8:00 Registration and breakfast | 8:50 Chair’s Opening Remarks

Moderated by: Xavier Dubois, Director, Risk, Finance and Regulatory Expert, Wolters Kluwer


9:00 Monitoring emerging risks on the horizon and developing effective mitigation strategies

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 OfficerMUFG Securities (Europe) N.V.
Cecilia Gejke, Chief Risk OfficerPrivate Banking Institution
Mark Chaplin, UK Life Chief Risk Officer, Aviva Plc


9:40 Fit for the future: how resilient is your bank?

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 OfficerStarling International

10:10 Morning refreshment break and networking

Moderated by: John Bree, Chief Evangelist & Chief Risk Officer, Supply Wisdom


10:40 Developing forward looking risk identification to understand potential threats

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 DirectorCiti



11:20 Cloud in financial services

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


12:00 Reviewing future business models to meet ESG requirements and customer demands

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


1:45 Setting a net zero trajectory for the oil, gas and coal sector

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 


2:25 Understanding future of central bank digital currency uses and preparing for change

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


3:40 Developing processes and oversight techniques for increased use of 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


4:20 Managing the impact of interest rate risk in the banking book and regulatory requirements

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 MareDirector, Integrated Risk, Workiva


10:40 Adjusting fraud detection methodologies to manage changes to risk

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


11:20 Growing Operational Resilience Maturity

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


12:00 Lessons learnt from operational risk response to the global pandemic and advancing resilience

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


1:45 NFR culture - accountability versus responsibility

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


2:25 Incorporating non-financial risks within the risk appetite framework

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


3:40 Models and crisis: appropriate actions and reactions

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


4:20 Embedding ethics and bias assessment into model risk management framework

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


10:40 Inter-institutional transfer of risk to support banks and other credit institutions: mitigating market deficiencies and regulatory constraints

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


11:20 Machine learning in 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)


12:00 Leveraging stress testing as a tool for future projections and business direction (case for trading shifts)

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


1:45 Reviewing changes to capital regulation and impact to 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


2:25 Industry update on progress towards FRTB and reviewing model approaches

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


3:40 Reviewing the impact of Covid-19 on loans and asset quality and treatment of 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


4:20 Reviewing progress towards LIBOR transition and future challenges transitioning contracts

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