Why should you attend?

Join us in London on June 13-14 for Europe’s 12th Annual premier risk, regulation, and innovation Convention.

With keynote sessions led by established CROs and 3 individual work streams guided by the knowledge and insight of over 60 industry professionals, Risk EMEA is a one-stop-shop to learn all the necessary components of how to effectively manage risk.

Keynote sessions and 3 targeted streams

  • GEOPOLITICAL RISK:
    Managing the operational challenges influenced by global geopolitical uncertainty
  • FUTURE PROOFING:
    Overcoming challenges from transformation and digitalization programs needed to future proof businesses
  • ENTERPRISE RISK MANAGEMENT:
    Leveraging technology to better manage enterprise risk management frameworks
  • ECONOMIC RISK:
    Effectively managing economic risks to understand long term impacts of global crisis
Financial Risk

MARKET VOLATILITY | INTEREST RATE RISK | INFLATION |
CENTRAL BANK CHANGES | MACRO ECONOMIC RISK |
LIQUIDITY | BASEL 4 | CREDIT RISK

Non-Financial Risk

THIRD PARTY RISK | SUPPLY CHAIN RISK | ESG |
CLIMATE RISK | CYBER SECURITY | FINANCIAL CRIME |
RESILIENCE | PEOPLE RISK | RISK CULTURE

Model Risk & Technology Trends

DIGITAL TRANSFORMATION | DATA | DIGITAL ASSETS |
SYSTEMIC DESIGN | ARTIFICIAL INTELLIGENCE & MACHINE LEARNING | MODEL RISK | MODEL VALIDITY

Hear from subject matter experts and industry front-runners

An engaging and interactive agenda spread across 2-days

Participate in a comprehensive exploration of the topics at hand via presentations, panel discussions, and live Q&As to facilitate learning and engagement.

Listen in as subject matter experts share their knowledge

Our line-up of 70+ knowledgeable and experienced practitioners speakers bring the highest standard within the industry, offering fresh perspectives and insights for you to return to your department with.

7+ hours of available networking opportunities

Continue conversations from inside the auditorium over coffee, lunch, and at our complimentary drinks reception. Make meaningful career-long industry connections to use to your professional advantage.

Over 60+ CROs & industry professionals

Thomas-Wallace-LI-HS-120x120

Thomas Wallace
Chief Risk Officer – Revolut UK
Revolut

Michael-Sparks-120x120

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

Sophie-Dupre-Echeverria-HS

Sophie Dupre-Echeverria
Chief Risk and Compliance Officer
GIB Asset Management

Hanna-Sarraf-HS-120x120

Hanna Sarraf
Chief Risk Strategy Officer
Starling International

Farooq-Gulzar-HS-120x120

Farooq Gulzar
UK Chief Risk Officer
UBS AM

Jeff-Simmons-HS

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

Cecilia-Gejke-HS-1

Cecilia Gejke
Chief Risk Officer
Private Banking Institution

image-120x120 (2)

Imtiaz Hussain
Managing Director and Deputy Chief Auditor
BNY Mellon

Emma-Hagan-LI-HS-120x120

Emma Hagan
Chief Risk and Compliance Officer
ClearBank®

Ben-Davis-1-120x120

Ben Davis
Global Head of Resilience Risk, Managing Director
Barclays

Session previews and related insights

Get an insight of what to expect from the Convention with our past and present speaker session previews.

Effectively managing expanded model inventories

Effectively managing expanded model inventories Konstantina Armata, Senior Modelling expert, former Group Head of Model Risk Management, Barclays Below is an insight into what can be expected from Konstantina's session at Risk EMEA 2023 {{ vc_btn: title=Find+out+more+about+Risk+EMEA+2023&style=outline-custom&outline_custom_color=%23001c64&outline_custom_hover_background=%23001c64&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Frisk-emea%252F%7Ctarget%3A_blank }} The views and opinions expressed in this article are those of the thought leader as an individual, and are

Reviewing behavioural risk and understanding how it can impact performance and integrity

Reviewing behavioural risk and understanding how it can impact performance and integrity Mirea Raaijmakers, former Global Head, Behavioural Risk Management, ING Below is an insight into what can be expected from Mirea's session at Risk EMEA 2023. {{ vc_btn: title=Find+out+more+about+Risk+EMEA&style=outline-custom&outline_custom_color=%23001c64&outline_custom_hover_background=%23001c64&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Frisk-emea%252F }} The views and opinions expressed in this article are those of he thought leader as

Top of mind for a CRO: A holistic view of risk

Top of mind for a CRO: A holistic view of risk Melissa Sexton, Chief Risk Officer, BNY Mellon Wealth Management Below is an insight into what can be expected from Melissa's keynote session at Risk Americas 2023. {{ vc_btn: title=Find+out+more+about+Risk+Americas&style=outline-custom&outline_custom_color=%23d51224&outline_custom_hover_background=%23d51224&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Frisk-americas%252F }} The views and opinions expressed in this article are those of he thought leader

Collaboration of three lines of defense for effective oversight and validation of model risk

Collaboration of three lines of defense for effective oversight and validation of model risk Kerri Anderson, Assistant Director of Model Risk Management, Northwestern Mutual Below is an insight into what can be expected from Kerri's session at Advanced Model Risk USA 2023. {{ vc_btn: title=Find+out+more+about+Advanced+Model+Risk+USA&style=outline-custom&outline_custom_color=%23d51224&outline_custom_hover_background=%23d51224&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Fadvanced-model-risk%252F }} The views and opinions expressed in this article are

Sponsors

Knowledge partner

Co-sponsors

Associate sponsors

Content and media partners

Agenda

8:00-8:50

Registration and breakfast

8:50-9:00

Chair’s opening remarks

Charles-Richard-scaled-100x100
Moderated by: Charles A. Richard III, Senior Vice President of Marketing, Co-Owner, QRM

