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

Morning coffee & networking break

More
Showing of Streams
13:20 - 14:30
Info

Lunch + Learning, discussions & networking

The business case for diversity in decision making – networking lunch. First come, first served. Led by Katja Rieger, CEO, Ripple Effect GmbH, Colin Church, Chief Risk Officer, EMEA and CRO Global Cyber Risk, Citigroup - An informal closed door networking lunch for risk managers to discuss diversity in their teams and how this is being developed to improve business decision making.

IFRS 9 or CECL: Will the new accounting rules address “too little, too late”? By invitation only
Led by Metin Epözdemir, Director, Solutions Specialist,  Moody’s Analytics and Tony Hughes, Managing Director, Economic Research, Moody’s Analytics. 

  • Under CECL and IFRS 9 pro-cyclicality of loss allowances will almost assuredly increase during less-than-great recessions
  • What are the other consequences that might unfold?
  • Pressure is on model builders and analytics managers. How to walk the fine line between compliance and overestimation of loss provisions?
  • Should new loss accounting rules impact credit portfolio management? If so, Why?

AI In Action in Risk Management By invitation only
Led by Philippe Guyonnet, Managing Director Banking, Europe, Accenture including demos on the following topics from the following experts: 

  • Innovation in Risk AI application, Michael Auer, Accenture
  • Credit Risk modelling & Validation with Machine Learning: 3 applications, Stefano Bonini & Giuliana Caivano, Accenture
  • Diversity in decision making lunch host Katja Rieger - Founder & Managing Director, Ripple Effect GmbH
  • Moody’s Analytics lunch host Tony Hughes - Managing Director of Research, Moody’s Analytics
  • Diversity in decision making lunch host Colin Church - Chief Risk Officer, Citigroup, EMEA
  • Moody’s Analytics lunch host Metin Epözdemir - Director Risk and Finance, Moody’s Analytics
  • Accenture AI In Action lunch host Michael Auer - Managing Director, Accenture
  • Accenture AI In Action lunch demonstrator Stefano Bonini - Management Consulting Executive of Accenture Finance & Risk, Accenture
  • Accenture AI In Action lunch demonstrator Giuliana Caivano - Senior Manager - Finance & Risk Practice, Accenture
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Showing of Streams
16:45 - 17:15

Afternoon tea & networking break

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Showing of Streams
18:00 - 19:30
Info

Winter Wonderland Christmas party PLUS practitioner champagne roundtables

The RiskMinds 25th annual celebration and Winter Wonderland Christmas party. Hosted by Accenture.

There will be separate champagne roundtables which offer delegates a chance to hear from and discuss key issues with specific VIP speakers in a more intimate setting.

1. Industrialisation of model validation – Jie Ding, Managing Director & EMEA Head of Model Risk Management, Morgan Stanley

2. Conduct and culture with Tipper X: identify and mitigate risks before they cascade into crisesTom Hardin, Owner, Tipper X Advisors LLC

3. Libor replacement – Karyn Daud, Partner FS Risk & Regulation PwC and Nassim Daneshzadeh, Partner FS Risk & Regulation, PwC

4. Life as a CRO in a Fintech or Challenger Bank: The good, the bad, and the ugly – Ian Wilson, Chief Risk Officer & Non- Executive Director

5. Industrialising KYC in the Digital Era -  Ankor Rai, Senior Vice President, Co-Head EXL Analytics, EXL and Namit Sureka, VP and Practice Leader – Retail and Co-Head Banking, EXL Analytics



  • Morgan Stanley Speaker Jie Ding - Managing Director & EMEA Head of Model Risk Management, Morgan Stanley
  • Tipper X Speaker Tom Hardin - Owner, Tipper X Advisors LLC
  • PwC Speaker Karyn Daud - Partner FS Risk & Regulation, PwC
  • PwC Speaker Nassim Daneshzadeh - Partner FS Risk & Regulation, PwC
  • Ian Wilson, Chief Risk Officer & Non-Executive Director
  • EXL Speaker Ankor Rai - Global Co-Head of EXL Analytics, EXL
  • EXL Speaker Namit Sureka - VP and Practice Leader - Retail and Co-Head - Banking, EXL
More
07:30 - 08:15 45 mins
Info
CRO-only breakfast briefing
CRO breakfast briefing
  • Boris Johnson, MP for Uxbridge & South Ruislip, Former Mayor of London and former UK Foreign Secretary

