5th Annual Risk EMEA 2016



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Featured at Risk EMEA 2016:

50+ Presenters Including:

Keynote & Plenary Sessions

A diverse CRO line-up from a wide range of institutions including Citi, HSBC, Deutsche Bank and BNY Mellon. Don’t miss discussions on the regulatory landscape and contradictions across global regulators, a review of the role of the CRO, the unique challenges of Challenger banks and more!

Fundamental Review of the Trading Book

Join Market Risk Professionals in industry discussions on a range of implementation challenges, with presentations and panel discussions on reviewing the changes and the finalisation paper and what this means going forward. Sessions on topic areas include; unintended consequences of the FRTB, standardised approach, internal models, trading desk selection, capital impact and data challenges.

Banking Risk & Regulation Developments

Hear from Heads of Deparments in the banking risk and regulatory stream discuss banking regulation across the two days and will feature key topics including; stress testing, operational risk, ring fencing, BCBS 239, IFRS 9, model risk and CCPs.

Liquidity Risk & Capital Management

Dedicated stream on a range of liquidity risk and capital management challenges, discussing topics across liquidity and capital, featuring industry experts from the likes of Citi, HSBC, Barclays, Europe Arab Bank, ABN AMRO, Mizuho International and many more.

View Main Convention Agenda

Risk EMEADownload the Risk EMEA 2016 PDF Brochure

The Risk EMEA 2016 Summit featuring over 50 CROs and Head of Risks, includes three streams across two days. Download the print friendly PDF brochure today to review with your team. The PDF also includes the agenda at a glance for easy reading and review.

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Keep Updated on Agenda Changes and Speaker Additions

Interested in Risk EMEA but not ready to register? Click here to keep updated.


2016 Sponsorship and Exhibition

Can your organisation contribute at Risk EMEA 2016 Summit?

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. Just some of the opportunities available include:

  • Deliver a thought-leadership presentation, either as a stand-alone or alongside an existing presenter/practitioner
  • Enjoy a physical presence at the event, in the form of an exhibition stand
  • Network with our attendees during each of the many networking breaks taking place throughout the day
  • Directly deliver white papers, reports, promotional material, small gifts and any other items of thought-leadership you may have.
  • Host an exclusive Breakfast Briefing
  • You will enjoy prominent branding relating to your status as a valued supporter of our event.

Please contact sales@cefpro.com or call us on +44 (0)20 7164 6582 where a member of the team will be happy to tailor the right package for you.

Co Sponsors

axiom 245x150

Wolters Kluwer US 245

Colin Church

Chief Compliance Officer, EMEA


Adrian Burbanks


National Bank of Abu Dhabi

Jennifer Tully


BNY Mellon Ireland

Rory Conway



Michael Wardle

Senior Technical Specialist

Bank of England

Daniel Mayenberger

Global Head of Portfolio Model Risk Management

Credit Suisse

Risk Americas speakers

Richard Blackburn



Richard Settle


Deutsche Bank

Evgueni Ivantsov


European Risk Council

Moorad Choudhry


Habib Bank Zurich plc.

Ruth Wandhöfer

Global Head of Regulatory and Market Strategy


Dusko Dincov

Global Head of Stress Testing & EMEA Head of Counterparty/Credit Risk Regulation


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Risk EMEA 2016: Day One

8:00am: Registration

8:50am: Chair’s Opening Remarks

Day One Keynote Sessions

09:00 Reviewing The Current Regulatory Landscape And Overcoming Potential Contradictions Across Global Regulators

Colin Church, CRO, EMEA, Citi
Rory Conway, Chief Compliance Officer, EMEA, MetLife
Richard Blackburn, GBM CRO, HSBC

09:45 Re-aligning Risk And Reward: Strategic ALM and Other Best-Practice Bank Risk Management 

Moorad Choudhry, CEO, Habib Bank Zurich plc.

10:15 Darwin’s Theory – Interpretation By A Risk Practitioner

Evgueni Ivantsov, Chairman, European Risk Management Council

10:45 Morning Refreshment Break & Networking

Fundamental Review of the Trading Book

Banking Risk & Regulatory Developments

Liquidity Risk & Capital Management

11.15 Reviewing and Analysing the Implementation Changes and Challenges of the Final FRTB Paper

  • Impact on how business is done
  • Timing contraints
  • Impact on infrastructure
  • Improvement to models to pass
  • Computational intensity
  • Governance
  • Invest in new infrastructure or outsource?

John Mitchell, Director, Market Risk Review Team, Credit Suisse
Rita Gnutti, Head of Market And Counterparty Risk Internal Models, Intesasanpaolo
Bo Boisen, Programme Director, FRTB – Global Markets, HSBC

11:15 Reviewing The Practicalities Of Running A Stress Test And Frameworks To Help Automate The Process 

  • Producing regulatory scenarios tailored to banks
  • Comparing global regulatory scenarios
  • Increased scope on banks
  • Creating something that can be modelled
  • Collating data for a more holistic view
  • Applying across risk categories

Cecilia Gejke, Executive Director, Head of Liquidity Risk & Stress Testing, Mizuho International
Daniel Mayenberger, Global Head of Portfolio Model Risk Management, Credit Suisse
Dusko Dincov, Global Head of Stress Testing & EMEA Head of Counterparty/Credit Risk Regulation, Barclays
Chris Jarvill, Director, Risk – Global Stress Testing, BAML

11:15 Understanding How Liquidity Regulations Interact With Each Other And Work In Practice

  • Intraday liquidity; LCR; NSFR; ILAAP and TLAC 
  • Silo consultation on individual areas
  • Understanding how they all interact 
  • Managing running of the bank and compliance 
  • Managing liquidity and leverage 

Ruth Wandhöfer, Global Head of Regulatory and Market Strategy, Citi
Jamie Paris, Managing Director, Head of Liquidity Management, ALM, Standard Chartered Bank
Colin Johnson, Head of Banking Market Risk, Santander UK, Chairman, Asset & Liability Management Association

12:00 Reviewing Trading Book & Banking Book Boundary

  • Supervisory discretion
  • Definition of each
  • Transferring tools
  • Eligibility

12:00 Moving Towards Incorporating Stress Testing Processes Into Business And Management Decisions And Automation

  • Coordinating with business planning
  • Incorporating into strategy
  • Using to communicate with markets, internally, stakeholders and regulators
  • Business as usual
  • Automating the process annually

