

Why should you attend?
Recent global events have shaken the financial services industry, and the future ahead remains volatile. An uncertain environment coupled with the subsequent fallout of several organizations globally has shown that current models, strategies, and tools require revision.
CeFPro’s Balance Sheet Management Europe Summit is a must-attend for professionals looking to optimize their institution’s financial performance and stay ahead of macroeconomic changes. Equip yourself with insight to effectively manage global volatility and evolve your balance sheet management practices to stay ahead. Listen in as industry thought leaders share their experience and insight, and network with likeminded professionals.

Key highlights
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LIQUIDITY RISK MANAGEMENT:
Reviewing and managing liquidity on the balance sheet in a period of increased interest rates
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INTEREST RATES:
Analyzing the impact of high interest rate environments on balance sheet management
-
IRRBB:
Effectively managing risk and losses in the banking book in line with increasing interest rates
-
DEPOSITS:
Adjusting deposit acquisition strategies in line with the current environment
-
CONCENTRATION RISK:
Mitigating concentration risk in a volatile interest rate environment
-
BALANCE SHEET MANAGEMENT:
Restructuring the balance sheet to enhance profitability and mitigate volatility risks in an uncertain environment
-
MACROECONOMICS:
Understanding the current macroeconomic environment and the risk of stagflation and recession
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SVB CASE STUDY:
Effectively managing deposit attrition in a crisis scenario

An engaging and interactive agenda across 2-days
Participate in a comprehensive exploration of key subject matters through presentations, panel discussions, and live Q&As to facilitate learning and engagement.

Subject matter experts and highly-regarded practitioner speakers
Our line-up of 30+ experienced thought leaders ensure the highest quality learning opportunities, offering fresh perspectives and insights for you to return to your department with.

7+ hours of available networking opportunities
Continue conversations beyond the auditorium over coffee, lunch, and drinks reception. Make meaningful industry connections to continue sharing insight and ideas.
Key speakers

Michael Sparks
Chief Risk and Compliance Officer, Issuer Services
BNY Mellon

George Yates
MD, CRO of Treasury & Global Head of Business Facing Market Risk
Deutsche Bank

Jeff Simmons
Chief Risk Officer
MUFG Securities (Europe) N.V

Ligia Mladin
UK Treasury Transformation & BD Liquidity Management
Citi

Suresh Sankaran
Head of Model Risk, Validation & Governance
Metro Bank

Volker Duenger
MD, Head of Treasury Risk Control ALM
UBS

Mauricio Masondo
Managing Director
Citi

Steve Chisholm
ED, Global Head of Funding Planning & Forecasting, Treasury
Standard Chartered

