Reports and Presentations

FREELY ACCESSIBLE CONTENT

13th May 2019

Risk Webinar: Managing third parties, it’s more than just cyber risk

13th May 2019

Third-party due diligence: Has your program evolved enough to keep up with changes in regulations and advancements in technology?

By Bill Hauserman, Senior Director, Compliance Solutions, Bureau van Dijk, A Moody’s Analytics Company
13th May 2019

Full oversight for risk reporting: Aggregating reporting across multiple systems and jurisdictions

By David Stomski, Director, Operational Risk Management, Credit Suisse
10th May 2019

Reviewing the regulatory agenda for liquidity risk and aligning changes to implement into BAU systems

By Amit Kalyanaraman, Head of Liquidity Risk (UK), Credit Suisse
10th May 2019

Ensuring effective controls for cloud providers to understand where data is stored and pinpoint liability

By Sean O’Brien, Managing Director, DVV Solutions
9th May 2019

The future of LIBOR: Reviewing suggested changes and impact on portfolios

By Armel Romeo Kouassi, Head of Balance Sheet and Treasury Portfolio Modeling, Northern Trust
9th May 2019

Aligning risk management and strategic planning

By Fabrice Fiol, MD, Deputy Head of ERM, Societe Generale
9th May 2019

Integrating fund transfer pricing with liquidity and interest rate risk management

By Hadrien Van Der Vaeren, Senior Manager, Avantage Reply
9th May 2019

Launching new business successfully

By Azlina Wetmore, Head of Commercial Credit Policy and Innovation, Capital One
9th May 2019

Vendor Complaint Monitoring – Why It’s Important

By Branan Cooper, Chief Risk Officer, Venminder
8th May 2019

Aligning third party management with wider operational resilience frameworks and risk appetite statements

By Nick Brazier, Head of Third Party Management, Close Brothers & Anna Gurney, Head of Supplier Relationship Management, Close Brothers
7th May 2019

Boosting vendor risk reporting accuracy

By Shamial Afzal, Head of Supplier Risk Management (SRM), M&G Prudential
7th May 2019

Integration in balance sheet optimization

By Thomas Steiner, Partner, BearingPoint
7th May 2019

Regulatory landscape – Increasing global cooperation and managing the regulatory agenda

By Paul Kennedy, Chief Risk Officer, National Bank of Kuwait
2nd May 2019

Aggregating reporting across multiple systems and jurisdictions for full oversight for risk reporting

By Roxane Romulus, MBA, Director, Third Party Risk Management, Voya Financial
1st May 2019

The role of FinTech companies in payments industry and enhancing digital capabilities of financial institutions

By Tibor Bartels, Head of Transaction Services Americas, ING Bank
29th April 2019

Continuous monitoring of vendor and third parties for full portfolio analysis of risks

By Ken Wolckenhauer, VP, Vendor Management, Nordea Bank 
24th April 2019

Third-party impacts on financial websites: Insights and data

By Idan Cohen, CEO & Co-founder, Reflectiz
23rd April 2019

The innovation illusion

By Daniel Moore, Chief Risk Officer, Scotiabank
23rd April 2019

A vision of the end-state analytics architecture for your firm

By Stevan Maglic, SVP, Head of Quantitative Risk Analytics, Regions Bank

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.

To find out how the Center for Financial Professionals can help your organisation, please get in touch:
Email: sales@cefpro.com
Phone: +44 (0) 207 164 6582

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.

Presentations

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

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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

Presentations

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

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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.

Presentations

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

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Reviewing vendor and third party outsourcing for better management, understanding and regulatory compliance

Presentations

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

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Assessing the upcoming changes and the potential implications as the industry moves towards finalisation and implementation.

Presentations

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

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Reviewing regulatory expectations across liquidity and funding risk for better management and understanding of impact on balance sheet

Presentations

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

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The premier banking risk and regulation gathering covering topics that full under FRTBbanking risk and regulatory developmentsliquidity risk, and capital management.

Presentations

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

Presentations

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

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Reviewing vendor and third party outsourcing for better management, understanding and regulatory compliance.

Presentations

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

Presentations

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

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Reviewing progress across the three phases as the industry moves towards parallel runs and implementation

Presentations

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

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Reviewing the individual challenges across CCAR & DFAST and the associated qualitative and quantitative elements

Presentations

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

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Reviewing evolving stress testing processes and requirements and moving towards the next phase of development

Presentations

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

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Reviewing regulatory requirements to better understand variation across the liquidity risk landscape for better management and compliance

Presentations

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

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Reviewing regulatory agenda for better management in an era of increasing technological advances

Presentations

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.

FREELY ACCESSIBLE PRESENTATIONS

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
Alex is Head of Supply Chain Risk for Lloyds Banking Group (LBG), responsible for ensuring that the supplier onboarding & management frameworks drive effective risk management and regulatory compliance. Alex has worked with LBG for 10 years, and has over 20 year experience in Sourcing and Supply Chain Risk.
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.
Sucharita Banerjee Lodha is the Head of General Insurance International Operational Risk and Governance, ERM. She has held various operational risk management positions within GI International supporting effective roll out of operational risk management tools and concepts within Claims, Finance, Operations and shared service centres. She has led teams across Business Consulting, Outsourcing Risk management, Offshore Development Centers, Technology and Risk Management. She has a proven track record of managing global teams and leading regulatory change initiatives. Sucharita holds an MBA from London Business School and an MS in Quality Management from Birla Institute of technology. She is also a six sigma Black belt and has a B.tech in Information Technology. She chose non-financial risk management as a career to pursue her passion for healthy risk culture in organizations. She has worked with Deloitte, American Express, Tata Consultancy Services in her professional career. She has worked with consulting and Financial services firms in India, the US and is currently based in London, UK. Sucharita is also the chair of Gender Equality Matters Employee resource group in AIG.
Sunil Verma will be presenting at the 10th Annual Risk EMEA Summit.
Julie is an experienced risk manager with 25 years at UBS and specialises in outsourcing and procurement and, more widely operational resilience. She advises senior management on risk management and control globally and on how to improve communications to staff throughout the organisation with respect to her specialisation. Julie leads global investigations on breaches to the firm's policies with respect to outsourcing and procurement and advises the firm on their root cause remediation.