Michael Wardle, Senior Technical Specialist, Bank of England

12:00 Reviewing LCR Delegated Act Reforms And The Impact On The Industry

  • Restrictions on deposits, corporate deposits and deposit portfolio
  • Impact on liquidity buffers
  • Effect of interest rate rises in US & UK on calculations
  • Raising wholesale senior funding
  • Splitting and managing liquidity asset buffers
  • Utilising excess liquidity
  • Managing external reporting

Christopher Blake, Senior Manager Liquidity & Risk, Group Asset & Liability Management, HSBC

12:30 Lunch Break & Networking

13:30 Discussing Timelines In Place Under FRTB Guidance And Feasibility

  • Complex changes to data models and processes
  • Implementing standard rule and potential IRB models
  • Eligibility tests
  • P&L attribution
  • Gaining model approval

Bo Boisen, Programme Director, FRTB – Global Markets, HSBC
Rita Gnutti, Head of Market And Counterparty Risk Internal Models, Intesasanpaolo

13:30 Implementing An Internal Model For Counterparty Risk

  • CVA and adjustments
  • Implementation and computation 
  • Industry standards
  • Building, validating and comparing with industry 
  • Model complexity Vs. cost of implementation 
  • SA-CCR

Richard Settle, CRO, GSS, Deutsche Bank
Jakub Piorkowski, Head of CCR, Scenario Definition & CCP, Credit Suisse AG 
Ricky Maloney, Buy Side Sales and Relations Managers, Eurex

13:30 A Forward Look Towards NSFR Implementation And Its Impact On The Business

  • Will it happen in Europe?
  • Effect on organisations with global footprint after US adoption 
  • Finalisation of rules 
  • What it means for banks
  • Effect on business model and future funding

Colin Johnson, Head of Banking Market Risk, Santander UK, Chairman, Asset & Liability Management Association
Christopher Blake, Senior Manager Liquidity & Risk, Group Asset & Liability Management, HSBC
Graeme Wolvaardt, Head of Market & Liquidity Risk, Europe Arab Bank

14:15 An Overview Of The Standardised And Internal Model Approach For More Informed Selection

  • Risk Sensitivity of each approach
  • Replicating the process and preparing metrics for each
  • Capital optimisation Vs. Risk Management
  • Keeping standardised as an embedded back up
  • Calibration between standardised and IMA
  • Non-modellable risk factors

Dionisis Gonos, Director, Co-Head Quantitative Analytics For Market Risk, Barclays

14:15 Effective Understanding And Quantification Of Model Risk Across Business Units

  • Different approaches to model risk measurement
  • Consistency across models
  • Embedding model risk measurement into model risk management
  • Model risk appetite

Daniel Mayenberger, Global Head of Portfolio Model Risk Management, Credit Suisse

14:15 Reviewing The Changes Moving From ILAA-ILAAP In The UK And Implementation Of ILAAP Across Europe

  • Individual liquidity asset assessment
  • Coordinating efforts
  • Level of undertaking for non-uk banks
  • Data requirements
  • Fitting into liquidity framework

14:45 Reviewing The Potential Pitfalls Of Operating Under An Internal Models Based Approach

  • Ramifications of certain desks being bumped to standardised – impact on capital
  • Running IMA alongside P&L attribution, back testing and aligning risk & finance
  • Which metric is more reliable?
  • New Sensitivity Based Approach
  • Keeping standardised as a plan B if internal models fail

Thomas Hougaard, Senior Project Management Officer, FRTB Programme, Nordea

BCBS 239
14:45 Embedding A Data Framework To Support Stress Testing Requirements And Ensure BCBS 239 Compliance

  • Building systems, data and processes to comply
  • Overcoming complexity and volume of data required
  • Using data points across the globe
  • Validation/governance process
  • Cutting across risk categories

Richard Reeves, VP for Strategy – OneSumX, Wolters Kluwer Financial Services

14:45 Implementation Of Intraday Day Reporting Requirements For Better Monitoring Capabilities

  • Implementation across Europe 
  • Monitoring and using to balance books
  • Intraday margining
  • Interplay with credit risk and market risk management
  • Price of debt
  • Collateral to CCPs
  • Using monitoring capabilities

15:15 Afternoon Refreshment Break & Networking

15:45 Discussing Potential Industry Best Practice Under The Real Price Criteria Under The FRTB Reform

  • Demonstrating completeness
  • Ensuring models are built on granular data
  • Models calibrated to instruments for each factor
  • Gathering data to meet requirement
  • Current thinking across the industry
  • Identifying risk factors

15:45 Reviewing The Future Of Capital Models And The Effect On The Institution 

  • Alternatives to AMA
  • Effect on heavily invested banks
  • What does it mean for Operational Risk?
  • Effect on business, balance sheets and capital requirements

15:45 Reviewing The Interactions And Implications On Intraday Liquidity Of The Real Time Payment Trend

  • Effect on intraday liquidity
  • Real time availability
  • SEPA
  • Examples around the world
  • Interaction between wholesale and retail payment systems
  • Deferred net settlement integrating systems

Ruth Wandhöfer, Global Head of Regulatory and Market Strategy, Citi

16:15 Understanding The Data Challenges Posed By The FRTB

  • Overhaul in data systems
  • Optimising infrastructure
  • BCBS 239: Meeting regulation whilst improving BCBS 239 compliance
    • Multiple objectives
  • Scale of changes from an execution stand point
  • Process re-design
  • Required risk and finance alignment

Britta Achmann, Head of Market and Counterparty Credit Risk Capital, Royal Bank of Scotland

16:15 Reviewing Governance Processes Across The Institution And Incorporating Effective Structures

  • Responsibilities across business units
  • Accountability
  • Buy in from management
  • Embedding into culture
  • Documentation at all levels
  • Enhanced due diligence

16:15 Effectively Modelling Liquidity Risk On Balance Sheets

  • Industry standards
  • Capturing in balance sheet and within models
  • Using for regulatory exercises: Stress testing & FTP
  • Consistent approach across whole value chain
  • Second line of defence

Stratos Nikolakakis, Head of Liquidity Risk Modelling, ABN AMRO

16:45 Chair’s Closing Remarks

16:55 End of Day One & Networking Drinks Reception


Risk EMEA 2016: Day Two

08:15am -Registration

08:50 – Chair’s Opening Remarks

Day Two Keynote Sessions

09:00 Reviewing the Role of the CRO

Adrian Burbanks, CRO, National Bank of Abu Dhabi
Richard Settle, CRO, GSS, Deutsche Bank
Jennifer Tully, CRO, BNY Mellon Ireland


09:45 Assessing The Similarities With Conventional Banks And Understanding The Unique Challenges of Challengers

Tim Emrys-Roberts, Head of Financial Risk, Atom Bank
Hasan Kazmi, CRO, OneSavings Bank

