7th Annual Risk EMEA 2018

Risk EMEA

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Risk EMEA 2018

7th Annual Financial Risk & Regulation Summit

24-25 April 2018 | London | The Tower – A Guoman Hotel

PRE-EVENT MASTERCLASS | 23 April 2018

Blockchain Bootcamp: Application in the financial industry

The masterclass will be led by Ruth Wandhofer, MD, Global Head of Regulatory and Market Strategy, Citi 

Plus guest speakers Barclays, ING and Commerzbank Group

LIMITED SPACES AVAILABLE

MAIN SUMMIT HIGHLIGHTS

2018 includes a whole new speaker line up with 80% new presenters, Over 60 senior industry professionals delivering insights, case studies and presentations.

Exclusive CRO Keynote address and plenary sessions on the cumulative impact of regulation and managing regional fragmentation, geopolitical climate and Brexit,  liquidity risk management and more

Three streams individually focusing on; Innovation in Risk Management, Strategic Balance Sheet Management and Credit Risk.

Over 60 presenters and more than 300 attendees

Hear from more than 60 CROs & Heads of Risk from HSBC, DZ Bank, UBS, Credit Suisse, MetLife, Lloyds plus much more!

Jeremy Arnold

Jeremy Arnold Headshot

Chief Risk Officer, EMEA

Nomura International plc

Philip Best

Philip Best Headshot

Chief Risk Officer

Barclays Wealth and Investment Management

Richard Blackburn

Richard Blackrbun Headshot

Chief Risk Officer, GBM

HSBC

Adrian Burbanks

Adrian Burbanks Headshot

Deputy Chief Executive Officer

Agricultural Bank of China (UK) Ltd

James Coulson

James Coulson headshot

Chief Compliance Officer, EMEA & UK

Credit Suisse

Andrew Edwards

Andrew Edwards

Chief Risk Officer, Commercial Banking

Lloyds Banking Group

Simon Gadd

Simon Gadd Headshot

Group Chief Risk Officer

Legal & General

Nasreen Kasenally

Nasreen Kasenally

Chief Risk Officer

UBS

Ebbe Negenman

Ebbe Negenman Headshot

Chief Risk Officer

Aegon Bank

Rory Conway

Rory Conway Headshot

Chief Compliance Officer

MetLife

Ian Roberts

IanRooberts

Chief Credit Officer

Royal Bank of Scotland

Michael Spitz

Michael Spitz Headshot

CEO, Main Incubator GmbH, Co Head of Blockchain/DLT Lab

Commerzbank AG

Move freely between our new three streams:

STREAM ONE

Innovation in Risk Management

Regulation and new entrants
Technological advances
Big data
Cyber security defences
PSD2
Challenger banks
FinTech: disruption and opportunity
Payments going forward
AI and cloud

STREAM TWO

Strategic Balance Sheet Management

Capital management
Stress testing
TLAC and MREL
Recovery and resolution
IFRS 9
Ring fencing
Regulatory change
FRTB
TRIM

STREAM THREE

Credit Risk

Returns in low yield environments
IRRBB
Counterparty credit risk
Brexit: challenges and opportunities
Credit risk shifts, trends and regulation
LGD
Corporate loan market uncertainty
IFRS 9
IRB model

Don’t miss out on!

Enhanced networking through breaks and drinks reception

Interactive presentations and panel discussions

Free movement between streams

Gain access to exclusive content via our Risk Insights App

Pre-Event Masterclass | 23 April 2018

Blockchain Bootcamp: Application in the financial industry

One of the biggest topic’s within the industry!

This interactive and intensive one day class, led by industry expert Ruth Wandhofer, MD, Global Head of Regulatory and Market Strategy, Citi and guest speakers, will provide an in-depth insight into emerging technology of distributed ledgers and blockchain.

Hear first-hand examples and case studies to gain a broad overview covering both the basics and in-depth work in practice. Gain insight on how blockchain works, what cryptocurrencies are, and how underlying technology of distributed ledgers can be deployed in other areas of the financial system and infrastructure.

Over the course of time, the industry is likely to be transformed as a consequence of putting this foundational technology into production. The one day course supports and further expands upon critical elements of the future of cryptocurrencies and their impact on the industry as discussed in the main Risk EMEA agenda. 

Registration and breakfast for the Masterclass will open at 8am, before the first sessions begin at 9am. Throughout the day, breakfast, refreshment breaks and lunch will be served, allowing for adequate networking opportunities to reflect on the days discussion – The Class will conclude at 5pm.

SUPER EARLY BIRD RATE

LIMITED TIME, LIMITED SPACES!

Masterclass only £699

or Masterclass PLUS Main event only £1,898 (save £900)

These prices are only valid until 9 March

Agenda outline

Introduction to Blockchain and the first use case Bitcoin

Development of the cryptocurrency market and implications for regulated businesses

AML/KYC and the Blockchain: how technology can increase the success rate of compliance

Risk management in the cryptocurrency space

Distributed Ledger Technology application in the financial industry: presentation of case studies

The Masterclass will be led by:

Ruth Wandhofer, MD, Global Head of Regulatory and Market Strategy, Citi

Ruth Wandhofer Headshot
Ruth's Bio

Ruth Wandhöfer

Managing Director / Global Head of Regulatory & Market Strategy, Citi

Ruth Wandhöfer is a regulatory expert in the field of banking and one of the foremost authorities on transaction banking regulatory matters. Ruth’s key responsibilities include driving regulatory and industry dialogue and developing product and market strategy in line with the evolving regulatory and innovation landscape.

Ruth chairs a number of influential industry bodies such as the Global Public Policy and Regulatory Affairs Committee of BAFT and the BAFT Innovation Regulatory WG, the European Banking Federation Payments Regulatory Expert Group and the European Payments Council (EPC) Payment Security Group. She is also a board member of the EPC and the EBA Association, a member of the European Commission Payment Systems Market Expert Group (PSMEG), a member of BAFT’s Global Innovation Council, a member of the European Biometrics Advisory Council and a member of the UK Payment Systems Regulator Payments Strategy Forum.

In her spare time she mentors FinTech start-ups in London and the US, while pursuing a PhD on blockchain/distributed ledger technology in relation to financial market infrastructures.

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’ and in 2016 she was on the global ‘Women in Fintech Powerlist’ of Innovate Finance.

She speaks five languages (EN, DE, F, ES, IT) and has completed studies in various countries, including an MA Financial Economics (UK), an MA International Politics (FR) and an LLM in International Economic Law (UK). She published two books: “EU Payments Integration – the tale of SEPA, PSD and other Milestones along the Road” (2010) and “Transaction Banking and the Impact of Regulatory Change: Basel III and other challenges for the global economy” (2014), both Palgrave MacMillan. She occasionally lectures at Queen Mary London School of Law

Guest speaker:

Michael Spitz, CEO, Co Head of Blockchain/DLT Lab, Main Incubator GmbH, Commerzbank Group

Michael's Bio

Michael F. Spitz is a Director in Commerzbank’s Frankfurt Office and CEO of the Main Incubator GmBH, with 20 years’ experience in the Corporate & Institutional Banking domain. He has worked across a range of industry sectors in Western and Eastern Europe, North America and Asia. Michael is Co-Head of Commerzbank’s Blockchain Lab team.

Guest speaker:

Mariana Gomez de la Villa, Head of Wholesale Banking Blockchain, ING

Mariana's Bio

Mariana Gomez de la Villa (1979, Mexican nationality) has joined ING in 2015 and is currently the global head of ING’s Blockchain program, with overall responsibility for driving research, development and deployment of Distributed Ledger Technology as well as capitalizing on its potential in order to unlock mass-scale value.

Under Mariana’s leadership, the Blockchain program has delivered over +30 proofs of concept in collaboration with the following business areas: payments, trade finance and working capital solutions, financial markets, post-trade, bank treasury, lending, compliance and identity.

Mariana is also responsible for setting up long-term purpose and vision, including the governance of the program within the organization. Mariana is an active leader in global consortia, outlining the Distributed Ledger Technology strategy and envisioning market landscapes.

 

Mariana’s accountabilities include the definition of products, services and business models, as well as foresight to business, technology, leadership communities and international stakeholders, including regulators.

Guest speaker:

Dr. Lee Braine, Investment Bank CTO Office, Barclays

lee's Bio

Lee Braine, from the Investment Bank CTO Office at Barclays, has a deep interest in technology innovation. His current focus is distributed ledgers, blockchain and smart contracts. He represents Barclays Investment Bank on several distributed ledger consortia and is the co-author of academic papers on smart contracts. His background is in investment banking, clearing and settlement, stock exchanges, corporate banking, payments, and wealth management. He has a PhD in Computer Science.

Super Early Bird

(Register by 9th March)

Early Bird

(Register by 13th April)

Standard Rate

(Registrations after 13th April)

Pre-event Masterclass

23rd April

£699

Save £300

£799

Save £200

£999

Pre-event Masterclass and Main event

23rd-25th April

£1,898

Save £900

£2,198

Save £600

£2,798

Day One | 24 April 2018 | London

08:00 Morning Registration and Coffee

08:50 Chair’s Opening Remarks

KEYNOTE PANEL DISCUSSION

09:00 The cumulative impact of regulation and managing regional fragmentation

Moving away from global harmony

Considering rules in jurisdictions and restrictions on specific regions

The price of compliance

Viability of business models with excessive restrictions

Philip Best, Wealth Chief Risk Officer, Barclays Wealth and Investment management

Ebbe Negenman, Chief Risk Officer, Aegon Bank

James Coulson, Chief Compliance Officer, UK and EMEA, Credit Suisse

Sue Kean, Chief Risk Officer, Old Mutual Plc

09:45 KEYNOTE ADDRESS

Addressing the challenges and pitfalls of Liquidity Risk Management

Regulatory landscape – current and future

Liquidity measurement – challenges

Managing fund liquidity from an Asset and Liability perspective

Liquidity stress testing and scenario analysis

Nasreen Kasenally, Chief Risk Officer Asset Management, Group Chief Risk Officer EMEA, UBS

10:20 Morning refreshment break and networking

Stream One

Innovation in Risk Management

Stream Two

Strategic Balance Sheet Management

Stream Three

Credit Risk

10:50 Regulation of financial institutions and new entrants to the market to create a level playing field

  • Regulating transactions and technology over entity or institution
  • Integrating systems for regulatory reporting and compliance
  • Importance of single customer view
  • Understanding new risks to ensure sustainability and stability

DOUBLE SESSION

10:50 Managing balance sheet and regulatory requirements across entities and jurisdictions

  • Global capital rules
  • Liquidity and funding requirements
  • Determining balance sheet size on entity and subsidiary basis
  • Ringfencing capital in jurisdictions
  • Balancing cost of capital, availability and rules