GEOPOLITICAL RISK – PANEL DISCUSSION 

9:00-9:45

Managing and operating amidst global geopolitical uncertainty

Session details 

  • Driving supplier diversification
  • Reviewing escalations outside of Europe
    • Interconnectedness of global economies
  • Ripple effect of direct and indirect exposures
  • Preparation for known unknowns
  • Controls and capabilities to manage risk
  • Managing supply chain disruptions
  • Reviewing energy crisis impact on economy
    • Long term implications on business model
Michael-Sparks-2-120x120

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

Stephanie Ip - Lamusee

Stephanie Ip – Lamusse, Chief Risk Officer, HSBC

Cecilia-Gejke-1

Cecilia Gejke, Chief Risk Officer, Private Banking Institution

FUTURE PROOFING 

9:45-10:20

Developing transformation and digitalization programs to future proof businesses

Session details 

  • Aligning compliance programs with transformation
  • Improving existing programs
  • Reviewing organizational structure and governance
  • Business model viability as expectations evolve
  • Challenges for traditional banks in a digital environment
  • Business model viability and sustainability

10:20-10:50

Morning refreshment break and networking

Dilbagh-Kalsi-120x120

Moderated by: Dilbagh Kalsi, Partner, Head of UK Practice, Fintegral

MARKET VOLATILITY

10:50-11:25

Treatment of volatility in markets and continued economic risks

Session details 

  • Volatility in energy commodities
  • Reviewing reliability of margin models in light of volatility
  • Preparing for future economic environment
  • Managing pressure on highly leveraged businesses
  • Managing short term volatility
  • Managing credit losses as a result of volatility
  • Supporting customers through difficult financial periods
Sreekar-Periketi-LI-HS-120x120

Sreekar Periketi, Executive Director, Morgan Stanley

MB (1)

Moderated by: Megan Brown, Head of International, LogicGate

THIRD PARTY RISK

10:50-11:25

Exposure of confidential data to certain entities with increased outsourcing and offshoring

Session details 

  • Risks outsourcing technology and data
  • Managing client and bank data exposure
  • Ensuring security of third party platforms
  • Demonstrating oversight policies and procedures internally
  • Regulatory view on internal outsourcing
  • Incorporating ESG into framework without overburdening questionnaires
Maya-Goethals-copy-120x120

Maya Goethals, Director, Compliance and Risk Management, Bank of America Merill Lynch

Speaker-HS-1

Moderated by: Sam Das, Director of IT Risk, Metro Bank

DATA

10:50-11:25

Enhancing data capabilities to enable technology and advanced analytics

Session details 

  • Reviewing the evolution of data architecture patterns, working towards a regulated data centric hybrid model
    • Assessing advanced data product’s
  • combination between data, platform and expertise
  • Using ESG criteria as a good example of a data challenge
Philippe-Coue-LI-HS-120x120

Philippe Coué, Head of CACIB Data Office, Credit Agricole CIB

MARKET RISK

11:25-12:00

Managing changes in market regime when modelling and managing risk

Session details 

  • Reviewing the obsession with using volatility as a risk measure
  • Assessing how changes in volatility regime often catch banks off guard
  • The impact on risk quantification and model performance
  • Why risk models fail to predict regime shifts
  • Managing model deficiencies
  • Building more resilient models
Dilbagh-Kalsi-120x120

Dilbagh Kalsi, Partner, Head of UK Practice, Fintegral

REGULATORY GUIDANCE

11:25-12:00

Practical guidance to tackle current market challenges around operational resilience

Session details 

  • Comparing resilience to agility, recovery, continuity, financial or business resilience and other related crisis and disruption preparations
  • Governance, strategy and framework challenges
  • Defining a strategic view across critical services, supporting assets, third-parties and processes and setting impact tolerances
  • Insight into resilience to identify, analyze, manage, and monitor risk in the context of operations, processes, and services
  • Continuously monitor changing environments and capture changes in the organization’s risk profile
  • Measuring current state and planning towards a future state of increased resilience maturity in the organization
  • Reporting, communication and adoption of efforts within the organization
Daniel_Smidts

Daniël Smidts, Global Lead Financial Services Solutions, Corporater

DATA & TECHNOLOGY

11:25-12:00

Reviewing how to monetize data, maximise productivity and modernise technology

Session details 

  • Assessing the data and underlying technology strategy to help monetize your data more.
  • Application of technology transformation strategy in today’s economy
  • Maximising potential from legacy systems and tech debt to stay competitive.
  • Increasing & enabling the productivity of the workforce to focus on priority revenue streams.
  • Anticipating the future state of technology strategy
Amanda-Whiteley-120x120

Amanda Whiteley, Sector Director, Redis

INFLATION – PANEL DISCUSSION

12:00-12:45

Adapting strategy for a high inflation environment

Session details 

  • Managing recessionary environment
  • Impact on government bonds linked to inflation
  • Hedging inflation exposure moving forward
  • Reviewing impact to business and investment activity
Valeriu-LI-HS-120x120

Valeriu Bajenaru, Global Head of Enterprise Risk Management, Credit Suisse

Jacek-Rzeznik-120x120

Jacek Rzeznik, Vice Director, ALM Risk, mBank

ESG – PANEL DISCUSSION

12:00-12:45

Inclusion and integration of ESG within decision making across risk silos

Session details 

  • Managing mismatch in external data sources
  • Modelling challenges with limited historical data
  • Reviewing SFDR requirements
  • Reviewing disparities across global benchmarks
  • Embedding ESG into existing control frameworks
  • Managing risks with limited regulation and data
  • Reviewing reporting requirements
  • Measuring and integrating ESG risk at an enterprise-wide level
  • Capturing good data on climate and emissions
  • Distinguishing the difference between climate risk and ESG risk
  • Good practice and lessons learnt from the European market
Jeff-Simmons-HS-2

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

Lukky Ahmed

Lukky Ahmed, CEO & Co-Founder, Climate X

Vivien_Foetz_Headshot

Vivien Foetz, Head of Financial Risk, Gulf International Bank Ltd

Imtiaz-Hussain-HS-120x120

Imtiaz Hussain, Managing Director and Deputy Chief Auditor, BNY Mellon

DIGITAL TRANSFORMATION – PANEL DISCUSSION

12:00-12:45

Balancing digital transformation with security

Session details 

  • Preparing end users for digital change
  • Handling and utilizing data
  • Improving data capabilities to drive digitalization
  • Managing increased demand for customization
  • Balancing multiple objectives
  • Strengthening cyber practices to advance transformation
Carlos-Martin-HS-120x120

