capital, portfolio construction, credit strategy and credit portfolio management. Steve has 20 years of industry experience in quantitative modelling and risk management and has prior experience building portfolio management and analytics infrastructure at Merrill Lynch, Bank of Montreal and ABN AMRO. Steve has a Ph. D. in applied physics from Northwestern University, a B. S. in physics from University of Colorado in Boulder, and has held Series 7 and Series 63 certifications.

Seph Mard, Head of Model Validation, DataRobot.

As the head of Model Risk Management at DataRobot, Seph is responsible for model risk management, model validation, and model governance products, as well as services. Seph is leading the initiative to bring AI-driven solutions into the model risk management industry by leveraging DataRobot’s superior automated machine learning technology and product offering. Seph has more than 10 years of experience working across different banking and risk management teams and organizations. He started his career as a behavioral economist with a focus on modeling microeconomic choices under uncertainty and risk, then transitioned into the financial services industry. Seph is a subject matter expert in model risk management and model validation.

Jennifer Matney, SVP, Director of Operational Risk Management, UMB Financial Corp.

Jennifer received her Bachelor’s in Finance and Business Management from Missouri Western State University, her Master’s of Economics from the University of Missouri – KC, and has all but her dissertation complete on a PhD in Economics also from UMKC. She started her career at the Federal Reserve Bank of Kansas City and held several analyst up to executive management roles in Finance throughout the past 15+ years. In 2015 Jennifer started at UMB as the Director of Model Risk Management to create and operationalize the Model Risk Management program. For the past year all models are now validated internally by her team. In late 2017 she acquired additional responsibilities over all of Operational Risk Management to include model risk, third party risk, insurance, CPM, and loss reporting.

Will Newcomer, VP of Product & Strategy, US. Risco & amp; Compliance, Wolters Kluwer.

Will Newcomer has more than 35 years of experience in risk and finance with major and regional banks as well as leading technology firms, making him uniquely qualified to lead clients to the forefront of integrated finance, risk and compliance solutions. In addition, Will uses extensive experience in enterprise-wide management information systems to help financial institutions in the areas of risk adjusted performance management, budgeting and planning, asset and liability management, incentive compensation, financial reporting and stress testing.

Todd Pleune, Managing Director, Protiviti.

As a leader in the Model Risk practice within Protiviti’s Data Management and Advanced Analytics Solution, Todd focuses on risk modeling and model validation for Credit, Market, Operational, and Conduct Risk. Recently, Todd has supported allowance and stress testing model development, validation and internal audit at more than 15 major banks. He has developed model governance processes and risk quantification processes for the world’s largest financial institutions and is an SME for internal audit of the model risk management function. Todd has a Ph. D. in corrosion modeling from the Massachusetts Institute of Technology.

Larry Roadcap, Advisory Industry Consultant, SAS.

Larry Roadcap is a Financial Services Industry Consultant at SAS and brings to his work more than 20 years of experience delivering financial systems and risk management solutions to banks, corporate treasuries and capital markets participants in the US, Asia, Australia, and the UK. Larry holds a BA in Economics from Georgetown University and a MBA from a dual degree program of Columbia University and the University of California, Berkeley.

Natalya Schenck, Financial Economist, Enterprise Risk Analysis Division, OCC.

Natalya Schenck is a Financial Economist in the Enterprise Risk Analysis Division at the Office of the Comptroller of the Currency (OCC). She provides quantitative support for DFAST and ALLL model reviews, in wholesale and retail credit areas. Dr. Schenck joined the OCC after completing her Ph. D. (Finance) at Kent State University. She also holds Diploma of Specialist in Mathematics from Saint Petersburg State University, Russia. Her research on impact of regulation on banking industry has been published in several academic journals such as Journal of Regulatory Economics and Journal of Financial Research.

Hal Schroeder, Board Member, FASB.

R. Harold “Hal” Schroeder was appointed to the Financial Accounting Standards Board (FASB) by the Financial Accounting Foundation (FAF) effective as of February 28, 2011, reappointed to a second term in 2015.

Mr. Schroeder is a CPA who brings over 30 years of diverse experience in investing and financial reporting to the FASB. Most notably, he brings a strong investor perspective to the FASB, with more than 15 years of experience working with all facets of the investment community. During his career, he has viewed the preparation of financial statements and the application of accounting standards from varying perspectives including auditor, preparer and investor.

Prior to joining the Board, Mr. Schroeder was a partner at Carlson Capital, L. P., a Dallas-based money manager with assets under management of over $6 billion. He joined Carlson Capital’s relative value arbitrage team in 2000 and was a member of the firm’s management and investment committees. As a senior portfolio manager, he focused on the financial services industry, including both public and private companies.

Mr. Schroeder also spent five years as a senior equity analyst with Schroder & Company, Inc. (subsequently acquired by Citigroup Inc.) and KBW, Inc. (formerly Keefe, Bruyette & Woods Inc.), both based in New York City. From 1993 to 1995, he was Chief Financial Officer for New York-based Nafinsa Securities, Inc., and various other subsidiaries, of Nacional Financiera, SNC, the primary development bank for the Mexican government. Prior to that, he spent thirteen years with Ernst & Young, including the firm’s National office as well as client-serving roles in New Orleans and New York, where he was a partner in the financial services division.

From 2008 until his appointment to the Board, Mr. Schroeder was a member of FASB’s Emerging Issues Task Force (EITF). From 2008 to 2010 he also was a member of the Standing Advisory Group for the Public Company Accounting Oversight Board, the organization created by the Sarbanes-Oxley Act of 2002 to oversee the audits of public companies in order to protect the interests of investors and the public interest by promoting informative, accurate, and independent audit reports.

Mr. Schroeder earned his Master of Business Administration from Tulane University and a Bachelor of Science degree in accounting from the University of New Orleans.

Gopal “Sharath” Sharathchandra, Senior Vice President, PNC.

Gopal “Sharath” Sharathchandra is a Senior Vice President in the Credit Portfolio Management function at PNC Bank. His responsibilities include CCAR credit loss forecasting, economic capital, risk appetite metrics and analytics, risk adjusted return measurement and implementation and CECL implementation. He has over 20 years of industry experience in credit risk management and has previously worked at Freddie Mac, Capital One and the Asian Development Bank. Ele tem um B. S. in engineering from the Indian Institute of Technology, M. S. in Statistics from Stanford University and Ph. D in Finance from the University of California, Berkeley.

