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
- Gitanjali Trevorrow-Seymour - Chief Possibilist, High Definition You
- Elena Pykhova - Award winning risk expert, NED, author, international trainer and educator, The OpRisk company
Examine how CROs are adapting liquidity risk management frameworks to withstand market shocks, geopolitical turmoil and rapid interest rate shifts
- Justin McCarthy - CEO, Professional Risk Managers' International Association Institute (PRMIA)
- Stefano Biondi - Group CRO, Banca Mediolanum
- Evan Sekeris - Senior Economist, Bank Policy Institute
- William Cooper - Head of Risk & Compliance, Novo Holdings
In this panel discussion we will hear from Industry experts as they share case studies of the threats and opportunities, faced by Financial Services Firms, from AI and Advanced Analytic driven Money Laundering & Fraud attacks. Specifically, the panellists will explore:
Recent findings from Industry relevant surveys with respect to the opportunity and use of AI and emerging technology alongside traditional approaches.
Case studies outlining the challenges faced by Firms from increasingly advanced Financial Crime attacks
Real World applications of threat mitigation by using the latest in AI and Advanced analytics-based technology
Benefits and limitations of leveraging new technologies in an evolving regulatory landscape
- Timo Purkott - Partner, KPMG
- Robin Bhurton - Senior Manager, KPMG in the UK
- Katarina Garai - Fraud & Compliance Partnerships and Strategic Initiatives Lead, SAS
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 - Manager - GenAI, Zanders
- Market drivers and goals with AI in terms of enhancing efficiency in mortgage lending
- Data extraction use cases & Key Lessons Learned and Design Principles from delivered Use Cases
- We will explore some of the challenges that firms face when it comes to the deployment of AI in credit risk.
- We will share views on how firms can navigate complexities to successfully implement AI in credit risk management.
- Additionally, we will highlight case studies of how firms have started to recognise the benefits of successful AI deployment.
Overall idea of the Pooling Approach
Project Finance Model insights
Model development by example of Battery Energy Storage System (BESS)
- Tobias Noll - Team Lead Sales, RSU
- Dr. Andreas Gerstenberger - Risk Methods Principal, RSU
- Charles Richard III - Senior Vice President & Co-founder, QRM Inc.
In this session we will cover the key risks for Treasury and the emerging themes, challenges and trends covering Liquidity, Funding, ALM & FTP
- Dilip Menon - Partner, Deloitte
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
- The CFO drives financial planning, performance, and capital efficiency
- The CRO defines risk appetite, capital adequacy, and risk limits
- Misalignment between performance goals and risk capacity can weaken strategic outcomes
- This presentation explores how to:
- Align financial and risk perspectives in decision-making
- Integrate risk appetite into financial plan
- Strengthen collaboration to balance growth and resilience
- Merlin Linehan - Risk Manager, European Bank for Reconstruction and Development (EBRD)
- Thulani Muchiya - Chief Risk Officer, Zambia Industrial Commercial Bank
Exploring scenarios of how geoeconomic warfare, technology and climate will drive the global risks of the future and how companies can prepare.
- Merlin Linehan - Risk Manager, European Bank for Reconstruction and Development (EBRD)
Sign up via the app, grab a plate of food and join the discussion!
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.
- Ranbir Toor - Founder, Elevate City
What's the latest?
- Andrea Calef - Associate Professor in Finance, UCL School of Management and Research Affiliate at the Centre for Competition Policy (CCP)
Explore how AI agents can help to fully transform the end-2-end corporate credit process. This session highlights the potential Agentic AI can have to improve quality and productivity in the corporate credit process across 1st and 2nd LOD. We will particularly deep-dive into live applications of AI agents in drafting a credit memo and key elements for a solid multi-agent setup. Learn how this cutting-edge approach enhances decision-making, boosts efficiency, and future-proofs risk functions worldwide.
- Andrea Nuzzo - Partner, McKinsey & Company
- Stephan Beitz - Partner, McKinsey & Company
- Lucia Murgia - Associate Professor of Finance, School of Management, University College London
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
- Luitgard Veraart - Professor, London School of Economics
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
- Logan Miller - Head of European Strategy, CreditSights
Liquidity, concentration and wrong-way risk continue to be a key focus for counterparty credit risk measurement.
In this talk, we discuss how these risks can arise and how they differ as well as recent modelling proposals.
Based on this analysis we investigate the drivers of the large losses in the Archegos default case.
- Matthias Arnsdorf - Global Head of XVA & Counterparty Credit Risk Modelling, JP Morgan Chase
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
- Charles Richard III - Senior Vice President & Co-founder, QRM Inc.
Next year's dates:16-19th November 2026 - InterContinental O2, London