Chen Wang
Deputy Head of Treasury
China Construction Bank

Allister Keller
Director ALM
Monzo
Session previews and related insights
Get an insight of what to expect from the Summit with our past and present speaker session previews.
Post LIBOR: reviewing impacts of transition to SOFR and impact of new rates
Post LIBOR: reviewing impacts of transition to SOFR and impact of new rates Tope Adedara, Internal Audit Director, ALM – Balance Sheet Management, PNC Below is an insight into what can be expected from Tope's session at Balance Sheet Management USA 2023. {{ vc_btn: title=Find+out+more+about+Balance+Sheet+Management+USA+2023&style=outline-custom&outline_custom_color=%23d51224&outline_custom_hover_background=%23d51224&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Fbalance-sheet-management-usa%252F }} The views and opinions expressed in this article are those of
Effectively managing risk and losses in the banking book in line with increasing interest rates
Effectively managing risk and losses in the banking book in line with increasing interest rates Hadrien van der Vaeren, SVP, Market and Liquidity Risk, BNY Mellon Below is an insight into what can be expected from Hadrien's session at Balance Sheet Management Europe 2023. {{ vc_btn: title=Find+out+more+about+Balance+Sheet+Management+Europe+2023&style=outline-custom&outline_custom_color=%23001c64&outline_custom_hover_background=%23001c64&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Fbalance-sheet-management%252F }} The views and opinions expressed in this article
Reviewing the current macroeconomic environment and the risk of stagflation and recession
Reviewing the current macroeconomic environment and the risk of stagflation and recession Libor Krkoška, Deputy Director, Country Strategy, EBRD Below is an insight into what can be expected from Volker's session at Balance Sheet Management Europe 2023. {{ vc_btn: title=Find+out+more+about+Balance+Sheet+Management+Europe+2023&style=outline-custom&outline_custom_color=%23001c64&outline_custom_hover_background=%23001c64&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Fbalance-sheet-management%252F }} The views and opinions expressed in this article are those of the thought leader as
Mitigating and managing concentration risk in a volatile interest rate environment
Mitigating and managing concentration risk in a volatile interest rate environment Dimitris Papathanasiou, Head of Global Funding and International Treasury Risk, Credit Suisse Below is an insight into what can be expected from Volker's session at Balance Sheet Management Europe 2023. {{ vc_btn: title=Find+out+more+about+Balance+Sheet+Management+Europe+2023&style=outline-custom&outline_custom_color=%23001c64&outline_custom_hover_background=%23001c64&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Fbalance-sheet-management%252F }} The views and opinions expressed in this article are those of
Sponsors
Would your organization like to partner with us on this event?
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 contact sales@cefpro.com or call us on +44 (0)207 164 6582 for more information.
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Agenda
8:00 – 8:50
Registration and breakfast
8:50 – 9:00
Chair’s opening remarks
9:00 – 9:45
BALANCE SHEET MANAGEMENT – PANEL DISCUSSION
Restructuring the balance sheet to enhance profitability and mitigate volatility risks in an uncertain environment
View Session Details
- Reviewing liabilities structures and impact to balance sheets
- Maximizing risk return on the balance sheet in a volatile environment
- Reviewing infrastructure to support efficient balance sheet management
- Managing hidden losses accumulating on the balance sheet
- Diversification of balance sheet
- Overcoming the impact of deposit drawdown
- Reviewing the future of balance sheet asset classes
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Steve Chisholm, ED, Global Head of Funding Planning & Forecasting, Treasury, Standard Chartered |
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Chen Wang, Deputy Head of Treasury, China Construction Bank |
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Stephan Pouyat, Managing Director, The Digital Economist |
09:45-10:20
CASE STUDY: LIQUIDITY CRISIS
Reviewing lessons learned from Credit Suisse’s crisis
View Session Details
- How to default at healthy LCR levels
- Lessons learnt for the LCR construct
- Has recovery &resolution planning been demasked as fiction?
- Managing investors’ and clients’ sentiment
- Modelling swarm behavior instead of funding concentration
- Understanding the role of CCPs and Rating Agencies
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Robert Maringer, Global Liquidity Risk Management, Head of Risk Appetite, Monitoring & Data Analytics, Credit Suisse |
10:20-10:50
Morning refreshment break and networking
10:50 – 11:25
LIQUIDITY RISK MANAGEMENT
Effectively managing liquidity on the balance sheet in a period where interest rates are peaking
View Session Details
- Understanding the impact liquidity has on concentration risk and deposits
- Consequences that balance sheet mismanagement has on a firms liquidity
- Lessons learnt from recent crisis case for behavioral deposit models
- Reviewing the current availability and cost of liquidity
- Importance of secondary markets when managing liquidity risk
- Impact of central banks removing liquidity from the market
- Ensuring liquidity buffer management is managed effectively
- Management of HQLA assets
- Managing liquidity in line with LCR
- Impact of the ECB removing LTRO
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Suresh Sankaran, Head of Model Risk, Validation & Governance, Metro Bank |
11:25-12:00
SVB CASE STUDY – FIRESIDE CHAT
Effectively managing a significant increase in deposit attrition in a crisis scenario
View Session Details
- Understanding how other factors influence a crisis i.e. markets and regulators
- Reviewing how media can impact a balance sheet
- SVB media case study and impact to run on the bank