Larry Sherrer, Senior Examiner, Banking Supervision and Regulation Division, Federal Reserve Bank of St. Louis.

Larry Sherrer is a senior examiner with the Federal Reserve Bank of St. Louis. He has more than 35 years of experience working in the banking industry and as a federal regulator. Sherrer has served as the examiner-in-charge for a wide range of community and regional financial institutions with substantial experience in problem banks. He currently works as the examiner in-residence for the St. Louis Fed’s Supervisory Policy and Research unit where he analyzes risks facing financial institutions in the Federal Reserve’s Eighth District. His responsibilities there also include serving as the district liaison to the Federal Reserve’s Current Expected Credit Loss (CECL) implementation team. Sherrer earned a bachelor’s degree in accounting from Missouri State University, Springfield, Mo., and a Master of Business Administration degree from Washington University in St. Louis.

Sibel Sirakaya Ph. D, Quantitative Risk Specialist, FDIC.

Sibel Sirakaya is a Quantitative Risk Specialist in the Complex Financial Institutions Section of the Division of Risk Management Supervision at the Federal Deposit Insurance Corporation (FDIC). She serves as a modeling expert in bank examinations on retail and wholesale credit risk modeling, model validation and model risk management for various regulatory frameworks, including Basel II / III and stress testing. Before joining FDIC in 2015, Sibel worked as a Senior Financial Economist in the Credit Risk Analysis Division of the Office of the Comptroller of the Currency (OCC). Prior to her appointment at OCC, she was an Assistant Professor of Economics and Statistics and a core faculty member at the Center for Statistics and the Social Sciences at the University of Washington. Sibel has published numerous papers in scholarly journals, including the Journal of the American Statistical Association, Journal of Economic Dynamics and Control and Computational Economics. She has a Ph. D. in Economics from the University of Wisconsin at Madison.

Larry Sorensen, Chief Financial Officer , Washington Trust Bank.

Larry Sorensen has been the CFO of Washington Trust Bank, a $6.0 billion institution headquartered in Spokane, Washington, since 2008.

His career spans regulatory roles during the thrift crisis at the FHLB of San Francisco, and private sector roles in both high tech and the financial industry. During the 1990’s he worked in the Corporate Development department of Golden West Financial Corporation, and after taking a year off to travel the world, he worked for a software start-up and later found his way back to banking as the CFO of Sonoma National Bank and then his current position with Washington Trust Bank.

Mr. Sorensen has an undergraduate degree in Finance from the University of Colorado and is a graduate of the ABA’s Stonier Graduate School of Banking (Class of 2007). Beginning in the summer of 2014, he joined the Stonier faculty teaching a course on bank financial management.

Steve Turner, Managing Director, Novantas.

Steve Turner is a Managing Director in Novantas’ Advisory business. He has broad experience working with financial institutions to develop and execute financial strategies, improve risk measurement capabilities, and strengthen overarching governance. He focuses on balance sheet management, credit, valuation, stress testing, and governance issues. He started his career in commercial banking and led the treasury function of a $30 billion bank, along with stints leading the strategic planning and acquisition groups. Prior to joining Novantas, Steve was a Partner in the risk practice at First Manhattan Consulting Group.

Steve is a frequent speaker at numerous banking and regulator sponsored conferences on topics which have included LCR/NSFR industry effects, stressed liquidity, operational risk, and balance sheet strategies. He is a published author on these topics in top industry publications including the Novantas Review, Bank Accounting and Finance, Commercial Banking Review, Bank Director and American Banker.

Steve received a BS in economics from Allegheny College and an MBA in finance from Tulane University.

Richard Christopher Whalen, Chairman, Whalen Global Advisors LLC.

Richard Christopher Whalen is an investment banker and author who lives in New York City. He is Chairman of Whalen Global Advisors LLC and focuses on the financial services, mortgage finance and technology sectors. Christopher is a member of FINRA and is associated with Bradley Woods & Co in New York.

Guoning Yang, Director, Quant Analytics, Fifth Third Bank.

I’m responsible for credit risk modelling and analytics for Stress Testing and CECL at Fifth Third. I oversee models and analytics, long-term loss forecasting, stress testing production and submission, and regulatory review support of Fifth Third Consumer portfolios as well as the on-going CECL modelling in partnership with Accounting, Finance and Capital Planning. Before Fifth Third, I worked at Capital One leading loss forecasting and Basel modelling of their credit card portfolio.

Find our CECL thought-leadership articles here. These articles feed from our much larger Risk Insights section of our website which provides you with thought-leadership, white papers, articles and more across risk and regulation. Subscribe to Risk Insights’ Financial Risk Management Blog and get the latest articles straight to your inbox.

A practitioners perspective on CECL.

With: Stevan Maglic, Regions Bank , Soner Tunay, Citizens Bank.

RISK INSIGHTS.

Best practices in validating CECL models.

For the Investor: Benefits of the “CECL” model and “vintage” disclosures.

CECL from the regulators.

Implementing a comprehensive analytical architecture.

Steps, Data and Methodology.

Developing effective forecasts that fulfil requirements.

CECL model approaches: New approaches vs. updating internal infrastructure.

CECL preparation for Internal Auditors and what clients can expect from their Internal Auditors.

CECL Requirements for Macroeconomic Scenarios.

Developing top down and bottom up approaches for an efficient and accurate CECL solution.

CECL quantitative impact analysis.

Understanding CECL end vision to effectively prepare for implementation.

SS&C Primatics speaking at the CECL 2017 Congress.

Validating your CECL model: What’s important to know.

Modelling for life of loan – Are CCAR models suitable for CECL?

2018 Sponsors.

Argus is a Verisk Analytics (Nasdaq: VRSK) business and operates in 30+ countries, is a member of Standard & Poor’s S&P 500® Index and is listed in Forbes magazine’s America’s Best Mid-Size Employers list and World’s Most Innovative Companies list.

Argus Risk & Regulatory capabilities include solutions for data management, risk and loss modeling including financial & capital planning & relatórios.