10:30 Morning Refreshment Break & Networking

Fundamental Review of the Trading Book

11:00 Discussing The Potential Unintended Consequences Across Risk Categories Of FRTB Rules

  • Impact on banks ability to operate under certain businesses
  • Potential effect on global financial stability if businesses are cut 
  • Consequences on the overall business
  • Effect on other institutions if pulling out of certain markets

Vladimir Chorniy, Senior Technical Lead, Enterprise Risk Architecture, BNP Paribas
Britta Achmann, Head of Market and Counterparty Credit Risk Capital, Royal Bank of Scotland

Banking Risk & Regulatory Developments

11:00 Understanding Key Deliverables Under IFRS 9 And Looking Towards Parallel Runs

  • Building models for IFRS 9
  • Compliance and management
  • Credit rating: defining credit deterioration
  • Provisioning under IFRS 9
  • Review of lifetime expected losses
  • Disclosure
  • Working with existing models

Oliver Fiala, IFRS9 Enforcement, Volksbank
David Grünberger, Deputy Head of Division, FMA
Abdul Islam, IFRS9 Technical Manager

Liquidity Risk & Capital Management

11:00 Reviewing The Effects Of Changing Macro Economic Factors On Liquidity And Capital

  • Effect of increasing interest rates
  • Reduction in quantitative easing
  • Effect on cost of liquidity
  • Implications on funding cost
  • Impact on balance sheets

Graeme Wolvaardt, Head of Market & Liquidity Risk, Europe Arab Bank
Sam Steer, VP, Treasury Strategy, Deutsche Bank
Brandon Davies, Board Director, Obillex Limited, Former Head of Market Risk, Barclays

11:45 Reviewing Trading Desk Selection Process And Effect On Internal Model Approach

  • Regulatory examination at individual desk level
  • Deciding which regulatory desks to build internal models on
  • Trade off of bigger Vs. smaller desks
  • Prices of each desk for internal model approval
  • Components in decision process:
    • Capital impact of standardised & IMA
    • Costs Vs. benefits
  • Stringent eligibility criteria

11:45 Effectively Calculating Lifetime Expected Losses And Review Of Definitons Under IFRS 9

  • The accounting model; how IFRS 9 provisioning works
  • Techniques to be used to meet impairment requirements
  • Integrating into existing techniques
  • Moving from IRB to lifetime models

Oliver Fiala, IFRS9 Enforcement, Volksbank

11:45 Developing Consistent Risk Appetite And Controls Framework Across The Bank

  • Interplay between liquidity, capital and the leverage ratio
  • Regulatory metrics Vs. Internal risk view
  • Role of stress testing and scenario analysis
  • Embedding of risk appetite across the firm

Cecilia Gejke, Executive Director, Head of Liquidity Risk & Stress Testing, Mizuho International

12:15 Reviewing The Move From Current VaR Calculations To Expected Shortfall And What This Will Look Like

  • Complying with correlation assumptions between asset classes
  • Infrastructure to accommodate the move
  • Methodological changes
  • Increasing number of calculations

Brandon Davies, Board Director, Obillex Limited, Former Head of Market Risk, Barclays

12:15 Efficient Implementation of IFRS 9 Within the Regulatory Frameworks

  • Key supervisory issues and expectations
  • Integrating IFRS 9 and the CRR
  • Bridging differences and realising synergies in financial and regulatory reporting
  • Regulators tasks

David GrünbergerDeputy Head of Division, FMA

12:15 Assessing End State Capital Requirements, including TLAC & MREL, And Their Impact Across The Business

  • Aligning UK and Europe
  • Effect on capital levels
  • Buffers on buffers
  • Multiple entry points for smaller institutions
  • Implications on way banks structure their balance sheets
  • Meeting the TLAC standard
  • European banks managing TLAC and MREL simultaneously
  • Banks senior term funding requirements

Jennifer Moreland, Managing Director, Head of Capital & Leverage Management, Group Treasury, Barclays

13:45 Assessing The Setting Of Capital Floors And The Impact On The Business

  • Calculation
  • Effect on capital requirements
  • Differences under IMA and Standardised
  • Effect on day-to-day practices
  • Setting capital floors across risk types individually or as a whole?

13:45 Understanding The Impact Of The Senior Managers Regime Post Implementation And The On Going Effects

  • Legislative change
  • Aligning regulation and legislation
  • Post implementation efforts and effects

13:45 Transfer Pricing & Financial Resource Management

  • Key priorities for a bank 
  • Financial Resource Management (FRM)
  • Transfer pricing Liquidity Risk
  • Data requirements & business strategy

Sam Steer, VP, Treasury Strategy, Deutsche Bank

14:15 Reviewing The Capital Implications Of The FRTB

  • FRTB framework reshaping market risk capital
  • Efficient use of capital
  • Choosing model approval and potential implications
    • Meeting criteria

Adolfo Montoro, Director, Market Risk Management, Deutsche Bank

14:15 Effectively Reporting Accurate And Complete Reports To The Board

  • Avoiding over reporting
  • Using Business Intelligence tools as part of skill set
  • Simplification of reporting and accountability
  • Inclusion of qualitative and quantitative data
  • Reporting interconnectivity with other departments
  • Compliance, Customer product, IT, Others
  • Reporting against appetite
  • Understanding if, what and when to report

Richard Pike, Non-Executive Director, Permanent TSB

14:15 Economic Liquidity Stress Modelling

  • Stress assumptions and model calibration
  • Internal economic liquidity stress models Vs. regulatory metrics
  • Comprehensive liquidity limit framework

Otto Huber, Global Head of Liquidity Risk, Credit Suisse

14:45 Afternoon Refreshment Break & Networking

15:15 A Look Towards The CVA Finalisation Rules

  • Reminder on the shortcomings of the current CVA framework
  • High-level description of the revised framework
  • Infrastructure/computational challenges of the proposed framework
  • Expected impact on capital and pricing
  • Outstanding issues

Martin Delloye, Regulatory Watch & Policies, BNP Paribas

15:15 Understanding The Benefits And Pitfalls Of Ring Fencing Retail Banks For Future Stability

  • Reducing transferability of liquidity and funding
  • Creating pockets of trapped liquidity and potential shortages
  • Individual capitalisation of entities
  • Effect on global banks

15:15 Case Study: Assessing The Unique Capital Management & Liquidity Risk Challenges Of A Challenger Bank

Tim Emrys-Roberts, Head of Financial Risk, Atom Bank

15:45 Discussing The Potential Removal Of Corporate Exemptions Under EU Law For CVA Changes Under FRTB

  • Effect on capital, markets and pricing
  • Changes to uncollateralised trades with corporate counterparties
  • Impact on business prospects
  • More costly for corporate customers to hedge

15:45 Reviewing The Setting Of Capital Floors And Its Impact Across All Risk Types

  • Increasing capital requirements
  • Flooring for individual risk types or across the enterprise?
  • Balance sheet management

16:15 Chair’s Closing Remarks

16:25 End of Summit

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Britta Achmann

Royal Bank of Scotland

Head of Market and Counterparty Credit Risk Capital

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Britta Achmann will be presenting at Risk EMEA 2016

Richard Blackburn


GBM Chief Risk Officer

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Richard Blackburn re-joined HSBC as Chief Risk Officer, Global Banking & Markets in February 2016 from GE Capital where he had been International Treasurer covering Europe, Asia-Pacific and the Middle-East.

