Pre-conference Day: Summits & Workshops - GMT (Greenwich Mean Time, GMTZ)
Harmonization initiatives like AMLA and deregulation packages like the EU’s Omnibus on digital, sustainability or investment simplification are reshaping the regulatory and supervisory landscape. Financial institutions are facing increasing accountability across key areas, including financial crime, cyber risk, and the rapid expansion of private credit. At the same time, advances in AI are equipping CROs and CCOs with more predictive, scalable, and cost-efficient tools to manage these emerging risks. This panel discussion explores how leaders at leading institutions need to rethink their risk management and compliance approach, shifting toward AI-enabled, forward-looking models that strengthen controls while keeping pace with regulatory change and market evolution.
- Katharina Hefter - Managing Director and Partner; Global Compliance and Crisis Management Leader, BCG
- Barbara Roth - Chief Admin Officer, State Street
- Giuseppe Bresciani - Head of Group Compliance Governance, Methodologies & Assurance, Generali
- Carina Kozole - Chief Risk Officer, ING Netherlands
- Hans-Georg Beyer - Divisional Board Member, Group Credit Risk Management, Chief Credit Risk Officer Corporate Clients, Commerzbank
- Addressing cross-border regulatory divergence and its impact on risk management frameworks
- Strategies for maintaining compliance amid evolving supervisory expectations across EU jurisdictions
- Cecilia Gejke - Chief Risk Officer and Management Board member, MUFG Securities (Europe) N.V.
Understanding global supervisory expectations for continuous stress testing frameworks and how CCAR, DFAST, and international standards are adapting to real-time risk assessment
Addressing reporting modernisation initiatives, data lineage requirements, and leveraging common data models for efficiency
- Lessons learned from the first year of DORA enforcement
- Common supervisory findings and regulatory feedback
- Outstanding compliance gaps and remediation priorities
- Evolving expectations for third-party risk management
Quantifying the unquantifiable - Developing robust frameworks to measure and monitor concentration risk across cloud providers, payment processors, and critical service vendors—including methodologies for assessing systemic exposure, establishing concentration thresholds and risk appetite limits
What does it mean for your business and risk management?
- Martha Cummings - Former senior roles at the Federal Reserve, Wells Fargo, Santander and currently Independent Director, Marqeta and Senior Advisor, BCG
- Kevin Walsh - Former Deputy Comptroller for Asset Management & Market Risk Policy and Senior Advisor, BCG
Navigating the evolving liquidity regulatory landscape following recent banking sector stress, including proposed modifications to LCR outflow rates, enhanced intraday liquidity monitoring requirements, stricter contingency funding plan standards
Implementation strategies for consumer protection regulations, product governance, and demonstrating fair value across the customer lifecycle
- The role of internal models: Assess their value, viability and interaction with standardised approaches and the output floor
- Implementation in practice: Discuss the key challenges, strategic choices and lessons emerging as the framework is put into effect
- Preparing for ongoing evolution: Anticipate supervisory expectations, technical amendments and regulatory clarifications
- Panayiotis Dionysopoulos - Head of Capital, ISDA
- Derek Nesbitt - Technical Head of Division, Prudential Policy, Bank of England
- Amol Tandon - Global Head of FRTB, JP Morgan
- Orestis Nikou - Head of Prudential Policy and AML, Government & Public Affairs, Deustche Bank
- Sara Saab - Head of Regulatory Interpretations, Wells Fargo
Examining how jurisdictional differences in FRTB internal model standards are creating compliance complexity, capital arbitrage opportunities, and strategic dilemmas for banks navigating multiple approval processes
Strategic foresight on upcoming regulatory priorities, supervisory focus areas, and what senior risk leaders must anticipate