Invitation only breakfast briefing for CROs

07:50 - 08:35 45 mins
The CRO forum
Registration & coffee
07:50 - 08:35 45 mins
Technical lectures
Registration & Coffee
08:15 - 08:35 20 mins
CRO-only breakfast briefing
Registration & coffee
08:35 - 08:45 10 mins
The CRO forum
Chair’s opening address
  • Sarah Isted - Leader UK Financial Services Risk and Regulation, PwC
08:45 - 09:15 30 mins
Info
The CRO forum
Risk taking in politics
  • Boris Johnson, MP for Uxbridge & South Ruislip, Former Mayor of London and former UK Foreign Secretary


 

09:15 - 10:00 45 mins
Info
The CRO forum
10 years on from the financial crisis – What now for CROs?
  • Moderator Mark Faulkner - Co-Founder, Credit Benchmark
  • Panellist Dzhangir Dzhangirov - Senior Vice-President, Group Chief Risk Officer, Sberbank
  • Panellist Steven Rijswijk - Chief Risk Officer, ING Bank
  • Panellist Bruce MacLaren - Chief Risk Officer Europe, RBC

CRO panel with polling

Examining the next wave of risks that CROs should be prepared for. How are we striking the right risk-return balance and managing risks in a new cost conscious environment?

09:55 - 10:00 5 mins
Technical lectures
Chair’s remarks
  • Stefan Stoyanov - Head of EMEA Analytics Advisory, VP, Experian
10:00 - 10:30 30 mins
Info
The CRO forum
The RiskMinds 2018 CRO Interview
  • Bradford Hu - Chief Risk Officer, Citigroup
  • David Hoffman - Global Banking and Capital Markets Leader, PwC

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

10:00 - 10:30 30 mins
Info
Technical lectures
IRB2021 – Changes, Impact and Approaches
  • Davide Boselli - EMEA Regulatory Analytics Senior Manager, Experian

The new EBA package requirements on credit risk will apply from January 2021 onwards. As a senior member of Experian’s regulatory analytics practice, David will share some of this team’s experience and insights. He will show what the impact of the most relevant changes is and will suggest some pragmatic approaches in coping with the upcoming changes.

10:30 - 11:10 40 mins
The CRO forum
Guest economic address:
  • Speaker Noreena Hertz - Economist and Author, Eyes Wide Open
10:30 - 11:10 40 mins
Technical lectures
Agile Risk Management: Practical experience in introducing agility to a bank’s risk management function
  • Harold Marcenaro - Head of Digital Risk, BCP
11:10 - 11:45 35 mins
Morning coffee & networking break
11:45 - 12:15 30 mins
Info
The CRO forum
Open Banking and PSD2: The business risk implications
  • Marco Folcia - Partner, PwC Italy

Evaluating the risks associated with competition, liquidity and cyber

11:45 - 12:15 30 mins
Info
Technical lectures
Latest developments relating to the Trading Book and Banking Book boundary
  • Thomas Hougaard - Chief Risk Analyst, Change Owner for Risk Platform and FRTB, Nordea
  • Treatment of structural FX positions
  • Boundary between the trading book and banking book
  • Equity investments in a fund
  • Net Short Credit/Equity in the Banking Book
  • Internal Risk Transfers
  • Trading desk requirements
12:15 - 12:45 30 mins
Info
The CRO forum
The evolving role of CRO as business partner: How is risk shaping the business? Take Two!
  • Lewis O'Donald - Global Chief Risk Officer, Nomura Holdings

 How is risk shaping the business?