• Expertise in global regulations: DFAST, CCAR, ALLL/ CECL/ IFRS9, AML, IRRBB, FRTB, Basel, Liquidity & Credit Risk, Solvency II & other regulations.

• Data aggregator for US regulators (Fed, OCC, CFPB) in supporting their efforts for risk-based bank supervision.

• Provide FI’s with services and products which are modular, scalable:

– Technology agnostic data management platform which seamlessly integrates data from disparate sources, multi-tier data quality engine, data lineage & audit trail.

– Proven track record of developing industry-leading forecasting solutions for over $ 5T assets across clients in 40+ countries (across retail products, C&I, treasury, real estate & leverage industry data from Argus consortia & partners) to support forecasting for:

– Reporting solution with workflow management with functionalities like CFO attestation, business & management overlay, MIS reporting with drill-down capability providing the same view as regulators.

– Consulting and operational support (i. e., crafting MRI response, model recalibration, new portfolio/product integration)

Darling Consulting Group.

For over 30 years DCG has helped financial institutions of all sizes make better strategic and risk management decisions. Services include comprehensive asset/liability management and strategy advisory, balance sheet risk modeling, broad-based model validation (e. g. ALM, liquidity, credit, ALLL, MSR, capital, operational risk models), behavioral studies (deposits, prepayments), credit stress testing and challenger models, and liquidity management (including contingency planning, monitoring and stress testing tools).

Fiserv.

Protiviti.

RapidRatings.

Wolters Kluwer.

2018 Media Partners.

Can your organization contribute at our CECL 2018 Congress?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. Please visit cefpro/sponsorship for an outline of what we can offer, and contact sales@cefpro or call us on +1 888 677 7007 where a member of the team will be happy to tailor the right package for you.

We are happy to support publications, associations and organizations at this event. From a simple company listing with your logo to getting your organisation in front of our database and attendees . To discuss a media partnership further please email tina. patchcott@cfp-events or call +(1) 888 677 7007.

Venue & FAQ's.

New York Marriott Downtown, 85 West St, New York, NY 10006, USA.

We have a preferential rate for our attendees starting from $319++.

To book your accommodation please click the link below, if you are experiencing any problems please give the number a call and quote ‘the Centre for Financial Professionals program’

Contact numbers: 1-877-303-0104.

CPE Credits.

Earn up to 15.5 CPE Credits Prerequisites : Knowledge of financial risk management Advanced Preparation : No advanced preparation is required Program Level: Intermediate to advanced Delivery Method: Group-live The Center for Financial Professionals is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. Conselhos estaduais de contabilidade têm autoridade final sobre a aceitação de cursos individuais para crédito de CPE. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its website: learningmarket.

Perguntas frequentes.

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at CECL 2018 Congress. For further information on this please contact alice. kelly@cefpro or call us on +1 888 677 7007.

Business attire is requested. The Congress is a formal opportunity to network with like-minded professionals and to gain knowledge from the industry’s finest risk management experts.

We offer incentives for ‘early bird’ registrants of the Congress, as outlined on our pricing structure. Registration includes breakfast, refreshment breaks, lunches, the cocktail reception at the end of the day, full access to the sessions and exhibition area. Presentations from sessions are also available, subject to speaker approval.

All registered attendees will receive an email with access to documentation and speaker presentations after the Congress* We will work with our presenters to include as many presentations as possible on our Risk Insights App during the Congress. *Please note that our speakers often have to gain permission from their relevant compliance departments to release their presentations. On rare occasions compliance may not allow presentations to be distributed.

Sim. As with all of our events the Center for Financial Professionals will be providing brilliant coffee, breakfast, lunch, refreshments, and smaller bites during the networking breaks.

There are ample opportunities for networking and interaction throughout the Congress, such as.

Breakfast, lunch and refreshment breaks Cocktail reception at the end of the day (Subject to confirmation) Q&A, panel discussions and audience participation technology available through the Risk Insights App.

Certainly! We are pleased to offer you a 50% discount on the third registration or provide a fifth registration for free. If you would like to register more than five colleagues please contact us on +1 888 677 7007 Please note:

Registrations must be made at the same time Registrations must come from the organisation The lowest registration will be discounted.

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of Payments Forum 2018 and our wider risk professionals community. At the event We can distribute your material to the attendees, offer you an exhibition booth, and provide speaking opportunities so that you may enjoy a more prominent presence at the Forum. Visit the Sponsor tab for further information or contact sales@cefpro / +44 (0) 207 164 6582. Risk Insights Feature your content on our Risk Insights website and supporting Risk Insights monthly newsletter. For further information please download our media pack here.

Sim. As part of a media partnership we can offer a variety of options to increase the branding and awareness of your association, company, certificate, publication or media. We are flexible with what we can offer however we usually:

Provide a discounted rate to attend Place your logo and profile on the Congress website Place your logo on the Congress brochure Place your logo on promotional content where applicable Distribute your media/marketing at the Congress Promote through social media channels.

To discuss this further please contact jesse. hopkins@cefpro or call +1 888 677 7007.

Group Bookings :

Group rates are available for 3 or more attendees from the same organization, when registering at the same time. The current rate allows every third colleague to come along for half price or a fifth colleague to attend for free.

Credit card payments:

Please ensure that you have informed your credit card issuer that you will be making this transaction.

Other ways to register.

Nova Iorque, EUA.

3. Download the PDF Registration Form.

2018 Sponsors.

Click here to keep updated with the latest insights.

Computing and Communications.

A world-class teaching and research hub for computer science and communications systems.

in the UK for graduate prospects in computer science, Times and Sunday Times University Guide 2018.

in the UK for world-leading and internationally excellent research, REF2014.

of graduates in employment or full-time study within 6 months, The Times and Sunday Times (2018)

We design our courses to challenge and inspire you. You will discover the possibilities that new communication technologies make available.

Undergraduate Degrees.

Masters Degrees.

University of the Year.

Lancaster is The Times and Sunday Times University of the Year 2018.

Teaching Excellence Framework.

We have received a TEF Gold standard for excellent teaching.

Athena SWAN.

We have been awarded a Bronze Athena SWAN award for encouraging gender equality and diversity in higher education.

State-of-the-art environment.

