CREDIT & COUNTERPARTY RISK EUROPE
15 June, 2022 | London
COUNTERPARTY RISK
Developing accurate metrics to manage counterparty risks
AI & MACHINE LEARNING
Leveraging AI and machine learning capailities and uses within credit portfolios
LIBOR
Lessons learnt from LIBOR transition and updating contracts
GEOPOLITICAL RISK
Managing long term impacts of geopolitical risks and changes to risk landscape
ESG
Managing ESG changes and implementation of requirements
GLOBAL RECOVERY
Impact of volatility on credit risk landscape
REGULATION
Reviewing the global regulatory environment
David Glendinning
CRO UK
Société Generale
BC Achary
Executive Director & Deputy Chief Executive Officer
FCMB Bank (UK) Limited
Germar Knöchlein
Head of Division
European Central Bank
Andreea Petreanu
Head of Credit Risk Management
Mizuho International Plc
Jérôme Henry
Principal Adviser
European Central Bank
Rohan Kataria
Head of Traded Risk Stress
Testing Execution
HSBC
Varun Kumar Singh
Head – Corporate Lending
Union Bank of India UK
Emmanuelle Mathey
Global Head of Credit Risk,
Group & Co-CRO,
Wealth Management
Schroders
CAN YOUR ORGANIZATION CONTRIBUTE?
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. For more information on what we can offer, please contact chris.simou@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.
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08:00 Registration and breakfast
08:50 Chair’s opening remarks
Moderated by: Varun Kumar Singh, Head – Corporate Lending, Union Bank of India UK
GLOBAL RECOVERY – PANEL DISCUSSION
Jerome Henry, Principal Advisor, ECB
David Harrison, Head of Credit Risk UK, Société Generale
POOL RATING MODELS
Tobias Noll, Deputy head Marketing & Sales, RSU Rating Service Unit
10:20 Morning refreshment break and networking
REGULATION – PANEL DISCUSSION
Germar Knochlein, Head of Division, ECB
Andreea Petreanu, Head of Credit Risk Management, Mizuho
Frederico Diniz, Head of Organic Lending Impairment, Starling Bank
INTEREST RATES
12:10 Lunch break and networking
ESG – PANEL DISCUSSION
Andreea Petreanu, Head of Credit Risk Management, Mizuho
ESG CONTINUED
David Glendinning, CRO UK, Société Generale
2:30 Afternoon refreshment break and networking
LIBOR
Varun Kumar Singh, Head – Corporate Lending, Union Bank of India UK
STRESS TESTING
Rohan Kataria, Head of Traded Risk Stress Testing Execution, HSBC
4:10 Chair’s closing remarks
4:20 End of Summit
Senior Business Development Consultant
ActiveViam
Cédric Cavallier is a Senior Business Development Consultant at ActiveViam based in London. Prior to that he worked as a Senior presales for Wolters Kluwer around Risk, Regulation and Finance and as a Business Analyst Lead on the same topics for Finastra. He started his career in Paris in consulting & project management in the banking industry.
Frederico Diniz
Head of Organic Lending Impairment
Starling Bank
Currently heading the IFRS 9 Organic Impairment team for Starling Bank. With over eleven years of experience in managing projects and delivering statistical analysis, financial risk programs on Regulatory Risk, IRB Applications, IFRS9 development and Stress Testing Modelling. Academic from the University of Warwick focusing on Global Banking Regulation.
David Glendinning
CRO UK
Société Générale
David Glendinning is the UK Head of Risk. With Société Générale since 2004, David was previously Head of Group Credit Risk Provisioning. He began his career in Internal Audit and Inspection.
David Harrison
Head of Credit Risk UK
Société Générale
David Harrison has worked in wholesale credit risk-related roles within the first and second lines of defence for more than 20 years. After training as a corporate and FI analyst at Bank Of New York Mellon and then spending time with Dresdner Kleinwort in their London-based FI credit team, David has spent the last 13 years with Societe Generale. During the last 3 years, David has built Societe’s Generale local LoD2 credit risk function in London, adapting the bank’s governance to evolving regulatory expectations in the face of Brexit and developing local oversight of credit risk at a transaction and portfolio level.
Principal Adviser
European Central Bank
Jérôme Henry is Principal Adviser in the ECB Macroprudential policy and financial stability area. His responsibilities cover financial stability assessments, including via stress-testing, and related infrastructure requirements. He led ECB teams for the Quality Assurance of SSM stress tests and was involved in country crisis management.
