Main Conference Day 3 2024 Agenda - GMT (Greenwich Mean Time, GMTZ)
- Charles Richard III - Senior Vice President & Co-founder, QRM Inc.
Human reactions and behaviours, engineering and psychology to help us better understand risk and decision-making
- Professor Kevin Fong OBE - Consultant in Anaesthesia, Emergency Response and Major Incident Planning Teams, University College Hospital
- Christine Palmer - Chief Risk Officer, Santander UK
- Laurence Bogni Bartholmé - Head of ESG Execution, HSBC Continental Europe
- Deirdre Hannigan - Former Group Chief Risk Officer, AIB
- Thabile Nyaba - Chief Risk and Sustainability Officer of OMI and Past President, IRMSA
General approach with focus on credit risk and data
- Clemens Wieck - Senior Manager, KPMG Germany
- Arvind Sarin - Partner, Head of Finance, Risk, Compliance, KPMG Germany
- Miles Elliott - Global partnering lead for Risk Management and Anti Financial Crime, SAS
How are CROs monitoring this and staying compliant?
- Stefano Biondi - Group CRO, Banca Mediolanum
- Vikram Haskar - Deputy Chief Risk Officer, IMF
Technical session – Limited Spaces
Something Wicked This Way Comes: A Case Study of the Boeing 737 MAX 8 Airliner Tragedy
How could the legendary Boeing Aviation Company have built a commercial airliner that seemed designed to destroy itself and everyone onboard?
- Jon Hill - Professor of Model Risk Management, Dept. of Financial Risk Engineering, NYU-Tandon
- Andrew Cross - Andrew Cross, Strategic Risk Advisor, BFSI CRO Strategic Initiatives, Tata Consultancy Services
- Tobias Noll - Principal Relationship Manager – Deputy Head Marketing & Sales, RSU
- Vedrin Šahović - Director ICAAP & Credit Risk, KfW IPEX-Bank GmbH
The impact of behavioural optionalities on traditional hedging strategies.
Incorporating uncertainty in customer behaviour into effective hedging models.
Designing strategies that optimize risk and profitability.
- Steffen Pang - Director Asset & Liability Management UK, Zanders
- Erik Vijlbrief - Partner Asset & Liability Management, Zanders
- Felix Rädel - Head of Sales – Europe North, Treasury & Risk, FIS
- Joe Sass - SVP, Balance Sheet Management, FIS
What are the key insights from the most recent regulatory stress tests? How are jurisdictions and firms performing in the current environment?
- Dragan Crnogorac - Team Leader/ Senior Bank Sector Analyst, EBA
- Jonathan Taylor - Senior Advisor, Stress Testing, Bank of England
- Konstantina Armata - Managing Director, Global Head of Enterprise Stress Testing and Analytics, Citi
- Stephan Wiehler - Managing Director, UBS
- Christoffer Kok - Head of Stress Test Experts Division, European Central Bank
- Jasmine Burgess - CRO/COO, Coinbase Asset Management
- Charles Richard III - Senior Vice President & Co-founder, QRM Inc.
- The arrival of Basel IV as well as the increased interest from private investors into credit is shaping the B/S and capital strategies of EU institutions
- What: EU banks are institutionalizing Capital Management with a holistic view, from technical accuracy to Originate-to-Distribute, aiming at improving the capital efficiency and returns of the business
- How: 6 key levers are being pulled by leading EU institutions and could truly transform the market in the short and mid term
- Javier Martinez Arroyo - Partner, McKinsey & Company
- Filippo Maggi - Partner, McKinsey & Company
- Fabien Charron - Senior Risk Consultant, QRM
- Savaiz Khawaja - Co-Head of European, Middle East & Africa (EMEA) Client Management, QRM
- Luke Carrivick - Executive Director, ORX
Digital transformation is creating new challenges and opportunities for operational risk management. What does the future hold and how will we get there?