The iconic InfoLab21 is the region's leading centre for ICT research and commercial innovation. We run extensive teaching and research collaborations with companies such as Google, Microsoft, IBM, Cisco and BAE Systems.

Our research is recognised for its exceptional quality and international reputation. We are supported by RCUK, EU and industry funding. Our work blends traditional research fields and focuses on achieving a high impact. Our work encompasses energy, transport, cyber-crime and social computing.

Sistemas de comunicação.

Data Science.

Distributed Systems.

Interactive Systems.

Networking.

Pervasive Systems.

Software Engineering.

Trabalhe Conosco.

We work with businesses of all sizes and in many ways. We can work with your business with collaborative research, internships, training, guest lectures and events. Saber mais.

Wonder, Discover, Create.

Discover Computing and Communications.

Computer Science is a dynamic discipline with a wide range of applications. Through our degrees, you’ll explore the theory and practice of innovative and experimental computer science. You’ll also be able to take part in ‘hackathons’, programming competitions, Code Club and major projects.

PDF Manual.

Free pdf file Portable Document.

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ÍNDICE.

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NOVEMBER 2008 Vol. 2

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Beth Moore shares fascinating lessons of how God placed Esther in the powerful Kingdom of Xerxes to fulfill her destiny and … gracemedia. co. za/downloads/lifeway. pdf.

lasts anatomy regional and applied.

Anatomy, Regional and Applied. By R. J. LAST. Fifth edition. Pp. xvi+925. Edinburgh and. London: Churchill Livingstone, 1972. ?8.00. & # 8230; pmj. bmj/content/50/590/777.1.full. pdf.

Anatomy, Regional and Applied.

to workers beginning in the field. Anatomy, Regional and Applied. R. J. LAST, M. B., B. S., F. R.C. S. Third Edition. Pp. xvi + 840, with 406 illustrations. & # 8230; pmj. bmj/content/39/458/730.4.full. pdf.

Last’s Anatomy, regional and applied (9th edition). RMH McMinn. Churchill Livingstone, Edinburg, 1994. RMH McMinn, whose marvelous colour atlases of anatomy … springerlink/index/R024V30M25518112.pdf.

Anatomy for pain medicine.

In In Anatomy: Regional and Applied. Edited by Last R. Edinburgh: Churchill Livingstone; 1984: 314-315. 6. Plancarte R, Velazque R, Patt R : Neurolytic … springerlink/index/G2043451340W36L5.pdf.

BASIC SURGICAL TRAINEE (BST) TEXTS.

Lasts Anatomy: Regional & Applied (Sinnatamby). Manual of Perioperative Care In Cardiac Surgery … Last’s Anatomy, Regional and Applied – R. M.H. McMinn 9th … aucklanddoctors. co. nz/media/50463/surgery & specialties v2.pdf.

Microscopic Anatomy of Inferior Medullary Velum Of Cerebellum.

Accessory Lingual Foramen in Adult Indian Mandibles.

Conjunctiva-Upper Respiratory Tract Irrigation for Early Diagnosis …

Last’s anatomy—regional and applied. Churchill Livingstone, New. York, N. Y.. 2. McMinn, R. M. H. 1994. Spine, p. 506–508. In R. M. H. McMinn (ed.), Last’s … jcm. asm/cgi/reprint/41/11/5352.pdf.

Anatomy, Regional and Applied.

22 Feb 2010 … ANATOMY, REGIONAL AND APPLIED. By R. J. LAST, M. B., B. S., F. R.C. S. Pp. xii +. 665, with 309 illustrations, many in colour. & # 8230; hwmaint. pmj. bmj/cgi/reprint/30/349/608.pdf.

Anatomy: Regional and Applied.

22 Feb 2010 … Anatomy: Regional and Applied, Seventh Edition, R. J.. Last. Pp. 395. illustrated. Churchill Livingstone. Edin - burgh. Londres. Melbourne. & # 8230; hwmaint. pmj. bmj/cgi/reprint/61/718/761.pdf.

Designing Anatomy Program in Modern Medical Curriculum: Matter of …

S hakespeare was right — the fountain of youth.

Last’s anatomy — regional and applied. 9th ed. Edinburgh: Churchill and Livingstone; 1994. p. 669. 4. Guthrie D. A history of medicine. & # 8230; cmaj. ca/cgi/reprint/167/12/1377.pdf.

Anatomy. A general text such as. Lasts Anatomy: Regional and Applied. Ou. Clinically Oriented Anatomy (K Moore). An Atlas such as. Colour Atlas of Anatomy … arrmos. co. nz/media/50457/radiology v3.pdf.

Basic Surgical Training Anatomy Course – Propsed.

6 Jan 2010 … Recommended textbook: Last R J, Anatomy Regional and Applied, Churchill Livingstone. Cronograma. Encontro. Region. Subject. 16/02/2010 … health. adelaide. edu. au/anatomy/workshops/AnatomyCourse TT 2010.pdf.

The right inferior lung margin: anatomy and clinical implication.

Clinical Anatomy, 7th edn (Blackwell. Scientific, Oxford), pp. 5-6. LAST, R J, 1990. Anatomy Regional & Applied, 8th edn. (Churchill Livingstone, Edinburgh) … bjr. birjournals/cgi/reprint/66/786/503.pdf.

every medical and scientific library and should adorn the shelves of every biologist. A. A. Sandosham. ANATOMY: REGIONAL AND APPLIED. By Last, R. J. 2º & # 8230; smj. sma. sg/0102/0102smj8.pdf.

THE INSERTION OF THE ILIOPSOAS AS A DESIGN FAVOURING LATERAL …

8. McKibbin B: The action of the ilipsoas muscle in the newborn. J Bone Joint Surg 1968; 50B:161-5. 9. Last RJ: Anatomy, Regional and Applied. & # 8230; smj. sma. sg/3005/3005a5.pdf.

Last RJ: Last’s Anatomy Regional and Applied, ed. 9. New York: Churchill Livingstone, 1994. 4. Christopher K, Arbelaez C, Yodice PC: Bilateral vocal … ang. sagepub/cgi/reprint/55/3/345.pdf.

Lumbosacral Plexuses Learning Diagrams.

