6th Annual Banking Risk & Regulation Summit


6th Annual Banking Risk & Regulation Summit

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6th Annual
Banking Risk & Regulation Summit

Risk EMEA 2017

Amba Hotel Marble Arch
Bryanston Street, London, W1H 7EH

Agenda Overview

Keynote Sessions and Presenters

Keeping up with the pace and change of the ever evolving regulatory landscape

The future of risk management: Where will risk management be in 2030

Bringing it all together: Aligning departments and regulatory requirements for a unified, consistent approach across the enterprise

“Trumpulence” and Brexit: How to make a risk analysis of high uncertainty situations within a decision-making process

BREXIT: Upcoming Regulatory Environment and Implications for the industry

Demonstrating an effective risk culture and aligning conduct for greater efficiency across the organisation

Jeremy Arnold

Jeremy Arnold Headshot

Chief Risk Officer, EMEA
Nomura International plc

Paul Berry

Paul Berry Headshot

Chief Risk Officer
Mizuho International

Kanwardeep Ahluwalia

Kanwardeep Headshot

Deputy Chief Risk Officer for EMEA and Head of EMEA Markets Risk
Bank of America Merill Lynch

Stephen Shelley

Stephen Shelley Headshot

Chief Risk Officer, Commercial Banking
Lloyds Banking Group

Will Jennings


Chief Risk Officer, Europe
Rabobank London

Catherine Brett

Catherine Brett Headshot

Chief Risk Officer, Corporate Bank

Jon Hinder

Jon Hinder Headshot copy

Head of Credit Risk Measurement
Bank of England

Adrian Burbanks

Adrian Burbanks Headshot 2

Chief Risk Officer, Europe and the Americas
National Bank of Abu Dhabi

Gernot Stania

Gernot Stania Headshot

Head of Section
European Central Bank

Three Streams Across Two Days

Fundamental Review of the Trading Book

Interpretation and implementation
Capital Impact
Aligning front to back office
P&L attribution
Risk factor modelability
Full revaluation and expected shortfall

NEW FOR 2017: Capital Management

Basel IV: unintended consequences
Capital optimisation
Stress testing
Integrating regimes
Internal capital requirements
Pillar 2 management
Capital Floors

NEW FOR 2017: Credit Risk

IFRS 9 implementation and interpretation
IFRS 9 scenario generation
Backtesting and model validation: IFRS 9
IFRS 9 and IRB approach
IRB models
Counterparty credit risk and CCP
Initial margin
Valuation adjustments
Non-performing loans

Day One | 9th May

08:00 Morning Registration & Coffee

08:50 Chair’s Opening Remarks


09:00 Keeping up with the pace and change of the ever evolving regulatory landscape

Basel IV: the finalisation of Basel III
CRD and CRR: Legislation and implementation
Navigating through the tsunami of regulatory changes: 2017 and beyond
Pace and scale of regulatory change

Catherine Brett, Chief Risk Officer, Corporate Bank, Santander
Kanwardeep Ahluwalia, Deputy Chief Risk Officer for EMEA and Head of EMEA Markets Risk, Bank of America Merrill Lynch
Nigel Wilkinson, Managing Director, Global Head of Regulatory Risk Management, Chief Risk Officer Division, Credit Suisse
Ashley Kovas, Senior Regulatory Intelligence Expert, Thomson Reuters
Adrian Burbanks, Chief Risk Officer, Europe and the Americas, National Bank of Abu Dhabi

KEYNOTE ADDRESS: Political Landscape
09:50 Political “Trumpulence” and Brexit: How to assess high uncertainty events and mitigate their impact

Beware of geeks bearing formulas: Getting to a territory where traditional risk models become useless
Thinking about the unthinkable: Incorporating a non-linearity principle in a decision-making process
Focus on human behaviour: Applying a dynamic stress simulation technique
Expect the unexpected: Building a robust crisis management framework

Dr Evgueni Ivantsov, Chairman, European Risk Management Council

10:30 Morning Refreshment Break & Networking

11:00 BREXIT: Upcoming Regulatory Environment and Implications for the industry

Regulation and future regime
Loss of passporting rights
Equivalence system approach
Operating in both the UK and the EU
What Europe looks like post-Brexit: The EU five years from now
Business infrastructure in major cities, attractiveness to investors without the UK in it
Implications on continental banking
Currency risk

Ruth Wandhöfer, Managing Director, Global Head Regulatory & Market Strategy, Citi
Dr Evgueni Ivantsov,  Chairman, European Risk Management Council

11:50 Implementing and demonstrating an effective risk culture

Demonstrating and evidencing maturity levels
Defining a success criteria that suits individual organisation
A risk culture benchmark
Measuring progression
Top down: Relating back to capital and risk measures

Anna Simons, UK Head of Conduct Risk, UBS

12:30 Lunch Break & Networking

Stream One:
Fundamental Review of the Trading Book (FRTB)
Stream Two:
Capital Management
 Stream Three:
Credit Risk


13:30 Finalising the interpretation of existing FRTB rules and obtaining clarity

  • Rules leaving room for interpretation
  • TBG questions: clarifications on rules
  • Local regulators variations from the rules
    • Running different models for different regulators

Nicolae Mera, Director, Market Risk Methodology, Credit Suisse
Erasmo Coletti, UK FRTB Lead, Risk Models, Morgan Stanley
Thomas Hougaard, Senior Project Management Officer, FRTB Programme, Nordea
Pascal Gibart, Head of Market Risk Analytics, Credit Agricole CIB

13:30 Basel IV: The move to a more standardised environment

  • Changes in capital regime
  • Implications for modelling and capital management
  • Calibration of Basel IV capital models
  • Standardisation across all operations of bank
  • Increasing capital requirements: Absorbing additional RWA’s

Richard Chenga-Reddy, Global Head of Regulatory Affairs, Standard Chartered Bank
Rajiv Arora, Head of Regulatory Change, Mizuho International
Robert Wagner, Head of Group Capital Management, Danske Bank

13:30 Understanding and implementing the standard and interpreting principle based terms

  • Ambiguous definitions
    • Establishing a standard across the industry
  • Meeting regulatory expectations
  • Impact of IFRS 9 on capital and leverage
  • Parallel run phase: The initial impact of IFRS 9
    • Adjusting day-to-day
    • On-going monitoring and reporting of IFRS 9 provisions

Mastoure Moussavi, IFRS 9 Methodology Design Lead, Lloyds Banking Group
Erdem Ultanir, Quantitative Credit Risk Analytics Lead, Barclays
Jan-Philipp Hoffman, Head of VAR and Pricing Models, Deutsche Postbank AG

14:20 Understanding the capital implications of the FRTB

  • How much will the new rules require increase in capital?
  • Impact on exposure and banks business model
  • Reviewing business on certain product types with increased capital

Nicolae Mera, Director, Market Risk Methodology, Credit Suisse

14:20 Discussing the potential unintended consequences across risk categories of Basel IV implementation

  • Unintended consequences: MREL, FRTB, AMA and standardised
  • Consequences on the overall business
  • Impact on global financial stability
  • What it means for standardised vs. IRB?
  • Capital, liquidity and leverage requirements impacts

Rajiv Arora, Head of Regulatory Change, Mizuho International

14:20 IFRS 9 Scenario Generation: Understanding macro-economic scenario requirements

  • Meaning of scenario generation in IFRS 9 context
  • Picking the right scenarios
  • Number of scenarios: three or five?
  • Definition of expected adverse

Moody’s Analytics

15:00 Understanding the benefits and implications of operating under IMA or SBA 

  • Deciding on desks
  • Achieving IMA
    • Balance between cost of implementation and capital savings
  • Merits in implementing IMA
  • SBA overview and implications
  • Investing money in developing IMA

Sylvain Martinez, Head of Market Risk and Analytics, ICBC Standard Bank

15:00 Understanding the CRD V regulation

  • Review of the Capital Requirements Regulation (CRRII) and Directive (CRDV)
  • Impact of the CRD V regulation as set out in the proposals on the banks
  • European Specificities
  • BRRD & SRM
  • What should banks be doing now?