Carlos Martin, Executive Director – CIB Markets Operational Risk Management, JPMorgan Chase & Co.

vivek_img-120x120

Vivek Jain, Head of Audit – Insurance, Pensions & Investments, Lloyds Banking Group

Mo Philips

Mo Philip, Head of Information Security, Retail, Legal & General Plc

12:45-1:45

Lunch break and networking

ALM

1:45-2:20

ML in ALM: Reviewing how cloud is revolutionizing risk measurement

Session details 

  • Limitations, risks, and benefits of ML tools in ALM

  • Areas within the ALM space where it is natural to apply classical ML techniques

  • Examples of supervised and unsupervised learning applied to ALM

  •  Tools and actions to mitigate overfitting and other limitations

Olmo Vasques

Olmo Vazquez, Global CEO of Mirai Advisory, Mirai Advisory (MAT)

Sergio Cardona

Sergio Cardona, Quantitative Leader, Mirai Advisory (MAT)

ENABLING DATA

1:45-2:20

Reviewing the overlooked pillar of trust

Session details 

  • How the lack of foundational data strategies have lead to recent bank fails
  • Understanding the critical role of defensive data strategies in banking
  • Utilising a defensive data approach to enable innovation
  • The importance of sound data usage for decision-making and strategy execution
  • The role of data in complying with regulatory and governance requirements
Wiehann Weerts 3[9] copy

Wiehann Weerts, Director, Monocle Solutions

TECHNOLOGY

1:45-2:20

Developing internal infrastructure to streamline processes and leverage technology

Session details 

  • Strategic migration to new technology platforms
  • Enhancing speed and scalability
  • Leveraging quantum computing as a risk management tool
  • Computation challenges and capabilities
  • Developing automation models
  • Optimizing validation end to end
Armel Massimina

Armel Massimina, Operational Risk Lead, National Bank of Kuwait (International)

BALANCE SHEET MANAGEMENT

2:20-2:55

Effective balance sheet management for long term strategy with short term volatility

Session details 

  • Managing constraints to liquidity, capital and interest rate risk
  • Managing interconnected nature of treasury risks
  • Balancing economic conditions to minimize capital impact
  • Stress testing economic conditions
  • Managing changing customer behaviors
    • Pricing deposits to remain effective
  • Setting up balance sheets to withstand market volatility
Sridhar_Aiyanger_LI_HS-120x120

Sridhar Aiyangar, Group Head, Balance Sheet and Liquidity Management, Bank ABC

CLIMATE RISK

2:20-2:55

Building climate risk into day-to-day operations including nature and biodiversity

Session details 

  • Reviewing the exploratory phase of climate regulatory stress testing
  • Embedding climate risk into the prudential capital framework
  • Assessing the future of climate risk and moving towards nature based solution
Federica-De-Vincenzi-LI-HS-120x120

Federica De Vincenzi, Head of Climate Risk, Scenario Expansion and RST Validation, Barclays

SYSTEMIC DESIGN

2:20-2:55

Reviewing how technology continues to change markets and how a systemic design approach could create new solutions for stability

Session details 

  • How does technology impact behaviour and stability of the global market system?
  • How do constraints for systemic stability evolve, for firms and regulators?
  • What conceptual systemic design can deliver sustainable systemic stability?
  • What migration paths from here to there – what are the initial steps?
  • Where will it be better to cooperate that to compete?
Francis-Gross-HS-120x120 (1)

Francis Gross, Senior Adviser, European Central Bank

MACRO ECONOMIC RISK – PANEL DISCUSSION

2:55-3:40

Impact of macro factor variables on risk management

Session details 

  • Reviewing how macroeconomic factors impact risk
  • Cross industry impact of inflation
  • Impact on growth and business objectives
  • Ripple effect of high inflation
  • Scrutinizing macro factors to maintain business viability
  • Impact of gilt market volatility on stress testing
Joao-Figueiredo-LI-HS-120x120

Joao Figueiredo, Head of Credit Risk Modelling, Metro Bank

Jerome-Henry-HS

Jerome Henry, Principle Adviser, ECB

John-East-LI-HS-120x120

John East, Head of Prudential Risk, SMBC

BOARD REPORTING – PANEL DISCUSSION

2:55-3:40

Understanding the role and responsibility of the board to better report

Session details 

  • Identifying top risks within an organization
  • Distinguishing between board reporting and assurance
  • Developing clear reporting to establish risk status
  • Setting a risk appetite framework for key risks
  • Identifying risk indicators to aggregate results
  • Responsibility of director vs non-director board members
  • Contribution of board reporting to board effectiveness
  • Best practice observed in board reporting
Lorraine-Solway-HS-120x120

Lorraine Solway, Director of Risk, Nest Corporation

Uwe-Klapproth-120x120

Uwe Klapproth, Head of Group Risk Management, Euroclear

Sophie-Dupre-Echeverria-120x120-1-2

Sophie Dupre-Echeverria, Chief Risk and Compliance Officer, GIB Asset Management

Germar-Knochlein

Germar Knochlein, Head of Division, ECB

DIGITAL ASSETS – PANEL DISCUSSION

2:55-3:40

Reviewing how digital assets fit within a business and developing risk appetite

Session details 

  • Adapting existing policies to include digital assets/cryptocurrency
  • Reviewing prudential frameworks for crypto assets
  • Treatment of assets on books and capitalization strategies
  • Building governance framework to manage crypto assets and currencies
  • Treatment of crypto exposures from a capital perspective
  • Reviewing the risk and compliance frameworks of digital assets
Farooq-Gulzar-HS-1-120x120

Farooq Gulzar, UK Chief Risk Officer, UBS AM

Marion-Laboure-LI-HS-120x120

Marion Laboure, Senior Economist, Deutsche Bank

Basima-Khuram-LI-HS-120x120

Basima Khuram, Director, International Lead, Digital Assets FCC Advisory, BNY Mellon