- Importance of customer being aware of their deposit insurances
- Broadening the range of collaterals central banks accept in a time of crisis
- Importance of responding to crisis’ in real time
- Use of backstop liquidity in a crisis scenario
- Global lessons learnt from the failure of SVB
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Michael Sparks, Chief Risk and Compliance Officer, Issuer Services, BNY Mellon |
12:00-12:35
INTEREST RATES
Analyzing the impact of a high interest rate environment on effective balance sheet management
View Session Details
- Understanding positions on the current rate cycle and continued trajectory
- Reviewing the relationship between rising interest rates and liquidity management
- Impacts of increased interest rates on borrowing costs
- Maintaining margins and profitability given the uncertain rate outlook
- Reviewing the increased cost of risk with rising interest rates
- Understanding how uncertainty of interest rates impacts financing needs
- Interest rate competition between institutions
12:35-1:35
Lunch break and networking
1:35-2:20
IRRBB – PANEL DISCUSSION
Effectively managing risk and losses in the banking book in line with increasing interest rates
View Session Details
- Impact of unwinding positions at a loss
- Capital requirement to manage IRRBB as a risk
- Assessing how firms have mismanaged their IRRBB and long term implications
- Reviewing reliability of the IRRBB regulatory framework
- Managing the volume and speed of interest rate changes on the banking book
- Enhancing efficiencies when managing the IRRBB
- Reviewing the further defined CSRBB and what his means for firms
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Allister Keller, Markets Director, Monzo Bank |
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Hadrien van der Vaeren, SVP, Market and Liquidity Risk, BNY Mellon |
2:20-2:55
FUNDING
Assessing the importance of structuring your funding to better manage the balance sheet
View Session Details
- Understanding how working capital and cash flow will impact short term funding
- Diversification of funding strategies
- Assessing the impact of interest rate volatility on raising funds
- Keeping up with the sophistication of funding models
- Importance of return on capital when sourcing additional funding
- Balancing short and long term funding instruments
- Assessing the importance of term structure to funding
- Constrained asset selection from the current market
2:55-3:40
DEPOSITS – PANEL DISCUSSION
Adjusting deposit acquisition strategies in line with the current environment
View Session Details
- Understanding the changes in deposit behavior and its impacts
- Use of diversification to overcome deposit concentration risk
- Overcoming increased deposit volatility in a digitized world
- Importance of having backstop available on time in a scenario of deposit attrition
- Competitiveness of deposits between institutions and what this means
- Assessing outflow risk on your deposits
- Embedding liquidity and interest rate risk into deposit behavior authorization
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Jeff Simmons, Chief Risk Officer, MUFG Securities (Europe) N.V |
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Volker Duenger, MD, Head of Treasury Risk Control ALM, UBS |
3:40-4:10
Afternoon refreshment break and networking
4:10-4:45
CONCENTRATION RISK
Mitigating and managing concentration risk in a volatile interest rate environment
View Session Details
- Understanding the impact concentration risks have had on recent banking crisis’
- Reviewing assessment of concentration risks and staying ahead of them
- Overcoming a largely concentrated environment within the banking sector
- Use of diversification to avoid a concentration risk on the balance sheet
- Overcoming concentration risk from deposit withdrawal
- Addressing the concentration risk of government bonds that some banks are facing
- Impact off too much concentration risk on liquidity management
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Dimitris Papathanasiou, Head of Global Funding and International Treasury Risk, Credit Suisse |
4:45-5:20
SECURITIZATION
Assessing the regulatory treatment revision on securitization
View Session Details
- Overcoming EBA guidelines that are too rigid
- Reviewing risk weights on securitization
- Overcoming the impact inflation has on RWA
- Challenges of comparing risk rate before and after securitization
- Comparing securitization methodology with capital allocation and estimation
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Frederic Zana, Head of Quantitative Structuring Team for FI & OA, Securitisation, Credit Agricole CIB |
5:20-5:30
Chair’s closing remarks
5:30
End of day one and networking drinks reception
8:00 – 8:50
Registration and breakfast
8:50 – 9:00
Chair’s opening remarks
09:00-09:45
MACROECONOMICS – PANEL DISCUSSION
Reviewing the current macroeconomic environment and the risk of stagflation and recession
View Session Details
- Assessing how the current macroeconomic environment impacts liquidity risk
- Reviewing the impact of inflation on PNL
- Managing a scenario of stagflation if there is no growth
- Increased cost from inflation in a stagflation scenario
- Assessing how a recession impacts credit and balance sheet management
- Leveraging macroeconomic information to drive decisions on the balance sheet
- Assessing the challenge inflation has created for liquidity
- Effectively optimizing your balance sheet margin on inflationary scenarios
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George Yates, MD, CRO of Treasury & Global Head of Business Facing Market Risk, Deutsche Bank |
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Antonello Russo, Managing Director, Blackrock |
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Libor Krkoška, Deputy Director, Country Strategy, EBRD |
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Antonio Timoner Salva, Global Strategic Planning & Stress Testing, Economic and Climate Risk Scenarios & Analysis, HSBC |
