Treasury and ALM 2021 – Agenda

Agenda

08:00 Breakfast and registration

COVID-19 – PANEL DISCUSSION
9:00 Impact of COVID-19 on ALM & treasury management and managing volatility moving forward

  • Changes in market behaviors
  • Evaluating the forward looking impact of government stimulus
  • Unemployment and labor force participation outlook
  • Lending strategies to drive improvement in or protect net interest margin
  • Rebalancing cash flow during the economic recovery
  • Monetary policy moving forward

Mark Cabana, Head of US Rates Strategy, Bank of America

Paige Wisdom, Board Director, Morgan Stanley Bank N.A.

08:50 Chair’s opening remarks

REGULATION
9:45 Overview of the regulatory landscape and convergence for holistic management

  • Money market reforms
  • Changes to supplementary leverage ratio
  • Future of regulation and new regulatory rules
  • Managing regulatory risk and restraints

Jay Johnson, Director, Financial & Process Audit, BBVA Compass tbc

10:50 Morning refreshment break and networking

LIBOR
10:50 Reviewing progress and transition timelines and impacts to balance sheet and liquidity

  • Compounding overnight SOFR for longer term
  • Managing uncertainty and hesitation in markets
  • Convergence across jurisdictions on approaches
  • SOFR interplay on overall ALM position
  • Managing and hedging positions and long term loans
  • Reviewing current contracts not using SOFR
  • Institutional readiness to operate in a SOFR environment
  • Basis risk between LIBOR and SOFR

Fumi Shiba, Head of Market Risk, NAB Americas

PANEL DISCUSSION
11:25 Reviewing alternative rates emerging amidst market hesitation towards SOFR

  • Uses of Ameribor within client base
    • Creating basis risk with divergence
  • Explainability of Ameribor to clients
  • Confidence in Ameribor as a viable rate
  • Managing basis risk between Ameribor and SOFR
  • Bloomberg rate introduction

Vineet Gumasta, Head of Business Strategy – IBOR Transition, Rabobank

Bryan Greathouse, Chief Investment Officer, Centennial Bank

Fumi Shiba, Head of Market Risk, NAB Americas

CONTINGENT FUNDING PLAN
12:10 Building a holistic view of liquidity and assets to develop effective contingent funding plans

  • Stress testing liquidity scenarios and requirements
  • Identifying liquid assets
  • Periodic monitoring process
  • Governance of liquidity management
  • Initiating funding alternatives
  • Recalibration for future changes

Ashish Deccannawar, Director Liquidity Strategy & Governance, TD Bank

MODEL RISK
10:50 Enhancing models and forecasting capabilities for strategic decision making

  • Benefiting from enhanced data governance and oversight
  • Developing robust model risk frameworks
  • Tuning models for better forecasting
  • Leveraging internal data science practices
  • Augmenting stress test scenarios

DATA – PANEL DISCUSSION
11:25 Collecting data at the right granularity to support risk calculations and finance analytics

  • Real time data
  • Developing an efficient data feedback loop
  • Leveraging visulation tools for business intelligence
  • Data validation and governance
    • One source of record
    • Access to consistent and reliable data

Jeff Prelle, SVP Risk Analytics, BancorpSouth

Anthony Jerkovic, Head of Data & Risk, Bank Novo

Julio Rivera, SVP, Head of CECL & CCAR Model Implementation and Data Analytics Solutions, U.S Bank

INTEGRATED RISK
12:10 Integration of models across risk functions

  • Managing across disparate systems
  • Building a core framework to support integration of assumptions and risk tools
  • Centralized behavioral modeling techniques
  • Using modeling for consistency with respect to interest rate risk, liquidity risk, capital planning, and stress testing

Matthew Whaley, Head of Interest Rate and Liquidity Risk Oversight, MUFG

12:45 Lunch break and networking

INFLATION – PANEL DISCUSSION
1:45 Reviewing the status of inflation and impact of uncertainty on balance sheet positions