Richard Bennett, VP, Regulatory Reporting, EMEA, Wolters Kluwer

15:00 Forward-looking and multiscenario aspects in IFRS 9 models

  • Forward-looking approaches for IFRS 9
  • Multiscenarios implementation
  • Drivers of IFRS 9 provision volatility
  • Backtesting issues related to forward-looking

Vivien Brunel, Head of Risk and Capital Modelling, Société Générale

15:40 Afternoon Refreshment Break & Networking


16:10 Executing the FRTB in practice and contending with timing constraints

  • Scope of expectations
  • P&L attribution and consequences for re-aligning infrastructure
  • Transposing Basel framework into national and European legislation

Pascal Gibart, Head of Market Risk Analytics, Credit Agricole CIB
Jan-Philipp Hoffman, Head of VAR and Pricing Models, Deutsche Postbank AG
Alexander Tsorlinis, Head of Market Risk Management, Raffeisen Bank International AG

16:10 Effectively co-ordinating stress testing across jurisdictions, regulators and at group level

  • Co-coordinating at group level:
    • Interrelation between capital, liquidity, funding and interest rate risk
  • Executing scenarios and assumptions into practical stress testing tasks
  • Impact on capital

Gernot Stania, Head of Section, European Central Bank
Daniel Mayenberger, Global Head of Portfolio Model Risk Management, Credit Suisse
Erdem Ultanir, Quantitative Credit Risk Analytics Lead, Barclays
Sunil Verma, Head of Market Risk Stress Testing Methodology, UBS


16:10 Assessing the similarities and differences between IFRS 9 and the updated Basel IRB framework

  • Definition of default
  • Measurement of loss given default (LGD)
    • Modelling within credit cycle
    • Measuring in low default models: Using two different models with different results
    • Creating models using average historic LGD’s
  • Modelling of exposures
  • Communication, governance and documentation

Jon Hinder, Head of Credit Risk Measurement, Bank of England
Alan Smillie, Head of Capital and Ratings Methodology, Nomura
Catherine Keane, Head of Bank and Country Risk, Bank of Ireland

17:00 Full Revaluation and Expected Shortfall

  • Standard vs. Enhanced Approach
  • Ensuring accuracy of the risk factors in your model
  • Managing non-modellable risk factors (NMRF)
  • Translating Business to IT

Amit Gupta, Global Head of Structured Rates IT, UBS
Matthew Thomson, Senior Program Manager Azure Big Compute, Microsoft Corporation

17:00 Optimising capital numbers whilst overcoming increasing regulatory pressures

  • Cost and business model changes
  • Capital usage
  • Separating the woods from the trees: Ringfencing, FRTB, Volcker, Dodd Frank Act…
  • Balance sheet optimisation
  • Delivering profits to shareholders

Tony Roberts, Head of Group Leverage Management, Deutsche Bank

17:00 The future of AIRB models after the ‘Basel IV’ capital floors

  • Road to ‘Basel IV’
  • Summary of key regulations
  • Implication on the current AIRB model landscape
  • Opportunities and risks

Remo Allgäuer, Head of AIRB Ratings Models, Credit Suisse AG

17:40 Chair’s Closing Remarks

17:50 End of Day One & Evening Cocktail Drinks Reception

Day Two | 10th May

08:15 Morning Registration & Coffee

08:50 Chair’s Opening Remarks


09:00 The future of risk management: Where will risk management be in 2030

The evolution of risk management as a function: How to prepare
Regulatory changes
Blockchain, FinTech and distributed ledger technology
Integration on a global level: Cloud
Removal of a need for intermediaries?

Jeremy Arnold, Chief Risk Officer, EMEA, Nomura International plc
Paul Berry, Chief Risk Officer, Mizuho International
Stephen Shelley, Chief Risk Officer, Commercial Banking, Lloyds Banking Group
Will Jennings, Chief Risk Officer, Europe, Rabobank London


09:50 Reviewing the increasing regulatory focus on cyber security and technology within the banking industry

Cyber regulatory expectations
Adequate controls in place to protect customers
Interaction between cyber and fraud
Level of accountability
Process and security measures
Fintech: Competitive disruptions?
Bank calibration with FinTech
Risk to bank business – FinTech less regulated

Ruth Wandhöfer, Managing Director, Global Head Regulatory & Market Strategy, Citi
Ewen O’Brien, EMEA Sales Director, BitSight Technologies
Rory Conway, Chief Compliance Officer, EMEA, MetLife
Matthew Thomson, Senior Program Manager Azure Big Compute, Microsoft Corporation
Brian Dilley, Group Director of Fraud and Financial Crime Prevention, Lloyds Banking Group

10:40 Morning Refreshment Break & Networking

Stream One:
Fundamental Review of the Trading Book (FRTB)
Stream Two:
Capital Management
Stream Three:
Credit Risk

11:10 Assessing the challenges of P&L attribution and ability to pass the tests

  • Difficulty in passing P&L attribution tests: Consequences of failure
  • Bringing different bank systems together
  • Aligning risk and front office calculations
  • Rebuilding infrastructure
  • Treatment of valuation adjustments under P&L attribution

Alan Smillie, Head of Capital and Ratings Methodology, Nomura

11:10 Reviewing the calculation of internal capital requirements as a buffer on top of regulatory minimums

  • How to set the ‘right’ level of capital
  • What risk coverage should be considered
  • What measurement and modelling techniques can be leveraged
  • How to determine the size of a buffer for a bank to withstand a severe downturn period
  • Impact of increased level of capital requirements through advanced balance sheet optimisation techniques
  • Revisiting and embedding RAROC as a methodology to allocate capital and deliver risk-adjusted performance results

Hanna Sarraf, Head of Risk Strategy, Bank of Ireland

11:20 Update IFRS 9: Current implementation challenges and solution approaches

  • SPPI criterion in the course of classification and assessment
  • Risk parameters and stage transfer criteria for impairment
  • FINREP requirements for reporting
  • Checklist for implementation projects

Lars Meyer, Head of Accounting Practice, zeb

11:50 P&L Attribution: Calibration of thresholds and consequences

  • Difficulty in managing current calibration and passing P&L attribution tests
  • New calibration
  • Where should the new threshold be?

11:50 Challenges in Pillar 2 management going forward

  • European approach to splitting pillar 2
  • Alignment of approaches to setting pillar 2a and 2b
  • Impact on capital instruments and investor perception

Eva Porz, Head of Capital Structuring, Lloyds Banking Group

11:50 How to face the challenge of IFRS 9 implementation under the Standard Approach? A practical guide to methods and IT solutions

  • Why is the implementation of IFRS 9 more challenging for financial institutions (FIs) under the Standard Approach than for other FIs?
  • Is there a royal road to IFRS 9? Are there any simplification possibilities in IFRS implementation?
  • Screening simplification possibilities that are widely used by FIs: The joint survey of Online and CEFPRO in December, 2016
  • Survey findings: Most popular simplification techniques, least popular ones?
  • What changes occurred in Q1 2017? Updating the results of the survey
  • Drawing conclusions for all who are implementing IFRS 9

József Németh, Deputy CEO, Online Business Technologies

12:30 Lunch Break & Networking


13:30 Looking ahead to FRTB implementation and understanding the requirements

  • Finalising interpretation of existing rules
  • Approval process
  • Transition process from existing regulatory regime to FRTB regime
  • Challenges as a global bank
  • Pricing