The following are Recommended Basic Texts for Medical Students OR …

Lasts Anatomy, Regional and Applied. R. M.H. McMinn, 10th Edition, Churchidf Livingstone: ISBN 0443056196. This is a text book which stresses the practical … um. edu. mt/__data/assets/pdf_file/0007/68893/Books_MD. pdf.

Distal Biceps Tendon Anatomy: A Cadaveric Study.

by MHA Eames – 2007 – Cited by 16 mygeologypage. ucdavis. edu/joy/distal biceps tendon references/Eames et al 2007.pdf.

Distal biceps brachii tendon anatomy revisited from a surgical …

Schoenleber SJ, Spinner RJ. 2006. An unusual variant of the biceps brachii. Clin Anat 19:702–703. Sinnatamby C. 1999. Last’s Anatomy. Regional and Applied. & # 8230; mygeologypage. ucdavis. edu/joy/distal biceps tendon references/Fogg et al 2009.pdf.

ROYAL AUSTRALASIAN COLLEGE OF DENTAL SURGEONS.

Last’s Anatomy, Regional and Applied Anatomy, 10th edition, published by Churchill Livingstone, 1999. ISBN: 0443056110. Comment: this is also a general book … racds/__data/page/53/Primary_-_Reading_List_Mar_2009.pdf.

Resource List: Anatomy and Physiology.

Last’s anatomy: regional and applied. 10 ed. Edinburgh: 1999. REF. QS 4/12. B. C. McMinn: A colour atlas of human anatomy. London: 1988. … sswahs. nsw. gov. au/CCQ/Library/pdfs/Resources/Anatomy – Resource List. pdf.

Multiple anomalies of the brachial plexus: a case report.

Last’s Anatomy : Regional and Applied / C. Sinnatamby. QM 531.L34 1999. Low Back Disorders : EvidenceBased Prevention and Rehabilitation / S. McGill. & # 8230; centralgatech. edu/library/ResLists/Orthopedic Technology-Library Resources-2007.pdf.

Last’s Anatomy : Regional and Applied /. QM 531.L34 1999. Lippincott’s Essentials for Nursing Assistants / P. Carter. RT 84.C37 2007 … centralgatech. edu/library/ResLists/Pharmacy Technology-Library Resources-2008.pdf.

Last’s Anatomy. Regional and Applied. London: Churchill Livingstone, 2001: pp-115. 11. Standring S (2005). Gray’s Anatomy. The Anatomical Basis of Clinical … lfhk. cuni. cz/Data/files/Casopisy/2007/AM4_07-6.pdf.

The additional tendons of the extensor digitorum muscle of the …

Last’s Anatomy. Regional and Applied. 10th Edi - tion, Edinburgh, Churchill Livingstone, 2001, p. 71—72. 3. von Schroeder HP, Botte MJ. Anatomy of the … bmj. sk/2008/10912-12.pdf.

Unusual venous sinuses.

Anatomical variations of the plantaris muscle and a potential role …

Last’s Anatomy. Regional and Applied. 10th. Ed. London: Churchill Livingstone. p 141. Standring S. 2004. Gray’s Anatomy. 9th Ed. London: Churchill Liv - … aucmed. edu/pdf/CLINICAL-ANATOMY-JOURNAL. pdf.

The great saphenous vein in nigerians, a pilot study.

by OA Ayannuga – 2009Last’s Anatomy, Regional and Applied. 10th edition. [S. l.]: Churchill Livingstone, 1999. p. 108-110. ENGELHORN, CA., ENGELHORN, AL., CASSOU, MF. and … jms. br/PDF/v26n2a05.pdf.

Extra-pelvic compression of the sciatic nerve.

Last R. J., Anatomy Regional & Applied, 7th Ed, Churchill Livingston Fig 3.28 pg 147. Moore. K. L., “Clinically oriented anatomy” Baltimore. & # 8230; fulltext. ausport. gov. au/fulltext/2001/acsms/papers/TAYL2.pdf.

Anomalous extensor tendons of hand: a case report with clinical …

Thirty cruciate ligaments were retrieved from either.

Last’s anatomy: regional and applied. Eighth edition. Edinburgh: Churchill Livingstone, 1990. 6. Harner CD, Xerogeanes JW, Livesay GA, et al. The human … jbjs. uk/cgi/reprint/81-B/6/991.pdf.

We carried out a cadaver study of 16 iliolumbar.

Sinnatamby C. Last’s anatomy regional and applied. Tenth ed. Edinburgh: Churchill Livingstone, 1999:270. 10. Crock HV, Yoshizawa H. The blood supply of the … jbjs. uk/cgi/reprint/84-B/7/1046.pdf.

Conservative surgical management of ruptured interstitial pregnancy.

In: Last’s Anatomy Regional and Applied, 10th edn. Edin - burgh: Churchill Livingstone, 2001: 295Á/7. 5. Palfalvi L, Ungar L, Boyle DC, Del Priore G, … informaworld/index/743724804.pdf.

FRCS, FRACS, HonFMAA (1903-1993)

His textbook Anatomy. Regional and Applied, first published in. 1954, was mostly illustrated by his … (Last’s Anatomy, 9th edn, p.56, fig.2.3). (By kind … informaworld/index/784010400.pdf.

Chiropractic Manipulative Reflex Technique (CMRT).

Posterior Slope of Tibial Plateau in Adult Nigerian Subjects.

Accessory Tendon and Tripartite Insertion Pattern of Fibularis …

Brachialis Muscle Anatomy. A Study in Cadavers.

New York: Elsevier Churchill Livingstone; 2005. 2. Sinnatamby CS. Last’s anatomy: regional and applied. 10 ed. Edinburgh: Churchill Livingstone; 1999. … ejbjs/cgi/reprint/89/6/1293.pdf.

kentucky l. p.n. board exam dates 2010.

Kentucky license issued by examination or endorsement. & # 8230; The LPN earning period is from 11/1/2001 through 10/31/2011; RN from 11/1/2002 through …. A certificate of attendance shall specify offering title, date, number of contact … KENTUCKY BOARD OF NURSING. NURSING CONTINUING EDUCATION/COMPLIANCE. 2009-2010. kbn. ky. gov/NR/rdonlyres/0DC9C707-35B0-4F92-A5E5-7F8CB1A5A41A/0/cebrochure. pdf.