  • Inflationary pressure and impact on interest rates
  • Status on inflation – is it still viewed as transitory?
  • Impact of inflation on short, medium and long term rates
  • Shape of yield curve implications on balance sheet position
  • Impact of global stimulus on sustained inflation
  • Hedging interest rate risk associated with inflation

Thomas Braun, Head of CUSO Liquidity and Funding Risk, UBS

Matthew Whaley, Head of Interest Rate and Liquidity Risk Oversight, MUFG

Gennadiy Goldberg, US Interest Rate Strategist, TD Securities

NET INTEREST MARGIN
4:10 Impact of excess liquidity on net interest margins and treatment in a changing environment

  • Impact of low interest rate environment
  • Inflow of liquidity into institutions
  • Laying off liquidity into lower yielding investments
  • Approaches to drive loan growth and deploy excess liquidity
  • PPP impact on net interest margin

Mark Benaharon, ERM: Director of Liquidity, Interest Rate, Capital Stress Testing and Strategic Risk Management, New York Community Bank

ASSUMPTIONS 
1:45 Recalibrating assumptions as a result of COVID-19 and aligning for stress testing

  • Lessons learned:
    • COVID-19 as a case study for understanding modeling limitations and extremes
    • How to interpret model validations in light of extraordinary circumstances
  • Strategy for revisiting assumptions
  • Congruancy of stress testing scenarios across risk platforms

Ty Lambert, CRO, BancorpSouth

Jeff Prelle, SVP Risk Analytics, BancorpSouth

UNWINDING GOVERNMENT STIMULUS

FUNDS TRANSFER PRICING

2:30 Effectively using FTP to determine management actions to add shareholder value and evaluate business line performances

  • FTP curve composition without a LIBOR option
  • Rethinking treatment of the liquidity premium and buffer portfolio
  • Different perspectives on application of FTP
    • Treasury
    • Financial planning and analysis
    • Lines of business

Steve Turner, MD, Empryrean Solutions

3:05 Afternoon refreshment break and networking

INTEREST RATES
3:35 Understanding the impact and treatment of sustained low interest rates on ALM and treasury 

  • Macro perspective on impacts
  • Preparing for impacts in a post-COVID-19 world
  • Shocking interest rates up and down
  • Testing models for capacity to cope with changes to rates
  • Income challenges on refinancing if rates increase
  • Mitigating negative impact of low interest rates
  • Strategies to lower aggregate cost of funds to create margin expansion

AUDITING INTREST RATE RISK MANAGEMENT

4:10 Ensuring effective interest rate risk management to comply with regulatory and audit requirements

Regulatory expectation and the role of internal audit

Corporate governance

Interest rate risk identification

Economic value and Earing based measurement

Model risk management

Monitoring and reporting

Risk mitigating

 

Erjun Chen, Audit Director, CIT

UNWINDING GOVERNMENT STIMULUS
3:35 Impact on liquidity positions when central banks unwind stimulus from COVID-19

  • Impact on prepayment modeling
  • Near term and longer term implications to the yield curve
  • Managing a balance sheet within a balance sheet
  • Segmenting COVID-19 related items from core balance sheet
    • Understanding impact on prepayments and repricing sensitivities
    • Dealing with surge deposits and contingency planning for potential runoff

MODELING THE EXTREMES
4:10 Developing plans for model capacity to capture the extremes

  • Flexibility of models to cope with negative rates
  • Departure from historical repricing sensitivities
  • Scenario analysis for unintuitive yield curve
  • Sensitivity analysis for key assumptions
  • Modeling beyond market rates

4:55 End of day 1 and drinks reception

4:45 Chair’s closing remarks

08:00 Breakfast and registration

CENTRAL BANK POLICY
9:00 Future of central bank policy and impact of changes to interest rates and quantitative easing

  • Managing risk with policy uncertainty
  • Outlook for inflation and monetary policy
  • Balancing treatment of excess liquidity in a low interest rate environment
  • Balance sheet composition implications
  • Uncertainty in short-term rates and the shape of the yield curve
  • Changes to Fed leadership