Ed Duncan, Director, Risk, Barclays
Milan Dragas, Head of Market Risk Analytics, Europe, Standard Chartered Bank
Arthur Rabatin, Head of Market Risk Technology, BNY Mellon
Xavier Bellouard, Managing Director, ActiveViam


13:30 Integrating existing capital models and regulatory regimes for a unified process

  • Pillar 1, stress testing, IFRS 9
  • Leveraging existing infrastructure
  • Stress testing scenarios for IFRS 9
  • IFRS 9, PD & LGD models and stress testing: Producing similar measures
  • Economic capital

Ed Jenkins, Global Head of Wholesale Credit and Market Risk, HSBC
Mastoure Moussavi, IFRS 9 Methodology Design Lead, Lloyds Banking Group
Lars Meyer, Head of Accounting Practice, zeb

13:30 Looking at counterparty risk in light of new regulation: Moving to clearing houses

  • Concentration risk: Consequences and next steps
  • Holding collateral to collect initial margin
  • Impact of CCPs: Clearing houses
  • Accounting for exposure and being charged capital against exposure
  • Finding and posting cash to clearing houses
  • Capturing and capitalising CCP risk
  • Lack of clear regulatory framework
  • Collateral transformation
  • Operational risk burden

Richard Settle, Chief Risk Officer, GSS, Deutsche Bank
Sean Hrabak, Executive Director, JP Morgan
Fidelio Tata, Manager, zeb
Lucia McMonagle, Managing Director, Regional Head of Credit Risk (EMEA), BNY Mellon

14:20 Reviewing the regulatory definition of non-modellable risk factors and limiting them to pass P&L attribution tests

  • Defining and limiting the number of non-modellable risk factors
  • Ability to pass P&L test
  • Prudential consequences: Capital punishment
  • Collecting evidence from external sources
    • Working in practice
    • Integrating vendor risk into this strategy

Ed Duncan, Director, Risk, Barclays

14:20 Reviewing the upcoming setting of capital floors and impact on overall requirements

  • Calibrating Basel framework
  • Potentially increased capital requirements
  • Replacement of floors
  • Risk sensitivity and comparability
  • Reviewing treatments

Satish Anand, Pre-Sales Consultant, AxiomSL

14:20 SA-CCR vs. IMM

Richard Rossmanith, Head of Change for Counterparty Credit Risk, Deutsche Bank

15:00 Practical insights from the modellability assessment

  • Establishing a clear relationship between risk factors and transactions
  • Finding the right risk factor definition and granularity
  • Collecting data into one place
  • Coping with complex and derived risk factors
  • Combining various data sources to maximize modellability

Tim Becker, Head of VAR Methodology, Vice President, Deutsche Bank

15:00 Building a new layer in the bank capital structure

  • Background and rationale for the new requirements
  • MREL vs.  TLAC
  • Implementation timelines
  • Calibration of the requirements
  • Qualifying instruments
  • Investor considerations and market practice

Emil Petrov, Managing Director, Head of Capital Structuring, Nomura 

(View our TLAC & MREL 2017 conference here)

15:00 Assessing the current stage of MVAs and initial margin with respect to bilateral margin or in the context of a CCP

  • Review of different initial margin methodologies (CCPs, SIMM)
  • Integration of IM models into MVA model (using AAD)
  • Impact on MVA risk, netting and clearing management strategy

Assad Bouayoun, Director, XVA Senior Quant, Scotiabank

15:40 Afternoon Refreshment Break & Networking

16:10 Bringing it all together: Aligning departments and regulatory requirements for a unified, consistent approach across the enterprise

Aligning risk functions, controls, audit, accounting with real business
Focus shift to capital
Capital optimisation
Lessons learn from regulatory changes and impact on capital
Limitations of risk in isolation

Kanwardeep Ahluwalia, Deputy Chief Risk Officer for EMEA and Head of EMEA Markets Risk, Bank of America Merrill Lynch
Ed Jenkins, Global Head of Wholesale Credit and Market Risk, HSBC
Rory Conway, Chief Compliance Officer, EMEA, MetLife
Richard Chenga-Reddy, Global Head of Regulatory Affairs, Standard Chartered Bank

17:10 Chair’s Closing Remarks

17:20 End of Risk EMEA Summit 2017

Assessing the business implications of the Fundamental Review of The Trading Book

Live Webinar: Thursday 6 April, 2pm GMT.
Duration: 45 Minutes

What will be discussed?

Overall impacts: What is at stake?
Model permission: How might it work?
Structuring of desks: What are the drivers?
Configuration of front to back office processes: What is required?
Front office desk allocations and impacts on the business: Possible mitigating actions?
FRTB Vs. Volcker: Overlaps and potential constraints?

Hear from:

Ed-Duncan-Headshot copy

Ed Duncan,
Director, Risk,

Bo Boisen Headshot

Bo Boisen,
Head of Strategic Projects and Agile Project Lead (APL) for Risk Platform and FRTB,
Nordea Bank AB

britta Achmann headshot copy

Britta Achmann,
Head of Business Implementation, Risk Change,
Deutsche Bank

5th April 2017

Preparing for IFRS 9 implementation and assessing the interaction between IFRS 9 and the updated Basel IRB framework

5th April 2017

Executing the FRTB in practice and contending with timing constraints

5th April 2017

Looking ahead to FRTB implementation and understanding the requirements

Xavier, can you tell the Risk Insights’ readers about yourself and your professional experiences? In 2005 I became one of the founders and managing directors at […]
28th March 2017
Rajiv Arora

The potential unintended consequences across risk categories of Basel IV implementation

23rd March 2017

Assessing the challenges of P&L attribution and ability to pass the tests

16th March 2017

Keeping up with the pace and change of the ever evolving regulatory landscape

9th March 2017

Reviewing the increasing regulatory focus on cyber security and technology within the banking industry

7th March 2017

Understanding CRR II and CRD V

22nd February 2017

Effectively understanding if and how to model the un-modellable

21st February 2017
Emil Petrov

TLAC and MREL: Building a new layer in the bank capital structure

21st February 2017
Paul Berry

Where will risk management be in 2030?

8th February 2017

FRTB: Default risk modelling

8th February 2017
Brazil Argentina and world flags

Reviewing the upcoming regulatory landscape and environment as a result of Brexit and Basel IV

3rd February 2017

Assessing the current stage of MVAs and initial margin with respect to bilateral margin or in the context of a CCP.

2nd February 2017

Assessing the preparedness of financial institutions using standard approach for IFRS 9

Kanwardeep Ahluwalia

Kanwardeep Headshot

Deputy Chief Risk Officer for EMEA and Head of EMEA Markets Risk


Kanwardeep Ahluwalia is Head of EMEA Markets Risk and Deputy Chief Risk Officer for EMEA, based in London.
Kanwardeep joined Bank of America Merrill Lynch from Swiss Re where he served both as the Head of Financial Risk Management (FRM) and the Reinsurance CRO for EMEA. In these roles, he had responsibility for all group-wide credit and financial market risks, including model validation and price verification, as well as the full spectrum of insurance, regulatory and operational risks for Swiss Re’s business in Europe. Prior to that, he worked at Bear Stearns where he had a number of positions leading to the roles of CRO for Europe & Asia and Global Head of Market Risk. This was preceded by a period working in regulation for the UK’s former Securities & Futures Authority.
Kanwardeep holds a degree in Physics from Oxford University and a Ph.D in Theoretical Physics from Cambridge University.

