Main Conference Day 1 - Leadership Forum - GMT (Greenwich Mean Time, GMTZ)
- Cristina Catania - Senior Partner, Risk & Resilience Global Co-Leader, McKinsey & Company
Escalating geopolitical tensions, market volatility, business resilience, the proliferation of AI & the increasing risk of disinformation, regulatory change, and an unfolding climate change crisis.
How are CROs dealing with so much uncertainty?
- Cristina Catania - Senior Partner, Risk & Resilience Global Co-Leader, McKinsey & Company
- Taalib Shaah - Group Chief Risk Officer, Barclays
- Mark Kandborg - Group Chief Risk Officer, Nordea
- Astrid Jäkel - Group Chief Risk Officer, Aegon
- Jean-François Bureau - Senior Vice President and Chief Financial and Risk Officer, PSP Investments
- Giles Duley MBE - Photographer, Writer, Chef, Presenter, and CEO, Legacy of War Foundation
Over recent years, Banking Risk leaders have faced unparalleled levels of uncertainty and disruption. With a geopolitical and macroeconomic landscape that is becoming increasingly complex and ever changing, to be resilient, thrive and grow, Banking Risk leaders must consider how macro risks - climate change, technological disruption, demographic shifts and a fracturing world - are impacting the Banking Business model, value chain and risk management practices.
This session will bring to life some of the short and medium term opportunities and challenges, whilst providing a lens on how these trends will impact the role of the Risk function of the future, and the risks on the horizon in 2025 and beyond.
- Lord Gavin Barwell - Former Chief of Staff to Prime Minister Theresa May and Senior Advisor, Northstar
- Meryl Harland - Partner, Banking Treasury Leader, PwC
- Philipp Wackerbeck - Partner and Global Head of Financial Services at Strategy&, PwC
What’s disrupting the status quo?
- Rt Hon William Hague - Former British Foreign Secretary, British Government
With risks interconnected like never before, how are CROs building resilience? How does this differ across jurisdictions?
- Amit Vora - Global Head, Credit and Lending Solutions, CRISIL
- Tanmoy Mukherjee - Managing Director and Chief Risk Officer, Waterfall Asset Management
- Rosaline Laverley - Chief Risk Officer, Managing Director, Standard Chartered Bank
- Thomas Mennicken - Chief Risk Officer for CIB, BNP Paribas
- Jacques Beyssade - Secretary General, Groupe BPCE
- Erkka Näsäkkälä - Head for Group Risk, SEB
How are we mitigating risk and adding value?
- Ida Kristensen - Senior Partner, Risk & Resilience Global Co-Leader, McKinsey & Company
- Marcus Chromik - Former CRO, Commerzbank, Non Executive Director, Unicredit
- Jeanine Vos - Head of SDG Accelerator, GSMA
- Steve Lindo - Course Designer & Instructor, Financial Risk Management, Columbia University
- AI Risk Protection Objectives
- What are the approaches that we should consider
- Assessing AI Models
- Ratul Ahmed - Group Head of Model Validation, Commerzbank
Credit operations in many financial institutions remain complex and siloed, even with ongoing digitization efforts. Borrower staging—a critical step in IFRS 9 and portfolio management—often becomes a bottleneck, relying on a combination of internal data from transactional logs, relationship manager inputs, and external data like industry trends, company updates, and legal cases.
Join this session to explore:
Common pitfalls in standardizing portfolio credit risk workflows and harmonizing data
How to accelerate the development of a portfolio review application using existing technologies
Case studies demonstrating best practices for incorporating technologies like generative AI into the portfolio management workflow
- Anna Slodka-Turner - Global Leader of Risk and Quant Solutions, Evalueserve
- Satyajit Saha - Vice President - Global Head of Technology and Digital Solutions, Evalueserve
- Uwe Seedorf - Former CRO, AIB UK and GE Capital Legacy EMEA
- Puneet Jasuja - Ex MD, Risk and Compliance, HSBC
- ECB expectations on II line of defense on data governance framework
- A possible solution for II line of defense
- Use cases on Data Quality assessment using ML/AI
- Rita Gnutti - Executive Director Internal Validation and Controls, Group Chief Risk Officer Area, Intesa Sanpaolo
A chance to get together and discuss a topic which offers delegates a chance to hear from and discuss key issues with specific VIP speakers in a more intimate setting.
Sign up via the app, grab a plate of lunch before and join the discussions!
A chance to get together and discuss a topic which offers delegates a chance to hear from and discuss key issues with specific VIP speakers in a more intimate setting over lunch.
- Manas Chawla - Founder and Chief Executive, London Politica
Sign up via the app, grab a plate of lunch before and join the discussions!
A chance to get together and discuss a topic which offers delegates a chance to hear from and discuss key issues with specific VIP speakers in a more intimate setting.
Enhancing data management and reaching BCBS 239 compliance (RDARR) is complex but essential for the banking industry.