The LPN Board has made the renewal process easy. You may renew online, by mail, or by walking into the office. & # 8230; 2010, the process and requirements will remain the same …. average for graduates who took the exam during the quarter … Reviewed revisions to date to the Scope of Practice document … lpnboard. state. wv. us/sprgnews. pdf.

2008-2010 Pikeville College Catalog.

The nursing program also permits Licensed Practical Nurses (LPN) to earn an … Admission to the nursing program is limited due to Kentucky Board of …. for the NET application form and testing dates. ….. An examination of the clinical application of drugs as they relate to patients across the … docs. pc. edu/PDF/academics/registrar/catalog/programs/08-10_cat_acad_NUR. pdf.

2010 4-H CAMP EMPLOYMENT OPPORTUNITIES The University of Kentucky …

All camp employees must have a health care examination conducted by licensed medical personnel within the … 2010 Camp Dates. North Central, Carlisle: June 4 – August 6 … room & board during each camp session. Salary commensurate with … have proper training prior to employment: LPN, RN,. EMT, or Paramedic. & # 8230; ca. uky. edu/agcollege/4h/camp/campnews/Employment Opportunities 2010.pdf.

Vermont Board of Nursing.

Three additional skills have been added to the LNA exam – peri-care, weight and blood pressure …. Kentucky Board of Nursing Scope of Practice Determination Guidelines … Question: What is the role of the RN and LPN in delegating nursing interventions? & # 8230 ;. Meeting dates for 2010: January 11. February 8 … vtprofessionals/opr1/nurses/forms/NU_Newsletter_2009_12.pdf.

Nurse without Exam Application.

received a score of at least 1600 for RN, or 350 for LPN; OU. The SBTPE (State Board Test Pool Exam) in another state or Canadian province … *If license will be issued between JULY 1, EVEN-NUMBERED years (2010, 2012, 2014) and …. the license expiration date, licensee must contact the Board’s office or pick one … hawaii. gov/dcca/pvl/boards/nursing/application_publications/pvl_nurse. pdf.

May 15, 2009 – News for Member LPNs.

The 2009 board includes: Wahnita Hawk, LPN, president; Patsy Fischer, LPN, vice president; Etta Brown, LPN, … Officials are hoping to return to a 2-day convention format for 2010 … your supplies, Career Quest, PN Exam and Poster Competition. & # 8230 ;. Poplarville, MS; Platt College, Moore, OK; and West Kentucky … nflpn/May_09_Newsletter. pdf.

Board of Nursing for RN/LPNs. (Kentucky Board of Nursing approval of an individual nursing continuing … Tuesday, March 9, 2010. Registration. 7:30 a. m. – 8:00 a. m.. Program … relased to-date will be available. ATTENDEES SHOULD BRING … kahsa/custdocs/MDSCOMPMARCH. pdf.

2010 Dates for the. Certified Wound Specialist-Physician. (CWS-P) Exam …. Committee for potential submission to the Board Certification. Examination for Wound Management …. Madison, MS. Laurence A. Hahn, LPN, CWCA. Whitesville, KY … aawm/documents/AAWMnews09_23_09.pdf.

Exam Questions: Always Needed! AAWM Board Members Hettrick and Fleck ….. Mount Sterling, KY. Kristine Lucero, LVN, CWCA. Rialto, CA. Denise C. Malinowski, RN, CWCA. Wayne, NJ. Jennifer A. Mantella, RN, … Upcoming Testing Dates. CWCA®. 2009. August 15–29 … 2010. February 13–27. Early Application Deadline: 2/26 … aawm/documents/AAWMnewsFINAL05_29_09.pdf.

OASIS, Coding & Exam Brochure. p65.

OASIS C…is set for implementation on January 1, 2010. Page 2. 2009 ICD-9-CM and OASIS Coding & OASIS C Workshop. Thomas & amp; King Leadership and Conference Center, Georgetown, KY …. RN LPN n/a … $50 late fee will apply if fees not paid on or by date of … visit the Board of Medical Speciality Coding (BMSC) at … khha/workshops/dec09codingoasis. pdf.

Page 1 of 7 South Carolina Board of Nursing October 2009 Insert …

Starting with the 2010 – 2012 renewal cycle, the Board will no longer …. LPN license by examination. In the future, the online application will … type, license number, license status, expiration dates, as made available by the board of … Indiana, Iowa, Kentucky, Louisiana – RN, Maine, Maryland, Massachusetts, … llr. state. sc. us/pol/nursing/News/09OctNews. pdf.

January 2010 Revised.

by T DAYthe healthcare industry as the certification board of choice in assessing and qualifying the knowledge, … Kentucky. Louisville. Louisville. Louisiana. Baton Rouge. Baton Rouge … October 1, 2010. 2010 Fall Examination. Deadline dates are based on ….. LPN: Licensed Practical Nurse. MOB: Medical Office Building … aahid/pdf/Handbook_for_2010.pdf.

Club Olmsted opening is grand A monumental event Homes capture …

n a tradition as old as Masonry itself, Grand Lodge of Kentucky officers ceremoniously laid the cornerstone September 12 at the new …. Livers passed the RN Board Exam. •Shelbyville Dining Services Director … •Chastity Richardson to LPN,. Masonic Home of Shelbyville …. mid-2010. When completed, it will serve … masonichomesky/images/articles/Messenger Fall 09 R2.pdf.

Strengthening Our Health Care Workforce By Congressman John …

Kentucky Nurse. March 2010. 1. 11:00 AM Editorial Board. April 2010. May 2010 … call KNA first to assure seating, meeting location, time and date) … nursingald/Uploaded\NewsletterFiles\KY1_10.pdf.

OASIS, Coding & Exam Brochure. p65.

KBN provider expiration date 12/31/12. Approval of an individual nursing continuing … RNs & LPNs must supply nursing license number for CE certificates. Kentucky Home Health Association … Kentucky Home Health Association (KHHA). EXAM REGISTRATION FORM … The 2010 manuals will begin shipping in September, 2009! medicalspecialtycoding/pdf/Final OASIS Coding Brochure. pdf.

NAME M. Susan Jones TITLE Professor ADDRESS School of Nursing …

KY to study articulation of LPN? s to BSN Program, 1992. ….. Serving as President, Kentucky Nurses Association, 2006-2010. & # 8230; Served as item writer for the national board examination (NCLEX RN), Chicago, IL, Feb. 2002. … works. bepress/m_susan_jones/cv. pdf.

