8:00 Registration and breakfast | 8:50 Chair’s Opening Remarks
Moderated by: Xavier Dubois, Director, Risk, Finance and Regulatory Expert, Wolters Kluwer
EMERGING RISKS – PANEL DISCUSSION
Session details
- Managing geopolitical instability
- Impact of changes to sanctions landscape
- Use of economic warfare and impact to geopolitical tensions
- Cyber as an emerging war threat
- Managing business relationships between different jurisdictions
- The use of economic sanctions to restrict funding to a jurisdiction
Jeff Simmons, Chief Risk Officer, MUFG Securities (Europe) N.V.
Cecilia Gejke, Chief Risk Officer, Private Banking Institution
Mark Chaplin, UK Life Chief Risk Officer, Aviva Plc
RESILIENCE
Session details
- Exploring banking resiliency in the face of the pandemic
- Building flexible and agile processes to better adapt and respond
- Grasping opportunities offered by Technology
- Re-focusing the business model to drive sustainable performance and achieve better customer outcomes
Hanna Sarraf, Chief Risk Officer, Starling International
10:10 Morning refreshment break and networking
Moderated by: John Bree, Chief Evangelist & Chief Risk Officer, Supply Wisdom
RISK IDENTIFICATION
Session details
- Natural default to visible risks
- Managing highly probable and highly impactful threats
- Leveraging stress testing as a tool for risk identification
- Early warning indicators of risk
- Effectively assessing and scanning potential future threats
- Avoiding bias when assessing and identifying risk
Mauricio Masondo, Managing Director, Citi
CLOUD
Session details
- Benefits of cloud implementation
- Challenges of cloud implementation
- Factors affecting the timing of adoption
- What we are seeing in the market
- The future of cloud adoption in financial services / ‘green’ cloud computing
Freddy Gielen, Executive Partner, Reply
Louise Macdonald, Manager, Avantage Reply
ESG – PANEL DISCUSSION
Session details
- Overcoming a lack of market data for ESG
- How should the boards approach reporting on ESG?
- Reputational risk associated with a business’s activities
- Integrating an ESG risk appetite into processes
- Effectively managing carbon reduction on a bank’s balance sheet
- Implementing a commercial strategy around ESG
Jean Meyer, Chief Risk Officer, BNP Paribas Asset Management
Maciej Lewandowski, Head of Risk Poland, NatWest
Sucharita Banerjee Lodha, Head of Governance and Reporting/Chief of Staff, ERM, AIG
.12:45 Lunch break and networking
NET ZERO
Session details
- Choosing an appropriate Net Zero pathway
- Determining financed emissions in a transparent manner
- Engaging internal stakeholders in a collective journey
Gianluca Cantalupi, Global Head of Sustainability and Climate Risk, Credit Suisse
CBDC – PANEL DISCUSSION
Session details
- Maintaining balance sheet and deposit inflows
- Adapting operational models
- Maintaining customers through digital products
- Alternative ways of structuring balance sheet
- Transition capacities of central bank money
- Managing and limiting volatility in pricing
Katey Neate, Chief Risk Officer Asset Servicing and Digital, BNY Mellon
Farooq Gulzar, UK Chief Risk Officer, UBS AM
Mehregan Ameri, Senior CBDC Specialist, Bank of England
.3:10 Afternoon refreshment break and networking
CRYPTOCURRENCY
Session details
- Developing regulations for cryptocurrency
- Updating capital frameworks to include crypto asset exposure
- Sanctions and regulations preventing trade
- Monitoring the security and integrity of digital currencies
- Increased need for digitalization in order to incorporate digital currencies
Katey Neate, Chief Risk Officer Asset Servicing and Digital, BNY Mellon
IRRBB
Session details
- Requirements on credit spread risk in the banking book
- Managing the impact of interest rate risk on the banking book
- Maneuvering the interest rate in the banking book regulatory environment
- Evolution of interest rate in the banking book
Svetlana Kardan, Group Head of IRRBB, HSBC
5:00 Chair’s closing remarks | 5:10 End of Risk EMEA 2022
Moderated by: Tim Le Mare, Director, Integrated Risk, Workiva
FRAUD
Session details
- Reviewing internal fraud risks
- Misappropriation of corporate assets, travel abuse, data loss and embezzlement
- Managing traditional and new risks in a hybrid environment
- Detecting fraud integrity concerns virtually and physically
- Tracking unauthorized access to systems and data
- Implementing new fraud detection models
- Governance structures to manage use of technology
Hugo Ramirez, Operational Risk and Third-Party Management Senior Auditor Specialist, BBVA New York
OPERATIONAL RESILIENCE
Session details
- Evolving the self-assessment process
- Effectiveness of test plans and 3rd party engagement
- Incorporating lessons learned
- Leverage existing process (I.e. controls assurance processes)
Gary Lynam, Director of Advisory, Protecht
+ Guest speakers
COVID-19 – PANEL DISCUSSION
Session details
- Implementation of business continuity plans
- Provision of critical functions to maintain operations
- Adapting to changes in consumer behavior as a result of Covid
- The role of operational risk in a post Covid environment
- Identifying and updating strategy in light of Covid-19
Sean Titley, Director of Enterprise and Operational Risk, Metro Bank
Juergen Wienes, Member of the Managing Board, Airbus Bank GmbH
Anne McGowan, Head of Supplier Management, Governance and Risk, Lloyds Banking Group
.12:45 Lunch break and networking
CULTURE
Session details
- Defining risk culture
- Role of senior management in shaping risk culture
- Risk accountability versus responsibility
- practical application of the three lines of defence
Paul Coady, Global Head of AFC People, Education & Culture, Deutsche Bank
RISK APPETITE – PANEL DISCUSSION
Session details
- Incorporating non-financial risks
- Developing synthetic indicators for compliance and operational risks
- Transparency from senior management
- Building a complete and transparent framework
- Redesigning indicators to present risks to the board
Jeremy Arnold, Chief Risk Officer, NatWest Markets
Carlos Martin, Executive Director – CIB Markets Operational Risk Management, JPMorgan Chase & Co.