9:45 – 10:20
REGULATION
Assessing the impact of regulation on balance sheet management teams and practices
View Session Details
- Comparison of regulatory measures across the UK, Europe and USA in the current environment
- Reviewing the long and short term impacts to firms’ balance sheets
- Understanding the reliability and usability of the ECB’s Supervisor Outlier Test (SOT)
- Challenges of accounting for unrealized losses on the balance sheet
- Managing impact of prudential regulation on capital requirements
- Linking CSRBB with the IRRBB and capital framework
- Ensuring you are attesting to regulation
- Addressing the cost of regulatory reporting and the need for simplification
10:20-10:50
Morning refreshment break and networking
10:50-11:25
EARLY WARNING INDICATORS
10:50 Reviewing the use of Early Warning Indicators (EWI) in operating models
View Session Details
- Assessing how EWI are used currently to monitor performance
- Developing indicators to better inform risk appetite and mitigation strategies
- Internal structures and hierarchies
- Leveraging EWI to better mange the balance sheet
- Challenges of using indicators in the balance sheet
- EWI use cases and best practice
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Mauricio Masondo, Managing Director, Citi |
11:25-12:10
DATA – PANEL DISCUSSION
Assessing quality and granularity of data to drive informed decisions making with a holistic view
View Session Details
- Leveraging data to give a prediction of behavior in the current interest rate environment
- Challenges integrating all information and data relevant to balance sheet management
- Effectively managing and meeting data reporting standards across jurisdictions
- Streamlining use of data and lineage
- Data infrastructure needed to support AI solutions for balance sheet optimization
- Understand how best to use data to drive better balance sheet management
- Leveraging new data sources previously unused
- Assessing onsite and offsite challenges of infrastructure
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Mark Clement, Managing Director, Quantitative Operations, Bank of America |
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Suman Datta, Head of Portfolio Quantitative Research, Lloyds Banking Group |
12:10-12:45
STRESS TESTING
Leveraging stress testing as a tool within continued volatility and calibrating shocks
View Session Details
- Understanding how firms can better stress test liquidity
- Assessing the challenges and importance of developing effective stress testing scenarios
- Addressing the interaction between provisions and capital when stress testing
- Embedding new models within stress testing framework
- Defining alignment between capital and liquidity stress testing
- Challenges of aligning capital and liquidity stress testing
- Ensuring accessibility to accurate real time data for stress testing
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Ligia Mladin, SVP, UK Treasury Transformation & BD Liquidity Management, Citi |
12:45-1:45
Lunch break and networking
1:45-2:20
REVERSE STRESS TESTING
Assessing how reverse stress testing can improve balance sheet management
View Session Details
- Understanding quantitative and qualitative reverse stress testing in the context of balance sheet management
- Integrating qualitative into quantitative reverse stress testing
- Reviewing the different types of techniques to find relevant stress scenarios e.g. Bayesian decision tree, annealing, Monte Carlo Mining
- Leveraging relevant scenarios with different techniques
- Strategizing to mitigate the risk of adverse scenarios
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Assad Bouayoun, Director, Quantitative Research Department, Daiwa Capital Markets |
2:20-2:55
MODELING
Analyzing current interest rate trends to create new modeling scenarios and effectively run dynamic balance sheet models
View Session Details
- Importance of adjusting models to a heightened interest rate environment
- Adjusting model assumptions in a new environment
- Reviewing challenges of modeling the new mobile banking space
- Assessing the increased evolution of models over a short period of time
- Complexity of modeling vast data for balance sheet management
- Reviewing how modeling assumptions impact balance sheet optimization
- Reviewing short term liquidity outflows and how they are modeled in regulation
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Fred Diniz, Modeling Analytics Lead, JPMorgan Chase & Co |
2:55-3:25
Afternoon refreshment break and networking
3:25-4:00
CREDIT RISK
Managing credit risk and profitability in an environment of rising interest rates and inflation
View Session Details
- Concentration risk and increasing credit defaults in an environment of rising interest rates and inflation
- How are banks coping with novel risks in credit risk provisioning?
- Overlays and in-model adjustments: best practices for capturing emerging risks
- Links between the new CSRBB framework and credit risk
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Germar Knochlein, Head of Division, European Central Bank |
4:00-4:35
HOLLISTIC VIEW
Reviewing the balance sheet holistically to build out enhanced capabilities and an integrated view
View Session Details
- Reviewing risk factors that impacting balance sheet management and hedging tactics
- Holistically view of liquidity, interest rate and credit risk to better understand risk profiles
- Understanding how non-financial risks can impact balance sheet
- Enhance analytics to view risk in a holistic way
- Dependency on enhanced data capabilities and storage to view risk holistically
4:35 -4:45
Chair’s closing remarks
4:45
End of Summit
Sponsors
Would your organization like to partner with us on this event?
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 contact sales@cefpro.com or call us on +1 888 677 7007 ext. 207 for more information.
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Speakers
Hear from subject matter experts and industry front-runners