Remo Allgauer

Remo Allgauer Headshot

Head AIRB Rating Models

Credit Suisse AG

Remo Allgäuer is a member of the Chief Risk Officer Division and Head of Rating Models. In his current role, he is responsible for the global coverage of AIRB rating models of Credit Suisse. After his studies of Engineering and Management, Remo started his career in risk modelling at Credit Suisse in 2007 where he has had various positions in the Credit Analytics space. He was involved in projects covering the development of AIRB models, building up a unit for development of AIRB parameters in a Centre of Excellent location and was leading the Analytics Team responsible for automating credit approval processes. Remo Allgäuer holds a B.Sc in applied science in Engineering and Management from the University of Winterthur.

Jeremy Arnold

Jeremy Arnold Headshot

Chief Risk Officer, EMEA


Jeremy has 25 years’ experience, both as a trader and risk manager. Having started his career at BZW as an equity derivative trader, he moved into market risk management, before returning to a trading role in the late 90’s. He then moved to Commerzbank in 1998 back into a market risk role, progressing to the Global Head of Market Risk in 2001. Since then, he held a variety of market risk roles in both UBS and Investec, before joining Nomura as EMEA Head of Market Risk in 2011. He was appointed Chief Risk Officer, EMEA in Nomura in July 2015.
Jeremy holds a Masters in Economics from Cambridge University.

Rajiv Arora

Rajiv Arora Headshot

Head of Regulatory Change

Mizuho International

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.

Tim Becker


Head of VAR Methodology, Vice President

Deutsche Bank

Tim Becker is a VP within Deutsche Bank‘s risk methodology department in London where he is currently leading the VaR methodology team and a FRTB methodology team.

Prior to joining Deutsche Bank, Tim developed and implemented quantitative risk models as a quantitative analyst for an energy trading company and as a management consultant.

Tim earned an MSc in Mathematical Finance from the University of Oxford, has a Master’s degree in Business and Engineering from the University of Karlsruhe, Germany and is a certified Financial Risk Manager since 2009.

Tim can be contacted by e-mail on: Tim-P.Becker@db.co

Xavier Bellouard

Xavier Bellouard Headshot

Managing Director


Xavier Bellouard is Managing Director of ActiveViam and one of its founders. Based in London, Xavier manages the UK operations and oversees the commercial efforts of the company across EMEA and Asia/Pacific. Before founding ActiveViam, Xavier was a key contributor to the development of Summit Systems, a software vendor of applications for front-office operations and trading desks.

Xavier is passionate about the contribution that ActiveViam’s technology can make to the bottom-line of companies operating in highly demanding and complex markets. “Our bottom-up, experience-driven approach to innovation is a fundamental component of the company’s DNA. Since ActiveViam was created in 2005, we have valued it as a prerequisite to delivering cutting-edge technology to our clients”.

Richard Bennett

Richard Bennett Headshot

VP, Regulatory Reporting, EMEA

Wolters Kluwer

Richard Bennett has over 25 years’ experience in the financial technology sector working for numerous risk specialist companies and has developed in-depth knowledge of a wide range of sectors, including investment and wholesale banking, risk management, capital markets, derivatives and trading systems.  As vice president of regulatory reporting, Richard oversees the success of Wolters Kluwer’s regulatory reporting solution and business in EMEA, identifying growth areas and shaping strategy.

Paul Berry

Paul Berry Headshot

Chief Risk Officer


Paul Berry is the Chief Risk Officer of Mizuho International Plc, having joined Mizuho in 2013.  In a career that spans over 30 years, Paul has held front office roles in relationship banking however the majority of his career has been spent in Risk Management, predominantly focused on credit risk management of trading room products and trading room counterparties.  Prior to joining Mizuho Paul has held senior Risk Management positions with: CIBC, ABN AMRO Bank and RBS.  Paul holds an MBA from CASS Business School.

Assad Bouayoun

Assad Bouayoun Headshot

Director, XVA Senior Quant


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.

Catherine Brett

Catherine Brett Headshot

Chief Risk Officer, Corporate Bank


Catherine joined Santander in April 2016 as Chief Risk Officer, Corporate Bank. Prior to Santander Catherine joined HSBC in 2004 as Managing Director, Head of Banks & Securities Houses European Global Banking Division. She moved to the Risk division in 2010 and has undertaken roles as Chief Operating Officer, Chief Data Officer and most recently as a Chief Risk Officer within the Europe Risk team. In addition, Catherine has served as a Non-Executive Director on the boards of HSBC Bank Polska and HSBC Bank Pension Fund (UK).

Prior to HSBC, Catherine worked as a relationship Manager for corporate and financial institution clients at Citigroup and Barclays. She holds a degree in Economics.

Vivien Brunel

Vivien Brunel Headshot

Head of Risk and Capital Modelling

Société Générale

Vivien Brunel has more than 15 years of experience in the banking industry and he is now heading the Risk and Capital Modeling department at SG, and is in particular in charge of setting the modeling standard for IFRS 9 within SG. Previously, he had different position as Deputy head of internal models audit, credit structure or quant. Vivien is also Professor of finance at Ecole Supérieure d’Ingénieurs Léonard De Vinci in Paris, a French Grande Ecole.

Adrian Burbanks

Adrian Burbanks Headshot 2

Chief Risk Officer, Europe and the Americas

National Bank of Abu Dhabi

Adrian Burbanks is the Regional CRO for the National Bank of Abu Dhabi covering Europe and the Americas. His 30 years in risk management at a number of first tier global financial institutions, that include Merrill Lynch, HSBC, Deutsche Bank and UBS have given him extensive experience across a range of developed and emrging market geographies in corporate, bank, sovereign, NBFI and private client businesses and product expertise that includes Structured Derivatives, Real Estate Financing, Trade Products and Investment Banking. His current role is focused on implementation of strong and consistent risk governance processes and enhancement of risk management practices and models across the region.

Richard Chenga-Reddy

Richard Chenga-Reddy headshot

Global Head of Regulaotry Affairs

Standard Chartered Bank

Richard is Global Head of Regulatory Affairs within the Group Public Affairs team at Standard Chartered Bank.  He is responsible for assessing the implications of key regulatory developments likely to affect the Bank’s global operations and coordinating its response.  Prior to that, Richard worked in Group Treasury supporting the Group’s capital planning and management activities, and leading on its compliance with regulatory capital requirements including Basel II, Basel III and other related requirements.  Richard has also held a number of other roles at the Bank including Financial Controller of the Group Technology and Operations function and Head of Regulatory Capital Reporting.

Earlier in his career, Richard worked at KPMG where he qualified as a chartered accountant whilst working in audit and forensic accounting; he then worked at Jardine Matheson in internal audit covering Europe and the Americas.

Richard has a degree in Accounting and Financial Analysis from the University of Warwick and is a Fellow of the Institute of Chartered Accountants in England and Wales.

Erasmo Coletti

Erasmo Coletti Headshot

UK FRTB Lead, Risk Models

Morgan Stanley

I have been at Morgan Stanley since April 2014 and in Finance as Quantitative analyst since 2005.

Rory Conway

Rory Conway Headshot

Chief Compliance Officer


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.

Brian Dilley

Brian Dilley Headshot

Group Director of Fraud and Financial Crime Prevention

Lloyds Banking Group

Brian has over 19 years of financial crime experience, the last 16 of which have been in financial services. He oversees Fraud and Financial Crime prevention for all Lloyds Banking Group brands.
Prior to joining LBG he was the Global Head of Anti-Money Laundering Services and he led the UK FS Forensic team at KPMG.
Brian spent more than four years at the FSA where he was Head of Department in the FSA’s Enforcement Division during the implementation of FSMA and the development of the FSA’s financial crime strategy. Whilst at the FSA, Brian conducted the FATF mutual evaluation of Latvia and was part of the team that responded to the mutual evaluation of the UK.
Brian then spent over 3 years at UBS Investment Bank where he became a Managing Director and Global Head of AML Compliance.

