IBOR EUROPE 2019 ***** Working **** Do not delete

Reviewing the latest trends and challenges surrounding LIBOR transition and the adoption of alternative reference rates

IBOR EUROPE

5 November, 2019 | London
Key topics include

CURRENT UPDATE
Reviewing transition progress and future outcomes

RISK FREE RATES
Adoption of new reference rates and risk free rates replacing LIBOR

GLOBAL VARIATIONS
Reviewing requirements across jurisdictions and impact on global institutions margin

TERM RATES
Global variations transitioning to term rates from overnight rates

COMMUNICATION
Proactive engagement of stakeholders

CONDUCT RISK
Limiting conduct risk and ensuring customer satisfaction and knowledge

LIQUIDITY
Impact on liquidity in markets under alternative reference rates

SYSTEM SET UP
Developing transition plans to ensure operational readiness

Hear from industry experts including
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Alan Farrell
Executive Director, Corporate Treasury, LIBOR Transition
Goldman Sachs

Ian Fox

Ian Fox
Group IBOR Transition Director
Lloyds Banking Group

emiliano

Emiliano Papa
Director, Quantitative Analyst
Deutsche Bank

Sandeep Bhorkar

Sandeep Bhorkar
Program Director IBOR transition
Société Générale

Vinaey

Vinay Reddy
Director, Legal
Barclays

Phil Lloyd

Phil Lloyd
Head of Market Structure & Regulatory Customer Engagement
NatWest Markets

Cross, Sebastien

Sebastien Cross
UK Rates Strategist
Bank of America

Ilaria

Ilaria Filippi
Director, Legal Counsel
SMBC

Liz

Elizabeth McGowan
LIBOR Transition Office, International Lead
Wells Fargo

Lena Young

Lena Young
Head of Audit Liquidity
and Funding
Credit Suisse

Why attend?

The announcement of a global phase out of LIBOR will begin to impact financial institutions as they move towards a final transition ahead of 2021, with impacts and potential consequences remaining uncertain. The transition to alternative rates raises a number of questions and poses a number of hurdles in terms of infrastructure and re-documentation. Although the discontinuation of use of IBORs presses ahead, what the final rate looks like globally remains uncertain as disparities emerge in alternatives, questions remain in terms of the impact of the change on financial institutions, treatment of current contracts, impact to clients and impact to liquidity, markets and funding to highlight just a few.

The Center for Financial Professionals brings together experts from across the industry leading the drive to define transition terms and minimise impact on markets. This one day Forum will explore some of the key areas for consideration and progress towards a final reference rate that can be adopted across the industry. Just some of the key topics to be addressed include; System setup, Liquidity in markets, Conduct risk, Communication, Term and risk free rates, Global regulation and much more!

Sponsorship

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

08:00 Registration and morning coffee

08:50 Chair’s opening remarks

CURRENT UPDATE – PANEL DISCUSSION
09:00 Exploring current issues and events which have developed around LIBOR transition and anticipated future outcomes

  • ISDA Protocol
  • Accounting rules
  • Progress on legislation to enable transition and progress
  • Term Rate use case in the UK
  • Future outlook

Ian Fox, Group IBOR Transition Director, Lloyds Banking Group
Tarek Hasan, Director, Change Management Group, MUFG Securities
Vinay Reddy, Director, Legal, Barclays

REGULATORY OVERVIEW
09:40 Understanding the full scope of regulatory involvement in transition and how firms will be judged on their activities

  • Local and global regulators
    • Regulators pressure to start issuing in new ARRs
  • Gaining clarity on supervisory involvement
  • What will be deemed successful or inefficient?
  • Updates on Term rates and ISDA protocol
  • Understanding regulatory priorities
  • Will firms be audited?
  • Pre-cessation trigger – How is representativeness measured?
  • Is LIBOR a market driven or a regulatory driven standard?
  • Managing multiple regulatory programmes – FRTB, IRRBB, CRD5, BCBS239

10:15 Morning refreshment break and networking

RISK FREE RATES
10:45 Investigating the pace of adoption of new reference rates and how the industry is being impacted by the transformation