Join us as we discuss what is required by regulators going into 2025 and what can be done to ensure long-term and beneficial compliance?
- Rheta Du Preez - Consulting Director for UK and Europe, Monocle
A chance to get together and discuss a topic which offers delegates a chance to hear from and discuss key issues with specific VIP speakers in a more intimate setting.
- Robert Besseling - CEO and Founder, Pangea-Risk
As operational resilience creeps it’s way high up on the CRO’s top risks for 2024, what is the vision for the future and what practical implications must be considered?
- Roxana Branowski - Senior Risk Advisor, International Monetary Fund
- Michiel Haasbroek - Chief Risk Officer, Banque Internationale à Luxembourg (Suisse) SA
- Mutisunge Zulu - Chief Risk Officer, Zanaco Plc
- Tom Hardin - Ex-FBI informant and corporate trainer, Tipper X Advisors LLC
- Simona Viscardi - Partner, McKinsey & Company
- Jukka Vesala - Head of Group Credit Risk Control, Nordea
- Jeroen van den Akker - Global Head of Risk, Robeco
- Valérie Villafranca - Group Head of ESG Operational Transformation, Société Générale
- Giulio Mignola - Group Head of Enterprise Risk Management, Intesa Sanpaolo
- Manuel Perez de Castro - Group Risk Vice President, Santander
- Neil Atkinson - Head of Sustainability, Riyad Bank
- James Houston - Partner, Operational Resilience, PwC
- Penny Flint - Partner, PwC
- Charles Rodger - Director - Third Party Risk and Resilience, PwC
- Developing a comprehensive approach to credit stress testing for climate risk
- Modeling competitive environments and scenarios
- Modeling borrowers’ behavior and credit demand
- Modeling lenders’ business strategy and credit supply
- Jorge Sobehart - Head of Credit, Climate and Obligor Risk Analytics, Citigroup
- Emerging trends in AI governance
- Practical steps and frameworks for establishing governance and automation in model validation
- Looking ahead: how to stay ahead of regulatory changes
- Terisa Roberts - Global Lead – Risk Modeling and Decisioning, SAS
- David Asermely - Global Lead - Model Risk Management, SAS
- Sara O'Keane - Managing Director, Barclays Investment Bank
- Bruce Fletcher - Non-Executive Director, Julius Baer Group
- Raj Singh - Independent Non-Executive Director, AIB Plc
- Alessandra Mongiardino - Independent NED, Triodos Bank
- Manas Chawla - Founder and Chief Executive, London Politica
- What does it mean to be truly customer-centric and how can digital transformation support this goal?
- What should a strong digital transformation strategy include and how do you assess its maturity?
- What business model adjustments is required across people, processes, technology and culture to ensure effective transformation?
- What are the unique risks that come with digital transformation and what strategies to adopt to enhance cyber resilience in the face of increasing digital threats?
- How should the Risk Management Function evolve to effectively address the emerging risks and challenges of the digital age?
- Hanna Sarraf - Chief Risk Officer, Monzo Europe
- Ian Wilson - Non-Executive Director, Board Advisor and Fintech Entrepreneur, Mentor & Investor, Kompasbank, Revolut and Darlington Building Society
- Adam Ennamli - Chief Risk Officer, General Bank of Canada
- Cristina Catania - Senior Partner, Risk & Resilience Global Co-Leader, McKinsey & Company
- Industry standard VaR types and their limitations: Historic VaR and Monte Carlo VaR
- Reactivity challenge to joint projections. Persistence of joint tail behaviour in stress market regimes
- Joint tail behaviour and choice of copula
- Choice of copula for reverse stress testing: reaching extreme percentiles
- Vladimir Chorniy - Managing Director, Head of Risk Model Fundamentals and Research Lab, Senior Technical Lead, BNP Paribas
- Sergii Arkhypov - Quantitative Analyst, BNP Paribas
What results have we seen?
1. Why is that liquidity risk became this year the number one financial risk for CRO
2. Different type of liquidity stress testing for different purpose
3. Challenges and limitation of different implementation approach
4. Benefits of liquidity stress testing and scenario analysis
- David Cassonnet - Senior Vice President, Business Development, ActiveViam
- Understanding the IMA under FRTB: why it matters
- IMA as is vs IMA to be: regulatory and market pressures across borders
- Challenges to preserve IMA viability:
- DRC: correlations hurt
- NMRF: too many and too much
- PLAT: less risk more capital
- Marco Bianchetti - Head of Market and Counterparty IMA Methodologies, Market and Financial Risk Management, Intesa Sanpaolo
- Fabio Lania - Senior Risk Strategist for IMA Market Risk, Market and Financial Risk Management, Intesa Sanpaolo
- Steve Lindo - Course Designer & Instructor, Financial Risk Management, Columbia University
Interactive game – first come first served!
Grab a drink and join in
- Manas Chawla - Founder and Chief Executive, London Politica