625 WKU Nursing-KBN Leadership-Bennett Template. pub.

Center (AHEC) is approved by the Kentucky Board of Nursing (KBN) as a provider of continuing edu - … tion date 12/31/12. 7.1 contact hours will be … by examination. RNs, LPNs, ARNPs & WKU nursing students. Friday, April 23, 2010 … wku. edu/chhs/cms/uploads/documents/nursing/625 WKU Nursing-KBN Leadership-1.pdf.

INDIANA STATE BOARD OF NURSING Thursday, April 16, 2009 Indiana …

Kellyamber Sullivan - Exam. Ms. Sullivan appeared before the Board … the OWI conviction through March 2010. A motion was made and seconded to refer … reported having practice restrictions on his nursing license in Kentucky ….. Jerry Burghduff, L. P.N., Vice-President. Encontro. For Lynda Narwold, R. N., Secretary … in. gov/portal/news_events/files/Nursing_Board__Minutes_-April_2009.pdf.

The Board of Examiners for Nursing held a meeting on September 2 …

Target date for all professions to have access to on-line renewal is the … The Board Office received information that the J. M. Wright LPN Program has merged their … writing process to work toward implementation of the Compact in 2010. … Compact as follows: AS (American Samoa), AR, CO, DE, ID, IO, KY, ME, MD, … ct. gov/dph/lib/dph/phho/nursing_board/minutes/2009/september_2009.pdf.

Can a LPN or LPTN do assessments? Refresher Course: Do you need it …

Kentucky. • Nebraska. • Nevada. • New Mexico. • North Carolina. • North Dakota …. BOARD MEETING DATES. The public is invited to attend ASBN Meetings. Groups of more than five should contact Carmen … Program until the year 2010. •Granted continued full approval to …. night studying for exams, while, for … arsbn/pdfs/asbn-update-2005/asbnv9n6.pdf.

States That Do NOT Require CBCs.

and uses the federal background check for LPN/LVNs who endorse from other state. Colorado … pertinent documents, for initial licensure by exam in Hawaii or … Kentucky. Currently only uses state background checks for initial licensure, … The Board has set the implementation date for Federal and State Criminal … ncsbn/CBC_SxS. pdf.

participants must pass a State Board competency exam. & # 8230; hours of : training, including 25 hours of clinical instruction, and passing a State exam. Kentucky … or LPN when administering medications. Four (4) CEUs must focus on the … Yes HB 137 created a pilot program for Medication Aides, which sunsets in 2010. … leg. state. nv. us/75th2009/Exhibits/Assembly/HH/AHH575H. pdf.

REQUIREMENTS FOR LICENSURE INTO ALABAMA.

Columbia, Florida, Idaho, Iowa, Indiana, Kentucky, Louisiana (RN only), Maine, Maryland, …. date with the Board office. This can be done under the online services … An LPN license that is between now and 08/31/2010 will receive an active … SBTPE OR NCLEX DATA. DATE OF EXAM. DATE OF EXAM. DATE OF EXAM. SUBJECT … abn. state. al. us/main/downloads/applications/APPLICATION FOR LICENSURE BY ENDORSEMENT. pdf.

Kansas State Board of Nursing N-STAT.

Peggy Fishburn, LPN, board member, Kentucky Board of. Nursing, received the Exceptional … through 2010 . ? Adoption of the Guiding Principles of. Nursing Regulation . & # 8230; (State exam to be scheduled at a later date). Fee: … ksbn/nursingnewsletter/2008/KS032008.pdf.

the multitude of students, parents, alumnae, faculty, staff, board members, … the exam schedule. Both students and parents are encouraged to read this publication thoroughly. & # 8230; The All-Sports Banquet will be held on May 16, 2010 at 5:00 …. ton, Kentucky. It opened Friday, February 5, and ran until … motherofmercy/s/746/images/editor_documents/Mercy Minutes/2009-10/marchnoartmm. pdf.

Certified Orthodontic Assistant.

DANB accepts 2010 exam applications through March 31, 2011 ….. 60-day window to schedule and take exam 3-4 weeks from exam date. Exam Prerequisites …… Carol Oeder, CDA, COA, CDPMA, FADAA, LPN (Board Liaison). John Olsen, DDS, MAGD …. 0881 West Kentucky Tech College. MAINE. 0846 University of Maine Augusta/ … danb/PDFs/2010COA. pdf.

KENTUCKY EMPLOYABILITY CERTIFICATE (KEC)

2010 new public agenda in July 2005. As part of this plan, CPE has placed a … The Kentucky Workforce Investment Board (KWIB) endorsed the KEC and ….. To date, KCTCS has issued 2726 Gold and Silver Kentucky Employability …. g LPN … nationaloccorg. siteprotect/crc/PDFs/Kentucky. pdf.

#9912 2nd Qtr Newsletter 2004.

Regional Medical Center for over thirty years and is currently an LPN … The Board of Trustees and Medical Staff of Highlands Regional Medical Center … Dr. Hieronymus earned his medical degree from the University of Kentucky College …. to-date facility that includes six private labor, delivery, and recovery … hrmc/pdfs/2010_winter_vital_signs. pdf.

The West Virginia Center for Nursing.

Kentucky. 3%. $56780. *Pennsylvania … Examiners for Licensed Practical Nurses (LPN Board). The Chairman ….. RN students and $500 for LPN students during FY 2010. …. Without the examination of employment location of each nursing …. To date, the Center for Nursing has not developed an effective strategic … legis. state. wv. us/Joint/PERD/perdrep/CenterNursing_12_2009.pdf.

2008–2010 Catalog please note: dates are subject to change. 2008-2009 …… students are required to take a LPN articulation course that is a transition … tacomacc. edu/upload/files/academics/catalog/2008-10_Catalog. pdf.

CU 2009 Catalog February 5 2010 FINAL RevEP.

Last Day of Class / Final Exams. Full Summer Term 2010 …… student must attend an official national testing date for this score to be … sitemason/files/dqXCgw/CU 2009 Catalog February 5 2010 FINAL RevEP. pdf.

