Main Conference Day 3 - GMT (Greenwich Mean Time, GMTZ)
- Justin McCarthy - CEO, Professional Risk Managers' International Association Institute (PRMIA)
• Mapping dependencies across financial, operational & reputational domains
• Real-time risk monitoring, stakeholder engagement & transparent risk disclosure
- Julia Gregory-Royale - Former Chief Communication Officer, Northern Trust
- Marek Lusztyn - Chief Risk Officer, mBank
- Sikandar Hussain - Chief Risk Officer, Barclays Europe
- Valeriu Bajenaru - Global Head of Enterprise Risk Management and Deputy CRO, Standard Chartered
- Guillaume Figer - Chief Risk Officer, Société Générale
Banks have spent decades building frameworks that allow boards, regulators, customers and investors to trust complex institutions.
But what happens as those institutions become increasingly digital and autonomous?
AI systems are expected to increasingly influence—and potentially make—decisions affecting customers, markets and risk-taking. At the same time, cyber threats, synthetic identities, deepfakes, third-party technology dependencies and increasingly complex digital ecosystems are changing the basis on which trust is established.
In an increasingly autonomous institution, what evidence will boards and CROs need to be confident that the organisation remains safe, resilient and accountable?
- Christopher Richardson - Financial Services Risk Consulting Leader, EY
Innovative strategies for attracting and retaining top risk professionals. Addressing competitive talent markets, compensation benchmarking, employer value proposition development, and creating compelling career pathways in compliance and risk functions
- Charles Richard III - Senior Vice President & Co-founder, QRM Inc.
- Jim Salem - Group Treasurer & Executive Vice President, Balance Sheet Management & Global Tax, TD Bank Group
- Steve Lindo - Course Designer & Instructor, Financial Risk Management, Columbia University
Workshop Description
Today's complex, fast-changing and uncertain internal and external risks defy established methods of risk analysis and measurement. Risk managers whose primary skills are quantitative and technical are ill-equipped for these challenges. To meet them, both entry-level and mid-career risk managers need advanced analytical and communication skills such as the ones explained and practiced in this workshop.
This interactive workshop will be conducted in 3 consecutive 30-minute sessions:
- Limitations of Traditional Risk Analysis and Measurement in a Complex World
- How Structured Risk Analysis Captures Complex and Uncertain Risks
- How Structured Risk Measurement and Communication Can Prevent Failure
Three signed copies of the speaker’s 2024 book “Make Every Word Count: A Structured Approach to Build and Deliver High Impact Analytic Products” will be given away in a drawing to participants.
- Steve Lindo - Course Designer & Instructor, Financial Risk Management, Columbia University
Growth increasingly depends on the ability to make faster, smarter and more informed credit decisions. Hear from senior banking leaders as they discuss how credit functions are evolving to improve efficiency, enhance risk oversight and support business expansion in a rapidly changing environment
- Steven Hall - Partner, Financial Risk Management, KPMG
This panel brings together leading credit risk practitioners to examine how credit risk frameworks are evolving to address today’s converging challenges while leveraging advanced analytics and AI to enhance predictive accuracy and portfolio resilience.
- Wendy Scott - Director and Head of Portfolio Monitoring, Citi
- Tobias Noll - Team Lead Sales, RSU
- Dr. Andreas Gerstenberger - Risk Methods Principal, RSU
This session will look at the journey through the lens of the team responsible for reviewing firms' FRTB implementation efforts. Drawing on insights from early engagement with firms, as well as our review of IMA and ASA applications, it will highlight common challenges encountered across the industry, lessons learned during implementation, and key considerations as firms prepare for the next stage of the FRTB journey.