Between 2006 and 2012, Richard served in a number of other roles within HSBC, including Chief Financial Officer for Global Markets, Head of Global Markets Asset & Liability Management and Head of Covered Bond & ABS Issuance.

In the previous 16 years, Richard held various senior treasury positions across consumer banking, asset management and life assurance businesses.

Richard graduated from Loughborough University in 1989 with First Class honours in Materials/Aeronautical engineering. He holds Diplomas in both Treasury Management and Industrial Studies and is a member of the Association of Corporate Treasurers.  Richard is a former member of the Prudential Regulation Board of the Association for Financial Markets in Europe (AFME).

Richard will be participating on a Keynote panel discussion reviewing the current regulatory landscape & overcoming potential contradictions across global regulators.

Christopher Blake


Senior Manager Liquidity and Risk, Group Asset & Liability Management

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Chris currently works for HSBC in the Group Asset, Liability and Capital Management area with specific responsibility for Liquidity Risk, including ensuring the executive board is aware that the liquidity risk appetite of HSBC group is being adhered to. Previously he was a risk specialist in ALM for the FSA, leading on the setting of Individual Liquidity Guidance for regulated firms and the implementation of FSA liquidity rules. Prior to that he worked as a Money Market and Interest Rate Derivatives trader for Investec, alongside experience in Retail banking in London, Private banking in Switzerland and Off Balance Sheet vehicles.
Chris has a BSC in Economics and Government from the London School of Economics. In addition he is a Fellow of the Association of Corporate Treasurers, a Chartered Fellow of the Chartered Institute for Securities and Investment, a Chartered Wealth Manager, a Financial Risk Manager and is the Education Secretary of the UK Asset and Liability Management Association.

Bo Boisen


Programme Director, FRTB - Global Markets

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Bo will be participating at Risk EMEA 2016

Adrian Burbanks

National Bank of Abu Dhabi

Chief Risk Officer

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Adrian Burbanks is Chief Risk Officer for Europe and the Americas at the National Bank of Abu Dhabi. He joined the bank in July 2014 and has been focused on building an enhanced Risk Management function locally to support the bank’s planned growth in capital markets in the region. His 27 years in the financial industry include 22 years specializing in the risk area, both in Europe and Asia, at major global banks that include Deutsche Bank, UBS, HSBC, Fuji Bank and Merrill Lynch.

Vladimir Chorniy

BNP Paribas

Senior Technical Lead, Enterprise Risk Architecture

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Vladimir Chorniy started his career in finance as a founding member and later led Credit Risk Analytics team in Barclays Capital. In 2006 he joined BNP Paribas, where he headed Risk Methodology and Analytics team responsible for methodologies covering counterparty risk (EE/PFE models), market risk (VAR, IRC, CRM), credit value adjustment, capital calculations and exotic derivative treatment. His next role was Head of Risk Modelling Strategy for Group Risk Management. In his current position as Senior Technical Lead he takes responsibility for strategic projects such as FRTB, IHC and margined trading. Vladimir holds a Ph.D. in Physics from Cambridge University.

Moorad Choudhry

Habib Bank AG Zurich plc.

Chief Executive Officer

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Moorad Choudhry is CEO of Habib Bank Zurich UK and Visiting Professor, University of Kent Business School. He is author of “The Principles of Banking”

Colin Church


Chief Risk Officer, EMEA

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Colin Church has overall responsibilities for market, credit, franchise and operational risk in the EMEA region. He is a member of the EMEA Operating Committee and Citi’s Risk Management Executive Committee. Colin was Head of EMEA Market Risk, with Global Market Risk responsibility for Global FX, Treasury, and Citibank Japan. Colin joined Salomon Brothers in1980. He was promoted Managing Director in 1994, joining the Citigroup Independent risk management group.

Rory Conway


Chief Compliance Officer, EMEA

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Rory Conway is the Chief Compliance Officer for MetLife’s Europe, Middle East and African (EMEA) operations. Rory assumed this role in January 2016 and also serves as Chief Compliance Officer for the MetLife European Union Holding Company. He is a member of the EMEA Executive Leadership team.  Prior to his current role in EMEA, Rory was Head of Compliance for Metlife Western & Central Europe.

Rory qualified as a Barrister to the Irish courts in 1996 having achieved a Bachelor of Law degree from University College Dublin and a Masters at Law from  Queen’s University Belfast before this.  He has worked in legal, risk and compliance roles in the financial services arena for over eighteen years.  His roles have included Area Compliance Officer for HSBC’s operations in Ireland and head of Legal for Dresdner Bank’s Irish business.

Rory’s experience includes a significant amount of international exposure. Prior to joining Metlife in July 2014, he was Chief Risk Officer for Standard Life International where he had responsibility for the risk, compliance and legal departments of an international business with branches in Asia and Head of Compliance for Aviva Europe where he led the compliance function which operated in 11 European markets.

He has a very strong regulatory background and lectures on Corporate Governance and other legal and compliance matters at the law Society of Ireland. He has liaised with the Central Bank of Ireland on behalf of his employers on matters of business and policy for a decade and a half.

Brandon Davies

Obillex Limited, Barclays

Board Director, Former Head of Market Risk

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Brandon is a Trustee of the Responsible Finance Institute a Non-executive director of Lintel Limited a prospective new bank in the City of London and a board director of Obillex Limited. He is a board director of Shariah Supply Chain Finance Limited and the CEO and Chairman of dRisk.biz Limited a company which encompasses his publishing and training interests. He also now teaches on the masters course in finance at Buckingham University.

Brandon holds a degree in economics from University College London. He is a member of the Financial Markets Group at the London School of Economics (LSE), and is on advisory councils for several “think tanks” including the CSFI and Long Finance. He lectures extensively on subjects in banking and risk management and has written numerous papers and articles and six books on these subjects for organisations such as Buckingham University, GARP, ACCA, Cass Business School, Central Banking, the LSE, Lombard Street Research and the Financial Times.