3:40-4:10

Afternoon refreshment break and networking

ESG

4:10-4:45

Inclusion of ESG risk into investment risk framework

Session details 

  • Reviewing impact to counterparty and credit risks
  • Identifying exposure to ESG related risks across channels
  • Impact of climate related fiscal expenses on sovereign risk
  • Integrating ESG into sovereign rating model
  • Understanding performance implications of certain exposures
  • Understanding environmental impact on bottom line
Dirk-Effenberger-HS-120x120

Dirk Effenberger, Head of Investment Risk, UBS Chief Investment Office, UBS AG

CYBER SECURITY

4:10-4:45

Protecting the organization and customers from increased cyber risk

Session details 

  • Systemic potential of cyber risk
  • Increased risk with complexity of technology and supply chains
  • Impact of geopolitical tensions on threat landscape Managing state actor led threats
  • developing proportionate balance of preventative and detective controls
  • Combination of technical defenses and education
  • Reviewing impact of ransomware on organizations
Nitesh-Kumar-LI-HS-120x120

Nitesh Kumar, Managing Director, Global Head of Cyber, Payment Systems Risk and Strategic Projects, BNP Paribas

CBDC

4:10-4:45

The future of central bank digital currencies

Session details 

  • Reviewing Bank of England digital currency release
  • Mechanics of how CBDC works
  • Treatment to manage risk
  • Inclusion of the digital Euro
OLYMPUS DIGITAL CAMERA

Aleksi Grym, Head of Fintech, Bank of Finland

LIQUIDITY

4:45-5:20

Managing liquidity risks and regulatory expectations

Session details 

  • What are the regulatory expectations for liquidity risk control and management
  • What are the differences in regulation across regions
  • Lessons learnt from the recent market events
Haitian-Li-LI-HS-120x120

Haitian Li, Managing Director, Head of Liquidity and Funding Risk Control, UBS

ESG – FIRESIDE CHAT

4:45-5:20

Enhancing oversight of social programs and mitigating reputation risks with potential greenwashing

Session details 

  • Investments in communities 
  • Inclusion of ESG considerations within third party risk 
  • Navigating social challenges across borders 
  • Aligning E, S & G for a holistic score 
  • Diversity, equity and inclusion disclosure requirements 
  • Reviewing FCA greenwashing consultation paperx
  • Managing risks of perceived greenwashing 
Keith_Davies_headshot

Keith Davies, Group Chief Risk & Compliance Officer, Admiral PLC

AI & MACHINE LEARNING

4:45-5:20

Leveraging AI and machine learning to increase efficiency across silos

Session details 

  • Reviewing The Artificial Intelligence Act
  • Model risk associated with the use of AI and machine learning
  • Complexity of validation requirements
  • Documentation and control requirements
  • Regulatory approaches to AI and machine learning
  • Automating manual tasks and processes

5:20-5:30

Chair’s closing remarks

5:30

End of day 1 and networking drinks reception

8:00-8:50

Registration and breakfast

8:50-9:00

Chair’s opening remarks

Christophe_Rivoire_Picture[1] copy
Moderated by: Christophe Rivoire, Head of Strategy, Opensee

ECONOMIC RISK –  PANEL DISCUSSION

9:00-9:45

Managing economic risks and long term impacts of global crisis

Session details 

  • Managing regional and global crises
  • Implications of a recession on financial institutions
  • Deterioration in asset quality as a result of economic downturn
  • Solvency of banks with impacts to revenue, costs and capital lines
  • Managing inflationary environment
Jeff-Simmons-HS-2

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

Hanna-Sarraf-120x120-1-2

Hanna Sarraf, Chief Risk Strategy Officer, Starling International

ENTERPRISE RISK MANAGEMENT

9:45-10:20

Leveraging technology to better manage enterprise risk management frameworks

Session details 

  • Use of technology to improve connectivity of different risk silos
  • Reviewing enterprise risks and re-allocating resources accordingly
  • How different silo frameworks should be communicating with one another
  • What does the future of technology hold for enterprise risk management
  • Leveraging cross-border data
  • Integrating different risk silos to manage risk more holistically
Thomas-Wallace-LI-HS-1-120x120

Thomas Wallace, Chief Risk Officer – Revolut UK, Revolut

10:20-10:50

Morning refreshment break and networking

Christophe_Rivoire_Picture

Moderated by: Christophe Rivoire,Head of Strategy, Opensee

BASEL 4

10:50-11:25

Reviewing finalization of Basel requirements and implementation approaches

Session details 

  • Overview of the latest Basel Standard
  • Basel implementation status and timelines across jurisdictions
  • New internal model and sensitivity based approaches
  • Other changes to the capital framework
  • Implementation decisions and capital impacts
  • Regulatory approval requirements
  • Operational challenges of the new framework
  • Potential for reduced use of internal models across the industry
Neels-Vosloo-HS-

Neels Vosloo, Director, EMEA Capital Policy and Advocacy, Bank of America Merill Lynch

Andrew_Sheen

Moderated by: Andrew SheenDirector, AJ Sheen Consulting

FINANCIAL CRIME

10:50-11:25

Developing holistic financial crime control frameworks and managing global regulatory disparities

Session details 

  • Managing regulatory complexity
  • Managing inclusion of AI and automation technology
  • Efficient and effective risk mitigation techniques
  • Leveraging and automating third party data
  • Proactively identifying risk
  • Aligning financial crime control practices
  • Reviewing financial crime control frameworks
Alia-Cooper-120x120

Alia Cooper, Wholesale Head of CDD, HSBC

Tanveer Bhatti

Moderated by: Tanveer Bhatti, Group Head of Model Risk Management, Revolut

AI AND MODEL RISK

10:50-11:25

Pragmatically viewing model risks in AI applications

Session details 

  • Credit risk fairness and explainability
  • Market risks role of noise and overfitting
  • Use cases of internal successes
  • Developing a challenger model
  • Building a roadmap for validation
Peter-Quell-120x120