12:15 - 12:45 30 mins
Info
Technical lectures
Universal rates regimes: Model uncertainty vs. model robustness
  • Vinay Kotecha - Head of Rates & FX, Risk Analytics & Modelling, Group Risk Management, BNP Paribas
  • Vladimir Chorniy - Senior Technical Lead, BNP Paribas
  • Introducing universal rates regimes
  • Modelling assumptions: universal vs. idiosyncratic, impact of extreme returns
  • Relations with filtered historical simulation, stochastic volatility
  • Impact on market risk and counterparty risk predictions
12:45 - 13:20 35 mins
Info
The CRO forum
Cyber risk governance
  • Moderator Hamid Samandari - Senior Partner, McKinsey & Company
  • Panellist Colin Church - Chief Risk Officer, Citigroup, EMEA
  • Panellist Trevor Adams - Chief Risk Officer, Nedbank Group
  • Panellist Paulo Henrique Angelo - Chief Risk Officer, CAIXA
  • Panellist Ebbe Negenman - Chief Risk Officer, Aegon Bank

What are the tangible KPIs that sit behind the cyber risk framework and how are CROs challenging their IT function’s activities? What are CROs doing to secure their third parties to the level required?

13:20 - 14:30 70 mins
Info
Lunch + Learning, discussions & networking
  • Diversity in decision making lunch host Katja Rieger - Founder & Managing Director, Ripple Effect GmbH
  • Moody’s Analytics lunch host Tony Hughes - Managing Director of Research, Moody’s Analytics
  • Diversity in decision making lunch host Colin Church - Chief Risk Officer, Citigroup, EMEA
  • Moody’s Analytics lunch host Metin Epözdemir - Director Risk and Finance, Moody’s Analytics
  • Accenture AI In Action lunch host Michael Auer - Managing Director, Accenture
  • Accenture AI In Action lunch demonstrator Stefano Bonini - Management Consulting Executive of Accenture Finance & Risk, Accenture
  • Accenture AI In Action lunch demonstrator Giuliana Caivano - Senior Manager - Finance & Risk Practice, Accenture

The business case for diversity in decision making – networking lunch. First come, first served. Led by Katja Rieger, CEO, Ripple Effect GmbH, Colin Church, Chief Risk Officer, EMEA and CRO Global Cyber Risk, Citigroup - An informal closed door networking lunch for risk managers to discuss diversity in their teams and how this is being developed to improve business decision making.

IFRS 9 or CECL: Will the new accounting rules address “too little, too late”? By invitation only
Led by Metin Epözdemir, Director, Solutions Specialist,  Moody’s Analytics and Tony Hughes, Managing Director, Economic Research, Moody’s Analytics. 

  • Under CECL and IFRS 9 pro-cyclicality of loss allowances will almost assuredly increase during less-than-great recessions
  • What are the other consequences that might unfold?
  • Pressure is on model builders and analytics managers. How to walk the fine line between compliance and overestimation of loss provisions?
  • Should new loss accounting rules impact credit portfolio management? If so, Why?

AI In Action in Risk Management By invitation only
Led by Philippe Guyonnet, Managing Director Banking, Europe, Accenture including demos on the following topics from the following experts: 

  • Innovation in Risk AI application, Michael Auer, Accenture
  • Credit Risk modelling & Validation with Machine Learning: 3 applications, Stefano Bonini & Giuliana Caivano, Accenture
14:30 - 15:00 30 mins
Info
The CRO forum
AI and the CRO’s agenda: Managing risk and financial crime
  • Marcus Chromik - Chief Risk Officer & Board Member, Commerzbank

Dealing with credit fraud, conduct risk and AML

14:30 - 15:30 60 mins
Info
Afternoon briefing sessions
Accelerate growth and strengthen security in the cloud

Amazon Web Services cordially invites you to join our interactive workshop to discuss:

  • Why you no longer have to choose between moving fast or staying secure
  • How you can transform the way you do business by reducing risk and fueling innovation

Featuring AWS Partner Network members who can help you free up precious resources:

  • AxiomSL – Minimize the cost of regulatory compliance through RegTech
  • IHS Markit – Keep up with FRTB requirements without changing your current infrastructure
  • Moody’s Analytics – Benefits for banks of Software-as-a-Service in the regulatory space
  • Accenture - Why cloud: Have you heard of AI?