08:50 Chair’s opening remarks

US RECOVERY – PANEL DISCUSSION
9:35 Analyzing US and global recovery rates and the impact on treasury and ALM

  • Rebuilding with low margins
  • Uneven pace of recovery across jurisdictions, sectors, and industries
  • Understanding the attendant drivers of inflation
  • Impact of WFH or hybrid environments on certain industries

Oliver Jakob, International CRO, MUFG

Oskar Rogg, MD, Head of Treasury Americas, Credit Agricole

10:30 Morning refreshment break and networking

LIQUIDITY
10:50 Managing increase in liquidity throughout the pandemic and impact on future planning

  • Treatment of excess liquidity and where to deploy it
  • Analytics to determine how long deposits will stay
    • Account level analysis to monitor behavior of segments
    • Understanding repricing sensitivities and changes in deposit decay rates
  • Changing pricing strategies to reflect changes in liquidity

Armel Romeo Kouassi, Senior Vice President, Northern Trust Corporation

BALANCE SHEET OPTIMIZATION – PANEL DISCUSSION
11:25 Optimizing the balance sheet and understanding ALM positions to drive business decisions

  • Understand ripple effects across the business
  • Optimizing the balance sheet from a risk/reward perspective
  • Alternative investments
  • Opportunities and risks related to extending duration in assets
  • Assessing alternative lending and funding strategies to expand or preserve net interest margin
  • Hedging strategies for the current environment

Armel Romeo Kouassi, Senior Vice President, Northern Trust Corporation

Bryan Greathouse, Chief Investment Officer, Centennial Bank

Michael Huff, Senior Director, Portfolio Management & Asset Allocation, TIAA

Oliver Jakob, International CRO, MUFG

MONEY MARKETS
2:30 Managing uncertainty in financial markets with sustained volatility 

  • Managing uncertainty in money markets
  • Impact of volatility in overnight rates
  • Uncertainty in credit and derivatives markets
  • Long term rates after LIBOR transition
  • Scenario analysis and business planning

Charlie Peng, SVP and Head of Treasury, Bank of China

ECONOMIC DRIVERS
10:50 Modeling implications from changes in key economic indicators

  • Understanding balance sheet sensitivity to economic drivers
  • Unemployment vs Labor Force Participation
  • Inflation: Transitory or longer term
  • Pullback in Fed bond purchases
  • Relationship across financial markets
  • Hedging against downside risks from adverse movements in the economy

LIBOR – PANEL DISCUSSION
11:25 Managing model risk with move to alternative reference rates

  • Models built based on LIBOR and historical behaviors
  • Transition to more than one alternative reference rate: will this be product specific?
  • Understanding impact on credit spreads
  • Valuation models
  • Implementation and testing approaches
  • Updating third party models

Fernando Carbone, Treasury & Risk Senior Specialist, Inter American Development Bank

Melvin Ramirez, Regional Head of ALM and Financial steering for the Americas, Credit Agricole tbc

Mark Benaharon, ERM: Director of Liquidity, Interest Rate, Captial Stress Testing and Strategic Risk Management, New York Community Bank

Emre Balta, SVP – Financial and Compliance Risk (FCR) Model Validation, US Bank

LCR & NSFR
12:10 Implementation of NSFR and implications for liquidity planning

  • Adjustments to 2052A form
    • 2052A implementation amendment
  • Indirect implications across the industry
  • Changes to funding profile
  • Longer term liquidity and funding implications

Melvin Ramirez, Regional Head of ALM and Financial steering for the Americas, Credit Agricole tbc

12:45 Lunch break and networking

QUANTITATIVE EASING
1:45 Reviewing effect of quantitative easing on bank balance sheets  

  • Increased level of investments on bank balance sheets and effect in the bond market
  • Impact on funding mix and cost
  • Volatility of short term and intraday rates
  • Preparing for the end of quantitative easing

