An overview of IFRS 9 classification and measurement and the final push towards implementation
Scott Coulter, Bloomberg L.P

Modifications in the context of classification and impairment
Andreas Huthmann, FAS AG

The final stage: Market perspectives as an external reality check
Adrian Docherty, BNP Paribas

IFRS 9: With less than one year to go, what should be your key areas of focus?
Jeroen Van Doorsselaere, Wolters Kluwer

Shifting the focus towards model validation and ensuring numbers produced can be used to drive business reporting of positions
Albert Winston, Permanent TSB

Ensuring implementation readiness and batch execution
John Fitzgerald,  AIB

Preparing the institution and increasing internal communication to ensure BAU readiness across teams
Samantha Cunningham,  AIB

IFRS 9 impairments: Things the IASB did not anticipate when releasing the standard
David Vanden Abeele, Credo Software

Almost there… 2017 Communications
Kathrina Murphy, KBC Bank

Reviewing the modeling for IFRS 9 to add value for regulators, banks and their shareholders
Brandon Davies, Former Barclays, Obillex Limited

14:00 Understanding what should be included in disclosure and the level of detail required
Chris Innes-Wilson, Standard Chartered Bank and Brendan van der Hoek, Santander

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

Meeting the ever increasing challenges of risk and regulatory reporting
Darren Burrows, Funds-Axis

Reviewing the requirements for investor protection & product criteria to distributors under MiFID II
Kyra Brown, Standard Life Investments

Effective communications and surveillance: Sound behavioural analytics to ensure compliance
Elinor Murray, Henderson Global Investors

Understanding methods to measure liquidity to better determine degree of liquidity in portfolios
Sahil Kapoor, State Street

To clear or not to clear – The challenges of funding and financing from the buy-side
Frank Odendall, Deutsche Börse Group

Reviewing broader regulation of corporate liquidity of the fund management industry: Crossover with banking regulation – Corporate liquidity in the liquidity equilibrium
Anne Lanc, BlackRock

Assessing central clearing and asset segregation models and their adequacy for the fund management industry
Jan Grunow, Swiss Life Asset Managers

Assessment and management of investment risks for illiquid assets
Lu Li, Aviva Investors

Scenario review: Understanding the impact of a repeat in both negative equity and bond returns on clients
Daniel Philipson,  PIMCO

Delivering alpha to clients in volatile market conditions and balancing quality, value and growth
Andrew Parry, Hermes Investment Management

An overview of smart beta and ensuring client demands and expectations are met
Marco Corsi, BlackRock

A regulator’s view of cyber risk
Bob Phelps, Acting Director Critical Infrastructure, Operational Risk Policy, OCC

Back to basics: building a successful IT risk management program
Fred Shane, Chief Risk Officer, Commonwealth Financial Network
Alex Cunningham, Chief Information Security Officer, Commonwealth Financial Network

The new forms of cyber attacks: using social media for professional attacks
Lt. Cy Bleistine, Cyber Crimes Unit, New Jersey State Police

Effectively managing third-party risk with security ratings
Aleksander Yampolskiy, CEO, SecurityScorecard

Improving Your Strategy for Managing Third Party Cyber Security Risk
Dov Goldman, Director, Hiperos

Reducing cyber attack “Headline Risk”
Fred Shane, Chief Risk Officer, Commonwealth Financial Network
Anne Green, President & CEO, CooperKatz & Company, Inc

Maintaining managerial oversight of third party vendors for effective cyber control and relationship management
Nasser Fattah, Managing Director, Bank of Tokyo-Mitsubishi UFJ

Measuring the business impact of technology events 
Richard Van Horn, VP, IT Risk, Data Protection, JP Morgan Chase

Maintaining an effective cybersecurity readiness and response program
Kevin Petrasic, Partner, White & Case LLP
Benjamin Saul, Partner, White & Case LLP

What can we learn from the recent SWIFT bank hacks
Bradley Mirkin, Former FINRA Enforcement

Risk frameworks – understanding roles and responsibilities of each line of defense and the role for operational risk managers
Philip White, UBS Investment Bank
Jenny Birdi, HSBC

Structuring operational risk as a function within a broader ERM framework
Will Martyn, HSBC
Simon Cartlidge, Legal & General

Aligning operational risk and compliance teams for effective oversight and management
Simon Cartlidge, Legal & General

The senior managers’ and certification regime – a year on
Natalie Saunders, Yorkshire Building Society Group

Utilising operational risk scenario analysis and stress testing to gain benefit to the business
Michael Grimwade, MUFG Securities

Reputation risk: Reviewing the link between conduct risk events and reputation
Peter Mitic, Santander UK

Setting a risk appetite contingent with the organisation’s operational risk framework to add value
Campbell Davidson,  Royal Bank of Scotland

Assessment of operational loss data and its implications for capital modeling
Ruben Cohen, Former Citi

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

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

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

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

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

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

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

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

A Regulator’s Perspective: Third Party Risk Management
Robin Jones, Financial Conduct Authority (UK)

3rd Party Due Diligence Programmes: Case Study On Protecting Your Business In A Complex World
Ted Datta, Bureau van Dijk

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

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

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

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

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

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