Richard Boyns, Head of Capital Management, HSBC

10:50 Reviewing the shifting focus within credit risk and the impact of new trends and regulation

  • Overview of new trends and regulations impacting wholesale credit – EMIR, MIFID, IFRS 9 AnaCredit Basel IV
  • Initial margin model spread to all banks
  • Impact of Central Clearing on credit risk management
  • Illusion of safety of metrics delivering 0% risk
  • Managing priorities and developing synergies

Catherine Keane, Head of Bank Country Risk, Bank of Ireland

11:25 Analytics, Automation & Governance: An integrated approach to build next generation infrastructure for risk management

  • Integrating into legacy systems
  • Standardisation of systems and business logic
  • Investing to improve practices
  • Unstructured to structured data
  • Bringing areas together not traditionally aligned for a broader picture
  • Data availability, processing power and integration
  • Systems and governance

Kaivalya Vishnu, Director – Risk & Treasury Technology, Bank of America Merrill Lynch

DOUBLE SESSION CONTINUED

11:25 Managing balance sheet and regulatory requirements across entities and jurisdictions

  • Global liquidity rules
  • Trapped liquidity and binding constraints
  • Forecasting challenges
  • Governance models
  • Impact and outlook

Amit Kalyanaraman, Head of Liquidity Risk (UK), Credit Suisse

11:25 Techniques to calculate future exposure to counterparty credit risk

  • Merging quantitative and qualitative
  • Infrastructure capable of calculating capital
  • Complications of distinct entities to calculate future exposure
  • Technology and data

Chia Chiang Tan, Director, Counterparty Model Risk Management, Bank of America Merrill Lynch

PANEL DISCUSSION

12:00 The future of banking with increased innovation and technological advances and the price of keeping up

  • New entrants to the market
  • Sustainability of business models
  • Capabilities to implement new technology
  • Maintaining risk teams and level of diligence
  • Harnessing trust of larger institutions legacy as competitive advantage
  • Controls for emerging risk

Philip Garner, Head of Group Strategy, Lloyds Banking Group

Nassos Oikonomopoulos, Head of Technology Controls – Regional Operating Model and Europe, HSBC

Maciej Lewandowski, Head of Section & Joint Supervisory Team Coordinator, European Central Bank

PANEL DISCUSSION

12:00 Incorporating recovery and resolution planning into a broader framework to identify and manage liquidity and capital events

  • Governance to run internally
  • Link to ILAP and ICAP
  • End to end handling of liquidity and capital
  • Crisis management
  • Linking day to day operations and mind-set of crisis
  • How a stress test framework works and feeding into recovery and resolution planning
  • Consolidating subsidiaries in a crisis
  • Incorporating TLAC and MREL

Frederic Zana, Head of Capital Steering, Credit Agricole

Jeff Simmons, MD, Head of Enterprise Risk Management, Bank of Tokyo-Mitsubishi UFJ

Tony Roberts, Head of group Leverage Management, Deutsche Bank

Phil Pearce, MD, Hybrid Capital & Liability Management, NatWest Markets

PANEL DISCUSSION

12:00 Reviewing the impact of financial crime on credit risk to protect investment

  • Jeopardising the health of sensibility
  • Impact of losses to SMEs
  • Awareness on a corporate level of credit impacts
  • Assessing, monitoring and valuing the risk
  • Understanding balance sheet of clients and potential loss
  • Ensuring clients are protected before issuing loan
  • Compliance to avoid regulatory fines

Fernando Blauzwirn, Director, Deputy Regional Head EMEA Wealth Management, Business Aligned Risk Management, Deutsche Bank

Michalis Ioannides, Head of Credit and Market Risk Europe, Canada Life

12:45 Lunch break and networking

13:45 Increasing data requirements to support technology innovation and regulatory initiatives

  • Regulations for GDPR and BCBS 239
  • EBA paper on big data
  • Managing data in a post-GDPR world
  • BCBS 239: Building compliant IT systems and increasing efficiency
  • Storing and managing data
  • Governance of data

Rory Conway, Chief Compliance Officer, EMEA, MetLife

DOUBLE SESSION

13:45 Integrating TLAC and MREL into capital and funding plan

  • Leverage exposure and risk level exposure
  • Implementing the standard internally and considering linkages
  • Implementing into steering model
  • Harmonisation directive across Europe
  • Outstanding legal considerations
  • Impact of Brexit
  • Institutionalising new category of debt: Senior non-preferred debt
  • Appetite from investors

Tony Roberts, Head of group Leverage Management, Deutsche Bank

13:45 Reducing the Cost of Clearing | A Big Opportunity

  • Optimising Initial Margin
  • Reducing gross notional
  • The costs driven by IM and gross notional
  • CCP account model selection
  • CCP selection post-Brexit
  • Managing the margin workflow across multiple CCPs

Peter Walsh, Global Head of Sales, Razor Risk Ltd

John Lund, Director, JXL Consulting Ltd

Bill Hodgson, Owner, The OTC Space

14:20 Preparing for PSD2 and understanding the impacts of open banking and sharing data

  • Transactional data available from bank to FinTech but not vice versa
  • Competitive advantage
  • Impact on smaller banks
  • Open transaction data
  • Opportunities and limitations
  • Assisting competitors with identifying customer needs

DOUBLE SESSION CONTINUED

14:20 Integrating TLAC and MREL into capital and funding plan

  • Leverage exposure and risk level exposure
  • Implementing the standard internally and considering linkages
  • Implementing into steering model
  • Harmonisation directive across Europe
  • Outstanding legal considerations
  • Impact of Brexit
  • Institutionalising new category of debt: Senior non-preferred debt
  • Appetite from investors

Gilles Renaudiere, Director, Capital Products, BNP Paribas

14:20 Impact of weakening loan terms on the corporate loan market and managing uncertainty

  • Changes in terms with increased money chasing
  • Recovery rates in a downturn
  • What would weakened loan terms mean for loan recovery
  • Corporate funds for loans

Fernando Blauzwirn, Director, Deputy Regional Head EMEA Wealth Management, Business Aligned Risk Management, Deutsche Bank

14:55 Afternoon refreshment break and networking

PANEL DISCUSSION

15:25 The future of payments: Reviewing advances in the payment industry and staying ahead of technology advances

  • Impact of PSD 2
  • Originating transactions on behalf of customers
  • SWIFT customer security programme: implementing 16 mandatory controls
  • Cross border payment traffic
  • Fraudulent payment initiation from outside infrastructure with increased mobile app transactions

Robert White, Director Payments Industry Oversight, Santander UK

Kaivalya Vishnu, Director – Risk & Treasury Technology, Bank of America Merrill Lynch

Kasper Sylvest, Head of Financial Market Infrastructures, Danske Bank

PANEL DISCUSSION

15:25 Building a global vision of risk and reward and aligning for a more integrated approach

  • Banks siloed to risk and finance divisions
  • Merging risk, capital and performance management
  • Risk management of the future
  • Analytics and digitalisation of the industry

Sebastien Geroult, Head of Stress Testing Execution – Non Credit, Royal Bank of Scotland

Rory Conway, Chief Compliance Officer, EMEA, MetLife

Amit Kalyanaraman, Head of Liquidity Risk (UK), Credit Suisse

PANEL DISCUSSION

15:25 Implications of Brexit on credit risk: Impact of uncertain macroeconomic environment to credit portfolios

  • Impact on companies and financial standing
  • Consumer credit and individual default rates
  • Impact of worsening consumer credit
  • Output growth worsening

Lucia McMonagle, MD, Regional Head of Credit Risk (EMEA), Bank of New York Mellon

Stephen Hender, Head of Credit Risk Platforms, Deutsche Bank

Ian Roberts, Chief Credit Officer, Royal Bank of Scotland

Maciej Lewandowski, Head of Section & Joint Supervisory Team Coordinator, European Central Bank

16:10 Understanding uses and leveraging the opportunities available with Blockchain technology across risk management practices

  • Influences for KYC, Payments, Clearing, Data storage etc.
  • Disruptions to mainstream transactions
  • Operational speed and efficiency constraints
  • Competing with faster and instant payments
  • Incorporating into day to day activities across the enterprise

Mariana Gómez de la Villa, Head of Wholesale Banking Blockchain, ING

16:10 An agent based model approach to balance sheet management

  • Agenda Based Models
  • Capital Allocation
  • Strategic Liquidity Management
  • Exploring ‘what-if’scenarios

Justin Lyon, CEO, Simudyne

16:10 Reviewing guidance for IRRBB and impact on the business

  • ECB stress test review
  • Disclosure requirements
  • Governance of requirements
  • Impact of rate rises
  • Unintended consequences post implementation

Fabio Perata, Head of Section/Joint Supervisory Team Coordinator, European Central Bank 

16:45 Understanding the potential use of cryptocurrencies in banking and payment practices for effective implementation

  • Regulators view with limited focus or understanding
  • Developments across the industry
  • Differences between cryptocurrencies and principle

Ville Sointu, Head of DLT and Blockchain, Nordea

16:45 The quest for optimal balance sheet structures that can deliver sustainable profitability

  • Reforming capital requirements in banking: recent developments and challenges ahead
  • Understanding the evolving measures for calculating capital requirements
  • Implementing Capital Allocation and Return on Capital frameworks that reflect economic reality
  • Identifying optimal asset mixes that can deliver sustainable profitability while keeping a bank within risk appetite and all capacity constraints

Hanna Sarraf, Head of Risk Strategy, Bank of Ireland

16:45 Climate change exposure to credit portfolios: FSB taskforce mandate and impact on the industry

  • Producing scenarios and stress testing impacts
  • Financial stability: impact on loans for quick transactions
  • Governance application to risk types
  • Incorporating as part of strategy
  • Risk management, metrics and targets

Ed Jenkins, Global Head of Wholesale Credit and Market Risk, HSBC

17:20 Chair’s closing remarks

17:30 End of day one and drinks reception

Day Two | 25 April 2018 | London

08:15 Morning Registration and Coffee

08:50 Chair’s Opening Remarks

KEYNOTE PANEL DISCUSSION

09:00 Managing risk in an increasingly uncertain geopolitical climate and impacts post Brexit

US uncertainty: future of presidency and potential deregulation

Practical challenges of contingency planning

Future regulatory landscape: managing risk in EU or UK

Future model of risk management and clearing

Transposing EU law into UK law

Process of licensing passported branches into third party branches

Fragmentation across jurisdictions and competitive advantage

Simon Gadd, Group Chief Risk Officer, Legal & General

Adrian Burbanks, Deputy Chief Executive Officer, Agricultural Bank of China (UK) Ltd