Assad Bouayoun
Director, Quantitative Research Department
Daiwa Capital Markets

Assad Bouayoun
Assad Bouayoun has over 15 years of quantitative analysis experience in investment banking. He is a quantitative finance specialist focusing on total valuation including funding and capital cost, xVA, risk, stress and reverse stress testing. He was responsible for designing industry standard hedging and pricing systems in equity derivatives during his time in Commerzbank, and had the same responsibility in credit derivatives while working for Credit Agricole, and also in xVA in institutions like Lloyds, RBS and Scotiabank. He lead the modelling team responsible for the research and development of the simulation engines used for exposure computation within HSBC in London. Now he is XVA and Credit Derivative quantitative analyst at Daiwa Capital Market.
During the different projects Assad has undertaken in quantitative finance, he integrated new technologies such as Cloud, GPU and QPU; new design (parallelization using graphs) as well as new numerical methods such as AAD. He also participated to the firmwide data standardization and integration that are essential aspects of the success of these projects. He is also leading an effort to leverage quantum annealing for financial quantitative reverse stress testing.
He holds a MSc in Mathematical Trading and Finance from Cass Business School and an MSc in Applied Mathematics and Computer Science from UTC (University of Technology of Compiegne, France).

Steve Chisholm
ED, Global Head of Funding Planning & Forecasting, Treasury,
Standard Chartered

Steve Chisholm
Experienced Treasury Finance & Operations Professional, with a 15yr+ demonstrated history of working in the banking industry. Skilled in Liquidity, Balance Sheet Management & Funds Transfer Pricing, Derivative Risk / Collateral Optimization and Data & Process Re-engineering. Regular speaker at external professional forums on liquidity & collateral matters. A graduate from University of Birmingham