Milan Dragas

Milan Dragas Headshot

Head, Market Risk Analytics, Europe. Risk Measurement – Market Models

Standard Chartered Bank

Milan has been working for the Standard Chartered Bank in London for 6.5 years, where his current job title is the Head of Market Risk Analytics, Europe. His principal work themes include looking after the FRTB development (Residual Risk, SBA, ES), VaR model methodology, backtesting, and writing code for bank’s Risk Analytics functional programming library. Previous banking experience also includes various roles in Valuation Control Methodology at both SCB and Barclays Capital. Prior to his career in finance, Milan worked as a research scientist in optics and telecommunications for 5 years.

Milan holds Ph.D. in Opto-Electronics and BEng in Electronics, both from the University of Bristol.

Ed Duncan

Ed Duncan Headshot

Director, Risk


Ed Duncan is a Director within Barclays Investment Bank Risk function, responsible for the bank’s transition to the new revised Market Risk framework (FRTB). Prior to this he was responsible for establishing a global team of technical experts covering a broad spectrum of Risk disciplines (Market, Counterparty Credit, and Credit risks) from a regulatory perspective, incorporating key regulatory reform projects such as Basel II.5 and Basel III.  He has had over six years of success in this senior role using an extensive knowledge of regulation and risk management, applying relationship skills built on experience in liaising at a senior level of Banking, Risk, and Policy Making.

Pascal Gibart

pascal gibart headshot

Head of Market Risk Analytics

Credit Agricole CIB

Pascal Gibart is Head of Market Risk Analytics (MRA) in the Market Risk Department of CA-CIB the Corporate and Investment Bank of Crédit Agricole. MRA is in charge of model review for all asset classes.
Before joining CA-CIB in 2003, he was Head of Trading at Credit Agricole Lazard Financial Products, a joint venture between Lazard and Crédit Agricole based in London.

Amit Gupta


Global Head of Structured Rates IT


Amit Gupta is head of front office risk technology at UBS Investment Bank. He is responsible for the bank’s risk and P/L calculation platform across all asset classes, from cash products to exotic derivatives. This comprises 30 IT systems and around 100,000 compute cores.

Amit has worked in the investment banking technology area for the last 19 years. Prior to UBS he held positions at Goldman Sachs, RBS Financial Markets and Bank of America/Merrill Lynch.

He graduated in electrical engineering from Cambridge University.

Jon Hinder

Jon Hinder Headshot

Head of Credit Risk Measurement

Bank of England

Jon has 25 years’ experience in the area of retail credit risk management, covering the development of technical and strategic risk management solutions within a wide range of organisations in the banking and retail lending Industry. Since 2003 Jon has focused mainly on regulatory models, and has developed in depth knowledge and experience of the credit risk regulatory framework, including IRB model development, validation and stress testing. Jon was director of his own consultancy firm for ten years, before joining the PRA in 2014. Jon currently heads up the Credit Risk Measurement team, which has responsibility for oversight of IRB models across all asset classes.

Jan-Philipp Hoffmann

Jan Phillip Hoffman Headshot

Head of VAR & Pricing Models

Deutsche Postbank

Jan-Philipp Hoffmann was studying mathematics and economics at University of Göttingen and received his PhD in mathematics in 2004. Afterwards he joined the pricing model validation and market risk methodology team at LBBW covering the model approval and risk factor model development of ird exotics. In 2010 he
joined Deutsche Postbank where he is leading the validation team of pricing models and value-at-risk methodology. Since this time his is strongly involved in developing a sound definition of model risk and implementing effective governance around model risk and validations of pricing as well as risk models.

János Hoós

János Hoós headshot

Chief Consulting Officer


János Hoós has a Master degree in Finance from the Corvinus University of Budapest in Hungary. He started his career by ABM Ambro Bank afterward he joined to the KBC Group (KH Bank). During the 15 years he spent in the banking industry he was responsible for statutory and management reporting and the development of non-retail PD, EAD and LGD models. He was also involved in various projects to reduce capital wastage, implement rating system, loan origination process and credit risk data-mart. Among others János was the project manager of the Basel 2 implementation and successfully gathered the Advanced IRB license from the Hungarian Regulator.
Presently he is the Chief Consulting Officer of ApPello, a leading technology company focusing on risk management solutions for Banks. In his role János is in charge of maintaining and building up business relationships and product development strategy.

Thomas Hougaard

Thomas Hougaard Headshot

Senior Project Management Officer, FRTB Programme


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

Sean Hrabak

Sean Hrabak Headshot

Executive Director (Model Review)

JP Morgan

Sean Hrabak will be presenting at Risk EMEA 2017.

Dr Evgueni Ivantsov

Evgueni Ivantsov Headshot


European Risk Management Council

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

Ed Jenkins

Ed Jenkins Headshot

Global Head of Wholesale Credit and Market Risk


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.

Will Jennings


Chief Risk Officer, Europe

Rabobank London

Will Jennings will be presenting at Risk EMEA 2017.

Catherine Keane

Catherine Keane Headshot

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, and spent several years in Corporate Lending in the RBS and BOI group. She was Head of Structured Business within the Trading Group prior to her appointment to the Credit role in GM and is very familiar with risk in complex instruments. She is a member of the Group Market Risk Committee, the EMT in Global Markets, and a member of the SMT within the Risk division. She also participates in various senior risk committees in the Group. She has lectured on a number of subject areas in a variety of institutions including the Institute of Bankers. DCU and most recently 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.

Ashley Kovas

Ashley Kovas Headshot

Senior Regulatory Intelligence Expert

Thomson Reuters

Ashley Kovas has worked in regulation and compliance since 1987. He has worked in compliance roles in asset management, insurance and in banking. He worked for eight years for the FSA, latterly as Manager of the Collective Investment Schemes Policy Team.
Ashley holds Bachelors and Masters degrees in Law from the University of London. He is a Chartered Fellow of the Chartered Institute of Securities and Investment (CISI) and a Fellow of the Chartered Management Institute. He combines his role with Thomson Reuters with part-time regulatory consulting.

Sylvain Martinez

Sylvain Martinez Headshot

Head of Market Risk and Analytics

ICBC Standard Bank

Sylvain is presently the head of Market Risk and Analytics at ICBC Standard bank. Having worked c. 25 years as a risk professional, he started in Paris as a Market Risk Manager at CCF (now HSBC France), before joining Rabobank International for 10 years, where he progressed up to the global role of Director Treasury Risk Management. He subsequently worked 5 years for HBOS as Global Head of Market Risk and Analytics. Later on, he joined Standard Bank for 5 years, where he had global responsibility for Market Risk.

Daniel Mayenberger


Global Head of Portfolio Model Risk Management

Credit Suisse

Daniel joined Credit Suisse in 2015 as Global Head of Portfolio Model Risk Management and is responsible for model risk management of CCAR, ICAAP, stress-testing models firm-wide and outcomes analysis.
Prior to that he was an Executive Director and Head of Enterprise Model Risk Methodology at Bank of America Merrill Lynch, leading teams in London and New York, where he is responsible for development of high-level methodologies for model development, model validation and implementation across all model types and asset classes firm-wide. In his previous role as Head of Model Risk Strategy at BoAML, covering Global Banking and Markets, CFO / Risk and Consumer Model Risk, he devised top-level business strategies for models used to underwrite $1.1tn in credits, to manage $900bn of mortgage servicing rights and to price a $1.8tn derivatives portfolio.
Before working at BoAML, Daniel worked as Vice President in Portfolio Risk Management at Deutsche Bank. In that capacity he was covering quantitative market projects, methodologies and production of VaR, Economic Capital and automation of stress testing. He was also responsible for risk analyses to inform board-level decisions and developed hedging strategies to reduce trading RWA by €3.5bn.
He worked as Manager for KPMG in Frankfurt on cutting-edge financial engineering projects for multiple internationally operating banks and more than 120 corporate clients. He conducted professional training in the most advanced quantitative finance methods that were attended by KPMG managers at the most senior level across the company.
Daniel holds a doctorate in pure mathematics from the University of Trier and an Executive MBA with distinction from London Business School.