- Evdoxia Pliota - Head of Traded Risk Management, Bank of England
- Matthew Miller - Client Relationship Manager, QRM
- Rustum Bharucha - Group Director - Talent Acquisition & Leadership Advisory, Mercuri Urval
Bringing together ALM, strategic planning and stress testing to navigate an uncertain world
- Lorenzo Bocchi - Senior Partner - Deputy head of ERM area, Prometeia
- Massimo Pedroni - Senior Partner, Head of Business Practice Enterprise Risk Management Area, Prometeia
- Standard tools of risk management fail when one leaves the realm of risk and enters that of uncertainty
- Stress tests suffer from a paradox: the more they are actionable, the less they are relevant
- They correspond to the Clausewitz approach to war. More useful tools can be derived from Sun Tzu’s heuristics and stratagems
- Building systematic capabilities around generic strategic risk factors both builds resilience and manages uncertainty
- Johannes Voit - Director Emeritus, former Head of Sustainability Management, German Savings Banks Association
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.
- Ranbir Toor - Founder, Elevate City
- How currency mismatches can turn a market shock into a solvency and credit event
- Are financial institutions adequately capturing FX-induced credit risk in their capital frameworks?
- If FX risk is effectively removed, should this translate into lower capital requirements?
- Yulia Pashchenko - Member of the Executive Board and Chief Risk Officer, TCX
In recent months, EBA and ECB have published documents aimed at simplifying the current approaches regarding estimation techniques and supervisory practices for AIRB credit risk models. In particular, ECB is streamlining around 130 supervisory documents, clarifying the distinction between regulatory requirements and non-binding guidance. Today's presentation aims to propose – in line with the new regulatory view – more consistent and simplified techniques and practices for the estimation of LGD models.
- Fabio Salis - Chief Risk Officer, Banco Desio Group
- US Treasury clearing: Implications for capital and collateral.
- Cross-product efficiency: Netting across derivatives and SFTs.
- Portfolio resilience: Liquidity, capacity and market dynamics
- Lisa Galletta - Head of U.S. Prudential Risk, International Swaps and Derivatives Association, Inc. (ISDA)
- Equity returns are required during GFC and other crisis periods for both capital and margin model calibration
- Hence, it is important to create robust synthetic time series for IPOs
- Eduardo Epperlein - Managing Director, Global Head of Risk Methodology, Nomura International
- Mutisunge Zulu - Chief Risk Officer, Zanaco Plc
- Leveraging Advanced Analytics & AI
- Strengthening Third-Party & Vendor Risk Management
- Building Cross-Functional Resilience Teams
- Fariz Rahimov - Head of the Risk Office, International Bank of Azerbaijan
- Pooja Bhatla - ERM - Group lead for International entities, Director, Citi
- Sean Titley - Chief Risk Officer, Bank of London
- Elena Pykhova - CEO and Founder, The OpRisk Company
How are we optimising fraud model thresholds, managing adaptive fraud patterns, validating real-time fraud scoring, and balancing risk mitigation with friction reduction?
- Automated control testing & exception management
- Integration of CCM with enterprise GRC architecture
- Transforming headlines into early warning indicators and early warning indicators into strategic action.
- Banks do not manage products. Banks manage the ever-changing conditions that determine how those products behave.
- Moving from reactive balance sheet management to anticipatory decision making.
- Understanding not what changed on the balance sheet, but why it changed.
- Managing the balance sheet through the drivers of risk, not merely the consequences of risk.
- Jan Kowalski - Head of ALM, Bank Pekao
In EU commercial passenger aviation, the survival rate is approximately 99.99999%. That means either the inherent risk of transporting people in a metal tube flying 10 kilometres above the ground at 900 km/h is remarkably low — or the industry has become exceptionally good at managing Operational Risk.This session will explore what financial institutions can learn from decades of evolution in aviation safety systems, and how some of those principles can be applied to strengthen Operational Resilience in banking.
- Konrad Kompa - Financial Risk Management Director, mBank SA
Rising inequality, demographic shifts, political polarisation, and declining institutional trust — how social fragmentation translates into operational risk, reputational risk, and market volatility.
Next year's dates: 15-18th November 2027 - InterContinental O2, London