Oskar Rogg, MD, Head of Treasury Americas, Credit Agricole

TRANSFORMATION
2:20 Driving finance transformation and performance management for enhanced balance sheet management  

  • Integration of ALM within portfolio management for oversight across teams
  • Evolution of balance sheet management
  • Enhancing calibration of calculation
  • Access to loans and deposits to understand contractual profile
  • Extending to financial reporting, profitability and risk analytics
  • Moving beyond traditional balance sheet management
  • Building transparency across the frameworks
  • Developing concise risk metrics for portfolio
  • Setting a well-defined risk appetite across teams

Bill Collette, Director, Market Development, Wolters Kluwer

FRTB
1:45 Reviewing FRTB market risk regulations and impact on portfolio management decisions

  • Aligning interest rate risk protocol with FRTB
  • More granularity in risk processes and modeling
  • Changes in the capitalization of risk
  • RWA requirements for hedges and interest rate positions
  • Explainability of risk numbers and impact on capital calculation

FASTER PAYMENTS
2:20 Reviewing the results of Infor’s market survey and the impact of faster payments impact on treasury

  • Changes to treasury resulting from instant payments
  • Readiness and maturity within the market’s treasury management systems
  • Managing instant demand for liquidity
  • Impact to earnings from long and short liquidity positions

Byron Byrd, Director, Financial Services and Banking Solutions, Infor

2:55 Afternoon refreshment break and networking

RESILIENCE
3:25 Building a resilient operating model post COVID-19 and managing risk of aftershocks  

  • Reconfiguring technology leveraged during the pandemic
  • Building resilience and agility in case of future shocks
  • Embedding new operating models
  • Risk policies and practices to remain resilient
  • Understanding changes in customer behavior – are they temporary or permanent?

ESG – PANEL DISCUSSION
4:00 Incorporating ESG into frameworks and impact of product and investment changes on balance sheet  

  • How corporate treasury can drive ESG initiatives
  • Investment behaviors to support ESG agendas
  • Developing a framework to account for climate risks
  • Preparing for environmental disruptions

Jason Wang, CRO, Synergy Credit Union

Yuhong Liu, Director, BNP Paribas

Tess Virmani, Associate General Counsel & Executive Vice President, Public Policy, LSTA

TECHNOLOGY
3:25 Reviewing technology capabilities and leveraging data to enhance treasury functions

  • Integrated risk framework
  • Understanding interdependent and third-party/feeder models
  • Migration to the cloud for asset-liability modeling solutions
  • Building the foundation to leverage big data
  • Modeling performance and agility

FINTECH – PANEL DISCUSSION
4:00 Fintech collaboration opportunities

  • Partnering with fintech firms for non-interest income
    • Generating fee and value added services for customers
  • Utilizing Fintechs to help drive efficiency
  • Increased focus on digital transformation to expand products
  • Operational risk:
    • Reputation risk from poor execution
    • Additional cyber risk