Affording Higher Education 2009–2010. 215. KHEAA. Statewide …… Board of Education, 202 West Washington. Street, Glasgow, KY 42142, phone … kheaa/pdf/pubs/ky/ahe/ahekyscholar. pdf.

Colorado Division of Registrations. Office of Licensing–Nursing …

Arizona, Arkansas, Delaware, Idaho, Iowa, Kentucky, Maine, Maryland, Mississippi, … If you are an LPN with IV authority, you must submit a separate application after ….. to other state regulatory agencies, testing and examination vendors, …. Encontro. PART 2: To be completed by the LICENSING BOARD of the state of … centralcoahec/documents/LPN_ReinstatmentApplication. pdf.

HEALTH For All in 2010: Confirming Our Commitment.

April L. Vestal, WV University Office of Rural Health CCPH Board Member); ….. Northeast Kingdom, Lamoille County and the Middlebury areas, although the lack of LPN’s is apparent …… Director of the South Central Kentucky Area Health Education Center … medical history, and as much of the physical exam as is … depts. washington. edu/ccph/pdf_files/confdescrip01.pdf.

foundations of financial management, 8th canadian edition.

. Second Canadian Edition, 2E. TEST BANK for Management of Human Resources, … Instructor manual for Practical Financial Management 5th Edition …. Accounting 8th edition by Horngren SM + TB. Foundations of Financial … sci. tech-archive/pdf/Archive/sci. physics/2009-08/msg01043.pdf.

Foundations of Financial Management 12e By Stanley B. Block …

26 Aug 2009 … Solutions manual for Fundamentals of Physics (8th Edition) By. Halliday … Second Canadian Edition, 2E. TEST BANK for Management of Human Resources, … Instructor manual for Practical Financial Management 5th Edition … sci. tech-archive/pdf/Archive/sci. physics/2009-08/msg01757.pdf.

BOOK LIST FALL 2008.

Foundations of Financial Management 7th. Cdn ed. Stanley Block, Geoffrey … Canadian Human Resource. Management: A Strategic Approach, 8th. Edition … sprott. carleton. ca/courses/Booklist/fall08-booklist. pdf.

ERIC SPROTT SCHOOL OF BUSINESS TEXTBOOK LISTING FALL 2001-02.

Riding/McIntyre Foundations of Financial. Management, 5th Canadian edition. Block, Hirt, Short … 8th Canadian edition, 2000. Arens. 42.415*A. Duxbury … sprott. carleton. ca/courses/Booklist/fall01-booklist. pdf.

pdf and doc solution manual and test bank.

15 Aug 2009 … Foundations of Financial Management 12e By Stanley B. Block Geoffrey … Introduction to Corporate Finance, Canadian Edition Booth, Cleary SM …. The Economics of Money, Banking, and Financial Market 8th edition by … newsgroups. derkeiler/pdf/Archive/Sci/sci. techniques. spectroscopy/2009-08/msg00001.pdf.

Comprehensive Test Banks and solution manuals.

11 Sep 2009 … Cost Accounting Canadian (4thEd) ? Horngren ? Test Bank. Cost Accounting? Foundations and Evolutions 7th Test Bank Kinney. Cutnell John, Physics 7th E, … Financial Management Theory Practice (12thEd) ? Brigham test bank …. Statistics for Management and Economics 8th Edition Test Bank … newsgroups. derkeiler/pdf/Archive/Sci/sci. chem. analytical/2009-09/msg00006.pdf.

ST. LAWRENCE COLLEGE CORNWALL CAMPUS TEXTBOOK LIST – FALL 2009 …

Canadian Human Resource Management –. A Strategic Approach. 8th Canadian Edition ….. Foundations of Financial Management. Seventh Canadian Edition … sl. on. ca/_files/Cornwall Booklist Fall2009.pdf.

ST. LAWRENCE COLLEGE CORNWALL CAMPUS TEXTBOOK LIST – WINTER 2010 …

Management –. A Strategic Approach. 8th Canadian Edition by: Schwind, Das, Wagar … Finance 1. Foundations of Financial Management. Eighth Canadian Edition … sl. on. ca/_files/Cornwall Booklist Winter 2010.pdf.

CED Business Booklist for September 2009.

Foundations of Financial Management. Includes Lyryx access code. 8th Edition. Block, Hirt and Short … HRMT226 In-Class Edition: Management of Human Resources … 8th Ed. Yates. Pearson Prentice Hall. Access Code for Canadian Website … nait. ca/docs/CED_Business_Texbook_List_for_Students_September_2009_.pdf.

School of Accounting and Finance Collection Development Profile.

DEPARTMENT OF CAREER AND MANAGEMENT STUDIES WINTER 2010 TIMETABLE …

781 4582 Intermediate Financial Accounting 2. ACCT 351 and MGCR 341 or …. 781 2065 Foundations of Mathematics. THU. 18:05 – 20:55 ENGTR 2100. J. Graham …. Management, 8th Edition, Thompson South-. Western. CTPT 347 …. Canadian Edition, Pearson. ORGB 525. 751 1986 Compensation Management. MGCR 222 … mcgill. ca/files/conted/Winter2010CMSUndergraduateCourseTimetable. pdf.

DEPARTMENT OF CAREER AND MANAGEMENT STUDIES WINTER 2010 TIMETABLE …

with Supplement and Solutions, latest edition,. CGA. * Canadian Income Tax Act, latest edition … Shapiro, A., Multinational Financial. Management, 8th Ed., Wiley. & # 8230 ;. 781 2065 Foundations of Mathematics. THU. 18:05 – 20:55 ENGTR 2100 … mcgill. ca/files/conted/Winter2010CMSGraduateCourseTimetable. pdf.

W10 Textbook List Draft Copy.

Financial Management I. Foundations of Financial Management … McGraw-Hill Ryerson. 8th Canadian. Edition.

OntarioLearn Winter 2008 Textbook List – Revised: November 6 …

6 Nov 2007 … 1) Foundations of Financial Management. 2) Foundations of Financial …… 1) Canadian Politics: Concise Third. Canadian Edition … centennialcollege. ca/pdf/parttime/W08Textbooklistweb. pdf.

Metropolitan Preparatory Academy GRADES 7 and 8 Book List 2009 …