In 2016 he will be a visiting lecturer at Buckingham University.

Until September 2014 he was Non-executive Chairman of Premier European Capital Limited, a private equity company and prior to this he was senior independent non-executive director (SINED) of Gatehouse Bank plc (an Islamic Bank in London) and SINED of Oceanic Bank in London. Until December 2009 Brandon was Managing Director of the Global Association of Risk Professionals Risk Academy, which he joined after retiring from Barclays Bank where he was treasurer of retail banking

and a member of the banks executive committee. Prior to this appointment he was Head of Structured Products at Barclays Capital and Managing Director of Financial Engineering at BZW. Brandon retired from Barclays in March 2004 after a career spanning 32 years.

Martin Delloye

BNP Paribas

Regulatory Watch & Policies

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Martin works as a regulatory expert within the Risk department at BNP Paribas specializing in market and counterparty risks. Prior to joining BNP Paribas in 2011, he spent 4 years at Dexia as an Interest Rate structurer and 3 years at IXIS CIB as a quantitative risk analyst. Martin holds a master degree in financial mathematics.

Dusko Dincov


Global Head of Stress Testing & EMEA Head of Counterparty/Credit Risk Regulation

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Duško Dincov is a Global Head of Stress Testing for the Barclays Investment Bank. His main focus is on the stress testing operating model and its integration with business activities and strategic planning in order to meet internal and external regulatory demands. Prior to joining Barclays, Duško had a successful ten-year career heading up quantitative risk teams in Oliver Wyman and Big 4 consultancies as well as holding senior lecturing positions in academia. His areas of expertise include stress testing, traded risk and related risk capital regulations. Duško holds a PhD in Computational Mathematics and has authored numerous research articles in leading peer reviewed journals on computational methods.

Tim Emrys-Roberts

Atom Bank

Head of Financial Risk

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Tim has over 30 years experience in the banking industry, ranging from trading fixed income and derivative instruments to risk management.

He has previously worked for Schroders, Tokyo-Mitsubishi International and Banca Commerciale Italiana (where he was Head of Risk Management for the London Branch). For the subsequent 10 years, he was a risk management consultant to the banking industry, before joining Atom Bank nearly two years ago – close to its inception.

When Tim joined Atom Bank, it had 12 employees and £4 million of seed capital. Less than two years later, the bank has 180 employees and over £130 million in capital backing.

Tim’s duties include providing oversight to the management of the bank’s capital and liquidity, modelling financial risks and Management Information and assisting with formulating the bank’s Funds Transfer Pricing (FTP) mechanism.

Tim has previously been a speaker at finance conferences in London, Cambridge and in France.

He has a BSc. in Economics from Cardiff University and is a GARP FRM.

Oliver Fiala


IFRS9 Enforcement

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Oliver will be participating at Risk EMEA 2016

Cecilia Gejke

Mizuho Securities

Executive Director, Head of Liquidity Risk & Stress Testing

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Cecilia will be participating at Risk EMEA 2016

Rita Gnutti


Head of Market and Counterparty Risk Internal Models

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Rita has been working in Intesa Sanpaolo Risk Management Department for the last 11 years; in her present role she is responsible of group market and counterparty risk internal model methodology, risk architecture and regulatory reporting. Her team is in charge of internal models development following prudential regulatory evolutions and of formal application and interaction with supervisors for internal models approvals. Partecipation to benchmarking exercises and Quantitative Impact Studies for assessment of RWA impact of regulatory evolutions is also among the scope of her group.

Main achievements under her present role have been:

Basel 2.5 for market risk with the development and application for approval of Stressed VaR, and Incremental Risk Charge.

Basel 3 for counterparty risk, with development and application for approval of Internal Model (IMM) for Counterparty Credit Risk (EPE, Stressed EPE, PFE) for OTC derivatives, ETD, long settlement transactions, SFTs (repo and securities lending);  Three level Backtesting for Counterparty Risk; definition of Backtesting policy; stress test program for CCR;  CVA Advanced Capital Charge; participation to the first BCBS HPE for IMM and CVA charge in 2014.

Development of FRTB methodology both under Internal Model Approach (IMA), with Expected Shortfall and Default Risk Charge (DRC) and under Standardized Based Approach (SBA and DR); Hypotetical Portfolio Exercise (HPE) and Quantitative Impact Studies (QIS) on the Fundamental Review of the Trading Book.

Volker Rule: Implementation, monitoring and reporting of Quantitative Metrics for trading desks.

Rita holds a degree in Economics cum laude at Università Cattolica del Sacro Cuore in Milan, focused on maths topics (title of degree thesis: “Olomorphic Functions, Laplace Transform and its application to the calculation of differential equations”), where she achieved reward “Premio Agostino Gemelli” as best graduated of the year.

Before joining Risk Management Rita experienced Front Office projects with the role of project manager and responsible of development teams in BCI and Intesa.

Dionisis Gonoa

Barclays Investment Bank

QA Market Risk

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Msc Mechanical Engineering, NTUA Athens.

MBA, Imperial College Management School. PhD in Finance, Centre Of Quantitative Finance, Imperial College Management School.

Credit Suisse Market Risk Analytics, 1998-2004, Head of Risk Methodology

HBOS Treasury Services, 2005-2009, Head of Market Risk Analytics

Barclays Investment Bank, 2009 – today, QA Market Risk

David Grünberger


Deputy Head of Division

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Dr. David Gruenberger, CPA heads the financial reporting enforcement unit at the Austrian Financial Market Authority. His team examines the financial communication of large corporations listed on European stock exchanges for accounting errors and misstatements. Any infringements are made public and prosecuted. This reduces information asymmetry in the market, maintains investors’ trust and confidence and improves the effectiveness of the European capital market. His team cooperates with the other EU- and Non-EU authorities such as the US-SEC to examine groups based in other jurisdictions.

In 2000, David obtained his auditors’ license (CPA) in Chicago, and continued as a research assistant at the University of Vienna, completing his doctoral program with a focus in accounting. He is still active in applied accounting research and teaching, publishing papers and textbooks on international accounting (IFRS) and credit risk measurement. He also lectures IFRS in master programs of the University of Vienna and the Vienna University of Economics.