Anthony Jerkovic, Head of Data & Risk, Bank Novo

4:45 Chair’s closing remarks

4:55 End of Congress

Connect With Us
#TREASURYALMUSA

Center for Financial Professionals tm
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.
Chris Sparks is Atom banks Chief Risk Officer. Prior to joining Atom Chris had spent over twenty years in financial services working both in the UK and abroad, holding senior positions in Risk and Finance in HSBC, RBS, GE and Virgin Money. His experience has covered a range of risk disciplines with a particular focus on Credit and Data. Chris is a member of the Research Advisory Board at the Credit Research Centre at Edinburgh University Business School. He also holds the title of Professor in Practice in the Departments of Mathematical Sciences and Computer Science at Durham University.
Laura has extensive experience withthin procurement and supply chain, including several years heading up a third party ESG function for a global company. During this time, she established a third party risk programme from the ground up, initiated a Green Supplier programme to drive sustainability throughout the supply chain.Laura is passionate about, and committed to developing new tools and techniques to better manage risk and drive all aspects of ESG with third parties. She is looking forward to continuing to learn from peers, as well as providing her expertise and experience to benefit others.
Orlando Fernández is a Senior Technical Specialist in the Governance, Remuneration & Controls team in the Bank of England’s Prudential Policy Directorate. Over the past two and half years, he has been leading the PRA’s policy on outsourcing and third-party risk management, with a focus on technologies such as cloud. Orlando was one of the authors of the PRA’s Consultation Paper on ‘Outsourcing and third-party risk management’. He also represented the Bank of England at the EBA group that produced the 2019 Guidelines on Outsourcing and contributed to the FSB’s report on third-party dependencies in cloud services that was published in December 2019. Prior to working in this areas, Orlando also played a leading role in the development of the PRA’s policy on the Senior Managers and Certification Regime (SM&CR).
Assistant Legal Attaché (ALAT) Jensen Penalosa has been a Special Agent with the FBI since 2005. ALAT Penalosa is a Certified Information Systems Security Professional (CISSP) and Certified Ethical Hacker (C|EH) with a Bachelor of Science degree in Computer Science. Prior to entering on duty with the FBI, ALAT Penalosa was employed as a software engineer. From 2012 to 2017, ALAT Penalosa supervised Cyber Crime Squads responsible for conducting counterintelligence and criminal cyber investigations in the Los Angeles area. In 2017 ALAT Penalosa was named the FBI Liaison Officer to Department of Defense partners in Hawaii. ALAT Penalosa is currently assigned to the FBI Legal Attaché office in London where he coordinates the investigative and intelligence activities between the FBI and international partners.
Alastair Parr is responsible for ensuring that the demands of the market space are considered and applied innovatively within the Prevalent portfolio. He joined Prevalent from 3GRC, where he served as one of the founders, and was responsible for and instrumental in defining products and services. He comes from a governance, risk and compliance background; developing and driving solutions to the ever-complex risk management space. He brings over 12 years’ experience in product management, consultancy and operations deliverables. Earlier in his career, he served as the Operations Director for a global managed service provider, InteliSecure, where he was responsible for overseeing effective data protection and risk management programs for clients. Alastair holds a university degree in Politics and International Relations, as well as several information security certifications.
Sean Miles is the Head of the Risk for the Motor Insurers Bureau responsible for implementing and overseeing the risk and control compliance plan for MIB. Previously I’ve held Head of Risk roles at Pay.UK, Santander and Barclaycard.
Martina Macpherson is Head of ESG Strategy and an ExCo Member for ODDO BHF Asset Management & Private Equity. Martina has held several global leadership roles in ESG strategy, product development and innovation including Senior Vice President, ESG and Engagement Strategy at Moody’s, Global Head of ESG Index Products and Research at S&P DJI, Managing Director of Sustainable Investments Partners Ltd. and Vice President of ESG Solutions at MSCI. Prior to this, she worked in (ESG) product, research and engagement roles at Insight Investment, F&C AM and at Deutsche Bank AG. Martina has been a member of multiple sustainable finance associations and policy working groups at an EU and an international level. Currently, Martina is part of The Global ESG Leaders Forum – UK/EU/China, the European Law Institute's Sustainable Finance Advisory Committee, and the Enterprise Data Management Council’s Working Group on ESG Data, Innovation, Technology and Metrics. Martina is a visiting fellow in sustainable finance at University of Zurich and Henley Business School. She has an MBA certificate in finance and business from LSBF / UK, and a MA in Law and Human Sciences from University of Frankfurt in Germany. She is a fellow member of the Institute for Corporate Responsibility and Sustainability (ICRS) UK, a honorary doctoral fellow of the Institute for Certified Risk Management Professionals (ICRMP) UK, and an alumnus of the German National Academic Foundation (Studienstiftung des Deutschen Volkes). Martina is a public speaker in sustainable investing and has co-authored a range of ESG and Fintech books, including “The AI Book” (2020), “The Routledge Handbook on Biodiversity” (2021) and the RiskBook on “ESG in Portfolio Construction” (in process, 2022).