Risk Management

Upcoming Event

Liquidity & Capital Risk Webinar
Hosted by the Smith School and Deloitte

July 20, 2022, 9 a.m. Eastern Time (US and Canada)

Register to attend

As the global economy recovers from the effects of the worst pandemic in a century, financial markets now face major challenges from several sources: the worst inflationary period in 40 years, rapidly rising oil and commodity prices and interest rates, and war in Europe. Against this backdrop, the liquidity and capital positions of financial institutions appear strong. But what are the warning signs of deterioration in firm liquidity and capital if market conditions worsen that risk managers should be monitoring over the next year or so? Our panel of experts will discuss these issues and provide insights into how you can improve the monitoring, measurement, and management of liquidity and capital risk as it relates to the performance of your firm and/or counterparties.

Join Dr. Clifford Rossi (Executive-in-Residence and Professor of the Practice, Robert H. Smith School of Business, University of Maryland), James Depfer (Senior Manager in the Deloitte Transactions and Business Analytics LLP practice), and Greg Young (Director of the Counterparty Risk Analysis Division, Ginnie Mae) discussing these issues.

Past Events

Risk Leadership Series: Mahesh Aditya, CEO Santander Consumer Bank US

May 5, 2022

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A discussion on Risk Leadership with Mahesh Aditya, President and CEO of Santander Consumer, Clifford Rossi, Finance Professor of the Practice, and Robert Iommazzo, co-founder and Managing Partner of SEBA Executive Search.


Risk Leadership Webinar
With Prof. Cliff Rossi & Ryan Zanin, Chief Risk Officer, Fannie Mae

Feb. 17, 2022

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SEBA Risk Leadership Series: Unraveling the Circumstances Behind Credit Suisse's Archegos Loss: Lessons for Risk Managers

Maryland Smith Professor of the Practice, Cliff Rossi, and special guest, Yury Dubrovsky, Chief Risk Officer for Lazard Ltd.

WATCH VIDEO


SEBA Risk Leadership Series: Fifth Annual Mortgage Risk Summit

October 7, 2021


SEBA Risk Leadership Series: Regulation Risk: Impact to Banking & FinTech

March 31, 2021

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SEBA Risk Leadership Series: Digital Mortgage Risk Summit – 2021 Economic Outlook

November 20, 2020

Request video for replay.


SEBA Risk Leadership Series: Scenario Analysis in the Age of COVID

Sridhar "Subra" Subramanian, Head of US Consumer Risk, BMO Harris Bank

October 16, 2020

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SEBA Risk Leadership Series: Digital Mortgage Risk Summit – Chief Risk Officer Panel

October 14, 2020

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Consumer and Commercial Loan Risks in the Time of COVID

John Stewart, CRO, Boeing Employees Credit Union

September 11, 2020

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Candid conversations with Professor of the Practice Cliff Rossi on how various leaders in risk management are managing the current crisis.

Risk Perspectives in Turbulent Times

July 31, 2020

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In our inaugural Risk Leadership Webinar Series, we'll interview Anil Hinduja, chief risk officer for Freddie Mac to gain perspective on topical risk issues. Learn more.


A Scientist's Take on Climate Models and Risk Management Applications
With Dr. Tim Canty

November 17, 2021

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Elevating your Cyber Security Risk Management Awareness and Capabilities
With Clifford Rossi and Tim Li

August 17, 2021

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Unraveling the Circumstances Behind Credit Suisse's Archegos Loss: Lessons for Risk Managers

Maryland Smith and SEBA International present this webinar as part of the "Risk Leadership Series". We thank Maryland Smith Professor of the Practice, Cliff Rossi, and special guest, Yury Dubrovsky, Chief Risk Officer for Lazard Ltd. for their time and expertise.

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Managing Risk During the COVID-19 Pandemic

Sizing the Eventual Economic Damage of COVID-19: A Risk Assessment - VIDEO
Clifford Rossi, Professor of the Practice & Executive-in-Residence
April 1, 2020

Supply Chain Crisis: How Best In Class Organizations Battle Pandemic Risks - VIDEO
Sandor Boyson, Research Professor
March 31, 2020

How Responses to Crisis Create Risk Chain Reactions: The Case of COVID-19 - VIDEO
Clifford Rossi, Professor of the Practice & Executive-in-Residence
March 30, 2020

Research

Climate Change & Risk Management

Considerable meteorological research suggests that the frequency and intensity of North Atlantic hurricanes are on the rise with 2020 expected to be one of the busiest on record. Loans, where a category three, four, or five hurricane was experienced during the loan’s life, were found to be 13-18 percent more likely to become 180 days or 90 days delinquent or more, respectively than other loans in the same locations, controlling for all other risk factors.

If long-term hurricane trends bear out, mortgage default risk in areas with a higher incidence of major hurricanes will likely rise significantly over time. This paper finds that the government-sponsored enterprises (GSEs) Fannie Mae, Freddie Mac and the Federal Housing Administration are potentially underpricing hurricane risk effects on default and that the use of catastrophe bonds offer one way to manage these risks.

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