Peter Quell, Head of Portfolio Analytics, DZ Bank AG

FRTB – PANEL DISCUSSION

11:25-12:10

Implementation of FRTB: Reviewing impacts of approaches

Session details 

  • Reviewing internal vs. standard model approaches
  • Managing treasury trade flows post FRTB
  • Externalization requirements for managing future risk
  • Adaptation and readiness across the organization
  • Progress towards internal model for CVA
  • Cost of non-modelable risk factors
Katie-Wolicki-HS-scaled-120x120

Katie Wolicki, Head of Financial and Model Risk Regulatory Policy and Engagement, HSBC

christophe-delcourt

Christophe Delcourt, Head of Business Development, EMEA, ActiveViam

Suman_linkedIn

Suman Datta, Head of Portfolio Quantitative Analytics, Lloyds Banking Group

Nicolae-Mera-HS-120x120

Nicolae Mera, Head of EMEA Market Risk Analytics, Morgan Stanley

FRAUD – PANEL DISCUSSION

11:25-12:10

Developing fraud detection and prevention techniques and keeping up with the pace of change

Session details 

  • Managing digital advances and changes in customer behavior
  • Cross industry collaboration
  • Challenges identifying money mules
  • Evolution of fraud tactics post pandemic
  • Leveraging data and insights across sectors
  • Managing increased proliferation of scams
  • Education strategies to protect potential victims
  • Reviewing the responsibility of online scams
  • Use case scenarios of fraud emerging across different business’
c

Zara Culican, Global Head Anti Bribery, Corruption and Fraud, UBS

Peter-May-LI-HS-120x120

Peter May, Group Head of Wholesale, Markets and Internal Fraud, HSBC

Allen-Anthony-scaled-120x120

Allen Anthony, Head of Financial Crime & Compliance Management, Nest Corporation

MODEL RISK – PANEL DISCUSSION

11:25-12:10

Reviewing evolving definition of models and expansion of the scope

Session details 

  • Developing broader model governance processes
  • Developing an integrated model risk structure
  • Governance of AI & machine learning outputs
  • Opportunities to automate validation
  • Integrating new techniques within risk modeling
  • Bank of England assessment on model risk
  • Identifying potential model failures
  • Engaging model risk with the strategy of the bank
souza-catarina-headshot.jpg-120x120

Catarina Souza, Head of Division, Model Development & Review, Bank of England

YBB_1-120x120

Yingbo Bai, MD, Head of Model Risk for Valuation Models and Methodologies, UBS

Gilles-Artaud-HS-120x120

Gilles Artaud, Head of Group Model Risk Audit, Credit Agricole Group

RISK FACTORS

12:10-12:45

Leveraging risk factor taxonomies for FRTB and derivative pricing models

Session details 

  • Overview of the different types of derivative pricing risk factors
  • Analysing derivative models to derive a risk factor taxonomy
  • Reviewing market risk factors taxonomies from multiple vendors
  • Assessing the challenges presented by FRTB with respect to management of risk factors
  • Understanding the assumptions that FRTB makes about all risk factors
  • The benefits of a centralised taxonomy of risk factors across other regulations
Charlie_Browne_GS-1

Charlie Browne, Head of Market Data, Risk and Quant Solution, Golden Source

PEOPLE RISK

12:10-12:45

Managing people risk in an environment of increased risk drivers

Session details 

  • Medium and long term repercussions of the great resignation
  • Managing increased salary expectations
  • Hiring and retention of talent
  • Impact of remote and hybrid working on recruitment
  • The influence that cost of living crisis will have on people risk
  • Factoring diversity and inclusion into people risk
  • Challenges of recruiting and retaining talent
Juergen Wienes

Juergen Wienes, Member of the Managing Board, Airbus Bank GmbH

AGENT BASED MODELING

12:10-12:45

Reviewing the agent based modelling (ABM) approach for credit and transition risks

  • Assessing the definition of agent based models
  • Comparing agent based models to traditional statistical and machine learning models
  • Reviewing the concept of agent based models
  • Examples of how ABM’s can be applied to model, credit and risks
  • Factors that ABM’s incorporate
  • Challenges associated with using agent based modeling approach
Jodie-Humphreys-LI-HS-120x120

Jodie Humphreys, Head of Innovation Solutions Group, Bank of America

12:45-1:45

Lunch break and networking

CLIMATE RISK

1:45-2:20

Managing climate financial risks and reflecting climate risk into capital frameworks

Session details 

  • Inclusion of climate risks within ECB stress test
  • Building climate within credit models
  • Quantifying potential financial impacts of nature and biodiversity
  • Incorporating EU taxonomy within loans process
  • Steering transition of balance sheet towards low carbon economy
  • Data to measure and calculate capitalization for climate risk
  • Reviewing future of regulation for managing climate risk and capital
Julius-Herfel-HS-120x120

Julius Herfel, Head of Audit, BNY Mellon

OPERATIONAL RESILIENCE

1:45-2:20

Reimagining operational resilience within institutions

Session details 

  • Reviewing operational resilience from a different approach
  • Alternating the perception of when an ‘event’ will happen not if
    • How does this change information and tool use
  • Inclusion of other aspects of resilience risk management
  • Reviewing how far risk management goes to inform resilience planning
  • Assessing the impact incidents have on an organizations resilience
  • Case study of reimagining resilience
Ben_White

Ben White, Principal Consultant – Operational Resilience, Business Continuity, Risk and Crisis Management, 4C Strategies

MODEL INVENTORY

1:45-2:20

Effectively managing expanded model inventories

Session details 

  • Challenge of validating new models
  • Reviewing inventory consolidation
  • Leveraging technologies to streamline model inventory processes
  • Assessing maturity of your model inventory
  • Understanding how your model inventory can support different functions
  • Steps from an inventory to a model risk management system
    • Flexible reporting that meets your stakeholders’ needs
    • Regulatory compliance
    • Managing model risk in the aggregate
Konstantina-Armata-HS-120x120

Konstantina Armata, Senior Modelling expert, former Group Head of Model Risk Management, Barclays