Thomas Hougaard


Senior Project Management Officer, FRTB Programme

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Thomas Hougaard is co-leading the Risk Platform and FRTB project in Nordea and has been working as a risk professional for over 7 years in various roles. He is working out of a team responsible for analysis of new regulation and has been working actively with the Fundamental Review of the Trading Book for the past two years. He is secretary to Nordea Markets Equities Risk committee and the Wholesale Banking Execution Function. In the past he has worked with various Basel III and CRD IV topics such as CVA risk charge, Leverage Ratio, LCR, NFSR etc.

Otto Huber

Credit Suisse

Global Head of Liquidity Risk

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Otto Huber has been Global Head of Liquidity Risk within Credit Suisse’s Risk Division since October 2015. In his previous role at Credit Suisse’s Treasury, Otto has been in charge for the modeling of non-maturing products and non-interest bearing assets and liabilities, the valuation and risk assessment of Treasury-issued debt and capital instruments, as well as for the Treasury funds transfer pricing methodology. During his 11 years tenure with Credit Suisse, Otto spent three years in the Treasury department in New York. He holds a PhD in Finance from the University of St.Gallen and is a certified Financial Risk Manager.

Abdul Islam

IFRS9 Techical Manager

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Abdul will be participating at Risk EMEA 2016

Evgueni Ivantsov

European Management Risk Council


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Dr Evgueni Ivantsov is Chairman of the European Risk Management Council and author of Heads or Tails: Financial Disaster, Risk Management and Survival Strategy in the World of Extreme Risk. He is a member of the Advisory Group on Global Risks of the World Economic Forum. Evgueni has a more than 20-year career in the banking sector working in global and large banks like HSBC, Lloyds Banking Group, ING Group and Banque Bruxelles Lambert. In his risk management career, he was responsible for areas like stress testing including regulatory stress tests (e.g. UK industry wide stress test, reverse stress test, EBA stress test), risk appetite, portfolio risk optimisation and global risk analytics. Dr Ivantsov is also a visiting lecturer in Cass Business School in London and before was an adjunct Professor of International Economics at the Boston University and an adjunct Professor of Money, Banking and Credit at the United Business Institutes in Brussels.

Chris Jarvill


Director, Risk- Global Stress Testing

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Chris will be participating in Risk EMEA 2016

Colin Johnson

Santander, Asset & Liability Management Association

Head of Banking Market Risk, Chairman

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Currently at Santander Uk (since 2012), as Head of Risk within the Banking Market Risk function. BMR has primary responsibility for the measurement and monitor of the risk associated with Pensions, Liquidity and Banking Market Risk across the balance sheet of Santander Uk.

Previously i spend 3 years  in a senior manager role at Lloyds Banking Group within Risk Oversight and Group Corporate Treasury challenging and developing the IRRBB and ALM management and also managing the structural hedging of the balance sheet.

Prior to that I spent over 10 years managing Treasury, ALM and liquidity issues within the Building Society Sector,  across Treasury and ALM disciplines including areas such as Structural Interest Rate Risk, Liquidity, Transfer Pricing, IAS 39 and Market Risk.

I am currently chairman for UK ALMA and an active member of the ALM community.

Hasan Kazmi

OneSavings Bank

Chief Risk Officer

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Hasan joined OneSavings in September 2014 as the Group Chief Risk Officer. He has over 19 years of risk advisory and management experience, having worked at several financial institutions, including Barclays Capital, Royal Bank of Canada and Standard Chartered Bank.

Ricky Maloney


Buy Side Sales and Relations Manager

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Ricky will be participating at Risk EMEA 2016

Daniel Mayenberger

Credit Suisse

Global Head of Portfolio Model Risk Management

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Daniel will be participating at Risk EMEA 2016

John Mitchell

Credit Suisse

Director, Market Risk Review Team

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John started his career as credit analyst for a large structured investment vehicle. In 2008, John moved to Credit Suisse to focus on improving market risk backtesting performance.  Since then, John has worked on implementing B2.5, B3 and now leads a number of elements of FRTB for CS including QIS and capital MI as well as advocacy efforts.  John holds a first class honours degree in economics and applied quantitative methods, and is a CFA charterholder.

Adolfo Montoro

Deutsche Bank

Director, Market Risk Management

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Adolfo will be participating at Risk EMEA 2016

Jennifer Moreland


Managing Director, Head of Capital and Leverage Management, Group Treasury

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Jennifer assumed the role of Head of Capital & Leverage Management within Barclays Group Treasury as of December 2014.

Prior to this Jennifer was Head of Capital and Unsecured Issuance, responsible for the development and implementation of the Group’s capital and term funding strategy.

She moved to Barclays Treasury in September 2012, having previously worked at RBS as Head of Treasury Markets. Prior to that, Jennifer worked for 15 years in Investment Banking at Citigroup and Morgan Stanley, with her most recent role as a Managing Director in Debt Capital Markets running the Morgan Stanley Hybrid Capital team globally.

Stratos Nikolakakis


Head of Liquidity Risk Modelling

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Stratos Nikolakakis is managing the development and implementation of interest rate risk and liquidity risk models, at ABN Amro. Before joining ABN Amro in 2011, Stratos spent 4 years at Ageas Insurance setting up the ALM activities of the Group’s International Operating Companies. Stratos holds MSc in Economics and MSc in Econometrics from the University of Amsterdam; his research interest includes: dynamic models & finite sample issues, behavioral risk modelling, term structure modeling. 

Jamie Paris

Standard Chartered

MD, Head of Liquidity Management, ALM

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Jamie will be participating at Risk EMEA 2016

Richard Pike

Permanent TSB

Non-Executive Director

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Richard has extensive experience of working with financial institutions throughout the world, assisting companies in managing enterprise risk more efficiently while addressing local regulatory guidelines and standards.  He is currently an Independent Non Executive Director at PermanentTSB Bank plc. and has previously worked in various senior banking, insurance, credit and market risk roles at Wolters Kluwer Financial Services, ABN AMRO, Bain, COMIT Gruppe and Quay Financial Software.  He has analysed, designed and managed the development of core treasury and enterprise risk management systems for large financial institutions, including UBS, Citibank, Schroders and Unicredito. In 2009, Richard was recognised as a “Top 50” Face of Operational Risk by Op Risk & Compliance magazine and was a contributing author to two books on risk management.  He is also a board member of the Governance, Risk and Compliance Technology Centre which focuses on research in the area of financial services governance, risk and compliance. Richard has also received the designation of ‘Certified Bank Director’ by the Institute of Banking.

