In an interview with RMA Communications Manager Stephen Krasowski, Rob Edwards, Chief Risk Officer, United Community Bank, discusses risks facing community banks and lessons learned during the pandemic, interest rates, PPP, and changes to policies and practices.

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RMA responded to the COVID-19 crisis by quickly pivoting to virtual peer sharing and other events, adding new business solutions, and creating content across our many platforms to help institutions navigate an unprecedented economic shock and be more responsive to our members’ needs. In an interview with RMA Communications Manager Stephen Krasowski, RMA President and CEO Nancy Foster discusses the Association's top initiatives from the past year.

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In an interview with Stephen Krasowski, Communications Manager at RMA, Branan Cooper, a financial services industry expert with over 30 years experience with banks like MBNA America, Western Alliance Bancorp, The Bancorp Bank, and a RegTech company, discusses the impact of regulation on third party risk management, challenges of third party risk, and how third party risk fits into an organization’s overall ERM framework.

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Linda Tuck Chapman, CEO, Third Party Risk Institute, discusses the SolarWinds megabreach, the most sophisticated hack ever, from the third and/or fourth party perspective. She also provides recommendations on what firms can do to strengthen their third-party risk management practices.

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In an interview with RMA Associate Director of Operational Risk Sylwia Czajkowska, Annmarie Giblin, founding and principal attorney of Giblin Law PLLC, discusses cyber management, why ransomware has become one of the industry's main regulatory concerns, and challenges with third parties/vendors. RMA will be hosting a webinar on the topic on February 9. Register now: http://www.rmahq.org/MeetingDetail.aspx?productId=686259634

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In this installment of the monthly podcast series on model risk management, Fran Garritt, Director of Global Markets Risk and Securities Lending at RMA. and Kevin Oden, Founder and Managing Partner of Kevin D. Oden & Associates and Managing Director of RMA’s Model Validation Consortium, discuss data’s role in an institution as it relates to BCBS 239, model validation, data framework and architecture, governance, and how artificial intelligence and machine learning consume data. For more information on RMA's Model Validation Consortium, visit landing.rmahq.org/mvc.

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The RMA Journal recently interviewed Mauro Guillen, holder of the Zandman Endowed Professorship in International Management at the Wharton School of the University of Pennsylvania. In the interview, he discusses his book, "2030: How Today's Biggest Trends Will Collide and Reshape the Future of Everything," and the ways the enormous geopolitical, demographic, and climate-related changes we are about to experience will affect the banking industry. Here is a clip from that interview where he talks about challenges and opportunities for banks in the future. The full interview can be found in the February edition of The RMA Journal.

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In March 2020, RMA conducted a survey on the potential for negative rates in the U.S. The survey originated in discussions with the RMA Market Risk Council as coronavirus uncertainty dominated the markets and the Federal Open Markets Committee took the Fed Funds Target Rate to the effective zero rate “floor.” Council members concluded that a survey covering the potential for a U.S. negative rates policy, the probable industry impact, and financial firms’ readiness to operate in a negative rates environment would be valuable to the industry. Fran Garritt, Director of Global Markets Risk and Securities Lending at RMA, and Thomas Gregory, long-time member of RMA’s Global Markets Council, discuss insights from the “Negative Rates Preparedness and Strategy” white paper, the likelihood and consequences of a negative rates policy, and how regulators plan to address the issue. To read the paper in its entirety, visit www.rmahq.org/focus-on-the-negative-banks-assessment-of-the-potential-for-the-us-negative-rates-policy-and-their-preparedness/

In this installment of the monthly podcast series on credit risk and model risk management, Fran Garritt, Director of Global Markets Risk and Securities Lending at RMA. and Kevin Oden, Founder and Managing Partner of Kevin D. Oden & Associates and Managing Director of RMA’s Model Validation Consortium, discuss the differences between ALLL and CECL, the impact of the switch to CECL on modeling, and the concepts, processes, or practices that may exist under CECL. For more information on RMA's Model Validation Consortium, visit landing.rmahq.org/mvc.

Joe Iraci, Chair of RMA's Operational Risk Council, discusses the impact of COVID-19 on negative interest rates.