STRESS TESTING – PANEL DISCUSSION

2:20-3:05

Advancing stress testing programs and reviewing changing regulatory requirements

Session details 

  • Aligning capital and liquidity stress testing
  • Balancing regulatory and internal scenarios
  • Inclusion of ESG within ICAP & IMAP
  • Stress testing a recession
  • Reviewing scenarios with a big impact on health of a portfolio
  • Reversing models to identify risk aggregate
Chaoxin_Zheng_LI_HS

Chaoxin Zheng, EMEA Head of Scenario Analytics, Morgan Stanley

Lena_Katarina_Young_0BT_6195

Lena Young, Head of EMEA Treasury and Liquidity Risk, Credit Suisse

Nigel-Milbank-120x120-1

Nigel Milbank, Climate Programme Senior Lead, NatWest Group

RESILIENCE – PANEL DISCUSSION

2:20-3:05

Developing IT and operational resilience and reviewing progress towards implementation

Session details 

  • Technology recovery programs
  • Reviewing progress towards 2025 deadline
  • Investment in outdated IT infrastructure
  • Building and reporting resilience concepts
  • Coordinating efforts across departments for a holistic view
  • Impact of work from home and hybrid working on resilience plans
  • DORA: Practices to monitor third party risk
Ben-Davis-LI-HS-1-120x120

Ben Davis, Global Head of Resilience Risk, Managing Director, Barclays

Ben-Brundell-Headshot-scaled-120x120

Benjamin Brundell, Head of Operational and Technology Resilience Risk, Lloyds Banking Group

Daniel_Smidts

Daniël Smidts, Global Lead Financial Services solutions, Corporater

Sean-Titley-HS

Sean Titley, Director of Enterprise and Operational Risk, Metro Bank

BLACK BOX MODELS – PANEL DISCUSSION

2:20-3:05

Reviewing expectations and management of vendor/black box models with limited control and visibility

Session details 

  • Vendor compliance with model risk regulations
  • Governance and oversight of vendor models
    • Transparency of AI models
    • Documentation for effective validation
  • Visibility and transparency challenges
  • Explainability of black box models
  • Determining assurance and control processes
  • Identifying use cases for black box models
Emma-Hagan-LI-HS-1-120x120

Emma Hagan, Chief Risk and Compliance Officer, ClearBank®

Stuart-Burns-LI-HS-120x120

Stuart Burns, Director, Model Strategy & Oversight, Barclays

Ying-Poikonen-HS-120x120

Ying Poikonen, Head of Modelling Group for EMEA Region, Sumitomo Mitsui Banking Corporation

3:05-3:35

Afternoon refreshment break and networking

REVERSE STRESS TESTING

3:35-4:10

Reviewing new developments of the financial quantitative reverse stress test (FQRST)

Session details 

  • Introduction to FQRST, frameworks and examples
  • Practical challenges of implementation
    • Assessing uncertainty vs randomness or Including qualitative information in the framework
  • Application of reverse stress test in portfolio risk management, model risk management and regulatory surveillance
  • Anticipating the future of reverse stress testing
    • Generating ‘realist’ scenarios with machine learning software
    • Identifying important variables or parameters using AAD
Assad-Bouayon-120x120 (1)

Assad Bouayoun, Director, Quantitative Research Department, Daiwa Capital Markets

RISK CULTURE

3:35-4:10

Understanding the importance of getting risk culture right and challenges with practical implementation

Session details 

  • Distinguishing the difference between risk culture and culture risk
  • Identifying the key elements that factor into risk culture
  • Reviewing the challenges of practical implementation
  • Assessing the critical success factors of an effective risk culture
Nino-Gordeladze_profile-pic-scaled-120x120

Nino Gordeladze,  former Head of Enterprise Risk Management, Deputy CRO, Bank of Georgia

REGULATION

3:35-4:10

Approaching regulatory changes from a technological perspective

Session details 

  • Unintentional consequences of regulation
  • Impact of climate change regulations on local economies
  • Changes to unemployment as banks move away from industries
  • Impact of sanctions regimes
Madison-Gray-LI-HS-120x120 (1)

Madison Gray, Director, Global Head of Regulatory Change Management, Compliance, BNY Mellon

RISK ANALYTICS

4:10-4:45

Understanding the importance of developing risk factor analytics to create holistic scenario development

Session details 

  • Reviewing the process and use of a ‘Block and Pin’ approach
  • Assessing weighted flex and impacts
  • Managing the process in order for risk and business buy-in
  • Leveraging machine learning to study patterns
  • Best practice case study
Sunil-Verma-HS

Sunil Verma, Director, Head of EMEA FO Risk Appetite Quantitative Analytics, Citi

BEHAVIOURAL RISK

4:10-4:45

Reviewing behavioural risk and understanding how it can impact performance and integrity

Session details 

  • Importance of creating the correct behaviour within an institution
  • Understanding the relationship between behavioural and people risk
  • Reviewing best practice to apply behavioural risk management
  • Identifying behavioural risk
  • Assessing what firms can do to mitigate behavioural risk
Mirea-Raajimakers-HS-120x120

Mirea Raaijmakers, former Global Head, Behavioural Risk Management, ING

MODELING VOLATILITY

4:10-4:45

Modeling for macro-economic risks and capturing emerging risks

Session details 

  • Ensuring accuracy to make informed decisions
  • Predicting future customer behavior
  • Management overlays on models
  • Challenges predicting based on historical data
  • Quantifying risk with limited historical information
  • Impact of Covid-19 and government stimulus on predictive modeling
IMG_5878-1

Jeames Horn, Deputy Head of Impairment, Starling Bank

4:45-4:55

Chair’s closing remarks

4:55

End of Risk EMEA 2023

Would your organization like to partner with us on this event?

To discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities, please contact sales@cefpro.com or call us on +1 888 677 7007 ext. 207 for more information.

