RiskMinds International Day 1 - Leadership Forum - GMT (Greenwich Mean Time)
RiskMinds International Day 1 - Leadership Forum - GMT (Greenwich Mean Time)
Global challenges for 2024 and beyond: Geopolitical fragmentation, energy crisis, increasing cost of living constraints and inflation, geopolitical uncertainty, and the transition to renewable energy
How are CROs across the industry keeping on top of increasingly volatile market conditions, ongoing cyber risk threats, stagnation, a climate emergency and evolving regulatory expectations
- Alexandra Boleslawski - Group Chief Risk Officer & Member of Executive Committee, Crédit Agricole SA
- Balbir Bakhshi - Group Chief Risk Officer and Member of the Executive Committee, London Stock Exchange Group
Risk reporting, resilience, third party risk and system failures
How are risk managers strengthening their business models?
Transforming balance sheet management in line with climate risk, addressing greenwashing and reputational risk and key decision making
How can be better safeguard our business’s reputation following the fallout of SVB and CS?
What credit risk adjustments are CROs and Chief Credit Officers making?
- Laurence Bogni Bartholmé - CRO and Head of wholesale market and credit risk, HSBC
Diversity and building mixed gender teams for more effective risk management: what more should your organisation be doing?
- Susan Poot - Group Chief Risk Officer, Virgin Money
How are Chat GPT-like tools posing significant challenges for the industry and how can we better mitigate this impending risk
A review of how margins are being set and assessing key risk indicators
- RWA allocation: from top-down Basel 2.5 vs bottom up FRTB
- Euler, Shapley, and beyond
- Application to real portfolios
- Use test: aligning economic and regulatory capital
- Operational framework
How are banks switching to green energy?
What do CROs need to consider?
What’s the impact on your deposits?
What challenges are senior risk managers facing?
How are regulatory expectations being met?
Many model validation questions can be expressed as data-shift sensitivities – if the development data were changed how differently would the model be built?
In many practical contexts, the data shift and resulting model shift can be interpreted as differentials in a model space equipped with an information geometric structure.
This insight gives an approach to quantifying model specification risk that is practical, pictorial and mathematically elegant.
The talk gives examples of this method’s use in managing model risk in banking and its place among other recent innovations in model risk quantification.
- Alan Forrest - Advisory Senior Manager, Model Risk Oversight, Virgin Money
Effective best practice approaches
When do you need to scale down?
How are CROs embedding digitalisation to better identify the risk profile of clients?
Where are we now?
What are the implications for risk and fraud?
- Alexandra Boleslawski - Group Chief Risk Officer & Member of Executive Committee, Crédit Agricole SA