Come with your challenges and questions as we look forward to brainstorming with you.




14:30 - 15:30 60 mins
Technical lectures
The many faces of cyber: How can firms proactively adapt to the evolving landscape, from dynamic cyber threats to new regulatory expectations?
  • Moderator Charlotte Branfield - Global Head of Information Security Internal Standards & Cyber Advocacy, Citi
  • Panellist Brian Byagaba - Senior Manager – Information Security, Commercial Bank International
  • Panellist Wiebe Ruttenberg - Senior Adviser, DG Market Infrastructure & Payments, European Central Bank
  • Panellist Colin Church - Chief Risk Officer, Citigroup, EMEA
15:00 - 15:30 30 mins
Info
The CRO forum
Amplifying the impact of the CRO by leveraging technology advancements to manage risks
  • Steve Culp - Senior Managing Director, Financial Services, Accenture

How are CROs collaborating with finance and technology to be truly successful and effectively manage the portfolio of risks facing the enterprise?

15:30 - 16:00 30 mins
Info
The CRO forum
The inside story of Tipper X
  • Tom Hardin - Owner, Tipper X Advisors LLC

How a former hedge fund analyst became one of the most prolific FBI informants in securities fraud history

15:30 - 16:30 60 mins
Info
Afternoon briefing sessions
AI & cognitive automation in risk management
  • Speaker Marcus Chromik - Chief Risk Officer & Board Member, Commerzbank
  • Host Vijay Venkatraman - Global Head - BFSI Risk Management & Regulatory Compliance, TATA Consultancy Services

This workshop briefing will cover the following topics:

  • Drivers for increasing adoption of AI & Cognitive automation in Risk Management
  • AI & Cognitive automation adoption areas/functions across Risk Management (Financial and Non Financial Risk, specific use cases/ domains, Pilot Vs Production)
  • Impact of AI adoption in improving Risk Function (resiliency, efficiency, cost, compliance, new and enhanced capabilities, workforce etc)
  • Key critical success factors, challenges/ Risks in AI adoption and how it can be addressed
  • How do we expedite & sustain adoption of AI & Cognitive Automation in Risk Management / CRO function
15:30 - 16:00 30 mins
Technical lectures
Margin requirements for non-cleared derivatives
  • Rama Cont - Chair of Mathematical Finance, University of Oxford
16:00 - 16:40 40 mins
Info
The CRO forum
Risk management in the fourth industrial revolution: Seizing the digital opportunity
  • Moderator Vivek Bajaj - Global Vice President, Watson Financial Services Solutions
  • Panellist Daniel Moore - Chief Risk Officer, Scotiabank
  • Panellist Jacques Beyssade - Deputy Chief Executive Officer In Charge Of Risk, Compliance & Permanent Control, BPCE
  • Panellist Lewis O'Donald - Global Chief Risk Officer, Nomura Holdings
  • Panellist Kanwardeep Ahluwalia - Head of Global Markets Risk (EMEA) & Deputy Chief Risk Officer (EMEA), Bank of America Merrill Lynch

How is AI, automation and digital technology being leveraged by CROs to optimize compliance, control costs and defend profitability?