Jakub Piorkowski

Credit Suisse AG

Head of CCR, Scenario Definition & CCP

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Jakub will be participating at Risk EMEA 2016

Richard Reeves

Wolters Kluwer Financial Services

VP for Strategy - OneSumX

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Richard Reeves is VP for Strategy –  OneSumX at Wolters Kluwer Financial Services. Richard has over 30 years of experience in financial markets with companies such as Reuters, Telekurs, KPMG, SunGard, Algorithmics and IBM. Richard’s current focus at Wolters Kluwer is in the holistic use of financial, risk, compliance and other information within a financial organization to achieve lower costs, greater control and improved risk-aware profitability.

Richard Settle

Deutsche Bank


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Richard is the Chief Risk Officer for Institutional Cash and Securities Services (‘ICSS’) within the Global Transaction Bank (‘GTB’) of Deutsche Bank.

Richard is an experienced risk professional with 20+ years experience in FI Credit Risk Management and Audit. Originally a chartered accountant (ACA) at Touche Ross, Richard then moved on to work for Credit Suisse, UBS, Citi and now Deutsche Bank.

Sam Steer

Deutsche Bank

VP, Treasury Strategy

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Sam has worked in Treasury Strategy at Deutsche Bank since 2014, looking at the bank’s strategic planning from the perspective of financial resource management, with particular focus on funding and liquidity.

Prior to this Sam was head of Transfer Pricing Execution at Barclays, and previously he also held roles in Liquidity Management and Treasury Technology in Barclays Capital.

Sam holds an MA in Computer Science from the University of Cambridge, and a Graduate Diploma in Economics from Birkbeck College, University of London.

Jennifer Tully

BNY Mellon Ireland

Chief Risk Officer

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Jennifer Tully is Chief Risk Officer for all BNY Mellon subsidiaries operating in Ireland with responsibility for enterprise-wide risk management across the Ireland campus. She is also Chair of the Ireland Risk Committee, Member of the Ireland Senior Management team and participant at Board level.

Ruth Wandhöfer


Global Head of Regulatory and Market Strategy

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Ruth Wandhöfer is a regulatory expert in the field of banking and one of the foremost authorities on transaction banking regulatory matters. She is Global Head of Regulatory and Market Strategy for Citi’s Treasury and Trade Solutions business. In this role Ruth’s key responsibilities include driving regulatory and industry dialogue and developing product and market strategy in line with the evolving regulatory landscape.

Ruth chairs a number of influential industry bodies such as the Global Public Policy and Regulatory Affairs Committee of BAFT (a global trade body that represents the particular interests of the transaction banking community), the EU-wide banking industry Payments Regulatory Expert Group which plays a leading advocacy role on behalf of the banking industry in relation to all payments related legislative developments and the European Payments Council (EPC) Payment Security Group. She is a board member of the ECP and a member of the European Commission Payment Systems Market Expert Group (PSMEG), a very small group of hand-picked industry experts.

Ruth was named as one of 2010s ‘Rising Stars’ by Financial News; named in Management Today’s 2011 ‘35 Women under 35’ list of women to watch (Sunday Times), and one of the 100 Most Influential People in Finance 2012 as named by Treasury Risk Magazine. In 2015 she was the recipient of the ‘Women in Banking and Finance Award for Achievement’.

She speaks five languages (EN, DE, F, ES, IT) and has completed studies in various countries, including an MA Financial Economics in the UK, an MA International Politics in France and an LLM in International Economic Law in the UK. In 2010 she published her first book on “EU Payments Integration – the tale of SEPA, PSD and other Milestones along the Road” (Palgrave MacMillan) and has been a fellow lecturer of the Pallas LL.M Program in European Business Law and occasionally lectures at Queen Mary London School of Law. Her second book “Transaction Banking and the Impact of Regulatory Change: Basel III and other challenges for the global economy” (Palgrave MacMillan) was published in October 2014.

Michael Wardle

Bank of England

Senior Technical Specialist

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Michael will be participating at Risk EMEA 2016

Graeme Wolvaardt

Europe Arab Bank

Head of Market & Liquidity Risk

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Graeme will be participating at Risk EMEA 2016

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Co Sponsors


AxiomSL’s enterprise-data management platform delivers data lineage, risk aggregation, workflow automation, validation and audit functionality as well as internal and external reporting capabilities including XBRL. These features provide data and process governance across the entire enterprise and give decision makers the confidence in the automation of complex reporting business logic as well as full control over every step of the process.

AxiomSL’s platform seamlessly integrates all of the firm’s existing data across the enterprise and provides the analytics necessary to meet global regulatory standards, risk management requirements and internal and external reporting demands. The high-performance platform aggregates clients’ data to its lowest level of granularity from multiple siloes systems, enriches and validates the data, and then runs the data through relevant calculations and populates the reports. Analytical applications are delivered in the areas of data risk management, capital and liquidity reporting while addressing evolving regulatory requirements and market dynamics.

AxiomSL’s enterprise-wide approach enables financial institutions to leverage their existing data and risk management infrastructure without system re-engineering while delivering drilldown functionality to support instant verification of aggregate numbers down to individual accounts for improved transparency. Further, the ability to preview results, prior to submission, enables analysis and adjustment of reported facts and ensures accuracy. This holistic approach gives institutions full control of the entire process for risk management and finance functions, data aggregation capabilities, automation of complex analytical and reporting business logic and internal and regulatory reporting.

AxiomSL was voted Best Reporting System Provider in the 2015 Waters Rankings and was highlighted as a ‘category leader’ by Chartis Research in its 2015 Sell-side Risk Management Technology report. The company’s work has also been recognized through a number of other accolades.

Whether complying with regulatory requirements or managing financial transactions, addressing a single key risk, or working toward a holistic enterprise risk management strategy, Wolters Kluwer Financial Services works with customers worldwide to help them successfully navigate regulatory complexity, optimize risk and financial performance, and manage data to support critical decisions. Wolters Kluwer Financial Services provides risk management, compliance, finance and audit solutions that help financial organizations improve efficiency and effectiveness across their enterprise, with more than 30 offices in 20 countries.