Richard Blackburn, Chief Risk Officer, GBM, HSBC

09:45 Keynote Address – Risk Management of the Future

Evolving competitive and risk landscape

Structural trends in credit

Technological and analytical innovation

Culture, skills and capabilities

Andrew Edwards, Chief Risk Officer, Commercial Banking, Lloyds Banking Group

10:20 Morning refreshment break and networking

Stream One

Innovation in Risk Management

Stream Two

Strategic Balance Sheet Management

Stream Three

Credit Risk

10:50 Risk Oversight: Challenges and a New Approach

  • Risk Oversight Approaches
  • Current risk oversight challenges for FIs
  • A New approach to oversight
  • Practical guide and case study

Richard Pike, CEO, Governor

10:50 Effective distribution of capital across an organisation for increased balance sheet optimisation

  • Increasing returns
  • Upcoming multipliers and add on to current RWA and leverage ratio
  • Best composition of capital for having rating point of view
  • Optimal capital giving rating to business
  • Simulating risk appetite
  • Benchmarking view of business

Frederic Zana, Head of Capital Steering, Credit Agricole

10:50 Reviewing IFRS 9 post go-live: First impressions on operations, imapcts and  market views

  • Implementation and 5 year operating plan
  • Managing variations in numbers and communicating to investors
  • Changing behaviour: using numbers and defining appetite
  • Monitoring loans from a credit perspective
  • Reaction to increased volatility
  • Predicting and reporting losses based on future events

Christian Dusterberg, IFRS 9 Senior Advisor, Erste Group

11:25 A quantitative approach to operational risk management

Jon Hughes, Managing Director, Goldman Sachs

11:25 Reviewing the potential consequences of TRIM reviews on capital and balance sheet management

  • Capital on balance sheet
  • Higher numbers resulting in exiting certain businesses
  • Unintended impact on economic growth
  • Impact on capital ratios and solvency under stress

Alessandro Brachietto, Head of Capital Planning and Allocation, UniCredit

11:25 IFRS 9 and Macroeconomic forward-looking scenarios; review an analysis of IFRS 9, accounting and macroeconomic forward-looking scenarios

  • Overview of IFRS 9
  • An example of expected credit loss calculation under IFRS 9
  • Conditioning credit risk transitions on Macro-Economic scenarios
  • Inclusion of Macroeconomic forecasts into Multi-year PD’s

Cristiano Zazzara, Managing Director, Head of Relationship Risk Services EMEA, S&P Global Market Intelligence

Giorgio Baldassarri, Global Head of Analytic Development Group, S&P Global Market Intelligence

PANEL DISCUSSION

12:00 Assessing the potential disruption or collaboration opportunities FinTech entrants can bring to traditional banking models

  • Changing behaviour of the consumer
  • FinTech giants as new entrants to the industry: Impact in periods of low profitability
  • Enabling technology and info sec
  • Payment structure and leveraging technology
  • Enabling existing businesses

Nicole Sandler, Lead Innovation Council, Barclays

Michael Spitz, CEO, Main Incubator GmbH, Co Head of Blockchain/DLT Lab, Commerzbank AG

Nassos Oikonomopoulos, Head of Technology Controls – Regional Operating Model and Europe, HSBC

Alexander Knothe, Director, European Head Non-Bank FI/Fintech, Deutsche Bank

PANEL DISCUSSION

12:00 Timelines and introduction of FRTB with uncertainty on implementation deadline and global disparities

  • Implementation challenges
  • How will it be implemented across Europe
  • Understanding preparation for final calculations
  • Setting up desk structure and back testing
  • Varying stakeholder’s views and interpretations
  • Fully adapting back end systems

Sebastien Geroult, Head of Non Credit Stress Testing Execution, Royal Bank of Scotland

Rajiv Arora, Head of Regulatory Change, Mizuho

Etienne Varloot, Head of Global Markets Regulatory Strategy & Quant Research, Natixis

Peter Quell, Head of Portfolio Analytics for Market Risk and Credit Risk, DZ Bank AG

PANEL DISCUSSION

12:00 IRB model repairs: Guidelines and definition of default and impact on estimates and risk parameters

  • Aligning default for capital and impairment
  • Change to EBA 90 day rule from 180
  • Calibrating definition with IFRS 9
  • Default thresholds translating to managing customers and calculating loss
  • Reconsidering collection and recovery practices
  • Change to pricing and P&L measures
  • Conflicts between use of models for IRB and for other purposes

Erdem Ultanir, Quantiative Credit Risk Analytics Lead, Barclays

Stephen Hender, Head of Credit Risk Platforms, Deutsche Bank

Christian Dusterberg, IFRS 9 Senior Advisor, Erste Group

12:45 Lunch break and networking

13:45 How banking models can capture and identify technology into strategic business models

  • What elements are threats and what are opportunities
  • Where does technology fit
  • Strategic thinking and evolution of banking
  • Vision for banking in 10 years
  • Bridging the gap from idea to real world application

Andrew Reilly, Head of Strategic Risks, Royal Bank of Scotland

13:45 Developing enterprise wide stress testing frameworks to align with regulatory initiatives

  • European banks with CCAR constraints
  • Methodology and governance
  • Technology challenges for data management
  • Improving qualitative aspects
  • Good quality data sources
  • Linking to Recovery and resolution, ILAP and ICAP
  • Expectations of SSM

Thomas Groen, Head of Capital Risk, Barclays

13:45 – Risk management under Basel IV

  • Implementation under uncertainty
  • Effects on capital ratios
  • The future of internal model approaches

Stefan Scheutzow, Expert Consultant and Market Risk Team Lead, Finbridge

Hendrick Sumpf, FRM – Associate Manager, Finbridge

14:20 Cyber security risks in an executive context

  • Cyber Value at Risk concept (CVaR)
  • Ontology of cyber risk terms
  • Quantifying Cyber resilience metrics using financial valuations principles

Jacqueline Johnson, Former Head of IT Security, Nordea Bank

14:20 Aligning stress testing with BAU practices for a more integrated view of risk and results

  • Absorbing information and into way senior managers think about business
  • Regulatory capital on rating based approach
  • Updating governance through regulatory feedback
  • Return on regulatory capital

Jeff Simmons, Head of Enterprise Risk Management, Bank of Tokyo-Mitsubishi UFJ

14:20 Progress towards SA-CCR implementation and understanding potential impacts prior to go-live

  • Regulatory requirements
  • Understanding potential impact
  • Ensuring calibration

Phil Headley, Managing Director, Head of Regulatory Reporting, Mizuho International plc

14:55 Afternoon refreshment break and networking

15:25 Using AI to maximise efficiencies and profitability across the institution

  • Processing available data
  • Using AI and applying it to risk management: Where can it be applied?
  • Ensuring transparency for regulators
  • Making informed decisions in a time efficient manner
  • What does effective implementation look like?
  • Using to automate regulatory constraints
  • Use in accounting to predict cash flow patterns

15:25 Understanding potential impacts of ringfencing capital as an extension to liquidity regulations

  • Regional security
  • Impact on balance sheet of forming small regional banks
  • Fundamental change in dynamics to large institutions
  • Holding losses in individual regions

Harshal Talati, Head of Market Risk Reporting, Royal Bank of Scotland

15:25 Are all CCPs Equal?

  • Credit analysis- different factors to assess compared to other FI/corporates
  • Stress testing- more or less important with a CCP?
  • What do you have to do v what can you choose to do
  • Are there any political dimensions to the assessment?

Tim Wickens, Global Head of Funds Credit, Lloyds Banking Group

16:00 Reviewing the benefits and risk considerations when utilising cloud technology

  • Outsourcing IT as a service
  • Vendor outsourcing risk
  • Retaining skills in-house to maintain service
  • Concentration of vendors
  • Gaining benefits whilst meeting non-functional requirements
  • Moving data to other cloud if one fails

Dan Chalmers, Head of Technology, Change and 3rd Party Risk, Standard Life

16:00 Incorporating economic and regulatory capital to increase efficiency and optimisation of allocation

  • Making capital more efficient
  • What does a fully implemented system look like
  • Using models to their full potential
  • Using for ICAP documents
  • Making money with limited resources

Steve Byron, Risk Director, Capital & Risk Appetite, Lloyds Banking Group

16:00 New developments and advances in HPC (High performance Computing) for Credit Risk and Exposure analytics

  • An increasing computing power is needed for
    • Regulatory obligations and risk surveillance
    • Resource allocation (Capital)
  • There is now a wide range of hardware available:
    • GPU for Monte-Carlo / ML (Machine Learning)
    • QPU for optimisation / ML (Machine Learning)
  • This leads to a new type of high performance architecture:
    • The new software triptych: Database – Analytics – Visualisation
    • Cloud computing and orchestration

Assad Bouayoun, Director, XVA Senior Quant, Scotiabank

16:35 Chair’s closing remarks

16:45 End of day two and Risk EMEA 2018

Risk EMEA 2018 – KEYNOTE SPEAKERS

Adrian Burbanks Headshot

Adrian Burbanks

Deputy Chief Executive Officer

Agricultural Bank of China (UK) Ltd

Biography

Adrian is Deputy CEO and SM4 at Agricultural Bank of China, UK, Limited, with specific responsibilities for Risk and Compliance. He was formerly CRO at the National Bank of Abu Dhabi, London Branch and has held senior risk management positions at UBS and Merrill Lynch. His 25 years in the banking industry have included credit management roles covering most geographies,  wholesale and investment banking and Wealth Management products, and a diversity of  client categories from Hedge Funds to Multinational Corporates, and has included management jobs in London and Tokyo, and with HSBC, Deutsche Bank and Fuji Bank.

Simon Gadd Headshot

Simon Gadd

Group Chief Risk Officer

Legal & General

Biography

Simon Gadd was appointed CRO of L&G Group in January 2013. As Group CRO he heads risk oversight for all risk types within L&G risk framework, including prudential, operational and conduct risks. He provides advice to the Board and Executives on risk matters across the Group, including both UK and overseas operations, and sits on the Group Executive Committee and Group Risk Committee.

Simon has had a varied career with Legal & General since completing a mathematics degree at Oxford University. He qualified as an actuary in 1991 and roles undertaken since have included defined benefit pension valuation, various pricing and marketing roles, general management roles, and leadership of the pensions review. Simon has led several different businesses within the Legal & General group, including the Retail Protection business, Group Protection business and as MD of Annuities from 2006 – 2012.