Lucia McMonagle

Lucia McMonagle Headshot

Managing Director, Regional Head of Credit Risk (EMEA),

BNY Mellon

Lucia Mc Monagle will be presenting at Risk EMEA 2017.

Nicolae Mera

Nicolae Mera Headshot

Director, Risk Methodology

Credit Suisse

Nicolae Mera is a Director within the Market and Liquidity Risk Management Department at Credit Suisse in London. He leads the cross asset class methodology development for the Fundamental Review of the Trading Book programme as well as the Risk not in VaR methodology development and framework. Nicolae holds a PhD in applied mathematics and has over 15 years’ experience in quantitative modelling as applied to market risk, systematic trading, applied mathematics and engineering. Prior to joining Credit Suisse in 2010 Nicolae has held positions in a proprietary trading group (systematic trading) and academia (computational fluid dynamics research).

Lars Meyer


Senior Manager


Lars is Senior Manager in the Practice Group Accounting of zeb, which is Europe’s leading management consultancy in the financial services sector. Lars has over 13 years of experience in the banking industry. He has been leading several IFRS9 related projects as a project manager. The project topics range from pre-studies to implementation projects. In addition, Lars was responsible for the business conception of the comprehensive software solution zeb.control.accounting and led the implementation support during the software development.
Lars holds an MBA in Financial Management from TiasNimbas Business School, Netherlands.

Mastoure Moussavi

Mastoure Moussavi Headshot

IFRS9 Methodology Design Lead

Lloyds Banking Group

Mastoure has been leading the Methodology aspects of IFRS9 Implementation for Retail, Consumer Finance and Asset Finance at Lloyds Banking Group since February 2015. Prior to her current role, she was Capital & Impairment Manager for the Cards and PCA at LBG responsible for financial and regulatory reports and forecasting and stress testing.

Mastoure has a background in Credit Risk modelling with focused experience in management and oversight of Capital and Impairment models for unsecured products. She joined the independent model review team at Lloyds in 2007 and has been involved in deployment of a wide variety of Credit Risk and Regulatory models.

Mastoure has an MSc in Statistics from Lancaster University.

József Németh

Jozef Nemeth Headshot

Deputy CEO

Online Business Technologies

József Németh is a Deputy CEO of Online Business Technologies, responsible for sales and customer account management. He graduated at the Budapest University of Economics, and after a period of being management consultant at EY, he joined Online. He has gained remarkable experience in every aspect of implementing complex core banking solutions, as he worked as senior consultant, project manager, head of project office, operative and sales Deputy CEO throughout the last 15 years. József is both creative and systematic: he can help in developing business ideas and converting them to real IT projects in the real world.

Ewen O’Brien


EMEA Sales Director


Prior to joining BitSight Technologies, Ewen was part of the founding team in OpenPages EMEA, the market leading Governance, Risk and Compliance solution, that was acquired by IBM in 2012. He headed up financial services, where he helped expand the business, most notably in Europe, Africa and Asia.

Roshni Patel


Associate Director

Moody’s Analytics

Roshni Patel will be presenting at Risk EMEA 2017

Emil Petrov

Emil Petrov Headshot

Managing Director, Head of Capital Structuring


Emil Petrov is head of capital solutions at Nomura based in London
Emil leads a team that is responsible for the capital dialogue with Nomura’s investment banking clients in Europe as well as the origination, structuring and execution of non-equity capital transactions
At present, Emil spends most of his time dealing with the impact of new regulation in the area of bank capital and loss absorbency
Emil’s recently completed transactions include an Additional Tier 1 issue for a major European bank, an inaugural Tier 3 issue for a major European insurance company, several bank Tier 2 transactions and bespoke capital management projects
Emil has spent 20 years in the industry of which 18 in capital solutions and has been with Nomura since its acquisition of certain businesses of Lehman Brothers in 2008. Emil holds a B.A. (Hons.) degree in European Business Administration from the European Business School at Regent’s University in London, a MBA (Finance) from The Wharton School of the University of Pennsylvania and a Corporate Finance qualification (CFq Advanced Diploma) from the Institute of Chartered Accountants in England and Wales (ICAEW)

Eva Porz

Eva Porz

Head of Capital Structuring

Lloyds Banking Group

Eva joined Lloyds Bank in 2013, after having spent 9 years at UBS in Capital Solutions, Risk Advisory and Investment Banking. She focuses on origination, structuring and execution of capital instruments, as well as risk mitigation techniques, capital liability management and capital / regulatory advisory across banks, insurance companies and corporates. Notable transactions include the first publicly issued insurance contingent capital transaction (Swiss Re), a bilateral contingent equity facility (SCOR), the Lloyds Banking Group recapitalisation with ECNs and related liability management exercises, advisory of the Dutch government in relation to their protection of ABN retail mortgages, as well as numerous insurance and bank capital as well as corporate hybrid new issue and liability management transactions.

Arthur Rabatin

Arthur Rabatin Headshot

Head of Market Risk Technology

BNY Mellon

Arthur Rabatin will be presenting at Risk EMEA 2017.

Tony Roberts


Head of Group Leverage Management

Deutsche Bank

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.

Richard Rossmanith


Head of Change for Counterparty Credit Risk

Deutsche Bank

Richard Rossmanith will be presenting at Risk EMEA 2017.

Hanna Sarraf

Hanna Sarraf by City Headshots Dublin

Head of Risk Strategy

Bank of Ireland

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 18 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.

Stephen Shelley

Stephen Shelley Headshot

CRO, Commercial Banking

Lloyds Banking Group

Stephen has been the CRO for Commercial Banking at Lloyds Banking Group since November 2012, having joined the group in May 2011 as the Chief Credit Officer for Wholesale and International.
Previously Stephen enjoyed a 21 year career at Barclays where he undertook a variety of risk and coverage roles including CRO for the Barclays Corporate and Commercial banking business.

Anna Simons

Anna Simons Headshot

UK Head of Conduct Risk


Anna Simons is UK Head of Conduct Risk at UBS London where she is also the bank’s subject matter expert on managing conflicts of interest.  Prior to joining UBS in 2014, she worked for the Financial Conduct Authority in a variety of regulatory roles spanning policy, risk and banking supervision.  Having joined the FSA as a banking supervisor just as the financial crisis took hold, she had full exposure to the consequences of poor risk management and governance within the banking sector.  Later, as Head of Capital Markets, she lead the work was on LIBOR reform.   Her time in regulation followed a twenty year career in banking at SMBC and at BNP Paribas where she headed up the UK Corporate Banking Department.  She studied at the London School of Economics and immediately after graduation worked as an economist in the Department for International Development.  Until 2016, she was also a member of the Investigating Committee of the General Dental Council which considers allegations of impaired fitness to practice against dental professionals.

Alan Smillie

Alan Smillie

Head of Capital and Ratings Methodology


Alan Smillie is Head of Capital & Rating Methodology at Nomura, with responsibility for Credit Rating and Economic Capital modelling, together with a range of regulatory projects including FRTB. Previously, Alan was a senior quant in Citi’s Risk Analytics group, working on market risk, counterparty credit risk and economic capital methodology. Before joining Citi Alan completed a PhD in Quantitative Finance at Imperial College, London.

