Main Conference Day 3 - GMT (Greenwich Mean Time, GMTZ)
- Charles Richard III - Senior Vice President & Co-founder, QRM Inc.
Deploying econometric frameworks to detect and quantify wrong-way risk (WWR) where counterparty default probability increases with mark-to-market exposure
Bringing together ALM, strategic planning and stress testing to navigate an uncertain world
The world’s climate is already demonstrably changing and the current strong El Niño cycle will add further heating & disruption in the short-term.
Whilst there has clearly been a rolling back of regulatory focus in some jurisdictions, this may ultimately exacerbate the scale of issues when Climate Change is finally tackled.
My presentation focuses on understanding transmission channels, i.e. how the behavioural & economic consequences of both physical Climate Change and transition will drive the Operational & Reputational Risk profiles of banks.
- Michael Grimwade - Head of Operational Risk, ICBC Standard Bank
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.
What's the latest?
- US Treasury clearing: Implications for capital and collateral.
- Cross-product efficiency: Netting across derivatives and SFTs.
- Portfolio resilience: Liquidity, capacity and market dynamics
What’s the current status quo?
Next year's dates:16-19th November 2026 - InterContinental O2, London