Summit Day and Workshop (Please note this is the 2023 agenda*) - GMT (Greenwich Mean Time, GMTZ)
Summit Day and Workshop (Please note this is the 2023 agenda*) - GMT (Greenwich Mean Time, GMTZ)
Arora 2&5
- Jeroen Van Doorsselaere - VP, Global Product & Platform Management, GRC Finance Risk & Reporting, Wolters Kluwer
What can we expect for 2024 following such a volatile year?
Risk vs. Return strategy in line with evolving policies for 2024
- Andrea Pozzi - Head of Non-Financial Risk Management, Santander
- David Bailey - Executive Director for UK Deposit Takers Supervision, Bank of England
- Caroline Liesegang - Head of Capital & Risk Management, Sustainable Finance and Research, AFME
- Michiel Haasbroek - Chief Risk Officer, Banque Internationale à Luxembourg (Suisse) SA
- Bo Boisen - Chief Risk Officer, Nordea Denmark
- Stefan Walter - Director General, European Central Bank
- Overview of Regtech capabilities
- State of Regtech market
- The impact of emerging technologies and AI on Regtech
- Where next?
- Martin Neisen - Partner, Head of Governance, Risk and Compliance and SSM Office, Global Basel IV Leader, PwC
- Balaji Krishnamurthy - Partner, Compliance Transformation Leader, PwC
- How to look across and make connections between regulatory policy and supervision
- Implementing similar, but divergent regulatory requirements in different jurisdictions
- How to work collaboratively on emerging risks and issues (ESG; cloud; AI; digital) between banks and regulators
- Barbara Frohn - Managing Director, EMEA Head of Regulatory Engagement, Citi
Navigating the Bank of England's latest update on regulatory capital frameworks.
- Sarah Breeden - Deputy Governor for Financial Stability, Bank of England
What deviations are we seeing? Who’s getting it right, what could cause fragmentation and diversion across the industry?
Chatham House Rules apply
- Panayiotis Dionysopoulos - Head of Capital, ISDA
- Katherine Wolicki - Global Head of Financial and Model Risk Regulatory Policy and Engagement, HSBC
- Derek Nesbitt - Senior Advisor, Prudential Policy, Bank of England
- Shearin Cao - EMEA Regulatory Engagement Function Director - Regulatory Policy, Citi Bank
- Richard Gray - Director, Regulatory Affairs Department, Institute of International Finance (IIF)
- Joseph Hwang - Managing Director, Regulatory Policy, Goldman Sachs
What role will these frameworks play in better streamlining outsourcing processes, increasing regulation of cloud service providers and safeguarding businesses.
- Nino Gordeladze-O’Brien CA, SCR - Former Head of Enterprise Risk Management/Deputy CRO, ERM, Bank of Georgia
- Jeff Simmons - Chief Risk Officer (CRO)/Chief Operating Officer, MUFG Securities (Europe) N.V.
- Marcus Corry - Associate Director, Tech&Ops, AFME
- Ebru Ogan Knottnerus - Independent Board Member, PASHA Bank Supervisory Board
What are the key insights from the most recent regulatory stress tests? How are jurisdictions and firms performing in the current landscape? What future changes and innovations can we expect in future global stress tests? Perspectives from: The US, the UK, and the European Union.
- Svetlana Borovkova - Associate Professor, Vrije Universiteit Amsterdam
- Jonathan Taylor - Senior Advisor, Stress Testing, Bank of England
- Jacob Gyntelberg - Director of Economic and Risk Analysis, European Banking Authority
- Kevin Walsh - Deputy Comptroller for Market Risk Policy, Office of the Comptroller of the Currency
How regulations have repeatedly failed to contain the risks inherent in banking and what we can do about it
- David Buckham - Founder and CEO, Monocle
Is there arguably an excessive level of prudence? How are risk managers tracking?
- Jouni Aaltonen - Managing Director, Prudential Regulation Division, AFME
- Eduardo Epperlein - Managing Director, Global Head of Risk Methodology, Nomura International
- Ratul Ahmed - Head of Group Validation, Commerzbank
- Florian Weidenholzer - Head Of Division, Supervisory Policies Division, European Central Bank
- Anja Bautz - Policy Expert for Market Risk, European Banking Authority
- The problems with risk data aggregation
- Challenges of Capital Allocation: being able to read and interpret numbers
- Simulations: Which capabilities are crucial for achieving this optimization
- David Cassonnet - Global Head of Business Development, ActiveViam
As AI & ML is becoming increasingly more integrated across banking, what regulatory guidelines are on the horizon and what role can AI & ML play in improving risk management?
