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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 + Learning, discussions & networking

The business case for diversity in decision making – networking lunch. This is 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.

more
Showing of Streams
16:45 - 17:15

Afternoon tea & networking break

Showing of Streams
18:00 - 19:30

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



  • Jie Ding - Managing Director & EMEA Head of Model Risk Management, Morgan Stanley
  • Tom Hardin - Owner, Tipper X Advisors LLC
more
07:30 - 08:15 45 mins
CRO-only breakfast briefing
CRO breakfast briefing
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Invitation only breakfast briefing for CROs

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
08:45 - 09:25 40 mins
The CRO forum
10 years on from the financial crisis – What now for CROs?
  • Moderator Mark Faulkner - Co-Founder, Credit Benchmark
  • Panellist Keiran Foad - Group Chief Risk Officer, Santander
  • Panellist Dzhangir Dzhangirov - Senior Vice-President, Group Chief Risk Officer, Sberbank
  • Panellist Steven Rijswijk - Chief Risk Officer, ING Bank
more

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?

09:25 - 10:00 35 mins
The CRO forum
Nationalism and global trade wars
  • Keyu Jin - Professor of Economics, London School of Economics
more

Assessing the fallout from Trump’s new tariffs, the trend towards nationalism and impact of the shift away from global trade on the international macro landscape

09:25 - 09:30 5 mins
RiskMinds technical lecture series
Chairman’s remarks
09:30 - 10:00 30 mins
RiskMinds technical lecture series
Agile Risk Management: Practical experience in introducing agility to a bank’s risk management function
  • Harold Marcenaro - Head of Digital Risk, BCP
more
10:00 - 10:30 30 mins
The CRO forum
The RiskMinds 2018 CRO Interview
  • Bradford Hu - Chief Risk Officer, Citigroup
more

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

10:00 - 10:30 30 mins
RiskMinds technical lecture series
ICAAP and ILAAP: The impact on banks’ capital and liquidity adequacy
more

Which system do banks need for these holistic frameworks?


10:30 - 11:10 40 mins
The CRO forum
Leading from the front line
more

Accountable leadership lesson in an era of increasing change and crisis management

 

10:30 - 11:10 40 mins
RiskMinds technical lecture series
Irrelevance of VaR and CVaR constraints for rogue traders
  • Damiano Brigo - Chair and Co-Head Of Group, Mathematical Finance, Imperial College, London
more
11:10 - 11:45 35 mins
Morning coffee & networking break
11:45 - 12:15 30 mins
The CRO forum
Open Banking and PSD2: The business risk implications
  • Marco Folcia - Partner, PwC Italy
more

Evaluating the risks associated with competition, liquidity and cyber

11:45 - 12:15 30 mins
RiskMinds technical lecture series
Latest developments relating to the Trading Book and Banking Book boundary
  • Thomas Hougaard - Chief Risk Analyst, Change Owner for Risk Platform and FRTB, Nordea
more
  • 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
The CRO forum
The evolving role of CRO as business partner
  • Lewis O'Donald - Global Chief Risk Officer, Nomura Holdings
more

 How is risk shaping the business?

12:15 - 12:45 30 mins
RiskMinds technical lecture series
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
more
  • 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
The CRO forum
Cyber risk governance
  • Panellist Gilbert Kohnke - Group Chief Risk Officer, Maybank Group
more

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?

12:45 - 13:20 35 mins
RiskMinds technical lecture series
Transition to risk-free rates and interest rates benchmark reform
more

What implications and challenges would the transition mean in practice? What are the recent/upcoming developments that could have an impact?

13:20 - 14:30 70 mins
Lunch + Learning, discussions & networking
more

The business case for diversity in decision making – networking lunch. This is 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.

14:30 - 15:00 30 mins
The CRO forum
How should risk managers prepare for major disruption in the banking industry
more

Harnessing technology to increase the efficiency of risk management

14:30 - 15:30 60 mins
RiskMinds technical lecture series
The many faces of cyber: How can firms proactively adapt to the evolving landscape, from dynamic cyber threats to new regulatory expectations?
  • Panellist Rory Alsop - Head of Technology and Cyber Security Risk, HSBC
  • Panellist Charles Blauner - Global Head and Managing Director of Information Security, Citigroup
  • Panellist Wiebe Ruttenberg - Senior Adviser, DG Market Infrastructure & Payments, European Central Bank
more
15:00 - 15:30 30 mins
The CRO forum
Managing financial crime – How does it fit in with the CRO’s internal and external strategy?
  • Marcus Chromik - Chief Risk Officer & Board Member, Commerzbank
more

Dealing with market manipulation, conduct risk and AML

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

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

15:30 - 16:00 30 mins
RiskMinds technical lecture series
Margin requirements for non-cleared derivatives
  • Rama Cont - Chair of Mathematical Finance, University of Oxford
more
16:00 - 16:40 40 mins
The CRO forum
Risk management in the fourth industrial revolution: Seizing the digital opportunity
  • Panellist Rafael Salinas - Chief Risk Officer, BBVA Group
  • Panellist Daniel Moore - Chief Risk Officer, Scotiabank
  • Panellist Rajeev Bhatnagar - Chief Risk Officer International, Commonwealth Bank
  • Panellist Jacques Beyssade - Deputy Chief Executive Officer In Charge Of Risk, Compliance & Permanent Control, BPCE
more

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

16:00 - 16:30 30 mins
RiskMinds technical lecture series
IRB repair: New guidelines on Definition of Default (DoD)
  • Guillaume Figer - Group Model Risk Officer, Societe Generale
more
  • Contents of EBA guidelines
  • Links with existing accounting framework (IFRS9) or supervisory framework
  • Operational approaches for implementation
  • Validation/audit approaches
16:30 - 16:35 5 mins
RiskMinds technical lecture series
Chairman's closing remarks
16:40 - 16:45 5 mins
The CRO forum
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?
  • Marcus Chromik - Chief Risk Officer & Board Member, Commerzbank
more
17:15 - 18:00 45 mins
B – Reputational risk strategy in practice working group
Reputational risk: How to manage, mitigate and measure?
  • 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
more
17:15 - 18:00 45 mins
C – Succession planning strategy in practice working group
Succession planning and talent management in the digital age
  • 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 Lakshmi Shyam-Sunder - Vice President and Group Chief Risk Officer, World Bank Group
more
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 OfficerWealth, Brokerage & Retirement, Wells Fargo
  • Panellist Mark Cooke - Group Head of Operational Risk, HSBC
more
18:00 - 19:30 90 mins
Winter Wonderland Christmas party PLUS practitioner champagne roundtables
  • Jie Ding - Managing Director & EMEA Head of Model Risk Management, Morgan Stanley
  • Tom Hardin - Owner, Tipper X Advisors LLC
more

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