Mark Clement
Managing Director, Quantitative Operations
Bank of America

Mark Clement
Biography Coming Soon

Suman Datta
Head of Portfolio Quantitative Research
Lloyds Banking Group

Suman Datta
My team of quants and technologists have responsibility for building trading book models and optimisation and monitoring tools for capital, initial margin, attributions, hedge efficiency, stress testing, valuation adjustments and model risk management. With a hybrid background in quantitative finance, engineering, economics, markets, regulation and business strategy, I have a keen interest in expanding the role and application of data, technology and analytics in new areas of finance especially associated with trends linked to ESG, De-Fi and new business models

Fred Diniz
Modeling Analytics Lead
JP Morgan Chase & Co

Fred Diniz
Biography Coming soon

Volker Duenger
MD, Head of Treasury Risk Control ALM
UBS

Volker Duenger
Volker Duenger is a Managing Director at UBS covering asset and liability management as second line of defence within Treasury Risk Control. In his professional career, he has worked for DZ Bank, UBS and Morgan Stanley in Frankfurt, London and New York in various roles covering Market Risk, Risk Analytics & Treasury Risk, and lead the Libor transition for Risk Control. Volker holds a Ph.D. in Mathematics from the University of Karlsruhe, and a master degree in Mathematics from Kent State University.

Allister Keller
Markets Director
Monzo Bank

Allister Keller
Biography Coming soon

Germar Knochlein
Head of Division
European Central Bank

Germar Knochlein
Germar is Head of Division in ECB’s Directorate General Systemic and International Banks, which is in charge of the line supervision of G-SIBs. He is overseeing several Joint Supervisory Teams as well as project work related to the implementation of new regulatory approaches. Before joining ECB in 2014 from the German Federal Agency for Financial Market Stabilisation, he was responsible for the oversight over German public banks that benefitted from state support as well as the development of resolution plans. Following university studies in physics and business administration, Germar has worked in commercial banks since 1997, mainly in risk controlling and portfolio management roles

Libor Krkoška
Deputy Director, Country Strategy
EBRD

Libor Kroska
Libor Krkoška has been Deputy Director, Country Strategy at the EBRD since November 2018. He joined the EBRD in 1997, initially working in the Chief Economist Office and then as the Head of Office in Moldova, Bosnia and Herzegovina, and Cyprus. Before coming to the EBRD, Libor was a researcher in the Economic Institute of the Czech Academy of Sciences from 1994, and, prior to that, worked for Česka Pojistovna, the largest Czech insurance company. Libor holds a Ph.D. in Economics from CERGE-EI in Prague, was a Fulbright Scholar at the University of Pennsylvania, and obtained a Masters degree in Mathematics from Charles University in Prague.

Robert Maringer
Global Liquidity Risk Management, Head of Risk Appetite, Monitoring & Data Analytics
Credit Suisse

Robert Maringer
Robert Maringer has been shaping the Global Liquidity Risk Management function at Credit Suisse from its early days in 2015. He heads the Risk Appetite, Monitoring and Data Analytics area, and is business owner of the limit monitoring and analysis infrastructure on a big data platform.
Prior to that, he worked as Head of Valuation Control Switzerland at Credit Suisse for 8 years. He had started off his career as a consultant and software developer in ALM analysis.
He holds 2 master’s degrees from the University of Linz (Austria), in Technical Mathematics and in Business and Economics.

Mauricio Masondo
Managing Director
Citi

Mauricio Masondo
Mauricio Masondo is the Head of Wholesale Credit Portfolio Management, part of in-business Institutional Credit Management division at Citi.
Mauricio is a Senior Credit Officer and has worked in Sao Paulo, London, New York, and Seoul, across different businesses and functions. He’s currently leading the build-out of the Portfolio Management function working closely with the Risk Management organization.