Sponsors

Knowledge partner

Co-sponsors

Associate sponsor

Content and media partners

Speakers

Keynotes and Heads of Risk

image-2 (1)

Sophie Dupre-Echeverria
Chief Risk and Compliance Officer
GIB Asset Management

image-1-120x120

Farooq Gulzar
UK Chief Risk Officer
UBS AM

Cecilia-Gejke-1

Cecilia Gejke
Chief Risk Officer
Private Banking Institution

Emma-Hagan-LI-HS-120x120-1

Emma Hagan
Chief Risk and Compliance Officer
ClearBank®

Stephanie Ip - Lamusee

Stephanie Ip – Lamusse
Chief Risk Officer
HSBC

Hanna-Sarraf-120x120-1-2

Hanna Sarraf
Chief Risk Strategy Officer
Starling International

Jeff-Simmons-1

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

Michael-Sparks-2-120x120

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

Thomas-Wallace-LI-HS-1-120x120

Thomas Wallace
Chief Risk Officer – Revolut UK
Revolut

Financial Risk

Sridhar_Aiyanger_LI_HS-120x120

Sridhar Aiyangar
Group Head, Balance Sheet and Liquidity Management
Bank ABC

Valeriu-LI-HS-120x120

Valeriu Bajenaru
Global Head of Enterprise Risk Management
Credit Suisse

Assad-Bouayon-120x120 (1)

Assad Bouayoun
Director in Quantitative Research Department
Daiwa Capital Markets

Charlie_Browne_GS-1

Charlie Browne
Head of Market Data, Risk and Quant Solution
Golden Source

Sergio Cardona

Sergio Cardona
Quantitative Leader
Mirai Advisory (MAT)

Suman_linkedIn

Suman Datta
Head of Portfolio Quantitative Analytics
Lloyds Banking Group

christophe-delcourt

Christophe Delcourt
Head of Business Development, EMEA
ActiveViam

John-East-LI-HS-120x120

John East
Head of Prudential Risk
SMBC

Dirk-Effenberger-HS-120x120

Dirk Effenberger
Head of Investment Risk, UBS Chief Investment Office
UBS AG

Joao-Figueiredo-LI-HS-120x120

Joao Figueiredo
Head of Credit Risk Modelling
Metro Bank

Jerome-Henry-HS

Jerome Henry
Principle Adviser
ECB

Julius-Herfel-HS-120x120

Julius Herfel
Head of Audit
BNY Mellon

Dilbagh-Kalsi-120x120

Dilbagh Kalsi
Partner, Head of UK Practice
Fintegral

Haitian-Li-LI-HS-120x120

Haitian Li
Managing Director, Head of Liquidity and Funding Risk Control
UBS

Nicolae-Mera-HS-120x120

Nicolae Mera
Head of EMEA Market Risk Analytics
Morgan Stanley

Nigel-Milbank-120x120-1

Nigel Milbank
Climate Programme Senior Lead
NatWest Group

Sreekar-Periketi-LI-HS-120x120

Sreekar Periketi
Executive Director
Morgan Stanley

Christophe_Rivoire_Picture[1] copy

Christophe Rivoire
Head of Strategy
Opensee

Charles-Richard-scaled-100x100

Charles A. Richard III
Senior Vice President of Marketing, Co-Owner
QRM

Jacek-Rzeznik-120x120

Jacek Rzeznik
Vice Director, ALM Risk
mBank

Olmo Vasques

Olmo Vazquez
Global CEO of Mirai Advisory
Mirai Advisory (MAT)

Sunil-Verma-HS

Sunil Verma
Head of EMEA FO Risk Appetite Quantitative Analytics
Citi

Neels-Vosloo-HS-

Neels Vosloo
Director, EMEA Capital Policy and Advocacy
Bank of America Merill Lynch

Katie-Wolicki-HS-scaled-120x120

Katie Wolicki
Head of Financial and Model Risk Regulatory Policy and Engagement
HSBC

Lena_Katarina_Young_0BT_6195

Lena Young
Head of EMEA Treasury and Liquidity Risk,
Credit Suisse

Chaoxin_Zheng_LI_HS

Chaoxin Zheng
EMEA Head of Stress Testing Analytics
Morgan Stanley

Non-Financial Risk

Lukky Ahmed

Lukky Ahmed
CEO & Co-Founder
Climate X

Allen-Anthony-scaled-120x120

Allen Anthony
Head of Financial Crime & Compliance Management
Nest Corporation

MB (1)

Megan Brown
Head of International
LogicGate

Ben-Brundell-Headshot-scaled-120x120

Benjamin Brundell
Head of Operational and Technology Resilience Risk
Lloyds banking Group

Alia-Cooper-120x120

Alia Cooper
Wholesale Head of CDD
HSBC

c

Zara Culican
Global Head Anti Bribery, Corruption and Fraud
UBS

Ben-Davis-LI-HS-1-120x120

Ben Davis
Global Head of Resilience Risk, Managing Director
Barclays

Keith_Davies_headshot

Keith Davies
Group Chief Risk & Compliance Officer
Admiral PLC

Federica-De-Vincenzi-LI-HS-120x120

Federica De Vincenzi
Head of Climate Risk, Scenario Expansion and RST Validation
Barclays

Sophie-Dupre-Echeverria-120x120-1-2

Sophie Dupre-Echeverria
Chief Risk and Compliance Officer
GIB Asset Management

Vivien_Foetz_Headshot

Vivien Foetz
Head of Financial Risk
Gulf International Bank Ltd

Maya-Goethals-copy-120x120

Maya Goethals
Director, Compliance and Risk Management
Bank of America Merill Lynch

Nino-Gordeladze_profile-pic-scaled-120x120

Nino Gordeladze
former Head of Enterprise Risk Management, Deputy CRO
Bank of Georgia

Imtiaz-Hussain-HS-120x120

Imtiaz Hussain
Managing Director and Deputy Chief Auditor
BNY Mellon

Uwe-Klapproth-120x120

Uwe Klapproth
Head of Group Risk Management
Euroclear

Germar-Knochlein

Germar Knochlein
Head of Division
ECB

Nitesh-Kumar-LI-HS-120x120

Nitesh Kumar
Managing Director, Global Head of Cyber, Payment Systems Risk and Strategic Projects
BNP Paribas