- Simon Wills - Senior Advisor, ORX
- Frank Tsiribis - Head of Operational Non-Financial Risk, BMO
- Ingrid Pompe - Global Head of Operational Risk, Rabobank
- Chrisna Dippenaar - Head of Non-Financial Risk Management, FirstRand Group
In a complex world how are firms aggregating their different views of risk to present a unified picture and prioritisation?
- Dimitris Bartzilas - Head of Operational Risk Capital, Formerly Credit Suisse
What credit risk adjustments are being made?
- Andrew Cross - Andrew Cross, Strategic Risk Advisor, BFSI CRO Strategic Initiatives, Tata Consultancy Services
- David Crewe-Brown - Group Chief Risk Officer, NedBank
- Seb Smodis - AM EMEA &UK CRO, UBS Group
- Elina Aartola-Mäkelä - Strategic Risk Expert & CRO Delegate, Group Credit Risk Control, Nordea
Managing the integrated risks across the balance sheet, market, liquidity, credit and climate in a holistic manner
- Andrew Aziz - Chief Strategy & Product Officer, SS&C Algorithmics
- Jan Kowalski - Head of ALM, Bank Pekao
Third Party Risk Management continues to grow in focus and complexity. What is the current landscape on data and how can we incorporate controls for responsible and trustworthy AI?
- Eustathios Triantafellou - Commercial Director, S&P Global Market Intelligence
How are we managing this new multi-risk environment and what tools are required to make the changes needed now?
- Avanthi Weerasinghe - Head of Market Practice and Regulatory Policy, UK Finance
- Roxana Branowski - Senior Risk Advisor, International Monetary Fund
- Alex O'Donnell - Vice President, Risk Management, Payments Canada
- Anant Saxena - Managing Director, Head - Quantitative Risk Modelling (QRM), India, UBS
How can an accurate and consistent implementation of the capital rules be validated by firms and supervisors?
How can internal models be benchmarked?
The ISDA benchmarking framework offers tools and insights developed over 7 years of industry exercises, continuously evolving to support more models and use cases.
- Paola Rensi - Head of Capital Models Benchmarking, Risk & Capital, ISDA
Navigating the FRTB Landscape: Practical Strategies for Implementation and Compliance
- Arnold Skimminge - Head of Quantitative Analytics, Risk Models, Nordea
- Andrea Cremonino - Head of Corporate Portfolio & Pricing Management Team, UniCredit
How firms suffer reputational damage. Identifying hotspots and measuring the financial consequences
- Michael Grimwade - Head of Operational Risk, ICBC Standard Bank
How do you build a digital risk management core that matches the scale and speed of new digital business?
- Frank Tsiribis - Head of Operational Non-Financial Risk, BMO
- Manuel Vicente - VP Commercial Strategy, Climate X
- Xianfu Lu - Independent Advisor, Adaptation & Climate Resilience
- Dennis Schoenmaker - Executive Director, Principal Economist, CBRE
- Jukka Vesala - Head of Group Credit Risk Control, Nordea
- Andrew Cross - Andrew Cross, Strategic Risk Advisor, BFSI CRO Strategic Initiatives, Tata Consultancy Services
- Joe Sass - SVP, Balance Sheet Management, FIS
- David Hough - Senior Advisor, FIS
- Dragan Crnogorac - Team Leader/ Senior Bank Sector Analyst, EBA
- Pardeep Bhatti - Head of Prudential Risk, Natwest
- Merlin Linehan - Risk Manager, EBRD
- Felix Rädel - Head of Sales – Europe North, Treasury & Risk, FIS
- Joe Sass - SVP, Balance Sheet Management, FIS
- Helen L’Abbate - Research and Information Deputy Director, ORX
What skills are required to build an inclusive culture that fosters collaboration, and develops strong risk management teams
- Shresti Bijou - Head of Operational Risk, Natwest
- Luke Carrivick - Executive Director, ORX