Ligia Mladin
SVP, UK Treasury Transformation & BD Liquidity Management
Citi

Ligia Mladin
Biography Coming soon

Dimitris Papathanasiou
Head of Global Funding and International Treasury Risk
Credit Suisse

Dimitris Papathanasiou
Dimitris Papathanasiou is the Head of Global Funding Concentration and International Treasury risk at Credit Suisse. He joined the bank in 2016 and for 6 years was the Head of EMEA treasury and liquidity risk. Before that he was the Head of the Front Office for 6 years and acting Group Treasurer for 7 months in CocaCola HBC. Earlier he has worked as risk manager and portfolio manager in Kaupthing Bank. At the early stages of his career he had various roles as treasury auditor and equity analyst. Dimitris holds an MSc in Finance and Investments and is a Chartered Financial Analyst,

Stephan Pouyat
Managing Director
The Digital Economist

Stephan Pouyat
Stephan Pouyat is a serial entrepreneur, Managing Director of TheDigitalEconomist, Founder of BleuMotion, and Board Member of 1BusinessWorld. He is a global leader in capital market and financial integrity. Over his two-decade career at Euroclear, the largest cross-border financial market infrastructure of the world (€33 tn), Stephan developed an unblemished reputation in ensuring global financial transactions flowed with accountability, transparency, integrity, and validity. He is a seasoned and trusted adviser to government leaders and holds a polytechnic degree from EPFL (Lausanne, Switzerland) and an Executive Program from HBS.

Antonello Russo
Managing Director
Blackrock

Antonello Russo
Biography Coming soon

Antonio Timoner Salva
Global Strategic Planning & Stress Testing, Economic and Climate Risk Scenarios & Analysis
HSBC

Antonio Timoner Salva

Suresh Sankaran
Head of Model Risk, Validation & Governance
Metro Bank

Suresh Sankaran
SURESH SANKARAN is the head of model risk governance at Metro Bank where he oversees the setting out of the bank’s expectations in respect of practices relating to model governance. Suresh provides oversight to regulatory and statutory requirements and the bank’s high-level approach to achieving compliance. Suresh is responsible for framing the bank’s approach to managing model risk exposure, and is in charge of the bank’s internal framework that controls the processes for model development, validation and usage, assigns responsibilities and roles, and ensures a properly documented approval process for model development, validation, implementation, and use.

Jeff Simmons
Chief Risk Officer
MUFG Securities (Europe) N.V

Jeff Simmons
Jeff Simmons joined MUFG Bank in June 2014 as the Head of Enterprise Risk, tasked with creating the function. He has been involved intensively with the enhancement of the Risk Management framework in MUFG Bank (Europe). This has involved him in the formation of an Enterprise Risk function in Amsterdam tasked with delivering the full range of regulatory submissions. In April 2018 he transitioned to MUFG Securities to become involved in the Brexit project. In this capacity he is the CRO for MUFG Securities (Europe) N.V. the Dutch subsidiary of MUFG Securities (EMEA).
Prior to joining the bank he spent some 20 years specializing in best practice Risk Management including Market Risk, Credit Risk, Risk Model Validation and Regulatory Risk consulting. As well as have line management responsibilities in various institutions he has also gained extensive experience in implementing Risk Management frameworks from both a technical and operating model based perspective.

Michael Sparks
Chief Risk and Compliance Officer, Issuer Services
BNY Mellon

Michael Sparks
Michael Sparks is the Chief Risk and Compliance Officer responsible for risk management and compliance oversight of the Issuer Services businesses at BNY Mellon.
With over 20 years of experience in financial services, Michael has risk management and first line business experience covering global custody operations, on exchange and OTC clearing and settlement, debt and equity capital markets servicing, equity and FX trading, transaction banking and private client stockbroking.
Michael began his career at Abbey Stockbrokers (part of the Santander Group), going on to join BNY Mellon in 2000. In that time, Michael has held first line management roles in Pershing’s Retail Brokerage Middle Office and Risk Management roles aligned to Pershing, Securities Operations, Global Collateral Management, ABN Amro Mellon, Corporate Trust, Depositary Receipts and Treasury Services.