- Periklis Thivaios - Adjunct professor, University of Nicosia
- Theodora Lau - Founder, Unconventional Ventures
- Muhammad Sajid Iqbal - Vice President, Head of Market, Liquidity & Wealth Management Risks and Model Risk Management., Habib Bank AG Zurich
- Susana Latorre - Market Lead, Europe & Middle East, Munich Re
Room: Gran Saló Gaudí 4
- Jeroen Van Doorsselaere - VP, Global Product & Platform Management, GRC Finance Risk & Reporting, Wolters Kluwer
Arora 3&6
- David Croker - Partner, Financial Services Sustainability Leader, PWC
- Ariane Rupp - Director, ESG Risk Management, PwC
- Tim Lenton - Professor and Founder of the Global Systems Institute, University of Exeter
How can we improve transparency across the business and avoid reputational risk?
- Eriola Beetz - Managing Director and Partner, London, BCG
- Valerie Villafranca - Group Head of ESG Operational Transformation, Société Générale
- Geneviève Piché - Head of Sustainable Finance and Advisory, Wells Fargo
- Nick Talbot - Head of Climate Risk, Natwest Group
- Amit Puri - Global Head, Sustainable Finance, Standard Chartered Bank
What the current state of scenario use is?
Analysing ISSB S2 and TNFD’s approach on scenario testing
What challenges exist?
- David Carlin - Head of Risk, United Nations Environment Programme
- Alok Rustagi - VP, Head of Banking Data & Analytics, EXL
- Elina Aartola-Mäkelä - Head of Model Risk & Validation, Nordea
- Dheeraj Awasthy - Global Head of Analytics and Innovation, HSBC
- Nora Ilmoni - Head of Compliance, Danske Bank
- Why should the board embark sustainability topics?
- How to enhance sustainability in the Board
- What is the role of the chair in that respect
- Pascale Simon - Managing Partner, Seewhy
Banks’ net zero targets are based on 1.5 degree scenarios, and disclosures are based on 2 degree and 4 degree scenarios. But the real world is currently on a more complex, 2.5 degree trajectory.
Baringa will share a base case view of transition by sector and region, setting out the methodology, and how you make it your own so that it enables you to:
- Size the gap between your net zero targets and the current outlook
- Identify opportunities to finance transition
- Horizon scan for emerging climate risks
- Provide the baseline for short-term climate scenarios in your ICAAP
- Support your assessment of climate adjustments to Expected Credit Losses.
- James Belmont - Climate Risk Lead, Baringa Partners
- Caspian Conran - Lead Economist, Baringa
Mitigation, the shift over to adaptation strategy and transition risk
- Aileen Long - Managing Director, Head of Climate Stress Testing and Analytics, Citi
- Stefano Biondi - Group CRO, Banca Mediolanum
- Jan Van Zyl - Executive Head of Group Strategic Risk, Nedbank
- Victoria Collins - Global Head of Climate Risk & ESG, Nomura
- Nigel Milbank - Climate Programme, Senior Lead, NatWest Group
- Laurence Bogni Bartholmé - Chief Risk Officer, HSBC Continental Europe
What are the associated risks?
- Marcus Chromik - Group Chief Risk Officer & Board Member, Commerzbank
• What are the risks being faced in emerging countries? And how may they transform into critical financial risks for FI’s ?
• What are the issues preventing FIs from investing more heavily into emerging spots to create required positive impacts ?
• What are potential solutions to mitigate the risks and address those key issues? Presentation of two concrete cases: setting up a blended nature positive impact fund and upgrading credit models with climate and biodiversity data.