Mr Henry has numerous academic publications in e.g. the Review of Economics and Statistics or with Cambridge University Press, with contributions on stress-testing such as the ECB STAMP€ e-book. He is a founding member of the CEPR Euro-Area Business Cycle Network. An ENSAE graduate, Mr Henry holds a PhD in Economics and a BA in History from Paris Sorbonne.
Head of Traded Risk Stress Testing Execution
HSBC
Rohan Kataria is the Head of Execution for Traded Risk Stress Testing at HSBC since early 2019. He is responsible for planning, execution and delivery of Trading Risk Stress Testing at the Group Level, including both Market Risk and Counterparty Credit Risk. He has hands-on experience in various stress tests submissions – ICAAP, PRA EBA, Internal stress test and most recently ECB Climate stress test for market risk for transition risk scenarios. Previously, Rohan worked with Credit Suisse in London for 8 years, with the most recent role as an ICAAP Market Risk Manager. He was responsible for Pillar 2A capital assessment for Market Risk for UK legal entities. Overall, Rohan has 17 years of experience in various roles including but not limited to stress testing, front-to-back risk processes, trade lifecycle, regulatory capital & reporting and risk transformation. Rohan holds an Executive MBA degree from London Business School and is FRM (GARP) certified. He did his graduation in Electrical Engineering from Indian Institute of Technology (IIT) , Mumbai.
Head of Division
European Central Bank
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.
Deputy head Marketing & Sales
RSU Rating Service Unit
Mr. Noll studied business administration at the University of Applied Sciences in Aschaffenburg, Germany. From 2006 to 2012 he worked for Société Générale and Barclays Capital in Frankfurt, Paris and London.
Since 2012 Mr. Noll services and advices banks regarding all RSU-run credit risk management tools such as internal rating systems, stress testing tools, IFRS9, early warning systems and LGD-models.
Andreea Petreanu
Head of Credit Risk Management
Mizuho International Plc
Andreea Petreanu is a risk management professional with over 20 years of experience in the field. Andreea is Head of Credit Risk Management at Mizuho International in London, having previously held various risk management executive roles with Morgan Stanley, HSBC, Merrill Lynch, Bank of America and VTB Capital. Andreea holds an MBA from University of Cambridge, MSc from CASS Business School and is also an Associate of the Chartered Insurance Institute in London.
Director Credit Risk & ICAAP
KfW IPEX
Since May 2021: Head of Credit Risk & ICAAP of KfW IPEX
2018-2018: Head of Risk Audit of KfW
2017-2018: Head of Market-/Liquidity Risk KfW
2014-2017: LGD/EAD Model Validation & Development KfW
2009-2010: Various Credit Risk Model Development & Validation at Deutsche Bank
Education: PhD in Mathematics (University Münster)
Diplom (Master-equivalent) in Mathematics
Master of Science in Computer Science
Master of Science in Electrical Engineering
Varun Kumar Singh
Head – Corporate Lending
Union Bank of India UK
Varun Kumar Singh is a Senior Credit Professional working in the Banking Industry with 15+ years of experience wherein 11+ years in Corporate Credit. He is presently working as Head – Corporate Lending at Union Bank of India (UK) Ltd. He is Skilled in Syndicated loans, International credit, Trade finance, Project funding, working capital finance for mid and large Corporates. He is a Finance professional with a Master of Business Administration (MBA) (Finance) and is a Certified Member of IIBF ,APLMA, and CISI.
WHY SHOULD YOU ATTEND A CEFPRO CONFERENCE?
HEAR FROM PAST ATTENDEES AND SPEAKERS…
PANEL DISCUSSIONS
Interactive panel discussions are designed to include attendees by running a live Q&A throughout the session
PRESENTATIONS
Hear industry experts provide detailed insights on a range of vendor risk issues, challenges and opportunities
NETWORKING BREAKS
Networking opportunities including breakfast, lunch and refreshment breaks, access to all streams and sessions.
MEET THE SPEAKERS
Continue discussions beyond the auditorium and interact with speakers and attendees after their session.
ActiveViam provides precision data analytics tools to help organizations make better decisions faster. ActiveViam started in 2005 with the vision of leveraging in-memory technology to create an analytics platform where businesses could leverage the largest data sets without restrictions, keep them up-to-date in real time and use them to empower their decision makers. Our goal at ActiveViam, is to let organizations not only make decisions faster, but better; to not only reach their data, but their potential; to not only see their data, but find their way into the future.