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Ebbe Negenman

Chief Risk Officer

Aegon Bank

Biography

As of August 2017 Dr. Ebbe Negenman is a member of the executive board and Chief Risk Officer of Aegon Bank in The Hague (The Netehralnds). In that he is responsible for the risk and compliancy functions of the bank. Previously he fulfilled the position of head of Regulatory Risk at ABN AMRO Bank where he was responsible for Model Risk, Model Validation, the Risk Policy setting, the Risk Governance Office, and for the 2nd line on the risk regulatory compliancy. Previously Ebbe hold senior management positions at various places within ING Group. In Hong Kong Ebbe was overlooking the investment risk of the ING Life entities in the Asia and Pacific region. Before that he was the senior managing director Market Risk of ING Real Estate, at that time one of the largest real estate companies in the world. Ebbe started his career in Asset and Liability Management at MeesPierson in Amsterdam. Ebbe has a PhD In Operation Research and a Masters’ in Mathematics as well as a Masters’ in Econometrics.

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Philip Best

Wealth Chief Risk Officer

Barclays Wealth and Investment Management

Biography

Philip is Wealth CRO for Barclays. He joined Barclays in June 2015.

Philip has worked in the financial markets since 1985 and has held a number of positions in risk management. Prior to joining Barclays he was Chief Risk Officer for Columbia Threadneedle and prior to which he Head of Risk at UFJI London. Philip published one of the first books on VAR: Implementing Value at Risk, Wiley, 1998.

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James Coulson

Chief Compliance Officer, EMEA & UK

Credit Suisse

Biography

James Coulson joined Credit Suisse as Chief Compliance Officer UK & EMEA in March 2015 and is now the Chief Compliance Officer for Credit Suisse International and Credit Suisse Securities Europe Limited.  Prior to joining Credit Suisse, he held a succession of roles over 18 years at Société Générale in London, more recently as Chief Operating Officer of SG London from 2006 and subsequently as Head of UK Group Compliance and Global Markets Compliance from 2010.

James has an Honours degree from Oxford University and spent the first 7 years of his professional career serving as an officer with the British Army Gurkhas prior to moving into the City. James is married and has three teenage children.

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Nasreen Kasenally

Chief Risk Officer Asset Management, Group Chief Risk Officer EMEA

UBS

Biography

Nasreen is the Chief Risk Officer for UBS Asset Management. She is responsible for independently monitoring and measuring Credit, Market, Liquidity, Compliance and Operational risks. She is a member of the UBS Asset Management Executive Committee and the UBS Group Risk Executive Committee where she participates in shaping business strategy and influencing the future direction of UBS Asset Management and Group Risk Control.

She joined UBS in 1999 and prior to the current role was the Group Head of Market Risk.

Nasreen has a BSc in Actuarial Science and an MSC in Mathematical Trading and Finance.

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Richard Blackburn

Chief Risk Officer, GBM

HSBC

Biography

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).

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Andrew Edwards

Chief Risk Officer, Commercial Banking

Lloyds Banking Group

Biography

Chief Risk Officer, Commercial Banking Risk, Lloyds Banking Group

Joined Lloyds: July 2012

Skills and experience: An experienced leader with deep expertise in portfolio management, treasury and risk management and in leading and building large multi-disciplinary global teams. Andrew joined Commercial Banking in 2012 to lead and develop the portfolio management function. He has an MSc in Economics and Econometrics.

During 2014 Andrew led Client Asset Management and was a member of the Commercial Banking Management Group. He was responsible for allocating capital and balance sheet capacity to improve return on capital, managing core lending products, and relationship managing and disposing of all non-core and non-strategic assets. The team developed the performance management framework for Commercial Banking and built a leading client analytics and insight capability.

In 2016 Commercial Banking was awarded credit portfolio manager of the year in the prestigious Risk awards, recognising the transformation in portfolio management over the previous three years.

Andrew joined Commercial Banking Risk in September 2017 as the Chief Risk Officer, which is the Risk-arm of the Commercial Banking division. His team sit within the Risk Division of Lloyds Banking Group.

The team provide robust Risk advice and assessment on a range of lending to UK businesses – from the smallest businesses in SME through to FTSE 100 businesses in Global Corporates and Financial Institutions.

Former appointments: Andrew spent 10 years at Barclays in a variety of roles in portfolio management, risk and treasury. He was a voting member of a number of committees including Group Credit Committee. Prior to that he worked in Abbey National Group and consultancy.

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Sue Kean

Chief Risk Officer

Old Mutual Plc

Biography

Sue Kean was appointed to the Executive Committee of Old Mutual Group Plc, in January 2012 as the Chief Risk Officer for the Group.  Old Mutual is a FTSE 100 financial conglomerate, operating in South Africa, Europe, the US and a growing emerging markets business, with particular focus on Africa.  Old Mutual is currently undergoing a strategy of “Managed Separation” which will place each of the four businesses into their relevant markets and wind down the current group structure.

 

Sue is a Chartered Accountant, with nearly 30 years’ experience in insurance and financial services. After several years with PwC in a variety of audit and consultancy roles, she worked for the regulator (FSA) shortly after it was first established. She then held a series of senior risk and capital management roles in Aviva, Insurance Australia Group and Friends Provident before joining Old Mutual.  Throughout her career Sue has also been active in a number of industry bodies most notably the European CRO Forum and the European insurance trade bodies.  She also maintains close links to her former regulatory colleagues through the various European and international regulatory bodies. She regularly speaks at seminars and conferences on risk management or regulatory affairs.

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Innovation in Risk Management

Stream Two

Strategic Balance Sheet Management

Stream Three

Credit Risk

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Dan Chalmers

Head of Technology, Change and 3rd Party Risk

Standard Life

Biography

Dan has over 15 years’ experience, predominantly focussed in technology audit across Financial Services, including senior roles at EY, Lloyds Banking Group and the Royal Bank of Scotland. Dan’s current role is leading the Technology, Change and 3rd Party risk team within Operational Risk in Standard Life. These roles have led to hands on experience of on site 3rd party reviews through to developing oversight frameworks and understanding the risk profile associated with the emergence of new technologies and regulations in areas such as cloud technologies and data privacy regulation.

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Rory Conway

Chief Compliance Officer, EMEA

MetLife

Biography

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.

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Philip Garner

Head of Group Strategy

Lloyds Banking Group

Biography

Philip has been part of the Group Strategy team at Lloyds Banking Group since 2013. The team leads strategic projects across the Group, including the strategic update announced in February 2018. One of Philip’s main responsibilities is maintaining a strong link between the Strategy and Risk teams by working together on stress testing and other projects.

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Mariana Gómez de la Villa

Head of Wholesale Banking Blockchain

ING

Biography

Mariana Gomez de la Villa (1979, Mexican nationality) has joined ING in 2015 and is currently the global head of ING’s Blockchain program, with overall responsibility for driving research, development and deployment of Distributed Ledger Technology as well as capitalizing on its potential in order to unlock mass-scale value.

Under Mariana’s leadership,  the Blockchain program has delivered over +30 proofs of concept in collaboration with the following business areas: payments, trade finance and working capital solutions, financial markets, post-trade, bank treasury, lending, compliance and identity.

Mariana is also responsible for setting up long-term purpose and vision, including the governance of the program within the organization. Mariana is an active leader in global consortia, outlining the Distributed Ledger Technology strategy and envisioning market landscapes.

Mariana’s accountabilities include the definition of products, services and business models, as well as foresight to business, technology, leadership communities and international stakeholders, including regulators.

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Jon Hughes

Managing Director

Goldman Sachs

Biography

Jon is Deputy head of Operational Risk Management & Analysis (ORMA) and has oversight of all aspects of the firm’s operational risk management program. He co-chairs the EMEA operational Risk Committee and also serves as a member of the Firmwide New Activities Committee, Risk Governance Committee, Credit Policy Committee, Goldman Sachs International Bank Risk Committee, Securities Division Automated Trading Controls Committee.

Previously,Jon was global head ofMarket Risk and Capital Analysis (NIRCA) and head of Market Risk Management and Analysis (MRMA) with oversight of Operational Risk Management in EMEA. He joined Goldman Sachs in London in 1996 as an analyst in Product Control and performed roles within MRMA in London, NewYork and Tokyo before assuming global responsibility for MRCA in 2012. Jon was named managing director in 2007.

Prior to joining the firm, Jon worked at Exxon Mobil Corporation. Jon is a member of the Education Leadership Team for Business in the Community. Jon earned a master’s degree in chemical engineering from Cambridge University in 1994.

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Jacqueline Johnson

Former Head of IT Security

Nordea Bank

Biography

Head of IT security, CISO office Nordea Bank. Strategic and performance focused leader with 18+ years of experience with information security, dealing with technical, organizational, business and legal aspects to implement strategic decisions. In Nordea she has designed and implemented information security governance based on IS risk assessment. She has taught IT governance and risk assessment in Copenhagen Business School for 9 years. Previously she has been a senior manager for 2 of the big four audit firms. She has a background as executive MBA from London Business School, Master of Law, Master of Political Science, bachelor of system development and a number of certifications related to IS.
Jacqueline is well known presenter at large events as Eurocacs/ISACA, ISC2/MISTI, ISF World congresses and Infosec.

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Maciej Lewandowski

Head of Section & Joint Supervisory Team Coordinator

European Central Bank

Biography

Maciej Lewandowski is a seasoned banking professional with 20+ years of experience ranging from financial control, credit risk management to corporate banking, derivatives and fixed income.

Currently (since June 2014) he is working in ECB Banking Supervision (aka Single Supervision Mechanism – SSM) as Head of Section & Joint Supervisory Team (JST) Coordinator, responsible for consolidated supervision of one of the largest Dutch banks. As JST Coordinator, he leads risk identification and implementation of risk-based and forward-looking Supervisory Examination Program. He took part in the start-up phase that included recruitment as well as fine-tuning of tools and processes. He is responsible for the international team of experts located in Frankfurt and Amsterdam.

Prior to joining ECB, Maciej worked in various roles in a number of banks: PKO Bank Polski 2008-2014 (Head of Credit Risk Assessment Department, member of Bank’s Credit Committee, Advisor to CEO), HSBC 2008 (Head of Structured Finance) and Citi in Poland and Hungary 1996-2008 (Debt Capital Markets, Derivatives Sales, Financial Control).

Maciej has graduated from Warsaw School of Economics and holds a Master Degree in Banking and Finance.

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Alexander Knothe

Director, European Head Non-bank FI/Fintech

Deutsch Bank

Biography

Alexander has more than 15 years’ experience in the world of Capital Markets and Investment Banking. He has worked in various client facing roles for Deutsche Bank in Germany and United Kingdom. In his current role, Alexander coordinates the coverage of FinTech clients for his business division globally and is voting member of Deutsche Bank’s FinTech onboarding council. Alexander graduated from Frankfurt School of Finance & Management.

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Nassos Oikonomopoulos

Head of Technology Controls – Regional Operating Model and Europe

HSBC

Biography

Nassos Oikonomopoulos will be presenting at risk emea 2018

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Richard Pike

CEO

Governor

Biography

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.  As well as being the founder and CEO of Governor Software, Richard is currently an Independent Non Executive Director at both PermanentTSB Bank plc and JP Morgan Fund Administration ltd.