  • Preparing to transition to overnight ARRs vs waiting for forward looking term ARRs
  • Pace of adoption – SONIA, SOFR, €STR, TONA
    • Loans, swaps and debt issuance
  • EONIA to €STR Transition – Anticipated differences in reporting numbers
  • Pricing products and trading positions
  • Corporates and buy side transition
  • Bearing the cost of value change
  • Managing risk to the organisation and volatility in rates
  • Updating systems to accept new ARRs and compounding ability

Sebastien Cross, UK Rates Strategist, Bank of America

11:20 Reviewing modelling frameworks for risk free rates replacing LIBOR

  • Assumptions, definitions, construction of the Risk-free Rate curves
  • The dynamics of Term Rates constructed from Risk-Free daily Rates
  • Pricing of futures and swaps
  • Modification introduced on the LIBOR Market Model
  • Extension to Cross-currency interest rate models

Emiliano Papa, Director, Quantitative Analyst, Deutsche Bank

INTERNATIONAL VARIATIONS – PANEL DISCUSSION
11:55 Reviewing rate options, fall back language and pace of adoption across the major currencies and the ability to work across multiple jurisdictions

  • EU, US, UK, Switzerland, Japan – Differences in the choice and use of ARRs, development of Term ARRs
  • Cross currency/ multicurrency product management
    • Variations in rate behaviour
    • Transitioning and timelines
  • Altering product offerings based on region
  • Changes to pricing
  • Triggers of when LIBOR will end
  • Global alignment and consistency – Fallback language, ISDA protocol, (pre)cessation triggers

Phil Lloyd, Head of Market Structure & Regulatory Customer Engagement, NatWest Markets
Ilaria Filippi, Director, Legal Counsel, SMBC
Alaistair Sharp, Director, Credit Suisse
Elizabeth McGowan, LIBOR Transition Office, International Lead, Wells Fargo

12:35 Lunch break and networking

TERM RATES
1:35 Examining global variations and challenges of transitioning from overnight rates to term rates

  • Differences in LIBOR / IBOR vs ARRs
  • Adoption of term rates
    • US, UK, Europe and Japan forward looking term rates development
    • Switzerland – compounded in arrears
  • Differences in current rates vs new rates
  • Calculating the spread component – Credit premium
  • Other options to consider
  • Using term rates for a niche portion of the cash market
  • Test and representativeness

Steve Bullock, Head of Benchmark Submission & Supervision, Lloyds Banking Group

DOCUMENTATION
2:10 Addressing the core challenges in fall back language and re-papering contracts and documentation ahead of transition

  • Internal organisation to facilitate mass re-papering
    • Creating an inventory of effected contracts
  • Identifying headline and embedded exposures
  • Timing of when to input new fall back language
    • Impact during input vs after transition
  • Dedicating more time to certain customers/contracts – Syndications
  • Resources – Legal and operational support
  • Tools – Availability, capability, cost, implementation time etc.
  • AI and machine learning to review documentation

COMMUNICATION
2:45 Discussing proactive engagement and education campaigns for customers, clients, corporates and internal teams

  • Understanding new products offerings before launching communication strategy
  • Getting staff up to speed on the key questions
  • Explaining differences in new ARRs vs LIBOR
  • Adapting education based on the audience
  • Promoting the new ARRs make business sense and are the best option for customers
  • Spreading international awareness
  • Using engagement and education to reduce conduct risk

Phil Lloyd, Head of Market Structure & Regulatory Customer Engagement, NatWest Markets

3:20 Afternoon refreshment break and networking

CONDUCT RISK
3:50 Highlighting how firms can limit conduct risk and ensure customers/clients are satisfied with levels of interaction and knowledge

  • Transitioning without disrupting the business
  • Ensuring less sophisticated firms and customers are not disadvantaged by transition
  • Legal risk – Miss-selling products, not honouring contracts, moving clients onto new products
  • Valuation change – Monitoring firms who are incentivised by the process
  • Risk of lawsuits and legal campaigns
  • Demonstrating control to the regulators
  • Additional considerations on reputational, operational and market risk

LIQUIDITY
4:25 Exploring current liquidity in markets and the anticipated developments with the introduction of alternative reference rates

  • Liquidity trends in SOFR, SONIA and ESTER
  • Building confidence in the market and new reference rates
  • Encouragement of trading to develop liquidity
  • Taking risk and entering into transactions
    • Risk of paying too much or moving onto an unconfirmed rate
  • Impacts on pricing
  • Managing volatility
  • Will liquidity growth be significant enough to support markets post 2021 and LIBOR cessation?

Alan Farrell, Executive Director, Corporate Treasury, LIBOR Transition,  Goldman Sachs

SYSTEMS & SET-UP – PANEL DISCUSSION
5:00 Understanding how firms can develop internal transition plans, systems and modelling to ensure they are operationally ready

  • Dividing the business into dependencies and exposure
  • Parallel runs – Impact on RWAs and reporting
  • Designing a strong governance programme
  • Models which work across multiple rates, jurisdictions and assumptions
  • Systems to accommodate transition – Legacy systems, calculations and manual overlays
  • Systems provided by third parties and vendors
  • Resource management – Budgets and bearing the cost of transition

Lena Young, Head of Audit Liquidity and Funding, Credit Suisse
Sandeep Bhorkar, Program Director, IBOR Transition, Société Générale
Doug Laurie, Director, Programme Lead, Wholesale Lending Technology and Change, Barclays
Chris Palmer, Head of LIBOR Transition Program, JP Morgan

5:40 Chair’s Closing Remarks

5:50 End of Forum

Sandeep Bhorkar
Sandeep Bhorkar, Program Director, IBOR transition, Société Générale

Sandeep Bhorkar will be presenting at the IBOR Europe Forum.

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Steve Bullock, Head of Benchmark Submission & Supervision, Lloyds Banking Group

Steve currently heads up the Lloyds Bank Group Corporate Treasury Benchmark Submission & Supervision team which has a primary focus on LIBOR submissions and oversight of other benchmark activities. Lloyds are a contributor to CHF, EUR, GBP, JPY and USD LIBOR he is also playing an active role in Lloyds Banking Groups wider IBOR transition program.

Cross, Sebastien
Sebastien Cross, UK Rates Strategist, Bank of America

Sebastien Cross is the UK rates strategist for Bank of America Merrill Lynch. He covers both the cash and derivatives markets in GBP rates as part of the European Rates Research team at BofAML. He is also heavily involved in BofAML’s research coverage of IBOR transition, writing regular updates on the progress made in transitioning to risk-free rates. His other regular research reports include contributions to BofAML’s flagship rates research publication the Global Rates Weekly, UK Watches and Viewpoints. He has an MSc in Finance & Economics from Warwick Business School and a BA in Economics from the University of Sheffield. He is based in London.

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Alan Farrell, Executive Director, Corporate Treasury, LIBOR Transition, Goldman Sachs

Alan Farrell will be presenting at the IBOR Europe Forum.

Ilaria
ILaria Filippi, Director, legal counsel, SMBC

Ilaria is Legal Counsel at SMBC where she provides advice to the bank on the application of relevant laws and regulations, including competition law, financial benchmarks (including LIBOR discontinuation and transitioning to risk free rates), data protection and cross border marketing and licensing rules, in particular in relation to regulatory matters applicable to financial services, litigation and multi-jurisdictional investigations.

Prior to joining SMBC, Ilaria worked in private practice in London as a competition lawyer, where she was involved in advising clients on all aspects of EU and UK competition law, including M&A transactions, regulatory investigations and litigation before the EU and UK courts.

Ilaria holds a business and economics degree. She is and English qualified solicitor and a US attorney (State of Texas).

Ian Fox
Ian Fox, Group IBOR Transition Director, Lloyds Banking Group

Ian has over 30 years Treasury experience, most recently having been responsible for funding and liquidity for Lloyds Banking Group since its creation in 2009. He is now responsible for leading the group-wide programme to achieve transition from IBORs to Risk-Free Rates.

Ian is a member of the Working Group on Sterling Risk-Free Reference Rates and co-chair of the Term Rate Use Case Task Force. He is also Deputy Chairman of the London Money Market Association.

Tarek Hasan
Tarek Hasan, Director, Change Management Group, MUFG Securities

Tarek Hasan will be presenting at the IBOR Europe Forum.

Doug Laurie
Doug Laurie, Director, Programme Lead, Wholesale Lending Technology and Change, Barclays

Doug Laurie will be presenting at the IBOR Europe Forum.

Phil Lloyd
Phil Lloyd, Head of Market Structure & Regulatiry Customer Engagement, NatWest Markets

Phil Lloyd will be presenting at the IBOR Europe Forum.

Liz
Elizabeth McGowan, LIBOR Transition Office, International Lead, Wells Fargo

Structured finance professional with over 18 years’ industry experience, holding a degree in mathematics. Currently working in Wells Fargo’s LIBOR Transition Office as the International Lead. Previously held a Director position in the Loan Syndications and Risk Distribution department of the Corporate & Investment Bank in Wells Fargo Bank London branch, providing both secured and unsecured financing to international clients.

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Chris Palmer, Head of LIBOR Transition Program, JP Morgan

Chris Palmer will be presenting at the IBOR Europe Forum.

emiliano
Emiliano Papa, Director, Quantitative Analyst, Deutsche Bank

Emiliano moved to Deutsche Bank from Bank of America where he was a quant in Rates for 5 years. Emiliano graduated with PhD in Theoretical Physics from Oxford University. He then became a Lecturer at the University of Texas at Austin in Theoretical Physics. He was also a Visiting Scholar at California Institute of Technology.

Vinaey
Vinay Reddy, Director, Legal, Barclays

Vinay Reddy is a Director in the Markets Legal division of Barclays. His areas of coverage include various trading and structuring business lines, governance considerations, regulatory reform and Benchmarks. Mr. Reddy has headed the legal coverage of Barclays Risk Analytics and Index Solutions (BRAIS) before it was acquired by Bloomberg and was also involved in the set up of the new administration division in Barclays, Barclays Index Administration. He is a member of the Administration Oversight Forum in Barclays and has been heavily involved in the implementation of the EU Benchmarks Regulation (Regulation) within Barclays. He is also an active participant in industry discussions on Benchmarks. He has also spoken on the Regulation at ISDA’s symposium on Financial Benchmarks held in June 2017. Prior to joining Barclays, Mr. Reddy has worked at Clifford Chance and Paul Hastings respectively with a focus on general finance matters. Mr Reddy completed his undergraduate law degree at the National Law School of India University and Masters degrees focusing on business law at the University of Oxford and the University of Michigan respectively. Mr. Reddy is the recipient of a Chevening scholarship and a Grotius fellowship.

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Alaistair Sharp, Director, Credit Suisse

Alaistair Sharp will be presenting at the IBOR Europe Forum.

Lena Young
Lena Young, Head of Audit Liquidity and Funding, Credit Suisse

Lena is Head of Audit Liquidity and Funding at Credit Suisse since June 2015, covering liquidity and funding across both the 1st LoD and 2nd LoD. Prior to CS, she was Global Head of Liquidity Reporting and Analytics in Barclays Group Treasury, responsible for all liquidity regulatory reporting to the PRA and global MI reporting, and European Head of Treasury Capital Markets at Morgan Stanley.  Lena holds a degree in Economics from Stockholm School of Economics, majoring in Financial Economics and Econometrics.

2019 Co-Sponsor:

Accenture


Accenture is a leading global professional services company, providing a broad range of services and solutions in strategy, consulting, digital, technology and operations. Combining unmatched experience and specialized skills across more than 40 industries and all business functions—underpinned by the world’s largest delivery network—Accenture works at the intersection of business and technology to help clients improve their performance and create sustainable value for their stakeholders. With 482,000 people serving clients in more than 120 countries, Accenture drives innovation to improve the way the world works and lives. Visit us at www.accenture.com.

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

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Can I present at the IBOR Europe Forum?

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at the IBOR Europe Forum. For further information on this please contact shannon.harris@cefpro.com or call us on +44 (0) 20 7164 6582.

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

What is the cost and what is included in the registration fee?

We offer incentives for ‘early bird’ registrants of the Forum, as outlined on our pricing structure. Registration includes breakfast, refreshment breaks, lunches, the cocktail reception at the end of the day, full access to the sessions and exhibition area. Presentations from sessions are also available, subject to speaker approval.

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Will breakfast, lunch and refreshment be provided?

Yes. As with all of our events the Center for Financial Professionals will be providing brilliant coffee, breakfast, lunch, refreshments, and smaller bites during the networking breaks.

Will there be opportunities to network with other attendees?

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

  • Breakfast, lunch and refreshment breaks
  • Cocktail reception at the end of the day (Subject to confirmation)
  • Q&A, panel discussions and audience participation technology available through the 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:

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Are there opportunities to share my thought-leadership at the IBOR Europe Forum?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of IBOR Europe 2019 Forum and our wider risk professionals community. At the event We can distribute your material to the attendees, offer you an exhibition booth, and provide speaking opportunities so that you may enjoy a more prominent presence at the Forum. Visit the Sponsor tab for further information or contact sales@cefpro.com / +44 (0) 207 164 6582. Risk Insights Feature your content on our Risk Insights website and supporting Risk Insights monthly newsletter. For further information please download our media pack here.

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Center for Financial Professionals

Jeremy is NatWest Markets’ Chief Risk Officer, having joined the bank in 2018. He has an extensive experience as a trader and risk manager. His roles in risk management include running regional and global market risk teams at a variety of firms including Commerzbank, UBS, Investec and Nomura, and the role of Chief Risk Officer, EMEA at Nomura since 2015. Jeremy holds a Masters in Economics Cambridge University.
Jeremy is NatWest Markets’ Chief Risk Officer, having joined the bank in 2018. He has an extensive experience as a trader and risk manager. His roles in risk management include running regional and global market risk teams at a variety of firms including Commerzbank, UBS, Investec and Nomura, and the role of Chief Risk Officer, EMEA at Nomura since 2015. Jeremy holds a Masters in Economics Cambridge University.
Søren Agergaard Andersen is the Chief Risk Officer for Nordea Asset Management, the biggest asset manager in the Nordics with more than € 250bn AuM. Søren is responsible for the overall enterprise risk function, managing an international team of risk professionals in Denmark, Sweden and Luxembourg. Before joining the asset management industry, Søren held leading positions within risk in banking and pension/life insurance. One of his main priorities is to define and uphold a strong and yet flexible governance and risk framework, which can support a sound overall risk culture. Søren holds a M.A. in Mathematics and Economics and a PRM certification.
Kimberley brings more than a decade of executive leadership experience in the Governance, Risk and Compliance space, building brand recognition, thought-leadership and revenue-accelerating marketing programs at companies including Thomson Reuters, SAI Global, the Global Association of Risk Professionals, Practical Law Company and Compliant. As part of her role at Aravo, Kimberley develops thought leadership content designed to help third party risk professionals benchmark their programs, share best practice, elevate their conversations to the Board, and build the business case for investment in the development of their programs. Kimberley is originally from New Zealand, and has also lived and worked in London and New York. She now lives in San Francisco, and in her spare time enjoys exploring and al fresco dining with her husband and bulldog.
Louise Waite is the Supply Chain Management & Assurance Director at Lloyds Banking Group. She leads a team of 50, delivering a group-wide approach to supplier risk assessment, supplier assurance and supplier management. Louise and her team maintain an effective Supply Chain Management framework, run a Centre of Excellence for Supplier Management and conduct hundreds of assurance reviews every year. Having spent several years in the IT and Pharmaceutical industries, Louise is enjoying her return to Financial Services where she started her Procurement career.
Jean-Francois Valette is leading Global Third Party Compliance & Risk management at eBay. Jean-Francois is responsible for enhancing eBay’s legal, risk and compliance program around all third parties impacting eBay’s operations and business activities directly or indirectly. He oversees the development and management of a third-party risk management program across the business units; engaging and supporting the management of the controls functions for the company, including Business Ethics Office, Information Security, Resiliency, Compliance investigations and reporting amongst others. Prior to joining eBay, Jean-Francois worked as the Head of Operations for Volkswagen Payments and held the roles of Head of Outsourcing and Global Third Party Compliance and Risk management for PayPal. He also held different positions in the Banking & Asset Management industry, and holds his Law and Investment Management certifications, specializing in regulatory compliance and outsourcing.
Martin Townsend will be speaking at Vendor & Third Party Risk Europe 2021
Sean Titley will be speaking at Vendor & Third Party Risk Europe 2021
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An Alumni of De Monfort University & London Metropolitan University, Desmond is a seasoned Third-Party Risk Management Lead as well as a specialist in Supplier Relationship Management. He has worked both in the Public and Private sectors gaining foundational experience at London Underground over a 17 year career. He has also worked for Deutsche Bank, HSBC and now with Vodafone leading on Third Party Risk programme activities.Desmond is married with two children and enjoys travelling.
Daniel Cameron will be speaking at Vendor & Third Party Risk Europe 2021
Dilbagh is a Partner at Fintegral and leads the firm’s UK practice. He specialises in the areas of traded risk and climate risk, helping banks to enhance their analytics capabilities to better identify, quantify and manage current and emerging risks. He has over 20 years of experience in trading, risk management and quantitative modelling at banks and hedge funds, including Credit Suisse, Man AHL and Nomura. Dilbagh holds a degree in Natural Sciences (Physics) from the University of Cambridge.
Vishwas has deep international FS consulting and risk management experience across Europe, US, Middle East and SE Asia.Vishwas has led complex risk transformations for G-SIBS, challenger banks and fintechs in the UK and EMEA, focusing on prudential regulation, capital and stress testing. Vishwas has also led a number of banking authorisations, fintech and Brexit applications and has experience of helping clients deliver to regulatory expectations and their internal performance targets. Vishwas also has experience in thought leadership and eminence, having led a number of conferences, speaker sessions and panel discussions with regulators and industry participants
Charis is a Risk Management generalist with 13+ years of experience in investment and retail banking. He is currently the Chief Risk Officer of SIB (Cyprus) Ltd, Sberbank Group, where he is responsible for developing the Risk Management framework, overseeing regulatory initiatives and driving strategic projects related to risk. His interests include Fintech and innovation in Risk Management. He holds an MBA and a Master’s in Financial Mathematics. He is also a CFA charterholder and a certified Financial Risk Manager.
Stuart Burns currently has the role of Senior Technical Specialist at the PRA, working in the team reviewing and approving IRB models. He has responsibility for aspiring IRB firms. He previously ran the IRB risk weight analysis in the Annual Cyclical Scenario (ACS) stress test, challenging firms’ stressed projections and recommending capital responses. Stuart has over 20 years experience delivering credit risk, stress testing and economic capital models. This includes roles as: Head of Model Validation for S&P Europe. Head of Models for the Rainbow Business at Royal Bank of Scotland. Head of Credit Risk Methodology at Barclays Capital, where he rebuilt the team following the departure of the previous head, and managed all IRB related regulatory issues. Head of Corporate Analytics at HSBC, where he was responsible for Credit Risk Modelling and saw the bank achieve Advanced IRB status. He also introduced credit risk stress testing and economic capital. Head of Economic Capital and Model Risk Management at Standard Chartered Bank, where his responsibilities included building an offshore validation team, and coordination of stress testing across portfolios and risk types. Advanced IRB status was delivered on the strength of these areas.
Over the last 3 years, I have provided trusted advice and guidance to a variety of organisations looking to change their approach to GRC. The organisations I have worked with have often been looking to advance their approach to GRC through the use of modern, intuitive, and insightful technology. My job is to help these businesses and people with this often daunting task, and make it as seamless as possible.
Rob is responsible for New Business Sales and Account Management in EMEA. Based out of our London office, Rob helps guide organisations through the vendor evaluation process, remaining a key point of contact through the implementation process and throughout the ongoing relationship. Rob joined Riskonnect in September 2017 and has over 7 years experience in Governance, Risk and Compliance solutions helping a range or organisations from different industries including Telecommunications, Financial Services, Maritime and Infrastructure Projects, and more, evaluate, select and implement highly successful solutions.
David Cassonnet is Director of Business Development at ActiveViam, leading the creation of new solutons and use cases for the company.In his role, David ensures that the new product features developed by the company's R&D team translate into innovative and actionable use cases that deliver tangible value to the clients' business.With over twenty years of experience in financial markets, David has a double expertise in business development and solutions implementation. Previously he was Managing Director of ActiveViam in APAC where he and his consulting team were involved in several front-office and risk management projects with large local and international banks. David also held several roles at Mysis and Summit Systems.
Benjamin Westwood will be presenting at the 10th Annual Risk EMEA Summit.
Suresh Sankaran will be presenting at the 10th Annual Risk EMEA Summit.
Nigel Milbank is a Cambridge University graduate and Chartered Accountant having trained with Arthur Andersen and Deloitte. Nigel has held audit positions in Schroders and Credit Suisse as an Audit Director, following which he helped set up the Operational risk function and Product Control global assurance at Credit Suisse.Nigel was Director of Enterprise and Operational Risk at Santander UK from 2006 to 2011 and joined RBS in 2012 to run the Group ICAAP function. He has held various stress testing delivery and improvement roles at RBS/ Natwest Group and since 2020 has been Programme Manager on the Climate Programme building climate stress capability and embedding climate financial risk management.
Alistair McLeod will be presenting at the 10th Annual Risk EMEA Summit.
Melissa Longmore will be presenting at the 10th Annual Risk EMEA Summit.
Libor Krkoska will be presenting at the 10th Annual Risk EMEA Summit.
Pradyumna specializes in Market Risk and Counterparty Risk with experience spanning both the Front Office and Risk Management functions at two of the largest global investment banks. In his current multi-dimensional role he is the market risk manager for JPM’s differential discounting desk, the banking book loan portfolio and also is the head of CVA stress testing. He is also involved in developing a climate risk management framework for JPM’s trading book. Outside of work, he is a bit of a musician and is working on his first album.
Jérôme Henry is Principal Adviser at the ECB, in the financial stability area. He led Quality Assurance for SSM stress tests and was a BIS fellow. Originally from the Banque de France, Mr Henry started at the ECB leading its modelling team and thereafter its projection exercise. Mr Henry has a number of research publications, eg the ECB STAMP€ e-book. An ENSAE graduate, he holds an Economics PhD and a History BA from Paris Sorbonne.
Per Hansson is a Director and Head of CCR Exposure Management within Credit Risk Management at Deutsche Bank, responsible for the bank’s IMM and pre-deal exposure models for counterparty credit risk. Per is additionally responsible for capital planning and the bank’s Pillar 2 capital model for credit risk. Previously, Per worked in Market Risk Management for Credit Trading and CVA at Deutsche Bank and JP Morgan and was also a risk manager in JP Morgan’s prime finance business. Per has an MSc in Engineering Physics from Lund University, Sweden.
Atanas Dimov will be presenting at the 10th Annual Risk EMEA Summit.
Ashish Bansal, a certified Chartered Accountant from India, is the Head of Finance & Regulatory Reporting in Union Bank of India (UK) Limited. In his 8 years of industry know-how, his range of experiences span from application of operational aspect of conventions at grassroot, to administering and formulating policy blueprints at the executive stratum. His in-depth technical understanding of banking products and demonstrated cognizance of RBI’s as well as Bank of England’s regulatory governance, adds to his industry’s proficiency.
Yingbo Bai currently heads up the global valuation methodologies team at UBS, where he is also a D&I ambassador . Previously, he worked in a number of quantitative roles at Morgan Stanley and JP Morgan, after starting his career at CICC. Yingbo graduated from Oxford University with MSc in Mathematical Finance and London Business School with Masters in Finance, with undergraduate at Tsinghua University.
Sean Titley will be presenting at the 10th Annual Risk EMEA Summit.
Member of the Fraud Leadership Team across Natwest for 5 years; previous fraud prevention responsibilities have covered various products, customer journeys and fraud typologies. Currently accountable for the overall prevention and strategy of First Party Fraud (covering onbook, mules and application fraud)Previous roles include Operations Manager for Debt Management and Head of Customer Experience for Ulster Bank.
Praveen Singh will be presenting at the 10th Annual Risk EMEA Summit.
Gary Savill is Head of Enterprise Risk for Saga Group and has over 12 years of extensive risk management expertise, working previously in general and medical insurance for AXA UK for 10 years and as Deputy Head of Operations for Sanlam Investment Management for 4 years. Gary is a Chartered Management Accountant, qualifying whilst working for Nestle UK and is also a Specialist member of the IRM and member of the Institute of Management.
Alex Rothwell will be presenting at the 10th Annual Risk EMEA Summit.
Andrea Pozzi will be presenting at the 10th Annual Risk EMEA Summit.
Ozgur Ozel will be presenting at the 10th Annual Risk EMEA Summit.
Vikas Munshi will be presenting at the 10th Annual Risk EMEA Summit.
Diane Menville will be presenting at the 10th Annual Risk EMEA Summit.
Maciej is a seasoned banking professional with 20+ years of experience ranging from financial control, credit risk management to corporate banking, derivatives and fixed income, combined with experience of regulatory topics and passion for tackling the climate transformation. He joined NatWest Markets in June 2020 where he’s primarily responsible for setting up and managing risk hub to support investment banking of NatWest Group. Before (since June 2014) he worked in ECB Banking Supervision (aka Single Supervision Mechanism – SSM) as Head of Section & Joint Supervisory Team (JST) Coordinator, responsible for consolidated supervision one of the largest banks in the Netherlands. As JST Coordinator, he led risk identification and implementation of risk-based and forward-looking Supervisory Examination Program. He took part in the start-up phase that included recruitment as well as fine-tuning of tools and processes. Prior to the ECB, Maciej worked in various roles in a number of banks: PKO Bank Polski 2008-2014 (Head of Credit Risk Assessment Department, member of Bank’s Credit Committee, Advisor to CEO), HSBC 2008 (Head of Structured Finance) and Citi in Poland and Hungary 1996-2008 (Debt Capital Markets, Derivatives Sales, Financial Control). Maciej has graduated from Warsaw School of Economics and holds a Master Degree in Banking and Finance. In 2020 he graduated from University of Edinburgh Climate Change Transformation Program. He is a speaker and panelist at conferences on risk and regulatory outlook topics.
Amit Lakhani has varied experiences in managing operational risks at organisations of all sizes. He started his career working as a consultant with Accenture where he developed and deployed multi-million dollar programmes involving compliance and risk elements, especially information security and cyber risks. Further, Amit worked at large multinational organisations in his role at KPMG driving strategic decision-making, investments and risk reduction programmes.
Cecilia Gejke will be presenting at the 10th Annual Risk EMEA Summit.
Beate Born has 17 years of experience in the financial services industry in Switzerland, Europe and Asia and has run her own consulting practice. She is currently Head of Strategic Projects at UBS Wealth Management in Zürich. Many of her 13 years at UBS she spent in Operational Risk and Capital Markets running global regulatory initiatives such as MiFID I&II as well as large initiatives such as Brexit and platform programs for Wealth Management. She is member of the leadership team of the Enterprise Data Management Council (EDMC) Women in Data Network as well as the EDMC ESG Committee. In September 2021 Beate will complete a Master’s Degree in Sustainability Leadership from the University of Cambridge with a focus on ESG data reporting and carbon disclosure comparability. Further Academic degrees include an MBA from Clark University, a DESS from the Sorbonne, an executive MBA from the Swiss Finance Institute and a certificate of advanced studies in Financial Market Regulation from the University of Zürich.
Andrew Barnett will be presenting at the 10th Annual Risk EMEA Summit.