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RiskMinds Main Conference Day 2
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RiskMinds Main Conference Day 2
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07:45 - 09:0075 mins
Registration
Registration & welcome coffee
Plenary Sessions
09:00 - 09:1010 mins
Plenary sessions
Chair's opening address
09:10 - 09:155 mins
Plenary sessions
Short break
09:15 - 09:4530 mins
Plenary sessions
What can finance learn about the way we modelled Covid-19?
- David Heymann - Infectious Disease Epidemiologist & Professor, Infectious Disease Epidemiology, LSHTM
09:15 - 09:4530 mins
In the boardroom discussions
Using alternative data to improve credit scoring
- Sidharth Kamani - Professional, Credit Risk, New Development Bank
09:45 - 09:505 mins
Plenary sessions
Short break
09:45 - 10:0015 mins
In the boardroom discussions
Short break
09:50 - 10:2030 mins
Plenary sessions
Basel IV - Your Path to a More Profitable Business
- Jeroen Van Doorsselaere - VP, FRR Global Product & Platform Management, Wolters Kluwer
10:00 - 10:3030 mins
In the boardroom discussions
Covid-19 & CECL: the short and long term
- Gera Kiewiet - Principal Supervisor, European Central Bank
- Luca Ciavoliello - Team Lead at Supervisory Policy Division, European Central Bank
10:20 - 10:255 mins
Plenary sessions
Short break
10:25 - 11:0540 mins
Plenary sessions
What are the challenges and trends in non-financial risk management?
- Daniel Butler - Head of EMEA Financial Institutions Industry Vertical and Head of FI Risk Advisory, AON
- Trevor Adams - Group Chief Risk Officer, Nedbank Group
- Jie Ding - Managing Director & EMEA Head of Model Risk Management, Morgan Stanley
- Simon Wills - Executive Director , ORX (The Operational Risk Data Exchange Association)
- Letitia Smith - Conduct, Compliance and Operational Risk Director, Lloyds Banking Group
10:30 - 10:4515 mins
In the boardroom discussions
Short break
10:45 - 11:1530 mins
In the boardroom discussions
Is CCP regulation finally done
- Ulrich Karl - Head of Clearing Services, ISDA
11:15 - 11:4530 mins
Morning Coffee & Boardroom Discussion
- Gilles Artaud - Head of Model Risk Audit, Crédit Agricole
11:45 - 11:5510 mins
A - Market risk & IBOR
Chair's opening remarks
11:45 - 11:5510 mins
B - Operational & Emerging Risk
Chair’s opening remarks
- Owe Lie-Bjelland - Director, Global Program Management – GPRC, Corporater
11:45 - 11:5510 mins
D - Leadership in Risk
Chair's opening remarks
11:55 - 12:2530 mins
A - Market risk & IBOR
Should we go ahead with the standardised approach ahead of the FRTB deadline
- Thomas Hougaard - Chief Risk Analyst, Change Owner for Risk Platform and FRTB, Nordea
11:55 - 12:2530 mins
B - Operational & Emerging Risk
Data analytics for non-financial risk management & resilience with links to Covid-19
- Dimitris Bartzilas - Head of Operational Risk Capital, Credit Suisse
- Vasiliki Basiou - OpRisk Capital Models Manager - Vice President (VP), Credit Suisse
11:55 - 12:2530 mins
D - Leadership in Risk
Employee resilience panel
- Edward James - Director, RCQ Associates
- Terri Duhon - Non Executive Director and Risk Chair, Morgan Stanley
- Jacqui Colwell - Co-Founder & Chief Risk Officer, Judo Bank
- Malena Ljungkvist - Chief Risk Officer, Europe, RBC
12:25 - 12:4015 mins
A - Market risk & IBOR
Short break
12:25 - 12:4015 mins
B - Operational & Emerging Risk
Short break
12:25 - 12:4015 mins
D - Leadership in Risk
Short break
12:40 - 13:1030 mins
A - Market risk & IBOR
FRTB in 2021: Analysis and Reporting Across Business Lines
- Xavier Bellouard - Managing Director & Co-Founder, ActiveViam
- David Cassonnet - Program Director, ActiveViam
12:40 - 13:1030 mins
B - Operational & Emerging Risk
Secondary impacts of Covid-19 on Operational Risk – weakening controls and raised risks
- Justin Greenstein - Head of Risk and Operations, ANZ Banking Group
12:40 - 13:1030 mins
C - Data, disruption & innovation
Managing commercial credit risk through COVID-19
- Neil Evans - Head of Credit Risk, OakNorth
12:40 - 13:1030 mins
D - Leadership in Risk
The Culture Nudge
- Leslie Coombs - Conduct & Compliance Specialist, .
