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Key Sessions
Duarte Delgado
Financial Conduct Authority (FCA) Q&A: Feedback on the Recently Released “CP19/20: Our Framework: Assessing Adequate Financial Resources”
FCA
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Conference: ICAAP & Stress Testing for Investment Firms

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Conference: ICAAP & Stress Testing for Investment Firms

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08:30 - 09:0030 mins
Registration
    09:00 - 09:1010 mins
    Chairperson’s Opening Remarks
    • Adrian Mackaay - Director, Risk Quantitative Analysis, BLACKROCK
    09:10 - 09:5040 mins
    Financial Conduct Authority (FCA) Q&A: Feedback on the Recently Released “CP19/20: Our Framework: Assessing Adequate Financial Resources”
    • Duarte Delgado - Prudential Specialist, FCA
    • Aaron Ghobarah - Manager, FCA
    09:50 - 10:2535 mins
    An Update on the Progress of the New Prudential Regime for Investment Firms (IFR/IFD) and Potential Implications
    • Chris Poon - Senior Associate, SIDLEY
    10:25 - 11:0540 mins
    Investment Firm Panel Session: Considering the Implications of the Recent FCA CP19/20 on BAU Business Model, Stress Environment and Reverse Stress Testing Links
    • Oliver Scott - Head of Prudential Regulatory Reporting, XTX MARKETS
    • Brian Thornhill - Associate Director, DELOITTE
    • Julien Haye - Head of Non-Financial Risk, FIDELITY INTERNATIONAL
    11:05 - 11:2520 mins
    Morning Refreshment & Networking Break
      11:25 - 12:0035 mins
      Highlighting Opportunities for Wind-Down Planning Enhancements to Financial and Operational Elements of Plans
      • Brian Thornhill - Associate Director, DELOITTE
      12:00 - 12:3535 mins
      Capturing Operational Resilience and other Emerging Risks within the ICAAP Process
      • Anthony Ma - Head of Prudential Risk and Regulation, GRANT THORNTON
      12:35 - 13:3560 mins
      Lunch & Networking Break
        13:35 - 14:1540 mins
        Investment Firms Panel Session: Practical Experience Gained Preparing for and Managing ICAAP & SREP Reviews
        • Adrian Mackaay - Director, Risk Quantitative Analysis, BLACKROCK
        • Julija Nester - Senior Regulatory Advisor, FNZ
        • Andrew Wedlock - Head of Prudential Risk, HAGREAVES LANSDOWN
        • Rajat Baijal - Managing Director, Global Head of Enterprise Risk, CANTOR FITZGERALD
        14:15 - 14:5035 mins
        Examining How and Where Liquidity Frameworks, Stress Tests and Links to ICAAP are Falling Short of Expectations and What Good Practice Looks Like
        • Oivind Andresen - Director - Risk Advisory, BDO
        14:50 - 15:2535 mins
        Addressing Current ‘Struggle Points’ in Stress and Reverse Stress Testing Practice within Investment Firms
        • Stefan Babic - Manager, PWC
        15:25 - 15:4520 mins
        Afternoon Networking & Refreshment Break
          15:45 - 16:2035 mins
          Embedding and Evidencing SMCR, Culture, Governance and Use Test in the Context of ICAAP
          • Fiona Raistrick - Partner, BDO
          16:20 - 17:0040 mins
          Advisory Panel Q&A: Ask the Expert - Current ICAAP Expectations, Section 166 Themes and Future Direction for Capital Requirements
          • Fiona Raistrick - Partner, BDO
          • Shailen Patel - Associate Partner, Wealth & Asset Management, EY
          • David Morrey - Partner, Head of Investment Management, GRANT THORNTON
          • David Croker - Partner - Asset & Wealth Management Risk & Regulatory Practice, PWC
          17:00 - 17:055 mins
          Chairperson's Summation & Close of Conference
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