Prior to Governor Software, Richard has 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.

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Andrew Reilly

Head of Strategic Risks

Royal Bank of Scotland

Biography

Andrew is Head of Strategic Risks at RBS in London, where he is responsible for horizon scanning and contingency planning for top and emerging risks. These range from preparing for Brexit outcomes to managing the financial impact of new technologies. A key focus for him is ensuring risk management frameworks and capabilities adapt to reflect the threat of business model disruption from fintech. He has spent a number of years managing macro insight and framework teams, in particular in country risk. He trained as an economist, having studied Economics and Politics at Exeter University.

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Nicole Sandler

Lead Innovation Council

Barclays

Biography

Nicole Sandler is a lawyer in SSCOO Legal at barclays. She focuses on the impact of Fintech related regulation and initiatives including cryptocurrencies on Barclays in the UK and globally, such as advising on various sandbox and regulatory initiatives proposed by regulators and policymakers including the FCA, MAS, CFTC, Fed, EC and Japanese FSA.  Nicole engages with regulators and policymakers globally for Barclays including chairing a meeting with the Fed and sitting on panels with the FCA.  Further she represents Barclays in various regulatory and policy forums and industry groups. For example, Nicole is a member of the FMLC Technology Scoping Group at the BoE, the JWG RegTech Council, the UK Finance Digital Strategy Finance Group and also represented Barclays at the EDCAB virtual currency and blockchain roundtables at the European Parliament.   Nicole regularly speaks on panels and presents at conferences and was recently shortlisted as a finalist for a WeAreTheCity Rising Star Award in Fintech and is on the Innovate Finance Women in Fintech Powerlist 2017.

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Ville Sointu

Head of DLT and Blockchain

Nordea

Biography

Ville leads Nordea Bank’s distributed ledger and blockchain core development and research team. He has more than fifteen years of experience in digital financial services and has held several key positions worldwide in financial services and connected devices industries. Before joining Nordea Ville was the head of strategy for Ericsson’s digital financial services unit, a global leader in interoperable e-money and mobile wallet solutions.

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Michael Spitz

CEO, Co Head of Blockchain/DLT Lab

Main Incubator GmbH, Commerzbank Group

Biography

Michael F. Spitz is a Director in Commerzbank’s Frankfurt Office and CEO of the Main Incubator GmBH, with 20 years’ experience in the Corporate & Institutional Banking domain. He has worked across a range of industry sectors in Western and Eastern Europe, North America and Asia. Michael is Co-Head of Commerzbank’s Blockchain Lab team.

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Kasper Sylvest

Head of Financial Market Infrastructures

Danske Bank

Biography

Kasper Sylvest currently serves as Head of Danske Banks Financial Markets Infrastructures. In this role he acts as an expert in payments, cards and digital ID. Kasper is a member of a number of international foras such as board member of Mobeyforum, co-chair of the predictive analytics WG at MobeyForum, vice-chair of the forum for Pan-European P2P and many others. Before his current position Kasper has worked as an (IT) project manager in Danske Bank and before joining Danske Bank he worked for 7 years as an economist in the Payment Systems Department in the Danish Central Bank. Kasper holds an M.Sc. in Economics.

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Kaivalya Vishnu

Director – Risk & Treasury Technology

Bank of America Merrill Lynch

Biography

Kaivalya Vishnu is the regional EMEA & APAC lead for liquidity risk technology at Bank of America Merrill Lynch. Based in London, he is responsible for providing technology solutions to support Corporate Treasury Liquidity Management and Data Management functions. He & his team is accountable for the implementation of technology platforms and tool sets to source data and deliver analytics and reporting capabilities to meet business and regulatory demands. He has been leading various initiatives to build Corporate Treasury’s strategic next generation data & analytics platform that will standardize the reporting & data framework, operational work flows and data governance while meeting the obligations under regulations such as Basel III / CRD IV (LCR, NSFR, ALMM, Delegated Act), Fed 5G, Stress Modelling & Internal Management reporting.

Kaivalya is a technology executive with 20+ years of rich diversified experience in designing & delivering technology solution across various industry sectors. Prior to BAML, he had held various positions at firms such as Barclays Capital, RBS, Standard & Poor’s, Fitch Ratings, Samsung Corporation & Lucent Technologies across locations in UK, USA, India and South Korea. He has built up his career specializing in technology development & management that helps businesses maximize their return on technology investment by adopting the best practices in business technology integration, Program Management, Global delivery framework, Business Analysis and an optimal people-process-technology operating model.

Kaivalya holds an executive MBA from Cass Business School, London and Masters in Computer Science from Allahabad University, India. He is also a visiting faculty at Cass Business School, London and has co-authored a couple of papers published in academic/management journals.

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Robert White

Director Payments Industry Oversight

Santander UK

Biography

Robert White is Santander’s director of payment industry oversight.  With over 18 years’ experience at Abbey National/Santander his responsibilities include overall governance and control for payment and card operations across the UK bank, as well as defining the strategy for the interbank and cards environment.  Prior to Santander, Robert worked for Manchester Airport plc, developing the business model for the terminals business strategy.
Robert is also a director of Bacs Payments Schemes Limited, Faster Payments Scheme Company and Mobile Payments Service Company.

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Rajiv Arora

Head of Regulatory Change

Mizuho International

Biography

Rajiv has over 20 years of investment banking experience managing risk, regulatory and technology transformation programmes. He has successfully delivered large change programmes building strong relationships with stakeholders while developing, managing and leading high impact teams across geographies. He has also developed a leading vendor technology solution providing trading, risk management and financial & physical settlement for trading energy products.

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Richard Boyns

Head of capital management

HSBC

Biography

Richard Boyns will be presenting at risk emea 2018

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Alessandro Brachietto

Head of Capital Planning and Allocation

UniCredit

Biography

Alexander has more than 15 years’ experience in the world of Capital Markets and Investment Banking. He has worked in various client facing roles for Deutsche Bank in Germany and United Kingdom. In his current role, Alexander coordinates the coverage of FinTech clients for his business division globally and is voting member of Deutsche Bank’s FinTech onboarding council. Alexander graduated from Frankfurt School of Finance & Management.

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Steve Byron

Risk Director, Capital, Risk Appetite & Regulatory Projects

Lloyds Banking group

Biography

Steve is Risk Director in Lloyds Banking Group with responsibility for regulatory capital, risk appetite and regulatory change.  Steve has over 30 years experience in the banking industry encompassing; Retail Banking, Wholesale Banking, Risk Management, Internal Audit and Regulatory Capital.  Steve is the accountable executive for LBG’s Basel III / CRD IV programme.

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Sebastien Geroult

Head of Stress Testing Execution – Non Credit

Royal Bank of Scotland

Biography

Dr Sebastien Geroult was appointed Head of Stress Testing Execution – Non Credit at RBS in 2016. He runs stress testing execution activities including Counterparty Credit Risk, Structured Finance and oversights Market Risk Stress Tests for regulatory exercises.  Dr Geroult held RBS senior manager positions in Market Risk-Cross assets and Risk Assurance – Markets. Prior to joining RBS, Sebastien worked in Structured Credit Trading and Portfolio management at Credit Agricole CIB. Dr Geroult holds a M.S. in Engineering and a M.S. in Computer Science. He obtained a PhD studying thermodynamic and molecular dynamic of proteins from University of London.

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Thomas Groen

Head of capital risk

Barclays

Biography

Thomas started his career in ABN AMRO where he worked for thirteen years.  He held roles in Market Risk and Credit Risk before moving to the front office holding a derivate sales role. His last role at ABN AMRO was Head of Treasury Capital Planning in where he was responsible for the capital plans on which the bank was re-capitalized after state-ownership of the businesses. He moved to Barclays in 2011 and became Head of Group-wide stress testing and his role expanded to include management of Capital Risk as well as owner of the Risk Appetite process of the bank. Recently he has set-up Barclays economic scenario generation capability for IFRS 9 and stress testing.

 

Thomas holds a Master in International Economics.

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Amit Kalyanaraman

Head of liquidity risk (UK)

Creidt Suisse

Biography

Amit has got extensive Treasury and Risk Management experience with banks across different countries. He has worked with global banks for the last 15 years and his roles have spanned a number of functions. His expertise ranges from funding and liquidity activities at the money market desk to the development of sophisticated risk management analytics, covering Liquidity, Interest Rate Risk, Funds Transfer Pricing and Asset-Liability Management. He is a qualified Chartered Accountant, CFA Charterholder and Financial Risk Manager.

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Phil Pearce

Managing Director, Hybrid Capital & Liability Management

NatWest Markets

Biography

Phil joined RBS, now NatWest Markets, in January 2003 having spent the previous 11 years at HSBC.  He has spent a number of years covering a wide variety of corporate and institutional clients across a broad product range, comprising both tax optimised domestic and cross border financing and investment structures.

Phil has spent the majority of the past 5 years closely following EU bank capital regulatory developments and has participated in a number of industry wide initiatives and lobby groups seeking to influence the final outcome of the CRDIV package of proposals and latterly Solvency II.  Phil has worked on a number of bank, insurance and corporate hybrid capital transactions during this time including many new CRDIV and Solvency II compliant public market issuances.

Prior to joining the Hybrid Capital and Liability Management team in September 2010, Phil was seconded to the Non-Core Division of RBS and was part of the team that negotiated, executed and implemented the Asset Protection Scheme.

He has honours degrees in both Business Finance and Financial Services and also holds an MBA.  He is a member of Chartered Management Institute, the Chartered Institute of Bankers, the Association of Corporate Treasurers, the Chartered Institute of Securities and Investment and the Bankers Taxation Circle

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Peter Quell

Head of Portfolio Analytics for Market Risk and Credit Risk

DZ Bank AG

Biography

Dr. Peter Quell is Head of the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit of DZ BANK AG in Frankfurt. He is responsible for methodological aspects of Internal Risk Models, Economic Capital and Model Risk. Prior to joining DZ BANK AG Peter was Manager at d-fine GmbH where he dealt with various aspects of Risk Management Systems in the Banking Industry. He holds a MSc. in Mathematical Finance from Oxford University and a PhD in Mathematics. Peter is member of the editorial board of the Journal of Risk Model Validation.

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Gilles Renaudiere

Director, Capital Products

BNP Paribas

Biography

Gilles Renaudière is a Senior Structurer in BNP Paribas’ Capital Products team, focussing on the structuring of banks and insurance companies’ hybrid instruments globally, as well as on the impact on financial institutions of broader regulatory capital developments.