Adrian Burbanks, Deputy General Manager, Agricultural Bank of China Limited, London Branch
.3:10 Afternoon refreshment break and networking
MODEL RISK
Session details
- Reviewing the impact a crisis has on existing models
- Managing the various model risk reactions during a crisis
- Creating an effective model risk framework based on previous crisis’
- Approaches to detect, mitigate and repair the model risk that is caused by a crisis
- Application to crisis including COVID-19 pandemic consequences
- From White to Black Swans and beyond, categorization of changes
Gilles Artaud, Head of Model Risk Audit, Credit Agricole CIB
MODEL RISK REQUIREMENTS
Session details
- Challenges using Covid data in models
- Managing operational risk of models
- Key components for Model Risk Management (MRM) framework
- Main challenges when implementing a MRM framework
- Looking ahead: the impact of AI / ML for MRM
Magdalena Chociej, Model Risk Expert, ING
5:00 Chair’s closing remarks | 5:10 End of Risk EMEA 2022
Moderated by: Xavier Dubois, Director, Risk, Finance and Regulatory Expert, Wolters Kluwer
CREDIT RISK AND CAPITAL MANAGEMENT
Session details
- Enhanced international financial framework: public sector support to the economy through commercial banks via risk sharing between banks and policy-driven financial institutions (Multilateral Development Banks, MDBs)
- Helping banks overcome regulatory constraints such as high capitalization of certain exposures and/or market gaps caused by presence of asymmetric information between borrowers and lenders
- Ways for capital relief and transfer of financial loss for banks
Denitsa Berkhoff, Head of Strategic and Market Risk Management, European Investment Fund, part of the European Investment Bank Group
ALM
Session details
- Evolution of Machine learning in financial risks (liquidity and interest risk)
- How Machine Learning can leverage ALM
- Machine Learning limitations in risk management
Sergio Cardona, Quantitative Leader at Mirai, Mirai Advisory (MAT)
STRESS TESTING
Session details
- Enhancing models, methodologies and expertise
- Incorporating regulatory and business drivers into stress testing
- Sensitivity measures for business strategies and market reactions
- Incorporating into risk appetite framework
- Enhanced scenario shocks modelling (granularity, methodologies and plausibility)
Sunil Verma, Director, Head of EMEA FO Risk Appetite Quantitative Analytics, Citi
.12:45 Lunch break and networking
CAPITAL FRAMEWORKS
Session details
- Incorporating climate risk into capital framework
- Changes to CRR 3
- Cross border requirements and approvals
- Standardizing treatment of activity across jurisdictions
- Efficient capital management amidst uncertainty
Neels Vosloo, Director, EMEA Capital Policy and Advocacy, Bank of America Merill Lynch
FRTB – PANEL DISCUSSION
Session details
- Impact of continued delays
- Global alignment of standards and timelines
- Qualification at trading desk level
- Reviewing capital benefits of internal models
- Qualitative and quantitative requirements for model approval
- Managing the EU’s CRR3 and CRD6 proposals
Etienne Varloot, Global Head MCR, Credit Agricole CIB
Suman Data, Head of Portfolio Quantitative Research, Lloyds Banking Group
Sumesh Lund, Lead Risk Manager, Nordea
3:10 Afternoon refreshment break and networking
NON-PERFORMING LOANS
Session details
- Impact on loans and asset quality
- Reviewing adequacy of provisioning credit
- Maintaining a cautious approach to provisions
- Treatment of loans under government support measures
- Credit deterioration as support measures unravel
Varun Kumar Singh, Head – Corporate Lending, Union Bank of India UK
LIBOR
Session details
- Immediate consequences of the cessation of Libor
- Migrating all contracts over to new rate
- Treatment of IBORs
- Reflecting credit risk within rates
- Managing market manipulation
- 2023 Dollar transition and what to expect
- The impact of rising interest rates on LIBOR transition
Chia Tan, Director, Counterparty Model Risk Management, Bank of America
5:00 Chair’s closing remarks | 5:10 End of Risk EMEA 2022
