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Showing of Streams
Showing of Streams
11:10 - 11:45

Morning coffee & networking break

Showing of Streams
13:20 - 14:30

Lunch PLUS women in risk networking lunch

Women in Risk Networking Lunch offers an opportunity for female risk managers at the conference to enjoy an informal closed door networking lunch together.

Closed door lunch: Risk regulation synergies and total cost of trading - Bruno Castor, Head of Market Risk Practice, MUREX
By invitation only. Please contact Candice Bartlett at Candice.Bartlett@knect365.com for more

Closed door lunch: Cyber security risk workshop lunch - Chris Thompson, Senior Managing Director, Financial Services, ACCENTURE
By invitation only. Please contact Candice Bartlett at Candice.Bartlett@knect365.com for more details

  • Bruno Castor - Head of Market Risk Practice, Murex
  • Chris Thompson - Director Product Management, ADTRAN
more
Showing of Streams
16:45 - 17:15

Afternoon tea & networking break

Showing of Streams
18:00 - 19:30

RiskMinds 2017 Winter Wonderland Party

07:30 - 08:15 45 mins
CRO-Only Breakfast Briefing
Leadership Breakfast Briefing
more

Mastering leadership in the face of threats, vulnerabilities and risks. This workshop will be led by a former head of MI5. 

07:45 - 08:15 30 mins
The CRO Forum
Registration & coffee
07:45 - 08:15 30 mins
RiskMinds Technical Lecture Series
Registration & Coffee
08:15 - 08:35 20 mins
The CRO Forum
Morning coffee & networking
08:15 - 09:25 70 mins
RiskMinds Technical Lecture Series
Morning coffee & networking
08:35 - 08:45 10 mins
The CRO Forum
Chairman’s opening address
  • Chris Matten - Partner, PwC
more
08:45 - 09:25 40 mins
The CRO Forum
What keeps the CRO awake at night?
  • Moderator Mark Faulkner - Co-Founder, Credit Benchmark
  • Panellist Mark Smith - Group Chief Risk Officer, Standard Chartered
  • Panellist Daniel Moore - Chief Risk Officer, Scotiabank
  • Panellist Steven Rijswijk - Chief Risk Officer, ING Bank
  • Panellist Jean-Jacques Van Helten - CRO, Europe, Bank of Montreal (BMO) Financial Group
  • Panellist Lewis O'Donald - CRO, Nomura Holdings
more

CRO panel with polling

CROs discuss their chief pain points and respond to audience quick-fire polling on the top challenges facing the risk management function for 2018

09:25 - 10:00 35 mins
The CRO Forum
Economic briefing: First Brexit & then Trump…
  • Gerard Lyons, Former Chief Economist Standard Chartered Bank
more

What’s next?

09:25 - 09:30 5 mins
RiskMinds Technical Lecture Series
Chairman’s remarks
  • Felix Grevy - Director, Product Management, Finastra
more
09:30 - 10:00 30 mins
RiskMinds Technical Lecture Series
How is technology changing the way we think about risk?
  • Presenter Vinod Bhaskaran - Global Solution Lead, Treasury & Capital Markets, Finastra
more

The world of banking and risk management is changing. Cost and regulatory pressures are leading to a risk management renaissance but it comes with new challenges: front-to-risk alignment, importance of computational power for risk calculations, and enterprise-wide consistency across the organization to name but a few. Technology is reinventing the way we think about risk and has the potential to fundamentally transform risk across the bank.

Join us to find how Finastra leverages advanced technologies including Big Data, GPU (parallel computing), Cloud, and HTML 5 (UX and data visualization) to solve the many challenges around the following risk topics:

  • FRTB
  • XVA
  • Pre-deal risk analysis
  • BCBS 239
10:00 - 10:30 30 mins
The CRO Forum
Human Risk: Leading in Uncertain Times
more

How to minimise risk under pressure and lead from the front under difficult circumstances

10:00 - 10:30 30 mins
RiskMinds Technical Lecture Series
Unified liquidity risk management framework
  • Stefano Pasquali - Managing Director, Head of Liquidity Research, BlackRock
more

We will present an overview of several machine learning application research ideas to leverage this novel tool in financial applications. We will provide an overview of an holistic liquidity risk management framework where machine learning is under investigation for some of the components. We will frame the problem to solve as a complete multi period optimization framework based on risk, transaction cost and redemption modeling. In particular we will provide research results as concrete examples where advanced machine learning tools can provide promising results in the out of sample test :

  • Transaction cost using deep learning and news natural language processing
  • Fund Flows forecast using neural network to estimate conditional extreme value distributions
10:30 - 11:10 40 mins
The CRO Forum
The RiskMinds 2017 CRO Interview
  • Keishi Hotsuki - Executive Vice President and Chief Risk Officer, Morgan Stanley
  • Interviewed by Kevin Burrowes - Partner, PwC
more

What is on the mind of today’s experienced CRO?