As part of his role, Gilles liaises very closely with financial institution issuers, bond investors, rating agencies and regulatory bodies, balancing the interests of all stakeholders in order to advise his clients on optimal capital structures and the instruments available to meet the capital requirements of the new regulatory regime.

Prior to joining BNP Paribas in 2014, Gilles spent 8 years at UBS where he started his career in the Capital solutions team. He then held positions in the FIG Benelux (2005-2007) and Nordic teams (2007-2013)

Gilles graduated from Imperial College with a MSci in Mathematics and Computing, and holds a Master in Management diploma from HEC Paris

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Tony Roberts

Head of Group Leverage Management

Deutsche Bank

Biography

Tony Roberts joined Deutsche Bank in 2011 where he heads Group Leverage Management in Treasury. Currently he has responsibility for managing Leverage & Balance Sheet but has held a number of roles in risk, capital and advisory functions.

Prior to Deutsche Bank, Mr. Roberts spent 6 years at Standard Bank, latterly in Treasury & Capital Management, before which he worked for the Royal Bank of Scotland.

Mr. Roberts has an MA in Modern History from Oxford University.

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Hanna Sarraf

Head of Risk Strategy

Bank of Ireland

Biography

Hanna is the Head of Risk Strategy at Bank of Ireland Group. He is responsible for developing and implementing the Group’s Risk Strategy agenda including the Group Risk Appetite Framework, Risk Measurement Policies and Standards, Economic Capital & Regulatory Capital Strategies, Loan Loss Forecasting & Stress Testing Capabilities, and providing leadership and support to important Group initiatives including Capital Allocation, RAROC, Risk-based Pricing, Portfolio Optimisation and Strategic/ICAAP planning initiatives.

 

Hanna is an experienced executive with over 20 years’ risk management experience, covering both strategy and pragmatic implementation/delivery of Enterprise Risk Management transformation programmes across all major industry segments in a wide number of geographic markets. He holds a specialised Master’s degree in Financial Engineering from ESSEC Business School and an MSc in Finance from the Paris-Dauphine University in France.  He has written many articles on financial risk management and is a frequent speaker at leading UK and international conferences.

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Jeff Simmons 

Head of Enterprise Risk Management

Bank of Tokyo Mitsubishi UFJ

Biography

Jeff Simmons joined the Bank of Tokyo Mitsubishi UFJ (“BTMU”) in June 2014 as the Head of Enterprise Risk, tasked with creating the function.

Prior to joining the bank he spent some 20 years some 20 years specialising 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.

At BTMU his responsibilities include the development of a Regional Risk Appetite Framework, the creation of an Integrated Stress Testing process and the standardisation of the risk governance framework across the EMEA region. He works extensively with the Head Office and other regions to develop a global framework in these areas. He is Chairman of the EMEA regional Risk Committee and a member of the EHQ Risk Management Committee.

Most recently Jeff has been involved intensively with the enhancement of the Risk Management framework in MUFG Bank (Europe). This has involved him in the formation of in Amsterdam tasked with delivering the full range of regulatory submissions (ICAAP, ILAAP, SIRA, Recovery Plan).

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Harshal Talati 

Head of Market Risk Reporting

Royal Bank of Scotland

Biography

Harshal is the head of Market Risk Reporting at RBS. He enjoys the support of his global team which allows him to contribute to strategic projects. Harshal’s current focus is to provide sponsorship/ vision to various strategic projects like BCBS 239, ring-fencing of UK banks and strategic architecture for FRTB.

In 2017, Harshal has developed the framework for reporting which is compliant with the BCBS 239 regulation. The framework is planned for various phases which will incorporate lower level reporting through 2018.

Harshal has 15 years in financial services industry. He has worked in India, Singapore and London. He is a chartered accountant from India and he completed FRM in 2011.

Harshal would enjoy sharing his experiences and would like to get insight on how the financial industry is tackling the regulations facing us in near future.

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Etienne Varloot

Head of Global Markets Regulatory Strategy & Quant Research

Natixis

Biography

After 4 years as an insurer in Europe Etienne joined Salomon Brother as a Quant in Wall Street, then moved to London as a Citigroup credit strategist for 8 years. It then moved on to UBS London for 3 years as strategist and trader. He joined the Banque de France as deputy CRO in 2009, then Natixis in 2011 as the Global Head of Market risk for Natixis. He has been appointed Head of Global Markets Regulatory Strategy and Quant Research a year ago. Etienne is a lecturer at the French institute of actuaries; he has received a MBA from INSEAD and a MSCS from Columbia University.

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Frederic Zana

Head of Capital Steering

Credit Agricole

Biography

Frederic Zana holds several graduations in Maths and Economics from the Ecole Normale Superieure de Paris, and a PhD degree from the Ecole des Mines de Paris.
He has been responsible for economic capital models for insurance or banks for 15 years. Within the Credit Agricole Group since 2001, after 8 years at the CIB, he is now responsible of the Group capital steering, and deals with topics ranging from pillar 2 to pillar 1 or rating agencies capital measures.

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Justin Lyon

CEO

Simudyne

Biography

Justin is a leading expert in simulation technology and artificial intelligence. Throughout his career as a serial entrepreneur, he worked on discreet assignments for a number of highly reputable national institutions and companies in places like the United States, the United Kingdom, Honduras, Kuwait, South Africa and Iraq. For more than 15 years, his work focused on helping them to understand the ways in which advanced analytics, simulation and artificial intelligence can help business, government and civic leaders to shape a better world for the next generation. He has worked as a contractor for the US Department of Defence, Bank of England, Microsoft, ExxonMobil, Apple, Humana, BP and several others. Justin has presented at Bloomberg, FT Innovate and TEDx, and has also appeared on CNBC and BBC as an expert commentator. His work has been featured in publications including Wired, The Guardian and Dow Jones.

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Fernando Blauzwirn

Director, Deputy Regional Head EMEA Wealth Management, Business Aligned Risk Management

Deutsche Bank

Biography

Mr. Blauzwirn joined Deutsche Bank Wealth Management as a Senior Credit Risk Professional in 2015, having spent 15 years in the financial services industry with roles in Corporate and Investment Banking, Wealth Management and Risk Management in North America, UK and Continental Europe.  Through an extensive career, Mr Blauzwirn developed an expertise in credit structuring and analysis in the field of financing for high net worth Individuals and corporate entities and in his product specialist roles has been instrumental to the growth of his employers’ loan portfolios.

Fernando is an MBA graduate from HEC Montreal (2001) and since 2006 holds a CFA (Chartered Financial Analyst) charter.  Married with one child, Fernando holds dual Argentinean-Canadian citizenship and is an avid sports enthusiast.

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Assad Bouayoun

Director, XVA Senior Quant

Scotiabank

Biography

Assad Bouayoun is a senior XVA Quantitative Analyst with more than 15 years’ experience in leading banks. He has designed industry standard hedging and pricing systems, first in equity derivative at Commerzbank, then in credit derivatives at Credit Agricole, in XVA at Lloyds in Model Validation at RBS in Model Development. Assad has an extensive experience in developing enterprise wide analytics to improve the financial management of derivative portfolios, in particular large scale hybrid Monte-Carlo and Exposure computation. Assad is currently building the prototype of a new XVA platform integrating cutting-edge technologies (GPU, Cloud computing) and numerical methods (AAD) to enable fast and accurate XVA and sensitivities computation. He holds a MSc in Mathematical Trading and Finance from CASS business school and a Master in Applied Mathematics and Computer Science from Université de Technologie de Compiegne.

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Christian Duesterberg

IFRS 9 Senior Advisor

Erste Bank

Biography

Christian Duesterberg is Head of Risk Methods and Models for Erste Group Bank AG and in this function responsible for risk measurement across Erste Group and Co-Sponsor of Erste Group’s IFRS9 Programme. His department develops the methodologies required within IFRS9 implementation for provision quantification and exposure classification, and the organization of the associated calculation processes. Prior to joining Erste Group in late 2013, Christian worked for more than 14 years in various roles for Deutsche Bank, Royal Bank of Scotland and Barclays covering Corporate Finance, Risk Model Development & Validation and Basel II/III implementation.

Phil Headley

Philip Headley

Managing Director, Head of Regulatory Reporting

Mizuho International

Biography

Phil Headley, Managing Director, is responsible for the Regulatory Reporting requirements of Mizuho International plc, specifically in relation to local CRDIV/V, Group and business planning requirements. Phil joined Mizuho in 2011, prior to that held senior finance roles at RBS, ABN AMRO and Bank of America. Phil qualified with EY London.

stephen hender

Stephen Hender

Head of Credit Risk Platforms

Deutsche Bank

Biography

Stephen joined Deutsche Bank in July 2016 as Head of Credit Risk Platforms. In 2017 he was asked to take on the role as Head of Credit IT Risk with global responsibility.

Stephen has always been inspired by technology and obtained his first PC at the age of 11, going on to study Business and Computing at university. His first job in technology was during his university placement year at an IT outsourcing firm, where he was a junior project manager implementing a global pharmaceutical platform for AstraZeneca. Having learned to program in his spare time, he then utilised his contacts in the IT outsourcing firm and built a global issue management system to help manage the Pharmaceutical project. This collaboration lead to his decision to work for the outsourcing firm post-graduation.

Stephen moved into the world of finance in 2000, working for a futures trading software house where he wrote exchange drivers and real-time trade blotters for deal execution / clearing, and later was appointed to manage the firm’s global development team. His tenure at investment banks includes RBS, Barclays and now Deutsche Bank. Stephen’s experience spans Front Office (Futures, Prime Brokerage FX), Central Architecture, Finance IT, Market Risk IT and Credit Risk IT. He is very passionate about the efficiency and quality of the technology he provides to his stakeholders and believes it should be the number one goal IT strives to achieve.

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Michalis Ioannides

Head of Credit and Market Risk Europe

Canada Life

Biography

Michalis Ioannides will be presenting at risk emea 2018

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Ed Jenkins

Global Head of Wholesale Credit and Market Risk

HSBC

Biography

Ed Jenkins is the Global Head of Wholesale Credit and Market Risk HSBC having previously been the Chief Risk Officer of Global Banking and Markets (GB&M). He joined HSBC in 2008 as the Chief Accounting Officer of GB&M.

His extensive and varied experience in financial services includes five years with JPMorgan, in the Front Office as a Credit Hybrids trader and as the Global Head of Equities Valuation Control. Prior to that eight years with PricewaterhouseCoopers where he provided accounting and risk consultancy to investment banking and utilities clients.

Ed graduated with first class honours in mathematics from the University of Cambridge and he is a Fellow of the Institute of Chartered Accountants in England and Wales.