Gernot Stania

Gernot Stania Headshot

Head of Section

European Central Bank

Gernot is member of the ECB Banking Supervision and Head of the Quantitative Risk Analysis Section. His team is responsible for horizontal stress test matters, including methodological aspects, design and implementation of quality assurance approaches and horizontal analyses. During the 2016 EU-wide exercise he was member of the management team leading the horizontal quality assurance of banks’ projections. As for his academic background, he holds a PhD in experimental physics.

Fidelio Tata

Fidelio Tata Headshot



Fidelio Tata is the manager of zeb’s Business, Commercial & Institutional Banking Unit in Berlin. Fidelio has an over 20 years’ experience of work in the financial sector in the USA and Germany. As an investment banking and capital markets specialist, Fidelio has various responsibilities including prototyping of P&L Explain for an international investment bank, implementation of U.S. regulatory requirements for a large Swiss bank, information modelling for derivatives at an Irish and a Swedish commercial bank, training of 100+ central banking staff.

Fidelio has a broad international academic experience and holds a doctor’s degree in Economics from University of St. Gallen, Switzerland. Fidelio teaches Microeconomics at Berlin School of Economics and Law.

Matthew Thomson

Matthew Thomson Headshot[1]

Senior Program Manager Azure Big Compute

Microsoft Corporation

Matthew Thomson is a Senior Program Manager for the Microsoft Azure Big Compute team and is responsible for engineering and business strategy for high performance computing solutions running on the Microsoft Azure Cloud within the Financial Services sector.
Over the past ten years, Matthew has been working on developing, managing and winning complex product, services and solutions engagements within Financial Services. He has taken his experience from the field into Program Management with the Azure Big Compute engineering team in Seattle where he is now based. Working closely with Partners and customers, Matthew is focused on advancing the HPC services and solutions provided within Azure for both hybrid and cloud scenarios.

Alexander Tsorlinis

Alexander Tsorlinis Headshot

Head of Market Risk Management

Raffeisen Bank International AG

Alexander Tsorlinis has worked for 20 years in market risk management. Starting with Creditanstalt in 1996 he specialized quickly in the development of internal market risk models. Creditanstalt was the first bank with an approved market risk model 1998 in Austria. After a couple of mergers which ended in UniCredit Bank Austria Alexander stayed until 2007 in the merged organization working in the field of market and counterparty risk management. In 2008 Alexander moved to Raiffeisen Bank International  (RBI) heading the newly created market risk management unit functionally responsible for the entire group. In 2010 Alexander has introduced the internal market risk model for RBI as well.

Erdem Ultanir

Erdem Ultanir Headshot

Quantiative Credit Risk Analytics Lead


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.

Sunil Verma

sunil verma headshot

Head of Market Risk Stress Testing Methodology


Sunil currently works at UBS as a Director in Stress Testing Methodology team. He has been primarily involved in quantitative risk measurement approaches such as Basel 2 & 3 modelling and stress testing. His key areas of involvement have been trading and wholesale books. He has been working on both credit risk and market risk methodologies.

Robert Wagner

Robert Wagner Headshot

Head of Group Capital Management

Danske Bank

Robert is responsible for Danske Bank Group’s ICAAP, risk-weighted assets, capital planning, stress testing, internal capital allocation, leverage ratio and has been in Danske Bank since 2008. Previously he was Special Adviser on Prudential Regulation at The Danish Ministry of Economic and Business Affairs. Robert holds a master degree in Economics from the University of Copenhagen.

Ruth Wandhofer

Ruth Wandhofer Headshot

Global Head of Regulatory & Market Strategy


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.

Nigel Wilkinson


Global Head of Regulatory Coordination, Chief Risk Officer division

Credit Suisse

Nigel Wilkinson is a Managing Director of Credit Suisse in the Chief Risk Officer function based in London. He is Head of the CRO Regulatory Risk Management team, and he has worked in this team since he joined Credit Suisse in 2010. Prior to Credit Suisse, Nigel worked at Lloyds Banking Group for 8 years, the Bank of England, and the Financial Services Authority (predecessor of the UK PRA).

Petr Zemcik

Petr Zemcik

Director – Economic Research

Moody’s Analytics

Petr Zemcik is director of economic research at the Moody’s Analytics London office. He is responsible for analysis, modeling, and forecasting for Europe. Dr. Zemcik also supervises the real-time coverage of Europe for the Dismal Scientist web site. He previously worked at CERGE-EI, a joint workplace of the Center for Economic Research and Graduate Education of Charles University in Prague and the Economics Institute of the Academy of Sciences of the Czech Republic, and at Southern Illinois University in Carbondale. He has published numerous articles on econometric methodology and on real estate bubbles in the United States and in Europe in peer-reviewed professional journals. He holds a PhD and M.A. in Economics from the University of Pittsburgh and M.Sc. in Econometrics and Operations Research from the University of Economics in Prague.

Knowledge Partners:

Moodys Analytics

Moody’s Analytics helps capital markets and risk management professionals worldwide respond to an evolving marketplace with confidence. The company offers unique tools and best practices for measuring and managing risk through expertise and experience in credit analysis, economic research and financial risk management. By providing leading-edge software, advisory services, and research, including the proprietary analysis of Moody’s Investors Service, Moody’s Analytics integrates and customizes its offerings to address specific business challenges. Moody’s Analytics is a subsidiary of Moody’s Corporation (NYSE: MCO), which reported revenue of $3.6 billion in 2016, employs approximately 10,600 people worldwide and maintains a presence in 36 countries. Further information is available at www.moodysanalytics.com.


zeb is Europe’s leading management consultancy in the financial services sector. zebís services include the development of ultra-modern IT solutions, IT strategy consulting and the provision of support to clients during software implementation projects.

zeb.control.accounting is a comprehensive software solution that allows banks to meet the requirements of the international reporting standards (IAS 39 or IFRS 9). To this effect, the modular standard software provides banks with intuitive user interfaces for categorization, impairment, hedge accounting and the management of posting approaches. Compare www.zebcontrol.com/ifrs for more details.



AxiomSL is the leading global provider of regulatory reporting and risk management solutions for banks, asset managers and insurers. It empowers clients with the tools they need to manage their financial, risk and operational requirements, and to comply with regulatory calculation and disclosure mandates around the world.

All of AxiomSL’s solutions are built on the same adaptable, high-performance platform. This gives clients a unique opportunity to reduce the cost and complexity of compliance by using one platform to manage all of their requirements globally. AxiomSL’s solutions are fully supported and are upgraded when rules and templates change. The unparalleled transparency offered by AxiomSL gives users the ability to drill down from the reports they produce to the calculations and source data they have used.

AxiomSL was awarded The Asian Banker’s 2016 “Best Compliance Risk Technology Implementation of the Year” as well as “Best Implementation at a Sell-side Firm” in the 2016 Sell-side Technology Awards. It was voted Best Reporting System Provider in the 2015 Waters Rankings and was highlighted as a ‘Category Leader’ by Chartis Research in its 2015 Sell-side Risk Management Technology report. The company’s work has also been recognized through a number of other accolades, including success in the Best Reporting Initiative category of the American Financial Technology Awards and in the Customer Satisfaction section of the Chartis RiskTech100 rankings.

Lombard Risk

Lombard Risk’s regulatory reporting platform, AgileREPORTER, goes beyond delivering reporting computations into today’s regulatory templates. The solution takes your data and creates a dynamic information management framework that supports reporting requirements across multiple jurisdictions and, in addition, will provide your business with timely management information dashboards.

With AgileREPORTER handling your regulatory reporting functions, you have clear visibility on the performance and exception notifications you need to manage the risk in your business.

Lombard Risk (LSE: LRM) provides global regulatory reporting and collateral management solutions that enable clients in the financial services industry to significantly improve their approach to managing risk. Clients include over 30 of the world’s ‘Top 50’ financial institutions – as well as investment firms, asset managers, hedge funds, fund administrators, insurance firms and large corporations worldwide.