10:30 - 11:10 40 mins
RiskMinds Technical Lecture Series
Trading activities at systemically important banks
  • Diana Iercosan - Principal Economist, Federal Reserve Board
more

The results of the empirical analysis of trading performance by asset class show that:

  • For the average bank, trading revenue per dollar of VaR has clearly trended up over the past six years. Moreover, the imprint of systematic factors on trading performance across banks has become smaller over time. These findings may suggest that since the financial crisis, banks have become more efficient in generating trading revenue across asset classes.
  • While trading performance for some systemically important banks in a few asset classes are affected by selected risk events or on certain days with large asset price moves, banks have generally shown resilience and experienced few losses around various key risk events (e.g., taper tantrum, flash rally, BREXIT etc.).
  • Trading performance, as measured by VaR-adjusted trading revenue, is generally anchored by indicators of client facilitation and market making, such as trading volumes and bid-ask spreads, and that changes in asset prices have a smaller influence on trading performance
11:10 - 11:45 35 mins
Morning coffee & networking break
11:45 - 12:15 30 mins
The CRO Forum
Innovation briefing: What does Innovation mean for financial services?
  • Susan Coleman - Managing Director, Global FS Innovation Centre, PwC
more
11:45 - 12:15 30 mins
RiskMinds Technical Lecture Series
How to make stress testing work in practice: Meeting the engineering challenges
  • Riccardo Rebonato - Professor of Finance, EDHEC
more
  • How do deal with the dimensionality curse
  • How to propagate “stressed views” on a handful of risk factors to a complex portfolio
  • How to make the stressed scenario consistent with the normal market conditions
  • How to carry out sensitivity analysis
12:15 - 12:45 30 mins
The CRO Forum
Digitisation & big data: A case study
  • Marcus Chromik - Chief Risk Officer & Board Member, Commerzbank
more

How is big data and advanced analytics changing the way we do risk management in the next 5 years?

12:15 - 12:45 30 mins
RiskMinds Technical Lecture Series
Can central bank independence survive in an age of populism?
  • Jakob De Haan - Head of Research, De Nederlandsche Bank
more

What does the future hold for central banks? To what extent will central bank independence extend from monetary policy to macroprudential and microprudential roles in the future?

12:45 - 13:20 35 mins
The CRO Forum
Is risk management reacting to change quickly enough?
  • Moderator Ian Oliphant-Thompson - CEO, Generation Safe
  • Panellist Rafael Salinas - Chief Risk Officer, BBVA Group
  • Panellist Bruce Fletcher - Chief Risk Officer, Global Retail Banking and Wealth Management, HSBC
  • Panellist Rahul Dhumale - CRO UK & Head of Risk Methodology, UBS Investment Bank
  • Panellist Trevor Adams - Chief Risk Officer, Nedbank Group
more

The shift of banking as we know it – Assessing the challenges and opportunities of digital transformation, new market entrants and regulatory change

12:45 - 13:20 35 mins
RiskMinds Technical Lecture Series
What can you learn about risk management from NASA?
  • Jeevan Perera - Senior Engineer, NASA
more
13:20 - 14:30 70 mins
Lunch PLUS women in risk networking lunch
  • Bruno Castor - Head of Market Risk Practice, Murex
  • Chris Thompson - Director Product Management, ADTRAN
more

Women in Risk Networking Lunch offers an opportunity for female risk managers at the conference to enjoy an informal closed door networking lunch together.

Closed door lunch: Risk regulation synergies and total cost of trading - Bruno Castor, Head of Market Risk Practice, MUREX
By invitation only. Please contact Candice Bartlett at Candice.Bartlett@knect365.com for more

Closed door lunch: Cyber security risk workshop lunch - Chris Thompson, Senior Managing Director, Financial Services, ACCENTURE
By invitation only. Please contact Candice Bartlett at Candice.Bartlett@knect365.com for more details

14:30 - 15:00 30 mins
The CRO Forum
2017 Accenture global risk study: Exposing the hidden value of risk
  • Steve Culp - Senior Managing Director, Financial Services, Accenture
more

The evolving landscape of the Risk professional: past, present and future

14:30 - 16:30 120 mins
Closed door blockchain workshop
Demystifying blockchain with design thinking
  • Seamus Cushley - Director, EMEA FinTech & Digital, PwC
  • Chris Clements - Blockchain Delivery Lead, PwC
more

An interactive session to introduce you to a DesignThinking approach to blockchain. A session where we will help you recognise the power of staying in the 'problem space' for as long as possible.

By invitation only. Please contact Candice Bartlett at Candice.Bartlett@knect365.com for more info. 

15:00 - 15:30 30 mins
The CRO Forum
My Risk? Your Risk?
  • Lewis O'Donald - CRO, Nomura Holdings
more

How should risk shape the business?

