Main Conference Day 3 2025 Agenda - GMT (Greenwich Mean Time, GMTZ)
- Charles Richard III - Senior Vice President & Co-founder, QRM Inc.
- Bronwen Maddox - Director and CEO, Chatham House
Bringing together influential female leaders in risk to share expert insight on navigating complex risk environments through resilient leadership and data-driven decision making
- Ras Gohil - Mentor, Coach & Board Member, Women in Banking and Finance (WIBF)
- Michelle Mott - Chief Risk Officer, Aldermore Group
- Saadia Mujeeb - Group Head of Financial Risk Management & Control, Nordea
Examine how CROs are adapting liquidity risk management frameworks to withstand market shocks, geopolitical turmoil and rapid interest rate shifts
1. GenAI’s Disruptive Potential in Credit Risk
The introduction of GenAI is reshaping how organizations approach credit risk. Some use cases offer significant opportunities for automation and insight, while others reveal important limitations or new risks.
2. Strategic Adaptation for Risk Leaders
Success with GenAI depends on a thoughtful strategy. Risk leaders must identify where GenAI can genuinely enhance processes and where human expertise remains essential. The ability to adapt and make informed choices is key to realizing GenAI’s benefits.
3. Balancing Innovation with Governance
As teams adopt GenAI, balancing innovation with strong governance becomes critical. Developing skills in AI literacy, regulatory understanding, and responsible oversight will ensure that credit risk teams remain effective and future-proof in a rapidly changing environment.
- Paolo Vareschi - Director of Credit Risk, Zanders
- Isabella Pozzi - GenAI, Zanders
- Tobias Noll - Principal Relationship Manager – Deputy Head Marketing & Sales, RSU
- Charles Richard III - Senior Vice President & Co-founder, QRM Inc.
In this session, we will assess the implications of the proposed changes to the enhanced Supplementary Leverage Ratio (eSLR) buffer on bank capital requirements. We will explore how these changes will impact intermediation in the U.S. Treasury market and whether they are sufficient to accommodate the anticipated surge in volumes when the Treasury clearing mandate enters force. Recognition of cross product netting in the capital rules is one enhancement that should be made in parallel with changes to eSLR to further incentivize bank participation in the U.S. Treasury market.
- Marc Tourangeau - Director of Risk and Capital, US, ISDA
Economic resilience within emerging and frontier markets
- Mutisunge Zulu - Chief Risk Officer, Zanaco Plc
- Steven Hall - Partner, Financial Risk Management, KPMG in the UK
- Daniel Demleitner - Partner, KPMG in Germany
- Ranbir Toor - Founder, Elevate City
What's the latest?
- Thomas Kelepouris - Partner, McKinsey & Company
- Andrea Nuzzo - Partner, McKinsey & Company
Examine advanced simulation tools and techniques for hedging effectiveness in increasingly volatile market conditions
What’s the current status quo?
- Fabio Lania - Senior Risk Strategist for IMA Market Risk, Market and Financial Risk Management, Intesa Sanpaolo
- Manola Santili - Market Risk Analyst, Intesa Sanpaolo
Asses sophisticated stress testing approaches under extreme scenarios
This session explores the intersection of macroeconomic trends and credit analytics, highlighting how political shifts, inflation, interest rates, and fiscal/monetary policies shape investment strategies. Attendees will gain actionable perspectives on portfolio positioning, sector allocation, and navigating global uncertainties.
- Brian Studioso - European Head of Credit Research, CreditSights, Fitch Solutions
- Anwita Basu - Head of Europe Country Risk, BMI, Fitch Solutions
Overview of Basel III post-crisis reforms and their unintended consequences for outlier banks like Capitec.
Advocacy and partnership with in country regulators for proportionality in risk capital aligned to accurate risk profiling.
Development of scalar methodologies for capital
Benefits of external validation and industry gap analysis.
Development of risk-sensitive unsecured lending capital scalars
Capitec’s evolving role as a digital financial services provider and its implications for risk modelling
The need for proportional regulation that accommodates diverse banking models.
Importance of collaborative dialogue between regulators and banks to ensure financial inclusion and innovation.
Capitec’s case as a blueprint for other banks navigating capital reforms.
- Rumbi Mathema - Head of Enterprise Risk, Capitec Bank
- Dewald Jacobs - Capital Management Lead, Capitec Bank
- Ismail Moola - Chief Risk Officer, Capitec
How boards can integrate RoCET1 analytics, reverse stress testing, and stress-adjusted
returns into capital strategy and portfolio decisions.
Lessons from front-office collaboration on securitised hedges, macro-hedging strategies, and Fund Transfer Pricing alignment to capital efficiency.
Translating regulatory expectations into actionable governance frameworks that balance resilience with sustainable growth.
- Anant Saxena - ex-Managing Director, Credit Suisse & UBS