Peter-May-LI-HS-120x120

Peter May
Group Head of Wholesale, Markets and Internal Fraud
HSBC

Mirea-Raajimakers-HS-120x120

Mirea Raaijmakers
former Global Head, Behavioural Risk Management
ING

Jeff-Simmons-HS-2

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

Daniel_Smidts

Daniël Smidts
Global Lead Financial Services Solutions
Corporater

Lorraine-Solway-HS-120x120

Lorraine Solway
Director of Risk
Nest Corporation

Andrew_Sheen

Andrew Sheen
Director
AJ Sheen Consulting

Sean-Titley-HS

Sean Titley
Director of Enterprise and Operational Risk
Metro Bank

Wiehann Weerts 3[9] copy

Wiehann Weerts
Director
Monocle Solutions

Ben_White

Ben White
Principal Consultant – Operational Resilience, Business Continuity, Risk and Crisis Management
 4C Strategies

Juergen Wienes

Juergen Wienes
Member of the Managing Board
Airbus Bank GMBH

Model Risk and Technology Trends

Konstantina-Armata-HS-120x120

Konstantina Armata
Senior Modelling expert, former Group Head of Model Risk Management
Barclays

Gilles-Artaud-HS-120x120

Gilles Artaud
Head of Group Model Risk Audit
Credit Agricole Group

YBB_1-120x120

Yingbo Bai
MD, Head of Model Risk for Valuation Models and Methodologies
UBS

Tanveer Bhatti

Tanveer Bhatti
Group Head of Model Risk Management
Revolut

Stuart-Burns-LI-HS-120x120

Stuart Burns
Director, Model Strategy & Oversight
Barclays

Philippe-Coue-LI-HS-120x120

Philippe Coué
Head of CACIB Data Office
Credit Agricole CIB

Speaker-HS-1 (2)

Sam Das
Director of IT Risk
Metro Bank

Madison-Gray-LI-HS-120x120 (1)

Madison Gray
Global Head of Regulatory Change Management
BNY Mellon

Francis-Gross-HS-120x120 (1)

Francis Gross
Senior Adviser
European Central Bank

OLYMPUS DIGITAL CAMERA

Aleksi Grym
Head of Fintech
Bank of Finland

Farooq-Gulzar-HS-1-120x120

Farooq Gulzar
UK Chief Risk Officer
UBS AM

Emma-Hagan-LI-HS-1-120x120

Emma Hagan
Chief Risk and Compliance Officer
ClearBank®

IMG_5878-1

Jeames Horn
Deputy Head of Impairment
Starling Bank

Jodie-Humphreys-LI-HS-120x120

Jodie Humphreys
Head of Innovation Solutions Group
Bank of America

vivek_img-120x120

Vivek Jain
Head of Audit – Insurance, Pensions & Investments
Lloyds Banking Group

Basima-Khuram-LI-HS-120x120

Basima Khuram
Director, International Lead, Digital Assets FCC Advisory
BNY Mellon

Marion-Laboure-LI-HS-120x120

Marion Laboure
Senior Economist
Deutsche Bank

Carlos-Martin-HS-120x120

Carlos Martin
Executive Director – CIB Markets Operational Risk Management
JPMorgan Chase & Co.

Armel Massimina

Armel Massimina
Operational Risk Lead
National Bank of Kuwait (International)

Mo Philips

Mo Philip
Head of Information Security, Retail
Legal & General Plc

Ying-Poikonen-HS-120x120

Ying Poikonen
Head of Modelling Group for EMEA Region
Sumitomo Mitsui Banking Corporation

Peter-Quell-120x120

Peter Quell
Head of Portfolio Analytics
DZ Bank AG

souza-catarina-headshot.jpg-120x120

Catarina Souza
Head of Division, Model Development & Review
Bank of England

Christophe_Rivoire_Picture

Christophe Rivoire
Head of Strategy
Opensee

Amanda-Whiteley-120x120

Amanda Whiteley
Sector Director
Redis

Sponsors

Knowledge partner

Co-sponsors

Associate sponsors

Content and media partners

Venue & FAQs

Leonardo Royal Hotel London
Tower Bridge
45 Prescot Street
London
E1 8GP

We have secured a preferential rate at the venue from £213.00 inc VAT, based on single occupancy room only, double occupancy will be charged with £20.00 supplement fee. To book a room please go to the webpage Leonardo Royal Tower Bridge or phone (+44 (0) 870 4100 800) for the Reservations team quoting the block code LHCFPA140623

Frequently Asked Questions

Can I share my thought leadership at Risk EMEA?

CeFPro are happy to discuss speaking opportunities at the Risk EMEA Convention. For further information on this please contact production@cefpro.com if you are from a financial institutions / sales@cefpro.com if you are an information/service provider or call us on +44 (0)207 164 6582

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
  • Drinks reception at the end of day-1
  • Q&As, panel discussions, and audience participation technology

What is included within the registration fee?

Registration includes breakfast, refreshment breaks, lunches, the drinks reception at the end of day-1, full access to the sessions and exhibition area. Presentations from the sessions are also available via our post-event website, available on CeFPro Connect under Course Materials once the Summit has taken place.

Where can I find the Convention 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 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.

Are there any rules on dress code?

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

Register

Register for Risk EMEA today and join the likes of 150+ industry professionals and subject matter experts looking to engage in meaningful conversation and discuss the latest developments and challenges within the risk sector.

Register before June 2 and take advantage of our summer special rate.

Don’t miss out, we only have a limited number available and prices will increase.

Need assistance with your registration? Get in touch with us via email below, or call us on +44 (0)207 164 6582

Summer special rate | Expires June 2

Representing a financial institution or government body
£699*
Save up to £300*

E.g. Bank, Insurance company, Asset manager, Regulator

Representing an information or service provider
£1399*
Save up to £600*

E.g. Consultant, Vendor, Executive search firm, Law firm

* To qualify for the preferential ‘early bird’ rates, registration must be received by the close of the ‘early bird’ working day, and payment can be made at the time of registering, or up to a week after registration is made an invoice sent.
CeFPro reserves the right to increase rates should payment be delayed significantly. Should a delegate register at a rate that is inaccurate, CeFPro reserves the right to issue an additional invoice for the outstanding amount. All prices are subject to UK VAT, currently at 20%.