16:00 - 16:40 40 mins
Info
Technical lectures
IRB repair: New guidelines on Definition of Default (DoD)
  • Guillaume Figer - Group Model Risk Officer, Societe Generale
  • Contents of EBA guidelines
  • Links with existing accounting framework (IFRS9) or supervisory framework
  • Operational approaches for implementation
  • Validation/audit approaches
16:40 - 16:45 5 mins
The CRO forum
Chairman's closing remarks
  • Sarah Isted - Leader UK Financial Services Risk and Regulation, PwC
16:40 - 16:45 5 mins
Technical lectures
Chairman's closing remarks
16:45 - 17:15 30 mins
Afternoon tea & networking break
17:15 - 18:00 45 mins
A – Challenger bank strategy in practice working group
Challenger banks vs. incumbents: Where are the opportunities and risks?
  • Moderator Periklis Thivaios - Researcher, IE Business School
  • Panellist Ruth Doubleday - Former Chief Risk Officer, Monzo Bank
  • Panellist Marcus Chromik - Chief Risk Officer & Board Member, Commerzbank
17:15 - 18:00 45 mins
B – Reputational risk strategy in practice working group
Reputational risk: How to manage, mitigate and measure?
  • Moderator Antonio Giannino - Chief Risk Officer, Amagis Capital
  • Panellist Trevor Adams - Chief Risk Officer, Nedbank Group
  • Panellist Kenji Fujii - Member of the Board of Directors & Head of Global Risk Management, Mizuho Securities Company Ltd.
  • Panellist Rahul Dhumale - Chief Risk Officer UK & Head of Risk Methodology, UBS Investment Bank
17:15 - 18:00 45 mins
C – Succession planning strategy in practice working group
Succession planning and talent management in the digital age
  • Moderator Ankor Rai - Global Co-Head of EXL Analytics, EXL
  • Panellist Bruce MacLaren - Chief Risk Officer Europe, RBC
  • Panellist Simon Nye - Chief Risk Officer, London, National Australia Bank
  • Panellist Nicola Wickes - Senior Vice President, Chief Risk Officer Europe & Asia, Canadian Imperial Bank of Commerce
  • Panellist J.F. Bureau - Senior Vice President and Chief Risk Officer, PSP Investments
  • Panellist Peter Deans - Chief Risk Officer, Bank of Queensland
17:15 - 18:00 45 mins
D – Black box thinking strategy in practice working group
Black box thinking: Moving risk management into an open loop system where failure leads to progress
  • Moderator Jo Paisley - Co-President, GARP Risk Institute
  • Panellist Lewis O'Donald - Global Chief Risk Officer, Nomura Holdings
  • Panellist Jacques Longerstaey - Chief Investment Risk Officer, Wealth and Investment Management, Wells Fargo
  • Panellist Mark Cooke - Group Head of Operational Risk, HSBC
  • Panellist Andrew Cross - Director of Financial Risk & Analytics, RBS
18:00 - 19:30 90 mins
Info
Winter Wonderland Christmas party PLUS practitioner champagne roundtables
  • Morgan Stanley Speaker Jie Ding - Managing Director & EMEA Head of Model Risk Management, Morgan Stanley
  • Tipper X Speaker Tom Hardin - Owner, Tipper X Advisors LLC
  • PwC Speaker Karyn Daud - Partner FS Risk & Regulation, PwC
  • PwC Speaker Nassim Daneshzadeh - Partner FS Risk & Regulation, PwC
  • Ian Wilson, Chief Risk Officer & Non-Executive Director
  • EXL Speaker Ankor Rai - Global Co-Head of EXL Analytics, EXL
  • EXL Speaker Namit Sureka - VP and Practice Leader - Retail and Co-Head - Banking, EXL

The RiskMinds 25th annual celebration and Winter Wonderland Christmas party. Hosted by Accenture.

There will be separate champagne roundtables which offer delegates a chance to hear from and discuss key issues with specific VIP speakers in a more intimate setting.

1. Industrialisation of model validation – Jie Ding, Managing Director & EMEA Head of Model Risk Management, Morgan Stanley

2. Conduct and culture with Tipper X: identify and mitigate risks before they cascade into crisesTom Hardin, Owner, Tipper X Advisors LLC

3. Libor replacement – Karyn Daud, Partner FS Risk & Regulation PwC and Nassim Daneshzadeh, Partner FS Risk & Regulation, PwC

4. Life as a CRO in a Fintech or Challenger Bank: The good, the bad, and the ugly – Ian Wilson, Chief Risk Officer & Non- Executive Director

5. Industrialising KYC in the Digital Era -  Ankor Rai, Senior Vice President, Co-Head EXL Analytics, EXL and Namit Sureka, VP and Practice Leader – Retail and Co-Head Banking, EXL Analytics