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

Morning coffee & networking break

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Showing of Streams
13:20 - 14:30
Info

Lunch + Learning, discussions & networking

Grab your lunch from one of our buffets in the networking exhibition space or join a networking or private lunch including:

The business case for diversity in decision making – networking lunch. First come, first served. Led by Katja Rieger, CEO, Ripple Effect GmbH, Keyu Jin, Professor of Economics, London School of Economics and Colin Church, Chief Risk Officer, EMEA and CRO Global Cyber Risk, Citigroup 
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.  Seats on a first come first served basis.  

  • Katja Rieger - Founder & Managing Director, Ripple Effect GmbH
  • Keyu Jin - Professor of Economics, London School of Economics
  • Colin Church - