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Conduct your own survey
We find you the answers to the questions you have. We devise online surveys which will be circulated to a database of over 450,000 world wide senior financial risk professionals. Our surveys attract relevant senior professionals within the industry to share their views and opinions on relevant topics.
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Gain access to the presentations for the events you may have missed in 2016
We have run a number of conferences in the past year, and we are happy to offer the accompanying documents compiled by our line-up of senior presenters from financial institutions such as Financial Conduct Authority, OCC, PRA Bank of England, Lloyds Banking Group, Royal Bank of Scotland, HSBC, Morgan Stanley, Barclays, Santander and many more.
PRESENTATIONS AVAILABLE TO PURCHASE
Presentation slides from conferences in EMEA
Assessing the challenges for effective capital and risk management, and preparing for regulatory change; TLAC, MREL, FRTB & stress testing.
Understanding Upcoming TLAC & MREL Requirements And What This Means For The Business
Santiago Fernandez de Lis, BBVA
Reviewing The Potential Transition From CRD IV To CRD V And What This Means
David McCleary, Mizuho International
Rajiv Arora, Mizuho International
Moving Towards IFRS 9 Implementation And Reviewing The Impact On Capital
Richard Bowles, Lloyds Banking Group
Reviewing Upcoming Additional Pillar II Reporting Requirements Under ICAAP
Frédéric Zana, Credit Agricole sa
Effectively Calculating Operational Risk Capital And Understanding What To Include
Craig Ivey, Royal Bank of Scotland
Developing Stress Testing Practices To Effectively Project Capital Ratios Under Scenarios
Timothy Murnaghan, Analytic Risk Technology Ltd.
Developing Stress Testing Practices To Effectively Project Capital Ratios Under Scenarios
Dr. Mark Penney, HSBC
Alper Özün, HSBC
Understanding Data Requirements For Effective Capital Allocation Across Business Lines In Line With Regulatory Constraints
Alessandro Barchietto, UniCredit
Analysing Banks’ Market Capital
Brandon Davies, Obillex Limited, Former Barclays
Pillar II: Economic Perspective On Liquidity Capital Management
Murat Bozdemir, Bloomberg
Assessing The Impact Of The Single Supervisory Mechanism Across Europe
Carlos Menéndez Rodríguez, BBVA
£499
To gain access to these presentations please contact marketing@cefpro.com
Presentation slides from conferences in the US
America’s premier risk and regulation convention covering topics that fall under stress testing & model risk, liquidity risk, capital management, and operational risk
Risk Management In The Age Of Volatility
Jacob Rosengarten, XL Catlin
Mervyn Naidoo, Morgan Stanley
Machine Learning for Risk Management
Anthony Peccia, Citibank Canada
Reviewing Regulatory Changes And Overview From a CRO Perspective
Oliver Jakob, Mitsubishi UFJ Securities
A Look Into The Volcker Rule And The Impact On Non Trading Activity
Tally Ferguson, Bank of Oklahoma
Establishing An Effective Governance Structure To Better Account For Operational Risks
Gustavo Ortega, AIG
Creating A Forward Looking Risk Culture Focusing On Cause And Consequence
Gideon Pell, Former New York Life Insurance Company
Balance Sheet Management Capabilities in a Post-Crisis World
Steve Turner, Novantas
Developing Frameworks To Effectively Conduct Enterprise Wide Stress Testing For Better Understanding Of Scenarios
Manan Rawal, HSBC
Reviewing And Understanding Differences In Internal And Regulator Stress Testing Results
Andy Sparks, MSCI
Developing And Identifying Forward Projecting Key Risk Indicators And Integrating Into Risk Management Framework
Richard Cech, Federal Reserve Bank of New York
Effectively Monitoring Liquidity Under The Federal Reserve Guidelines Set Out in 2052a
Aaron Sayles, Wolters Kluwer Financial Services
Reviewing Progress Towards NSFR Implementation And Its Interaction With Other Regulatory Demands
Matthieu Royer, Credit Agricole CIB
Using Models For Effective Risk Identification
Ed Young, Moody’s Analytics
Approaches For Determining The Capital Model Uncertainty Buffer
Douglas Gardner, Bank of The West & BNP Paribas
Key Take Aways From The NSFR Proposal In The US
Kyle Hadley, KPMG
An Overview Of Reputational Risk And The Other Impact On Other Risk Frameworks
Donna Howe, Windbeam Risk Analytics & Former Santander
Assessing The Role And Development Of An Effective Risk Appetite Within a Financial Institution: The View From The CRO
Nicholas Silitch, Prudential Financial
Risk Technology – Demystified
Srikant Ganesan, Risk Focus
Effective Scenario Analysis for CCAR & DFAST
Eva Chan, Barclays
Outsourcing Governance, Monitoring And Risk Management
Maureen Vance, Deutsche Bank
Introduction To The National Cybersecurity & Communications Integration Centre (NCCIC)
Sam Mackin, US Department of Homeland Security
Overview Of Basel III Capital Rules And Implementation Across Various Sized Financial Institutions
Michelle Hubertus, Deutsche Bank
The Anatomy Of A Model Validation
Michael Guglielmo, Darling Consulting Group
Operational Risk Scenario Analysis: A Structured Approach
Andrew Kramer, TIAA
Karthik Ramakrishnan, EY
Developing A Comprehensive Framework For Capital And Business Mix Optimization: A Case Study
Bogie Ozdemir, Canadian Western Bank
Evolution Of Internal Control Validation As A Key Element Of The Enterprise Risk Management Framework
Elizabeth Hughes, MUFG Union Bank NA
Improving Data To Optimize The Balance Sheet And Improve Earnings
H Walter Young, M&T Bank
$759
To gain access to these presentations please contact marketing@cefpro.com
How to best implement forward looking operational strategies to ensure compliance and safeguard against increasing technology threats.
Assessing the challenges for effective capital and risk management, and preparing for regulatory change; TLAC, MREL, FRTB & stress testing.
Putting Appetite at the Heart of Operational Risk Management
Michael Grimwade, Mitsubishi UFJ International Securities
Management of Operational Risk in Regulatory Change
Meredith Gibson, Santander
Management of Operational Risk in Regulatory Change
Brian Gregory, Wolters Kluwer
Operational Intelligence: Using Big Data To Enhance our Approach to Op Risk Management
Kirsty Rutter, Former Credit Suisse
Effectively Reporting Accurate and Complete Reports to the Board
Richard Pike, Permanent TSB
Capital Calculation: Are we totally leaving AMA?
Peter Mitic, Santander UK
Developing an Accurate KRI Framework for Both Leading and Lagging Indicators
Romain Wilt, RBC
Using Operational Event Data and KRIs to Develop a More Meaningful Risk Appetite
Duncan Scott, Former Bank of America
Asset Recovery: What Intelligence & Investigation Tools Are Available
Mike LaCorte, Conflict International
Operational Risk Scenario Analysis Obtaining the Right Balance of Subjective and Accurate Information
Simon Cartlidge, Legal & General
Operational Risk Scenario Analysis Obtaining the Right Balance Of Subjective and Accurate Information
Luc Brandts, Nasdaq-BWise
£499
To gain access to these presentations please contact marketing@cefpro.com
Reviewing vendor and third party outsourcing for better management, understanding and regulatory compliance
A Regulator’s Perspective: Third Party Risk Management
Robin Jones, Financial Conduct Authority (UK)
Third Party Risk Management of Affiliates/Intragroup Entities – Towards a Pragmatic Approach
Simon Lloyd-Horton, HSBC
Understanding The Vendor Supply Chain And The Implications Of Subcontracting
Guido Vertua, Citi
Implementing Efficient But Effective Third Party Risk Management In A “Start Up” – A Case Study
Nick Ralphs, NJR Procurement Williams and Glyn Separation
Effectively Monitoring The Supply Chain For Better Understanding Of Risks And Oversight
Ianne Nagem, UBS
How Financial Services Firms Are Managing 3rd Parties Today… And How They Will Manage Them In the Future
Mark Delluca, Hiperos
Developing Strong Processes For Identifying And Mitigating Third Parties Risks
Victoria Munoz-Titos, AIG
Aligning Third Party And Vendor Risk Management With Operational Risk Agenda
Chris Rachlin, Former HSBC plc
Assessing The Current Vendor Review Format And Moving Towards A Standardised Approach Across The Industry
Tom Garrubba, The Sante Fe Group/Shared Assessments
$599
To gain access to these presentations please contact marketing@cefpro.com
Assessing the upcoming changes and the potential implications as the industry moves towards finalisation and implementation.
Assessing The Boundary Between The Trading Book And The Banking Book
Katherine Wolicki, HSBC
Effectively Aligning Regulatory Standardised Approach and Internal Models
Tobias Sander, d-fine
Assessing How To Effectively Implement Liquidity Horizons In The Internal Models Approach
Jim Congleton, Standard Chartered Bank
Analysing The Capital Framework For The Fundamental Review Of The Trading Book
Ludovic Lelegard, HSBC
Reviewing The Challenges Within P&L Attribution and Its Potential Impact
Alan Smillie, Normura
Reviewing The Regulators’ Definition Of Modellable and Non-Modellable Risk Factors And The Effects Of Varying Interpretations
Dirk Scevenels, ING
Effectively Understanding If and How To Model The Un-Modellable
Pascal Gibart, Credit Agricole CIB
Assessing The Move From VaR To Expected Shortfall
Brandon Davies, Obillex Limited & Former Barclays Bank
CVA Sensitivities – Theories & Practice
Dr Sascha Engelbrecht, Nagler & Company
Reviewing The De nition Of The Trading Desk And Its Role Within The Fundamental Review Of The Trading Book
Ed Duncan, Barclays
Fundamental Review Of The Trading Book: Default Risk Modelling
Mirela Predescu, BNP Paribas
Assessing The Impact of the FRTB On Emerging Markets and Commodity Markets
Sylvain Martinez, ICBC Standard Bank
Understanding the Impact of the Standardised Approach for Market Risk and CVA Risk
Gael Robert, Mizuho International
Implementing the Revised CVA Capital Framework: FRTB-CVA And Basic Approach
Andrew Green, Former Lloyds Banking Group
£499
To gain access to these presentations please contact marketing@cefpro.com
Reviewing regulatory expectations across liquidity and funding risk for better management and understanding of impact on balance sheet
Reviewing the requirements under 2052A/5G reporting for efficient daily reporting of accurate numbers
Christian Pichlmeier, Union Bank
Overcoming data challenges to accommodate regulatory requirements across the liquidity & funding landscape
Will Newcomer, Wolters Kluwer
Reviewing the horizontal review of banks liquidity and funding adequacy under CLAR
Gopi Devaraaj, Deutsche Bank
Documentation of the liquidity risk modelling process
Michael Guglielmo, Darling Consulting Group
Reviewing the impact of enhanced prudential standards and progress made towards implementation
Kevin Curran, BMO Harris Bank
Capabilities requirements for liquidity and funding management in a post-crisis world
Steve Turner, Novantas
How persistent are the effects of negative reputation events on liquidity and the balance sheet
Nagaraja Kumar Deevi, Deevi Advisory Services
A practice approach to incorporating liquidity risk stress testing into your risk framework
Donna Howe, Windbeam Risk Analytics
Time to focus on the NSFR
Kyle Hadley, KPMG
$599
To gain access to these presentations please contact marketing@cefpro.com
The premier banking risk and regulation gathering covering topics that full under FRTB, banking risk and regulatory developments, liquidity risk, and capital management.
Re-aligning risk and reward: Strategic ALM and other best-practice bank risk management
Moorad Choudhry, Former Habib Bank Zurich plc
Reviewing LCR Delegated Act Reforms And The Impact On The Industry
Christopher Blake, HSBC
An Overview Of The Standardised And Internal Model Approach For More Informed Selection
Dionisis Gonos, Barclays
Effective Understanding And Quantification Of Model Risk Across Business Units
Daniel Mayenberger, Credit Suisse
Review of the Revised Basel Market Risk Framework
Anshuman Prasad, Moodys Copal Amba
Understanding The Data Challenges Posed By The FRTB
Michael Bryant, InteDelta
The Intersection Between Compliance Risk Management And Blockchain
Sophia Bantanidis, Citi
Embedding A Data Framework To Support Stress Testing Requirements And Ensure BCBS 239 Compliance
Richard Reeves, Wolters Kluwer
Using Internal Audit To Add Value To The Modelling Process
Christopher Hall, HSBC
Reviewing The Challenges Within P&L Attribution And It’s Potential Impact
Alan Smillie, Nomura
From ILAA to ILAAP
Hortense Huez, PwC
Effectively Modelling Liquidity Risk On Balance Sheets
Stratos Nikolakakis, ABN AMRO
Implementation Of Intraday Reporting Requirements For Better Monitoring Capabilities
David Cassonnet, Quartet FS
Darwin’s Theory – Interpretation by a Risk Practitioner
Evgueni Ivantsov, European Risk Management Council
FRTB: Default Risk Charge Modelling and Implementation
Challenges
Alejandro Gomez, CRISIL
Effectively Calculating Lifetime Expected Losses And Review Of Definitons Under IFRS 9
Oliver Fiala, Volksbank Wien AG
Building Liquidity Risk Solutions Beyond Regulatory Reporting
Tim Donnelly, Intellect Design Arena
Reviewing The Move From Current VaR Calculations To Expected Shortfall And What This Will Look Like
Brandon Davies, Obillex Limited, Former Barclays
Assessing End State Capital Requirements, Including TLAC & MREL, And Their Impact Across The Business
Jennifer Moreland, Barclays
The Challenge And Benefits Of LCR Automation
James Phillips, Lombard Risk
Assessing How To Create A Relevant Set Of Board Level Indicators
Richard Pike, Permanent TSB
Alessandro Vecci, Genpact
A Look Towards The CVA Finalisation Rules
Martin Delloye, BNP Paribas
BCBS-325/FRTB-CVA
Chris Kenyon, Lloyds Banking Group
Case Study: Assessing The Unique Capital Management & Liquidity Risk Challenges Of A Challenger Bank
Tim Emrys-Roberts, Atom Bank
£599
To gain access to these presentations please contact marketing@cefpro.com
Reviewing operational risks and regulation expectations for adding value and using to make informed decisions
Systemic operational risk: A review of case studies, regulation and requirements
Linda Jaka, Head of Governance, Risk Integration & ERM, Standard Bank
Effectively setting a risk appetite to push down business lines and link to strategy
David Ridgway, Head of Risk for Asset Management, North America, BNY Mellon
Overview of the three lines of defense to further drive efficiency and effectiveness
Amy Butler, CRO, Legal & General America
Convergence and digital labor – A risk management perspective
Glenn Hursh, Managing Director, KPMG
How financial services firms are managing 3rd parties today… and how they will manage them in the future
Sandeep Bhide, VP, Product Strategy, Hiperos
Evolving best practices in a changing operational risk environment
Richard Cech, Senior Bank Examiner, Operational Risk Governance, Federal Reserve Bank
Using operational and enterprise risk management as value added exercises beyond regulatory compliance
Hafsteinn Gislason, VP, Operational Risk, CIT
$599
To gain access to these presentations please contact marketing@cefpro.com
Reviewing vendor and third party outsourcing for better management, understanding and regulatory compliance.
Re-aligning risk and reward: Strategic ALM and other best-practice bank risk management
Moorad Choudhry, Former Habib Bank Zurich plc
Reviewing LCR Delegated Act Reforms And The Impact On The Industry
Christopher Blake, HSBC
An Overview Of The Standardised And Internal Model Approach For More Informed Selection
Dionisis Gonos, Barclays
Effective Understanding And Quantification Of Model Risk Across Business Units
Daniel Mayenberger, Credit Suisse
Review of the Revised Basel Market Risk Framework
Anshuman Prasad, Moodys Copal Amba
Understanding The Data Challenges Posed By The FRTB
Michael Bryant, InteDelta
The Intersection Between Compliance Risk Management And Blockchain
Sophia Bantanidis, Citi
Embedding A Data Framework To Support Stress Testing Requirements And Ensure BCBS 239 Compliance
Richard Reeves, Wolters Kluwer
Using Internal Audit To Add Value To The Modelling Process
Christopher Hall, HSBC
Reviewing The Challenges Within P&L Attribution And It’s Potential Impact
Alan Smillie, Nomura
From ILAA to ILAAP
Hortense Huez, PwC
Effectively Modelling Liquidity Risk On Balance Sheets
Stratos Nikolakakis, ABN AMRO
Implementation Of Intraday Reporting Requirements For Better Monitoring Capabilities
David Cassonnet, Quartet FS
Darwin’s Theory – Interpretation by a Risk Practitioner
Evgueni Ivantsov, European Risk Management Council
FRTB: Default Risk Charge Modelling and Implementation
Challenges
Alejandro Gomez, CRISIL
Effectively Calculating Lifetime Expected Losses And Review Of Definitons Under IFRS 9
Oliver Fiala, Volksbank Wien AG
Building Liquidity Risk Solutions Beyond Regulatory Reporting
Tim Donnelly, Intellect Design Arena
Reviewing The Move From Current VaR Calculations To Expected Shortfall And What This Will Look Like
Brandon Davies, Obillex Limited, Former Barclays
Assessing End State Capital Requirements, Including TLAC & MREL, And Their Impact Across The Business
Jennifer Moreland, Barclays
The Challenge And Benefits Of LCR Automation
James Phillips, Lombard Risk
Assessing How To Create A Relevant Set Of Board Level Indicators
Richard Pike, Permanent TSB
Alessandro Vecci, Genpact
A Look Towards The CVA Finalisation Rules
Martin Delloye, BNP Paribas
BCBS-325/FRTB-CVA
Chris Kenyon, Lloyds Banking Group
Case Study: Assessing The Unique Capital Management & Liquidity Risk Challenges Of A Challenger Bank
Tim Emrys-Roberts, Atom Bank
£599
To gain access to these presentations please contact marketing@cefpro.com
Assessing cyber risk best-practices across financial institutions for better understanding, management and compliance
Systemic operational risk: A review of case studies, regulation and requirements
Linda Jaka, Head of Governance, Risk Integration & ERM, Standard Bank
Effectively setting a risk appetite to push down business lines and link to strategy
David Ridgway, Head of Risk for Asset Management, North America, BNY Mellon
Overview of the three lines of defense to further drive efficiency and effectiveness
Amy Butler, CRO, Legal & General America
Convergence and digital labor – A risk management perspective
Glenn Hursh, Managing Director, KPMG
How financial services firms are managing 3rd parties today… and how they will manage them in the future
Sandeep Bhide, VP, Product Strategy, Hiperos
Evolving best practices in a changing operational risk environment
Richard Cech, Senior Bank Examiner, Operational Risk Governance, Federal Reserve Bank
Using operational and enterprise risk management as value added exercises beyond regulatory compliance
Hafsteinn Gislason, VP, Operational Risk, CIT
$759
To gain access to these presentations please contact marketing@cefpro.com
Reviewing progress across the three phases as the industry moves towards parallel runs and implementation
Understanding the broader implications of the IFRS 9 classification and measurement approach
Claudia Eusebio, Deutsche Bank
Stuart Preston, Deutsche Bank
Reviewing the secondary impacts on other business areas of implementation of IFRS 9 requirements
Christian Duesterberg, Erste Group Bank
Expected loss model for impairment accounting: Real challenges in the journey towards compliance & beyond
Mastoure Moussavi, Lloyds Banking Group
Making sense of IFRS 9 implementation and gaining value beyond compliance
Ben O’Brien, Jaywing
Challenges for measuring lifetime PDs on retail portfolios
Vivien Brunel, Societe Generale
IFRS 9 expected credit loss model – A supervisory perspective
Guido Sopp, Austrian Financial Market Authority
Implementing IFRS 9 impairment – Key challenges and collected impressions
Lars Meyer, zeb
Leveraging IFRS 9 for risk and finance transformation
Victor Pinto, Moody’s Analytics
Embedding IFRS 9: Developing the impairment operating model end to end
Carol Lynch, Bank of Ireland
Tackling the disclosure requirements of IFRS9
Neil Wannop, Lloyds Banking Group
Data governance and end-to-end automation: Leveraging IFRS 9 technology to benefit the business
Sufyan Khan, AxiomSL
IT Challenges in Implementing IFRS9
József Németh, Online Business Technologies
Model validation and IFRS9
Damien Burke, 4most Europe Ltd.
Implementing a forward looking view of impairment to align with economic forecasts
Diana Kapsa, UBS
Consistency of IFRS 9 requirements with Basel III
Wolfgang Reitgruber, UniCredit S.p.A
Effect of IFRS 9 on business behaviour and running of the business
Julian Parkin, Royal Bank Of Scotland
Samantha Cunningham, AIB
“Just when you thought it was safe to go back into the water…”: The strategic impact of IFRS 9
Adrian Docherty, BNP Paribas
Integrating risk and finance systems to achieve an aligned IFRS 9 process
Brandon Davies, Former Barclays
Reviewing progress as the industry looks towards parallel runs
Diana Kapsa, UBS
Dooshyant Beekarry, Citigroup
Samantha Cunningham, AIB
£599
To gain access to these presentations please contact marketing@cefpro.com
Reviewing the individual challenges across CCAR & DFAST and the associated qualitative and quantitative elements
KEYNOTE ADDRESS: Regulatory perspective of 2016 processes and moving towards 2017
Nancy Beebe, Federal Reserve Bank of Chicago
Understanding the requirements for organizations moving towards CCAR compliance Christian Pichlmeier, MUFG Union Bank NA
Robert Chan, City National Bank
Don’t sprint the Marathon: Building sustainability into CCAR/ DFAST modelling and processes
Gary Tognoni, TD Bank
Comparing SR 15-19 to 15-18 as a guide for what is to come for DFAST banks
Ed Young, Moody’s Analytics
Developing an effective DFAST governance and internal audit program
Michael Glotz, SRA
Aggregating stress testing processes and results for a broader view
Jorge Sobehart, Citi
Data challenges specific to CCAR to ensure accurate data inputs
Kresimir Marusic, Deutsche Bank
Data and technology as it relates to model governance
Kresimir Marusic, Deutsche Bank
Jeremy Condie, ClusterSeven
Charlie Anderson, Protiviti
Making data your strategic ally
Sam Chen, Darling Consulting Group
Joe Montalbano, Darling Consulting Group
Developing an effective DFAST governance and internal audit program
Michael Glotz, SRA
Using stress testing alongside risk appetite for more informed decisions
Tally Ferguson, Bank of Oklahoma
Developing efficient models to support the stress testing process
Agus Sudjianto, Wells Fargo
Effective Challenge
Hakan Danis, MUFG Union Bank
Driving efficiencies across stress testing processes to add value beyond regulatory compliance
Evgueni Ivantsov, European Risk Management Council
Effectively incorporating stress testing into business as usual practices across the business
Manan Rawal, HSBC
Balancing business and stress testing requirements: First and second line perspectives
James L. Glueck, MountainView MPS
Della Zheng, MountainView MPS
Making CCAR PPNR models useful to business experts: Case studies
Jonathan ‘Wes’ West, Novantas
Ryan Schulz, Novantas
CCAR/DFAST quantitative methods: observations and frustrations
Arnisa Abazi, Citi
Reviewing the evolution of DFAST processes from past tests and looking forward
Grant Empson, FIS
Prashant Dinodia, FIS
Case study: Mechanics and benefits of achieving truly integrated stress testing
Butch Miner, ZM Financial Systems
Reviewing challenges in data requirements for full stress test submission
Ed Robertson, Situs
Taking a step back to the future: What does the future hold for the evolution of regulatory expectations
Aaron Sayles, Wolters Kluwer Financial Services
Developing efficient models to support the stress testing process
Agus Sudjianto, Wells Fargo
Minimum distance approach to historical stress test in DFAST
Carlo Acerbi, MSCI
One model to rule them all: Model convergence in CCAR, DFAST, CECL, IFRS9, and Basel
Joseph L Breeden, Prescient Models
$599
To gain access to these presentations please contact marketing@cefpro.com
Reviewing evolving stress testing processes and requirements and moving towards the next phase of development
Building effective stress testing framework and robust forecasting process
Dr Evgueni Ivantsov, Lloyds Banking Group, Chairman, European Risk Management Council
Luca D’Amico, Copal Amba (A Moody’s Analytics Company)
Reviewing the evolving model risk and requirements to ensure accurate reporting of stress test outcomes
John Brent, HSBC
The role of stress testing in risk and capital management
Tom Van Zalen, ING Bank N.V.
Tim Murnaghan, Analytic Risk Technology
A unified regulatory stress testing platform
Nageswara Sastry Ganduri, CRISIL GR&A
Have risk managers been let down by big IT?
Adrian Maconick, Finsbury Solutions
Supporting next generation stress testing for banks
Carles Herrero, Moody’s Analytics
How to deal with Black Swans in stress testing:
Assessing uncertainty around the evolving geo-political environment and newly emerging non-financial risks
Andrea Burgtorf, Erste Group
Data & Technology as it relates to Model Governance
Henry Umney, ClusterSeven
Colin Farquhar, Protiviti
Establishing an ERM framework for integrated NII, credit, capital & liquidity forecasting and stress testing
Henry Lin, QRM
£499
To gain access to these presentations please contact marketing@cefpro.com
Reviewing regulatory requirements to better understand variation across the liquidity risk landscape for better management and compliance
How to comply with the regulator and deliver added value to the bank on the example of Raiffeisen Bank International (RBI)
Wolfgang Pollak, Raiffeisen Bank International
Ensuring an internal understanding of NSFR reporting requirements to ensure regulatory compliance and management of risk
Martin Harrison, Nationwide
Building out internal infrastructure to include NSFR for better decision making and risk identification
Christopher Blake, HSBC
Implementing a framework for managing and reporting intraday liquidity risk
Neil Bowman, Citigroup Global Markets Limited
Overcoming data demands across regulatory programs and maintaining sufficient levels for reporting
Kaivalya Vishnu, Bank of America Merrill Lynch
View from the buy side – how changing regulation is impacting asset managers liquidity strategies
Robbie Taylor, UBS
£499
To gain access to these presentations please contact marketing@cefpro.com
Reviewing regulatory agenda for better management in an era of increasing technological advances
Assessing the continuing impact of low interest rate environment and ensuring profitability in the future
Russell Lee, Legal and General
Understanding the basics of General Data Protection Regulations (GDPR) – a risk based approach to implementation
Yasmin Durrani, Zurich
The anti-stress solution to the Reinsurance management problems
Enrico Lerza, C Consulting International
Using Standard Formula and Internal Models: Embedding in business decision making and aligning to regulators’ expectations
Paul Barrett, AIG
Implementing a strong risk culture across the institution for better understanding of risk
Claire Weston, Munich Re
The Use Test: An arranged marriage of intricate characters?
Dominic Rau, Swiss Re
Ethical use of data sources, privacy and risk
David Evans, Swiss Re
Data Governance: A design for life
Sarah Phenix, Aviva
Post ‘Day 1’ regulatory view and priorities
James Orr, PRA, Bank of England
£499
To gain access to these presentations please contact marketing@cefpro.com
We have run a number of conferences in the past year, and we are happy to offer the accompanying documents compiled by our line-up of senior presenters from financial institutions such as Financial Conduct Authority, OCC, PRA Bank of England, Lloyds Banking Group, Royal Bank of Scotland, HSBC, Morgan Stanley, Barclays, Santander and many more.