Hadrien van der Vaeren
SVP, Market and Liquidity Risk
BNY Mellon

Hadrien van der Vaeren
Biography Coming Soon

Chen Wang
Deputy Head of Treasury
China Construction Bank

Chen Wang
Chen has 16 years of experience in risk management and Treasury at Chinese, American, and German banks in London. As the Deputy Head of Treasury at China Construction Bank London Branch, he is in charge of business management within Treasury, covering bank-wide funding, liquidity, money market trading, bond issuance & investment and FX & IR trading. Previous roles include Market Risk Manager VP at Bank of America Merrill Lynch, covering complex interest rate options, short term interest rate trading, G10 FX and commodities. Chen holds a PhD degree in Electrical Engineering from Imperial College London. He is a CFA charter holder and Energy Risk Professional.

George Yates
MD, CRO of Treasury & Global Head of Business Facing Market Risk
Deutsche Bank

George Yates
George joined Deutsche Bank as an MD in Market Risk in the New York office in October 2016. He was previously at GE Capital in Connecticut where he headed up Market Risk Globally. In July 2017, George relocated to London and currently heads up the Global Business Aligned Market Risk team and is the CRO for Treasury. Prior to GE Capital, George spent ~2 years at Royal Bank of Canada in London, heading up Market and Liquidity Risk for its UK-based subsidiary, ~13 years at Merrill Lynch in various business and senior Market Risk roles in their Global Markets Group in NY and London. He holds a Masters in Business Administration from the London Business School and a Bachelors of Science from Fordham University in New York.
George is an American citizen, married and has 3 children. 2 are now living and working in New York City and the youngest is attending Northeastern University in Boston in the US.

Frederic Zana
Head of Quantitative Structuring Team for FI & OA, Securitisation
Credit Agricole CIB

Frederic Zana
Frederic Zana is Head of a Quantitative Structuring Team in securitisation, Global Market Division CACIB. He is a former student of the Ecole Normale Supérieure de Paris, holds a PhD in mathematics and a Master in Economics. He has started in economic capital modelling at AXA bank, then moved to CACIB in 2001 to be responsible for the economic capital modeling, profitability measures and pillar 2’s methodologies. He became deputy head of capital management at Credit Agricole SA from 2009 to 2018 and developed pillar 2, capital planning and regulatory insight. Now in charge of quantitative structuring, he aims to improve regulatory treatment of securitisation and develop European markets.
Why should you partner with us on Balance Sheet Management Europe?
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 contact sales@cefpro.com or call us on +44 (0)207 164 6582 for more information.
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iNFRont Magazine is a unique publication providing regular insight on the operational and non-financial risk (NFR) sector. Featuring contributions provided by leading industry figures and experts from around the world, iNFRont Magazine touches on the most critical themes and challenges currently affecting financial professionals. Available to download for free.
Venue & FAQs
Leonardo Royal Hotel London City
8-14 Cooper’s Row
London
EC3N 2BQ
Accommodation is available at the venue, and CeFPro are currently working hard to obtain a preferential rate for delegates. Register for updates below to be notified when more information becomes available.
Frequently Asked Questions
Can I share my thought leadership at Balance Sheet Management?
Will there be opportunities to network with other attendees?
- Breakfast, lunch and refreshment breaks
- Drinks reception at the end of day-1
- Q&As, panel discussions, and audience participation technology
What is included within the registration fee?
Where can I find the Summit documentation and speaker presentations?
* 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.
Will breakfast, lunch and refreshment be provided?
Are there any rules on dress code?
Register
Register for Balance Sheet Management Europe today and join the likes of 150+ industry professionals and subject matter experts looking to engage in meaningful conversation and discuss the latest sector developments, trends, and challenges.
Register before August 11 to take advantage of our launch rate special offer.
Need assistance with your registration? Get in touch with us via email below, or call us on +44 (0)207 164 6582.
Launch rate special | Expires Aug 11
E.g. Bank, Insurance company, Asset manager, Regulator
E.g. Consultant, Vendor, Executive search firm, Law firm
*VAT not included
To qualify for the preferential rates above, registration must be received by the close of business of the specific end date for each rate. Payment can be made at the time of registering, or up to a week after an invoice has been sent. CeFPro reserves the right to increase rates should payment be delayed significantly. Should a delegate register at a rate that is inaccurate, CeFPro reserves the right to issue an additional invoice for the outstanding amount.