IRBA compliant internal rating systems represent RSU’s core capability. RSU provides rating systems to over 45 customers – mainly banks and insurance companies. The unique and evolving data pool is our key asset and provides the basis for all twelve rating models, each of which is tailored to a specific asset class. In addition, RSU’s product range includes tools for LGD estimation and AI driven automated risk analysis. We develop and validate all models, centrally operate the application and ensure IRBA-regulatory compliance for EBA/ ECB supervised institutions. Founded in 2003, RSU has since been recognized for its expertise in credit risk measurement for wholesale exposures.
SHARE YOUR THOUGHT LEADERSHIP
SHARE YOUR EXPERTISE
GET YOUR BRAND SEEN
CONNECT WITH SENIOR LEADERS
CAN YOUR ORGANIZATION CONTRIBUTE?
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. For more information on what we can offer, please contact chris.simou@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.
The Tower Hotel, St Katherine’s Way, London, E1W 1LD
Alternative accommodation around surrounding the tower hotel includes:
Hilton London Tower Bridge – 5 More London Riverside, Tooley St, London SE1 2BY
Leonardo Royal London City – Tower Hill – 8-14 Cooper’s Row, London EC3N 2BQ
DoubleTree by Hilton Hotel London – Tower of London – 7 Pepys St, Tower, London EC3N 4AF
Premier Inn London City (Tower Hill) Hotel – 22-24 Prescot St, London E1 8BB
Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at the Credit & Counterparty Risk Europe Forum. For further information on this please contact alice.kelly@cefpro.com or call us on +44 (0) 20 7164 6582.
Business attire is requested. The Forum is a formal opportunity to network with like-minded professionals and to gain knowledge from the industry’s finest risk management experts.
We offer incentives for ‘early bird’ registrants of the Forum, as outlined on our pricing structure. Registration includes breakfast, refreshment breaks, lunches, the cocktail reception at the end of the day, full access to the sessions and exhibition area. Presentations from sessions are also available, subject to speaker approval.
All registered attendees will receive an email with access to documentation and speaker presentations after the Forum* We will work with our presenters to include as many presentations as possible on our App during the Forum. *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.
Yes. As with all of our events the Center for Financial Professionals will be providing brilliant coffee, breakfast, lunch, refreshments, and smaller bites during the networking breaks.
There are ample opportunities for networking and interaction throughout the Forum, such as
- Breakfast, lunch and refreshment breaks
- Cocktail reception at the end of the day (Subject to confirmation)
- Q&A, panel discussions and audience participation technology available through the App
Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of Credit & Counterparty Risk Europe Forum and our wider risk professionals community. At the event we can distribute your material to the attendees, offer you an exhibition booth, and provide speaking opportunities so that you may enjoy a more prominent presence at the Forum. Visit the Sponsor tab for further information or contact sales@cefpro.com / +44 (0) 207 164 6582.
Yes. As part of a media partnership we can offer a variety of options to increase the branding and awareness of your association, company, certificate, publication or media. We are flexible with what we can offer however we usually:
- Provide a discounted rate to attend
- Place your logo and profile on the Forum website
- Place your logo on promotional content where applicable
- Distribute your media/marketing at the Forum
- Promote through social media channels
To discuss this further please contact amy.greene@cefpro.com or call +44 (0)20 7164 6582
If you are unable to attend the Summit due to national/COVID restrictions, CeFPro would be more than happy to offer you a refund, credit note or the option to transfer the ticket to a colleague who is able to attend.
Representing a financial institution or government body – (E.g. Bank, Insurance company, Asset Manager, Regulator)
CREDIT AND COUNTERPARTY RISK
Early
Bird
£699
SAVE £100
Registrations before 27 May
Standard
Rate
£799
Registrations after 27 May
Representing an information/service provider (E.g. Consultant, Vendor, Executive Search Firm, Law Firm)
CREDIT AND COUNTERPARTY RISK
Early
Bird
£899
SAVE £100
Registrations before 27 May
Standard
Rate
£999
Registrations after 27 May
*To qualify for the preferential ‘early bird’ rates, registration must be received by the close of the ‘early bird’ working day, and payment can be made at the time of registering, or up to a week after registration is made an invoice 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.
Covid Assurance Policy
If you are unable to attend the Summit due to national/Covid restrictions, CeFPro would be more than happy to offer you a refund, credit note or the option to transfer the ticket to a colleague who is able to attend.
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