- Dominique Bourrat - Board Member, ESG Strategic Senior Advisor, BDI
- Godefroy Grosjean - Senior Manager, CGIAR Hub for Sustainable Finance
- Richard Lacaille - Chair, Investor Leaders Group, Cambridge Institute for Sustainability Leadership (CISL)
- Gilda Neiman - Independent Director, Greenomy, European Depositary Bank, Chapter Zero Brussels
- Sara Belahsen - Head of Environmental and Climate Risks, CAM Morocco
- Elree Winnett Seelig - Managing Director, Global Head of ESG, Citi
- Balancing return vs sustainable
- Balancing near and long-term priorities
- Balancing stakeholder expectations
- Cathryn Kelly - Head of Credit Strategy Group, MUFG EMEA
- C&S Regulation State of Art
Introduction C&S Measures on Pillar 1: Standard & Internal Models
What’s next on Capital Computations?
- Stefano Bonini - Professor, University of Bologna & Lumsa University
- Giuliana Caivano - Professor, University of Bologna
- Paul O'Rourke - Managing Director and Partner, BCG
What challenges were faced in 2023 and what threats do we foresee for 2024?
How should we better integrate cyber risk strategies into our wider risk management approach?
- Theodora Lau - Founder, Unconventional Ventures
- Ian Alderton - Chief Information Officer, Financial Conduct Authority (FCA)
- Laure Levy - Head of Enterprise Risk management, HSBC Continental Europe
- Lokke Moerel - Global Expert New Technologies & Cyber, Tilburg University
Examining the Cyber Resilience Act and Radio Equipment Directive: A Case Study on Banking Industry Resilience
- P.A (Subra) Subrahmanyam - Consulting Professor, Stanford University
This session will explore 7 key drivers behind why Cyber Risk can be so challenging for organisations. It will then look at four strategic global themes for cyber security that organisations need the board to focus on
- Jon Hill - Professor of Model Risk Management, Dept. of Financial Risk Engineering, NYU-Tandon
Conformity assessment and certification: what is it and what does it mean in a regulatory context?
- Mann Nguyen - Digital Policy Manager, TIC Council
How can banking ensure there is a clear line of communication?
- Rajesh Radhakrishnan - Chief Technology Officer, Ribbon Bank
- Adam Ennamli - Chief Risk Officer, General Bank of Canada
- Nick Godfrey - Global Head and Director of Google Cloud's Office of the CISO, Google
- Howard Rawstron - Head of Economic Crime Risk Management Framework Team, Lloyds Banking Group
- Alexandra Matthews - Underwriter of AI performance risks, Munich RE
Behavioural Analysis and the role of AI & ML as the first line of defence.
- Jules Pagna Disso - Group Head of Cyber Risk Intelligence, Insider Technology Risk & Digital Asset Risk, BNP Paribas
To what extent are deep fakes a threat to consumer security and data protection? How is risk management responding in better identifying these risks?
- George Proorocu - IT Ops Manager | Cybersecurity & Fraud, ING Bank
- Paul O'Rourke - Managing Director and Partner, BCG
Arora 14
- John Hull - Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
- Machine learning vs statistics
- Different learning approaches and their applications
- The use of training, validation, and test data sets
- The variance-bias trade-off
- The k-means algorithm and case study
- Other unsupervised learning tools
- John Hull - Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
- Linear and logistic regression
- Ridge, lasso, elastic net. Case studies
- Support vector machines
- Decision trees and random forests
- Bagging and boosting; ensemble models
- Neural networks and the gradient descent algorithm
- John Hull - Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
- Exploration vs exploitation
- Monte Carlo method
- Examples
- Temporal difference learning
- Deep Q-learning
- Applications
- John Hull - Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
- Bag of words models
- Sentiment analysis
- Other applications of NLP, ChatGPT
- Importance of explainability
- Shapley values
- LIME
- John Hull - Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
- John Hull - Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
- Erik Vynckier - Board Member, Chair of the Investment Committee, Foresters Friendly Society and Institute and Faculty of Actuaries
- Sree Kumar Gullapalli - Director of Risk, Finance & Treasury, Natwest
- Alessandra Mongiardino - MD, Director of Financial & Strategic Risk, NatWest Group
- Victoria Collins - Global Head of Climate Risk & ESG, Nomura
- Chelsea Wallace - Head of Reputational and Sustainability Risk, Standard Chartered Bank
- Adam Ennamli - Chief Risk Officer, General Bank of Canada
- Asma Al Yassi - Chief Information Security Officer, Abu Dhabi Centre for Technical and Vocational Education and Training