Pending

Catherine Keane

Head of Bank and Country risk

Bank of ireland

Biography

Catherine Keane BSc MBA – Head of Bank and Country Risk, Bank of Ireland. Catherine was appointed to her current role in July 2010. She was previously Head of Credit and Market risk in the bank’s Global Markets division. Prior to moving into risk in 2002 Catherine held front line dealing roles in both the Trading and Sales areas in Global Markets, primarily in the structured products area and spent several years in Corporate Lending in the RBS and BOI group. She is very familiar with risk in complex instruments.

Catherine has lectured on a number of subject areas in a variety of institutions including the Institute of Bankers and Dublin City University and is currently lecturing on the Masters in Risk Management programme in Trinity College Dublin, which is the highest ranked university in Ireland.

In recent years Catherine has spoken at various industry conferences including GARP. CFP, Risk, Marcus Evans and GLC on a variety of risk related topics

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Lucia McMonagle

MD, Regional Head of Credit Risk (EMEA)

BNY Mellon

Biography

Lucia (lucy-ia) McMonagle will be presenting at risk emea 2018

Fabio Perata-edited

Fabio Perata

Head of Section/Joint Supervisory Team Coordinator

European Central Bank

Biography

Fabio Perata has been working in the Financial Services industry since 1993, developing a cross-border and an extensive experience in the areas of Internal/External Audit, Business and Financial control, Risk Management, Compliance and Internal Controls, through several managerial positions hold within one French Insurance Group (UAP, today AXA), one Italian Banking/Financial conglomerate (Banca Carige), and at Ernst & Young Audit (France and Italy).

In May 2014 Fabio was appointed as Head of Section at the European Central Bank in Frankfurt, in the context of the newly created Single Supervisory Mechanism, fulfilling in particular the role of Joint Supervisory Team Coordinator for the supervision of some large institutions in the Belgian and French market, accounting among the largest and most complex banking groups supervised by the Directorate General Micro-Supervision II. Fabio has also been member of the steering committees of several relevant SSM-horizontal projects such as the Cyber Risk Thematic Review, held in 2015 and the TRIM, still on-going.

IanRooberts

Ian Roberts

Chief Credit Officer

Royal Bank of Scotland

Biography

A career banker, Ian joined RBS in 1983 and has undertaken a variety of roles including branch banking, credit, training department, frontline Relationship Management and 13 years in the Restructuring division in the UK and Asia before being appointed Head of Institutional Credit. After s period serving as Interim Chief Credit Officer, Ian was formally appointed CCO in June 2017.

He is a member of the Risk, Conduct and Restructuring Executive Committee and as part of this role sits on a wide variety of committees.

Stefan Scheutzow

Stefan Scheutzow

Expert Consultant and Market Risk Team Lead

Finbridge

Biography

Stefan Scheutzow is Expert Consultant at Finbridge and responsible for the interpretation and implementation of current banking related regulations following Basel III. Stefan worked for several years in financial risk management covering supervisory requirements as well as quantitative risk models across capital markets and banking. Today, he is in charge of conducing impact studies for Finbridge clients on current treasury and capital markets related regulations such as FRTB and SA-CCR and develops achievable recommendations for implementation. He is also helping his clients to embed future supervisory requirements with their business strategies. Stefan would value any feedback at stefan.scheutzow@finbridge.de

Hendrik_Sumpf

Hendrik Sumpf, FRM

Associate Manager

Finbridge

Biography

Hendrik Sumpf, FRM, is Associate Manager at Finbridge. He is specialised in running projects that interface between functional concept work and technical implementation in financial institutions. His recent projects in regulatory reporting and risk controlling encompass implementations of new regulatory requirements in liquidity, credit, and market risk as well as the broader BCBS 239 context. Hendrik has been part of the Finbridge FRTB team since the beginning of the BCBS consultations and has given various presentations and webinars on the subject. He is also one of the lead programmers for the Finbridge FRTB Toolbox used in several change-impact studies for Finbridge’s clients. You can contact him at hendrik.sumpf@finbridge.de

 

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Chia Chiang Tan

Director, Counterparty Model Risk Management

Bank of America Merrill Lynch

Biography

Chia (ch-i-a) Tan will be presenting at risk emea 2018

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Erdem Ultanir

Quantiative Credit Risk Analytics Lead

Barclays

Biography

Erdem has been bulding quantitative finance models for a decade. He is currently managing a quant team building credit risk models for Barclays Corporate and Invesment Bank. He has started his finance career in Morgan Stanley fixed income research. Later he has lead credit and counterparty risk quantitative research from 2010 to 2013 in MSCI, and produced risk model solutions for multinational banks. Prior to his current role, he was with BNP Paribas building cross-asset counterparty risk scenarios.

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Tim Wickens

Global head of funds credit

Lloyds Banking Group

Biography

I joined Lloyds Banking Group in 2009, and since 2010 have been Head of Credit for Global Funds.  I am a senior sanctioner on Credit Committees for Commercial Banking, and sit on their Markets ExCom and Risk Committees. I sit on various working parties looking at Clearing of OTC Derivatives/Emir/Mifid/Collateral Optimisation. I was invited to the Bank of England round table on Financial Market Infrastructure in late 2016 as a BBA representative, and also to the Dutch Central Bank’s conference in June 2017 (same topic) . Prior to joining Lloyds I spent 10 years at Deutsche Bank where I was Head of Western European FI Credit.

Peter Walsh

Peter Walsh

Global Head of Sales

Razor Risk Technologies

Biography

Peter Walsh, Razor Risk, is a banker by trade (ACIB) and a qualified practitioner in managing IT intensive programmes allied to a lifetime of City-based roles and experiences. His experience and knowledge of the risk management and management disciplines helps provide clarity – and, with his background in banking, regulatory compliance and risk systems he is uniquely placed to discuss and describe how technology enablers can be deployed to deliver effective and efficient solutions in the most demanding situations, including the bewildering array of regulations and changes that will be affecting collateral, margining and associated risk management.

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John Lund

Director

JXL Consulting Ltd

Biography

John Lund has worked in capital markets for 15 years+ (10 at Accenture and 5+ as an independent consultant). He has experience both as programme manager (delivering solutions to complex business problems) and as derivatives and collateral management expert (providing business guidance).

Bill Hodgson

Bill Hodgson

Owner

The OTC Space

Biography

Bill has worked on some major industry projects such as the DTCC Trade Information Warehouse and the SwapClear Murex migration. In addition to being a strong leader and contributor to projects in the OTC market he has contributed to three books on OTC derivatives and delivered training courses globally on Central Clearing.

Pending

Cristiano Zazzera, Ph.D.

Managing Director, Head of Relationship Risk Services EMEA

S&P Global Market Intelligence

Biography

Dr. Cristiano Zazzara is Managing Director and Head of Risk Services Relationship Management, focusing on key market stakeholders, including C-level Executives and Regulators. He is an expert in financial risk management with more than 20 years of experience at banks, government agencies, service providers, universities and think tanks. Cristiano joined S&P Global Market Intelligence from MSCI Risk Metrics where he was the Head of Market, Credit, Counter-party Risk and OTC Clearing Business for the EMEA Banking sector and Global Head of Credit Advisory Business for Buy-Side and Sell-Side Institutions. Previously, he was Managing Director in the Research & Strategy Unit of Unicredit Group, Managing Director and Head of the Internal Rating Unit at Capitalia Banking Group and General Manager of the Italian Association of Banking and Finance (ASSONEBB). Dr. Zazzara also served as a financial economist at the Fondo Interbancario di Tutela dei Depositi, where he was the Head of the Research Department. Dr. Zazzara received a Bachelor of Science in Economics and Business and a Master of Science in Banking from Sapienza University of Rome, and a Ph.D. in Management (Finance) from the Swiss Federal Institute of Technology in Lausanne (EPFL).

Pending

Giorgio Baldassarri, Ph.D.

Global Head of Analytic Development Group

S&P Global Market Intelligence

Biography

Giorgio Baldassarri is Global Head of the Analytic Development Group (ADG). His team is responsible for the analytical development, maintenance and on-going validation of all credit risk models and products across Risk Services. These products are used by financial institutions and companies to measure and manage credit risk within regulatory frameworks such as Basel II/III or Solvency II. Prior to joining S&P Global Market Intelligence in 2011, Giorgio worked at Barclays for three years as Associate Director in Group Risk (Operational Risk and Credit Risk). Giorgio holds a Ph.D. in Quantum Mechanics and Semiconductor Physics from Sapienza University of Rome.

The role of blockchain technology in enhancing banking practice

By Mariana Gomez de la Villa, Senior Program Manager Blockchain, ING

Mariana has released her PDF slides. In this presentation, Mariana will address key areas of concern, including: Current hurdles, What is driving the adoption, Ecosystem overview, Future scenarios etc.

The cumulative impact of regulation and managing regional fragmentation

By Sue Kean, Chief Risk Officer, Old Mutual plc.

Ahead of our flagship conference: 7th Annual Risk EMEA, we held an in depth interview with keynote speaker Sue Kean into the possible implications of the industry moving away from global harmony, the price of compliance, managing regulation across multiple jurisdictions and what the future looks like.

Find our Banking Risk thought-leadership articles here. These articles feed from our much larger Risk Insights section of our website which provides you with thought-leadership, white papers, articles and more across risk and regulation. Subscribe to Risk Insights’ Financial Risk Management Blog and get the latest articles straight to your inbox.

21st February 2018

Aligning stress testing with BAU practices

By Jeff Simmons, Head of Enterprise Risk Management, Bank of Tokyo-Mitsubishi UFJ.
21st February 2018

Risk oversight: Challenges and a new approach

By Richard Pike, CEO, Governor. 
20th February 2018

IRB model repairs: Guidelines and definition of default

By Christian Dusterberg, IFRS 9 Senior Advisor, Erste Group.
9th February 2018

Addressing the challenges and pitfalls of Liquidity Risk Management

By Nasreen Kasenally, Chief Risk Officer Asset Management, Group Chief Risk Officer EMEA, UBS.
6th February 2018

Model Risk in Commodities Markets

By Dr. Peter Leoni. 
6th February 2018

The cumulative impact of regulation and managing regional fragmentation

By Sue Kean, Chief Risk Officer, Old Mutual plc.
1st February 2018

Managing risk in an increasingly uncertain geopolitical climate and impacts post Brexit

By Adrian Burbanks, Deputy Chief Executive Officer, Agricultural Bank of China (UK) Ltd
30th January 2018

Risk EMEA, finance risk & regulation: Key areas of focus for 2018

By Shannon Harris, Senior Research Executive, CeFPro. 
29th January 2018

Reviewing operational requirements for PSD2

By Peter Smith, Global Head of Industry Policy Liaison, TISA.
29th January 2018

One month after PSD2-Day: An update from the EBA

By Dirk Haubrich, Head of Consumer Protection, Financial Innovation and Payments, European Banking Authority.
24th January 2018

Ensuring effective and up to date controls are in place for monitoring and mitigating internal fraud risk

By Richard Huebler, Deputy Head of Financial Crime Management, Raiffeisen Bank.
22nd January 2018

Navigating competitive environment for cross border payment

By David O’Riordan, Head of Payments, Cards and Treasury Services, AIB.
16th January 2018

Understanding the interactions between cyber-crime and fraud prevention

By Brian Dilley, Group Director, Fraud and Financial Crime Prevention, Lloyds Banking Group.
16th January 2018

Assessing the exposure to risk and techniques to continually identify and manage new risks

By Kevin Lindsay, Deputy Head of Financial Crime Group, Sumitomo Mitsui Banking Corporation Europe Limited.
9th January 2018

Adapting to changing consumer expectations and behaviour

By Lillian Grosman, Head of Payments, Personal Banking, Business Development, Danske bank.