15:00 - 15:30 30 mins
RiskMinds Technical Lecture Series
How to organise around the trading and banking book boundary under FRTB
  • Thomas Hougaard - Chief Risk Analyst, Change Owner for Risk Platform and FRTB, Nordea
more
  • Aligning with IFRS 9
  • Controlling the boundary
  • Setting up an Internal Risk Transfer Desk for hedging Banking Book exposures
15:30 - 16:00 30 mins
The CRO Forum
Lessons every firm should learn from an insider trader…
  • Nick Leeson, The Original Rogue Trader
more

Understanding the inner workings of a rogue trader – What makes them tick and what prompts them to risk it all?

15:30 - 16:00 30 mins
RiskMinds Technical Lecture Series
Observability: IFRS vs FRTB NMRF
  • Milena Imamovic-Tomasovic - Head of Product-Aligned Valuation Methodology, Deutsche Bank
more

examining the concept of observability and differences/similarities between Risk and Finance view

16:00 - 16:35 35 mins
The CRO Forum
I’d stake my reputation on it…
  • Moderator Kanwardeep Ahluwalia - Head of Global Markets Risk (EMEA) & Deputy Chief Risk Officer (EMEA), Bank of America Merrill Lynch
  • Panellist Paul Berry - Chief Risk Officer, Mizuho International
  • Panellist Bruce MacLaren - Chief Risk Officer Europe, RBC
  • Panellist Jacques Beyssade - Deputy Chief Executive Officer In Charge Of Risk, Compliance & Permanent Control, BPCE
  • Panellist Alexander Vedyakhin - Senior Vice-President, Chief Risk Officer, Sberbank
more

Determining the biggest threats to your firm’s reputation and building a proactive reputational risk management strategy

16:00 - 16:35 35 mins
RiskMinds Technical Lecture Series
Improving executive data governance
  • Kathryn Kerle - Head of Enterprise Risk Reporting, RBS
more
  • What is the problem with executive data governance?
  • What does good look like?
  • How can the objective be achieved?
  • What impact can better executive data governance have?
16:35 - 16:45 10 mins
The CRO Forum
Chairman's closing remarks
  • Chris Matten - Partner, PwC
more
16:35 - 16:45 10 mins
RiskMinds Technical Lecture Series
Chairman's closing remarks
  • Felix Grevy - Director, Product Management, Finastra
more
16:45 - 17:15 30 mins
Afternoon tea & networking break
17:15 - 18:00 45 mins
A – Geopolitical Strategy In Practice Working Group
The US & Europe: The crucible of uncertainty
  • Moderator Richard Nesbitt - CEO, Global Risk Institute
  • Panellist Nicola Wickes - Senior Vice President, Chief Risk Officer Europe & Asia, Canadian Imperial Bank Of Commerce
  • Panellist Jason Drysdale - Senior Vice President Enterprise Risk & Chief Operating Officer, RBC
  • Panellist Simon Nye - General Manager & Head of Risk London Branch, National Australia Bank
more

How to manage risk in this unstable political and regulatory environment?

17:15 - 18:00 45 mins
B – Challenger Bank Strategy In Practice Working Group
What can we learn from challenger banks?
  • Moderator Marcus Chromik - Chief Risk Officer & Board Member, Commerzbank
  • Panellist Peter Rossiter - Group Chief Risk Officer, Starling Bank
  • Panellist Ian Wilson - Former CRO, Monzo Bank
  • Panellist Mark Thundercliffe - Chief Risk Officer, CYBG
more

How are challenger banks breaking traditional boundaries and what does that mean for risk management?

17:15 - 18:00 45 mins
C – Cyber Risk Strategy In Practice Working Group
Cyber risk: Measure, mitigate, manage
  • Moderator Antonio Giannino - Chief Risk Officer, Amagis Capital
  • Panellist Kenji Fujii - Member of the Board of Directors & Head of Global Risk Management, Mizuho Securities Company Ltd.
  • Panellist Jaco Grobler - Group CRO, FirstRand Limited
  • Panellist Pierpaolo Montana - Chief Risk Officer, Mediobanca
more

What can risk managers do to proactively tackle cyber threats?

17:15 - 18:00 45 mins
D – Human Risk Strategy In Practice Working Group
How will global demographic shifts change the face of financial risk?
  • Moderator Martha Cummings - Senior Vice President , Federal Reserve Bank Of New York
  • Panellist Serge Wibaut - Board Member, Cigna Insurance Europe
  • Panellist Sykes Wilford - Professor, The Citadel University
  • Panellist Cosimo Pacciani - Chief Risk Officer, European Stability Mechanism
more

Examining human trends and their economic drivers to determine how we manage risk for the next generation

18:00 - 19:30 90 mins
RiskMinds 2017 Winter Wonderland Party