For further information please visit www.wolterskluwerfs.com

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15th July 2015

Transforming Risk Management In The Financial Sector Through Advanced Operating Models

Transforming Risk Management In The Financial Sector Through Advanced Operating Models-Genpact In 2014, Genpact commissioned a research project conducted by an independent research firm. The goal […]
14th April 2015

Predictive Analytics Model Validation: Building A Model Validation Group To Better Mitigate Risk

Predictive Analytics Model Validation: Building A Model Validation Group To Better Mitigate Risk By Genpact Banks are increasingly turning to predictive analytics as a key component […]
14th April 2015

The Challenges For The Chief Risk Officers Today

The Challenges For The Chief Risk Officers Today By Manish Chopra, Senior Vice President & Global Business Leader, Genpact As Genpact continues to build and grow […]
14th April 2015

Analysing Stress Testing Results And Preparing For Next Time: Insights from BCS Consulting

Analysing Stress Testing Results And Preparing For Next Time: Insights from BCS Consulting By Alex Frankl, Head of Risk, BCS Consulting 1) Please tell us a […]
14th April 2015

Intraday Liquidity: Effectively Implementing A Globally Coherent Monitoring Framework

Ruth Wandhöfer, Global Head of Regulatory & Market Strategy at Citi Treasury & Trade Solutions Bank, will be delivering insights at Risk EMEA 2015 into effectively […]
14th April 2015

The Bank Treasury Priority Agenda In The Basel lll Era: Solid Technical To Boost Judgement

Asset-liability management (ALM) is the core discipline in banking, and one that must be mastered by every bank, irrespective of its business model, product suite or […]
14th April 2015

Assessing the Decision Makers for CCP Selection and Making Informed Judgements

14th April 2015

Evaluating the Regulatory Landscape and Conflictions Between Different Regulators

CFP Interviews Adrian Burbanks, Regional Head of Risk – Europe and the Americas, NBAD Please tell us a little bit about yourself, your role and your […]
14th April 2015

How Do Boards Address Risk Management And Oversight? (Part Three)

New Challenges to Board Reporting Dynamic Conditional Correlation There are two new significant challenges to boards in the understanding of business risks that could have a […]
14th April 2015

How Do Boards Address Risk Management And Oversight? (Part Two)

Crating the Reports Larger organizations cannot therefore rely on the integration of committees to reinforce the integration of thinking. Meeting this need is more likely to […]
14th April 2015

How Do Boards Address Risk Management And Oversight? (Part One)

Background On the 12th February 2013 the Financial Stability Board completed it’s “Thematic Review on Risk Governance – Peer Review Report” The reviews executive summary start […]
14th April 2015

The Political & Regulatory Response to Address the symptoms and causes of the global financial crisis

The Political & Regulatory Response to Address the symptoms and causes of the global financial crisis By Mark Profeti, Barclays The political and regulatory response to […]
14th April 2015

Transaction Banking and the Impact of Regulatory Change

Transaction Banking and the Impact of Regulatory Change By Ruth Wandhofer Global Industry and Regulatory Expert With regulatory change continuing its rapid pace, implications on banks […]
14th April 2015

Technology is the Key to Addressing New Liquidity Requirements

Technology is the Key to Addressing New Liquidity Requirements By Ed Rowan, Chief Operating Officer, AxiomSL EMEA Having spent much of 2014 getting to grips with […]
14th April 2015

The Importance of Technology in BCBS 239 Compliance

The Importance of Technology in BCBS 239 Compliance BCBS 239 Q&A with Ed Royan, Chief Operating Officer, EMEA, AxiomSL 1) Banks now have less than a […]
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Summit Venue

Risk EMEA 2016 will be taking place at One American Square amongst the architectural landmarks and in the City of London’s Sqaure Mile.



1 America Square
17 Crosswall


Visit www.cavendishvenues.co.uk for more information as to nearby hotels and discounted rates

Hotel Indigo London – Tower Hill


DoubleTree by Hilton Tower of London




Novotel London Tower Bridge


Grange City Hotel

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Where will Risk EMEA 2016 take place, and what time should I arrive?

Risk EMEA 2016 will be taking place at the 1 America Square in London. Visit www.cavendishvenues.co.uk for information as to nearby hotels and discounted rates

Registration will open on each day at 8:00AM, where you will be greeted by a member of our team and welcomed to enjoy tea/coffee and some breakfast.

Venue location:

1 America Square
17 Crosswall

Can I present at Risk EMEA 2016?

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at Risk EMEA 2016. For further information on this please contact dan.nunes@cefpro.com

Are there any rules on the dresscode?

Business attire is requested. The Risk EMEA 2016 Summit is a formal opportunity to network with like-minded professionals and to gain knowledge from the industry’s finest risk management experts.

What is the cost and what is included in the registration fee?

We offer incentives for ‘early bird’ registrants of the main Summit as outlined below:

Launch Special
Register by 11 March
Super Early Bird
Register by 8 April
Early Bird
Register by 13 May
Standard Rate
14 May
Main Two-Day Summit £899
(Save £900)
Save (£700)
Save (£500)

Registration includes breakfast, refreshment breaks, lunches, the cocktail reception on day one, full access to the Summit sessions, streams and exhibition area. Presentations from sessions are also available, subject to speaker approval.

Where can I find the Summit documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations*

All available documentation will be provided after the Summit has taken place. However we will work with our presenters to make these available before the Summit where possible.

*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.

Do I need to bring my own coffee and a pack lunch?

Most definitely not. 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.

This will be provided on both days of the main Summit.

Will there be opportunities to network with other attendees?

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

  • Breakfast, lunch and refreshment breaks
  • Cocktail reception at the end of the first day of the Summit
  • Briefings (by invitation only)
  • App: download the App two weeks prior to the Summit to meet colleagues and attendee
  • Q&A, panel discussions and audience participation technology at the event and during the sessions
I have several colleagues that would like to attend, is there a group discount?

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 +44 (0) 207 164 6582

Please note:

  • Registrations must be made at the same time
  • Registrations must come from the same organisation
  • The lowest registration will be discounted
Are there opportunities to share my thought-leadership at Risk EMEA 2016?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of Risk EMEA 2016 and our wider risk professionals community.

At the event
We can distribute your material to the attendees or even offer you an exhibition booth so that you may enjoy a more prominent presence at the Summit. Visit the Sponsor tab for further information or contact sales@cefpro.com / +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

Are media partnerships available for Risk EMEA 2016?

Yes. As part of a media partnership we can offer a variety of options to increase the branding and awareness of your assoiciation, 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 Summit website
  • Place your logo on the Summit brochure
  • Place your logo on promotional content where applicable
  • Distribute your media/marketing at the Summit
  • Promote through social media channels

To discuss this further please contact jesse.hopkins@cefpro.com or call +44 (0) 207 164 6582.

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Looking Back at Risk EMEA 2015

2015 Co-Sponsors:

Screen Shot 2015-07-23 at 14.59.15

2015 Exhibitors:

Screen Shot 2015-07-23 at 15.02.25
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Contact us
Launch Special
Register by 11 March
Super Early Bird
Register by 8 April
Early Bird
Register by 6 May
Standard Rate
7 May
Main Two-Day Summit £899
(Save £900)
Save (£700)
Save (£500)

Other ways to register

Summit takes places on 24-25 May, that’s:










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