Contact us at info@lombardrisk.com or visit www.lombardrisk.com for more information.


Microsoft enables financial institutions to liberate data and democratize analytics to empower decision-making across business lines, improve risk insight, identify new market opportunities, and ultimately fuel future growth.The Microsoft advantage is its highly acclaimed analytics platform, differentiated by its low cost, scale, and simplicity of use. With the elastic compute capability in Microsoft Azure, to enable improved risk modeling, this comprehensive approach enables financial institutions to improve the accuracy and integrity of insight for actuarial, financial, and operational risk.

Online Business Technologies

Online Business Technologies is an innovative company in the financial software development industry, whose solutions are used in 14 countries. The company has business partners of various types: commercial banks, savings co-operatives, leasing companies, specialized financial institutes, and also public organizations, who manage EU funds and state subsidized loans. Its flagship product is MoonSol, a modern, state-of-the-art, modular bank account management system, a graphical, three-tiered software application that is flexibly extensible, boosts 7×24 operations and several innovative technological solutions. It has a set of á la carte modules ranging from account and loan management through general ledger to IFRS that can be collected arbitrarily, even individual modules can be introduced. It boosts full scale workflow management both for the front-office and back-office modules.

Thomson Reuters

Thomson Reuters provides professionals with the intelligence, technology and human expertise they need to find trusted answers.

We enable professionals in the financial and risk, legal, tax and accounting, and media markets to make the decisions that matter most, all powered by the world’s most trusted news organization.

Wolters Kluwer

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

For further information please visit www.wolterskluwerfs.com

Associate Sponsors:


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.


ApPello is a leading software solution provider specialized in front-to-back-office banking solutions, covering all phases of the Credit Risk Management and Cash Optimization processes.

The company is headquartered in Budapest and represented in other cities such Bucharest and Vienna. Our solutions are already deployed at leading financial institution in five European countries.

ApPello develops and implements next generation solutions to improve its clients’ productivity and efficiency. We developed our technology, to maintain and roll out different versions, called common codebase methodology which can speed up and simplify the implementation in many legal entities. Our innovative approach is demonstrated in solutions such as our rapid application development platform (WebDP) which provides unparalleled opportunities to create and change business logic (data model, screens, business rules, workflow and reports) by parameterizing only, without development, even by bank staff.

BitSight Technologies

BitSight Technologies is transforming how companies manage information security risk with objective, evidence-based security ratings. The company’s Security Rating Platform continuously analyzes vast amounts of external data on security behaviors in order to help organizations manage third party risk, benchmark performance, and assess and negotiate cyber insurance premiums. For more information, please visit www.bitsighttech.com/ or follow us on Twitter (@BitSight).

Bureau van Dijk

Bureau van Dijk is the leading publisher of company and business intelligence and specializes in information on banks and public and private companies across the globe. Our leading products include Orbis and Orbis Bank Focus.

We also deliver credit risk analysis solutions ranging from data analysis options to bespoke credit risk solutions via FACT. FACT is our flexible, and fully configurable framework that can be completely integrated into existing credit workflows and includes:

• Financial spreading and analysis
• Rating
• Loan origination
• Compliance and monitoring

With a FACT solution you can create your own scoring and analytical output via integrated models or your own methodology. You can also integrate data from multiple sources, including your own data, data from our own products or any other third party provider.

FACT solutions are fully bespoke and unique to each organization’s needs.
We offer free consultations and free trials – get more information and register your interest at www.bvdinfo.com.

Mthree Consulting

MThree Consulting is a global technology and business services consultancy with clients that include some of the largest top
and mid-tier financial services institutions.  We provide consulting & advisory across:

Risk, Regulatory & Compliance
Vendor & Product Services
Application Support & Plant Engineering
Application Development
Cyber & Information Security
Blockchain & Distributed Ledgers and Digital Technologies

We also run a successful Graduate talent development programme, MThree Alumni, with clients taking advantage of our
bespoke technology-focused training packages delivered throughout major global financial centres.



CompatibL is a software vendor and consultancy specialising in XVA, limits, Initial margin, Capital and Regulatory compliance. CompatibL is the unique commercial creator and provider of Vector Adjoint Algorithmic Differentiation for the acceleration of sensitivities for trading and regulatory reporting such as SA-CCR, SIMM and FRTB. CompatibL’s blend of quantitative and engineering expertise makes it an ideal partner for complex implementations involving advanced Monte Carlo based analytics and complex trade, market, and reference data. CompatibL customers are include over 70 of the most respected firms in the financial industry including Investment and commercial banks, supranationals, central banks, major asset managers and major financial technology vendors.

Can your organisation contribute at Risk EMEA 2017 Summit?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. Please contact sales@cefpro.com or call us on +44 (0)20 7164 6582 / +1 888 677 7007 where a member of the team will be happy to tailor the right package for you.

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 olympia.nolan@cefpro.com on +44 (0)20 7164 6582 / +1 888 677 7007

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Amba Hotel
Bryanston Street

Risk EMEA Summit: Earn up to 15.5 CPD credits

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Reserve a room at the Amba Hotel for a discounted rate

We have reserved a limited number of rooms with the Amba Hotel for attendees of Risk EMEA 2017. These are at a preferential rate of £205 incl. VAT per room per night and will be issued on a first come, first served basis

To reserve accommodation, please email bookma@amba-hotel.com or call 0207 523 5060 and quote CENT090517.


Download the Risk Insights App

Interact with your colleagues, peers and industry thoughts leaders live at Risk EMEA 2017. 

Our Risk Insights App provides an audience interaction participation tool at the Congress which allows you to ask speakers and panelists questions throughout the sessions and engage in industry polls with other senior risk professionals.

All Congress information is available at a click of a button such as the two day agenda, biographies of all presenters map location and surveys.

Sponsor the App.
For more information, email us.

Mobile users

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After the event

Keep the Risk Insights App after the event to browse risk and regulation insights, share and save articles, and receive notifications on the latest challenges all within your professional interests. Our network of authors range from risk professionals within banking risk, financial regulation, market risk, credit risk, operational risk and treasury/balance sheet management.

Interact at the event

‘My Dashboard’ provides the user information about the upcoming events, providing access polls, questions, presentations and more.

Please enter your email address and access code, which has been provided to you, to access all details you need prior and during the event. This includes presentations, agenda and map. The polls and ask a question features will be used during the course of the two days so make sure to keep your phones handy during the event.

Other Devices

We have a web App available to use through your phone internet browser. At the event visit www.cefpro.com/app and simply select Risk EMEA 2017, then enter your details and the access code (refer to your emails for the code).

If you are having any issues please feel free to call +44 (0)20 7164 6582 and a member of the team will be able to assist you.

Frequently Asked Questions

Can I present at Risk EMEA?

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at Risk EMEA. For further information on this please contact dan.nunes@cfp-events.com or call us on +44 (0) 207 164 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.

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, the cocktail reception at the end of the day, full access to the Summit 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.

This will be provided on both days of the Summit.

Will there be opportunities to network with other attendees?

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

  • Breakfast, lunch and refreshment breaks
  • Cocktail reception at the end of the 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
Are there opportunities to share my thought-leadership at Risk EMEA?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of Risk EMEA 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, monthly newsletter, app and magazine. For further information please download our media pack here.

Are media partnerships available for Risk EMEA?

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 olympia.nolan@cefpro.com or call +44 (0) 20 7164 6582.

Early Bird Standard Rate Register Now
6th Annual Banking Risk & Regulation Summit
9-10 May 2017
Register by 28 April
(save £400)
Register after 28 April

*All rates are subject to UK VAT

Group Bookings:

Group rates are available for 2 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!

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!

Knowledge Partners:

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Associate Sponsors:

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