Can your organisation contribute at our Risk EMEA Summit?

Contact us 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. Please visit www.cefpro.com/sponsorship for an outline of what we can offer, and contact sales@cefpro.com or call us on +44 (0) 207 164 6582 where a member of the team will be happy to tailor the right package for you.

2018 Knowledge Partner:

zeb


zeb are sponsoring Risk EMEA 2018 as a Knowledge Partner.

2018 Co-Sponsor:

ActiveViam


ActiveViam provide precision data analytics tools to help organisations 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 organisations 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.
ActiveViam is a privately owned company with offices in Paris, London, New York, Hong Kong and Singapore.

Finbridge


Finbridge is an independent specialised consultancy to financial services. With over 90 highly qualified consultants, Finbridge offers tailor-made implementation approaches throughout the entire process chain. Finbridge supports banks and financial services successfully in designing and implementing change processes resulting from new regulatory requirements, new innovative financial products or adjustments to business models in risk controlling, regulatory reporting, accounting, trading and settlement.

Our experience in the market for functional design, change-impact analyses, and implementation make Finbridge one of the leading risk experts in the German banking industry with a growing customer base throughout Western Europe. We work closely together with your in-house experts to derive solutions that optimise your implementation approaches whilst maintaining feasibility w.r.t. your general corporate strategy and business model.

Governor Software


With offices in Dublin, London and New York, Governor Software Ltd supports senior risk and compliance executives at financial institutions, maintain governance and oversight, through clear visualisation of their regulatory obligations and risk appetite.

Founded in 2015 by CEO Richard Pike, the Governor Software team have first-hand experience of the production and oversight of governance information within financial institutions. Empowered with this unique knowledge, Governor Software have taken a fresh approach to addressing these challenges; using visualisation technology to efficiently tackle the issues associated with governance and oversight in their entirety.

Governor Software believe the opportunity for compliance and risk professionals to make governance and oversight a more robust and effective process is significant.

Razor Risk


Since inception the Razor software framework has helped transform the way Banks, Investment Managers, Hedge Funds, Brokers, Central Clearing Counterparties and Stock Exchanges, measure, manage, control and report their risk and capital. Razor Risk Technologies is a privately held company, head quartered in London with a development centre in Sydney, Australia. We are a diverse team of risk and capital operatives who sit alongside our technology experts, having worked together for two decades, solving risk, capital and technology challenges for Front, Middle and Back Office teams covering Risk and Capital across Financial Services markets. The team brings together years of industry experience and a passion for risk and capital measurement, management, control and reporting technology to help our clients accomplish their day-to-day activities quickly and cost effectively.

Simudyne


Simudyne powers computer simulations to augment human intelligence and enable radically better decisions.

Simudyne has built tomorrow’s simulation platform, integrating realistic bottom-up models of the world with artificial intelligence, to make it easier to simulate every possible future. This technology empowers executive decision makers to work directly with intelligent agents and make radically better decisions. Our technology allows businesses to understand the past by creating realistic models of the world from the bottom up. Then, you can explore your environment by testing all possible decisions in a safe virtual environment. Finally, you decide your future by leveraging the wisdom of computational simulation. Simudyne is already in use by leading banks looking to enhance stress testing models, simulate contagion risk and for a range of other commercial and retail banking activities.

S&P Global Market Intelligence


At S&P Global Market Intelligence, we know that not all information is important—some of it is vital. Accurate, deep and insightful. We integrate financial and industry data, research and news into tools that help track performance, generate alpha, identify investment ideas, understand competitive and industry dynamics, perform valuation and assess credit risk. Investment professionals, government agencies, corporations and universities globally can gain the intelligence essential to making business and financial decisions with conviction.

S&P Global Market Intelligence is a division of S&P Global (NYSE: SPGI), which provides essential intelligence for individuals, companies and governments to make decisions with confidence. For more information, visit www.spglobal.com/marketintelligence

Associate Sponsor:

Bureau Van Dijk


Bureau Van Dijk are an Associate Sponsor at Risk EMEA 2018

Beyond Ratings


Since its creation in 2014, Beyond Ratings offers innovative services for the financial sector, aimed at increasing the role of finance in the transition of economies towards sustainable trajectories. Initially specialized on the sensitivity of Sovereign solvency to energy and climate issues, this expertise has progressively expanded to Natural and Human Capital. Our mission is to transform how sovereign and country risk are perceived by accounting for the long-term drivers of change that are not being addressed in traditional analyses.

Our expertise is today integrated by more than thirty international public and private financial institutions (investment banks, pension funds, insurance companies, asset management companies, infrastructure funds, development banks) across Europe and North America. Our research helps our clients identify new investment perspectives and market opportunities and helps them put energy & climate at the heart of their long-term strategies.

Exhibitors:

Credo


Credo is a niche player offering specialised ICT and modelling advice to European banks of all sizes since 2001. Based in Antwerp (BE) and Prague (CZ), Credo’s senior experts have the combined skills to set up end-to-end solutions for their customers. To this end, Credo also develops and markets its own nancial risk management platform. Credo has actively contributed to the IFRS9 programmes of 6 Belgian banks so far, on topics including ICT/data, software, modelling and governance.

London Financial Studies


London Financial Studies – Delivering Excellence since 1997 At London Financial Studies we concentrate exclusively on capital markets. We offer individuals, teams and companies a unique and expert teaching resource that combines theoretical understanding with practical experience and equips them to operate at the highest levels of efficiency and profitability. Over the past decades LFS has become widely acclaimed as a leading training provider, as well as being recognized by the CFA Institute and GARP as providing executive education of the highest quality. LFS’s unrivalled expertise has been critical to the success of financial professionals, major financial institutions and government bodies around the globe. Our diverse range of programmes covers: • Accounting and Regulation • Credit, Equity and other Asset Classes • Fintech • Fixed Income and Inflation • Quantitative Techniques • Risk • Treasury and Investment Management For more information about our programmes visit www.Londonfs.com

2018 Media Partners:

CAIA
OTC Space

Media Partnerships

We are happy to support publications, associations and organisations at this event. From a simple company listing with your logo to taking advantage of some of our sponsor benefits listed above. To discuss this further please contact casey.graves@cefpro.com on +44 (0)20 7164 6582 / +1 888 677 7007

A few words from our attendees

Risk EMEA 2018

Venue

The Tower – A Guoman Hotel
St Katherine’s Way
London
E1W 1LD

Accommodation

We have a preferential rate for our attendees to stay overnight at the venue for only £159 – This includes a full English breakfast and VAT.

OFFER ENDS 27 March

To book your accommodation please call +44 (0) 800 330 8005 or email reservationsadmin.tower@guoman.co.uk and quote reference CFP1240418

Frequently asked questions

Can I present at the Risk EMEA Summit?

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at the Risk EMEA Summit. For further information on this please contact Shannon.Harris@cefpro.com or call us on +44 (0) 20 7164 6582.

Are there any rules on the dress code?

Business attire is requested. The 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 Summit, as outlined on our pricing structure. Registration includes breakfast, refreshment breaks, lunches, full access to the sessions 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 after the Summit* We will work with our presenters to include as many presentations as possible on our Risk Insights App during the Summit. *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?

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.

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 day (Subject to confirmation)
  • Q&A, panel discussions and audience participation technology available through the Risk Insights App

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) 20 7164 6582 Please note:

  • Registrations must be made at the same time
  • Registrations must come from the organisation
  • The lowest registration will be discounted

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 day (Subject to confirmation)
  • Q&A, panel discussions and audience participation technology available through the Risk Insights App

Are there opportunities to share my thought-leadership at the Risk EMEA Summit?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of  Risk EMEA Summit 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 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.

Are media partnerships available for the Risk EMEA Summit?

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 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 tina.patchcott@cfp-events.com or call +44 (0) 20 7164 6582.

We reward loyalty

Get up to £500 in Amazon vouchers for every friend who registers for the Risk EMEA Summit

How it works

Become a brand ambassador. If you are a Risk professional, or have a lot of contacts in this remit, you can receive up to £500 in Amazon vouchers by inviting your friends to register for Risk EMEA 2018.

      1. Apply for your custom discount code

Provide a few of your details and we create a personalised code, including a 10% discount, for you to share with your friends.

      2. Let your friends know

Spread the word, as with every colleague that successfully registers using your code you will automatically be transferred a £20 Amazon voucher.

      3. Get up to £500

Don’t stop there. You can register up to 25 colleagues to collect more Amazon vouchers.

Super Early Bird

(Register by 9th March)

Early Bird

(Register by 13th April)

Standard Rate

(Registrations after 13th April)

Pre-event Masterclass

23rd April

£699

Save £300

£799

Save £200

£999
Main event

24-25th April

£1,199

Save £600

£1,399

Save £400

£1,799
Pre-event Masterclass and Main event

23rd-25th April

£1,898

Save £900

£2,198

Save £600

£2,798

*All rates are subject to UK VAT

Group Bookings:

Group rates are available for 3 or more attendees from the same organisation, when registering at the same time. The current rate allows every third colleague to come along for half price OR fifth for free!

Should you have any questions regarding registering, please contact the Center for Financial Professionals, please contact us on +44 (0) 207 164 6582 or email info@cfp-events.com

Other ways to register:

Save time – Register by email

Simple email us your e-signature – and we will do the rest for you!

2018 Knowledge Partner:

2018 Co-Sponsors:

Razor-Risk-245x150
Simudyne
S&P Global Market Intelligence

2018 Associate Sponsors:

Bureau Van Dijk
Beyond Ratings

2018 Exhibitors:

LFS

Can your organisation contribute at our Risk EMEA Summit?

Contact us 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. Please visit www.cefpro.com/sponsorship for an outline of what we can offer, and contact sales@cefpro.com or call us on +44 (0) 207 164 6582 where a member of the team will be happy to tailor the right package for you.

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