General lunch, networking and hosted lunches
13:10 - 14:0050 mins
General lunch and networking sessions
Lunch and Networking
14:00 - 14:3030 mins
A - Market risk & IBOR
FRTB’s biggest modelling challenge, and its biggest reward
- Hany Farag - Senior Director, Head of Methodology and Analytics, Capital Markets Risk Management, CIBC
14:00 - 14:3030 mins
B - Operational & Emerging Risk
Ten Fundamental Laws that govern Op Risk
- Michael Grimwade - Head of Operational Risk, ICBC Standard Bank
14:00 - 14:3030 mins
C - Data, disruption & innovation
Credit Modelling in a COVID-19 World
- Jason Dulnev - Principal, PwC
14:00 - 14:3030 mins
D - Leadership in Risk
Corrupt algorithms: why the human brain makes us bad risk managers & what we can do about it
- Christian Hunt - Founder, Human Risk
14:30 - 14:4515 mins
A - Market risk & IBOR
Short break
14:30 - 14:4515 mins
B - Operational & Emerging Risk
Short break
14:30 - 14:4515 mins
C - Data, disruption & innovation
Short break
14:30 - 14:4515 mins
D - Leadership in Risk
Short break
14:45 - 15:1530 mins
A - Market risk & IBOR
Key implications of adopting IBOR in the context of FRTB
- Adolfo Montoro - Global Market Risk Analytics, Bank of America
14:45 - 15:1530 mins
B - Operational & Emerging Risk
Climate Risk Scenario Analysis: Generating insights to drive real business decisions
- James Belmont - Partner, Head of Climate Risk, Baringa Partners
14:45 - 15:1530 mins
C - Data, disruption & innovation
Data risk management: Best practices to better understand, visualize, and govern your data
- Christophe Delaure - Senior Product Manager, IBM
14:45 - 15:1530 mins
D - Leadership in Risk
Is your IT strategy ready to support growth in your bank’s ESG related investments and market offers? Can AI help solve what traditional IT cannot?
- Kovid Bhardwaj - Assistant Vice President, Societe Generale
15:15 - 15:3015 mins
A - Market risk & IBOR
Short break
15:15 - 15:3015 mins
B - Operational & Emerging Risk
Short break
15:15 - 15:3015 mins
C - Data, disruption & innovation
Short break
15:15 - 15:3015 mins
D - Leadership in Risk
Short break
15:30 - 16:0030 mins
A - Market risk & IBOR
IBOR panel: what should banks be prioritising?
- Manoj Bhaskar - Global Head, Markets and Traded Credit Risk, Standard Chartered Bank
- Hany Farag - Senior Director, Head of Methodology and Analytics, Capital Markets Risk Management, CIBC
- Suman Datta - Head of portfolio, Quantitative research, Lloyds Bank
- Alexandre Bon - Group co-head, LIBOR & Benchmark Reform, Murex
15:30 - 16:0030 mins
B - Operational & Emerging Risk
Operational risk quantification – how to quantify and internalise
15:30 - 16:0030 mins
C - Data, disruption & innovation
Identifying related counterparties using graph ML
- Dmitri Krainov - Chief Data Scientist at Risk Function, Sberbank
15:30 - 16:0030 mins
D - Leadership in Risk
Turning risk professionals into climate specialists
- Jo Paisley - Co-President, GARP Risk Institute
- Maxine Nelson - Senior Vice President, GARP
16:00 - 16:3030 mins
Networking Break and Roundtable Discussions
- Robert Kahn - Managing Director , Automated Financial Systems
- Olivier Irisson - COO & Head of Financial Operations, Group BPCE
- Kevin O'Rourke - Managing Director & Chief Risk Officer (EMEA), Mizuho Bank
16:30 - 17:0030 mins
A - Market risk & IBOR
Reducing the risk of market disruption
- Maurizio Garro - Senior Manager, Market, Credit and Model risk, Group Internal Audit, Lloyds Bank
16:30 - 17:0030 mins
B - Operational & Emerging Risk
Developing an approach to measuring credit risk arising from climate change for residential mortgages
- James Tebboth - Chief Credit Officer, Nationwide
16:30 - 17:0030 mins
C - Data, disruption & innovation
ML explainability and interpretability
- Gilles Artaud - Head of Model Risk Audit, Crédit Agricole
16:30 - 17:0030 mins
D - Leadership in Risk
Active portfolio management: the everlasting challenge…in a pandemic aftermath
- Andrea Cremonino - Head of Portfolio & Pricing Management - Analysis & Strategy, UniCredit
16:30 - 18:0090 mins
Breakout session
Neural Networks and Reinforcement Learning in Finance
- John Hull - Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
17:00 - 17:1515 mins
B - Operational & Emerging Risk
Short break
17:00 - 17:1515 mins
C - Data, disruption & innovation
Short break
17:00 - 17:1515 mins
D - Leadership in Risk
Short break
17:15 - 17:4530 mins
B - Operational & Emerging Risk
Operational Resilience - Establishing clarity, navigating uncertainty and building confidence in resilience capabilities
- Michael Auret - Partner, PwC
17:15 - 17:4530 mins
C - Data, disruption & innovation
Quantum Computing in financial services
- Wojtek Buczynski - Senior Manager, Fidelity International
17:15 - 17:4530 mins
D - Leadership in Risk
What will risk management look like in 10 years’ time?
- Richard Gray - Director, Regulatory Affairs Department, Institute of International Finance (IIF)
- Maciej Lewandowski - Head of Risk Poland, NatWest Markets
- Adrian Docherty - Managing Director, Head of Bank Advisory, BNP Paribas
- Sarah Owen-Jones - Chief Risk Officer, Rathbones
17:45 - 17:505 mins
B - Operational & Emerging Risk
Chair's closing remarks
17:45 - 17:505 mins
C - Data, disruption & innovation
Chair's closing remarks
17:45 - 18:0015 mins
D - Leadership in Risk
Chair's closing remarks
18:00 - 19:0060 mins
Drinks reception & roundtables
- Jeroen Van Doorsselaere - VP, FRR Global Product & Platform Management, Wolters Kluwer
- Francis Lacan - Director of Risk FRR, Wolters Kluwer
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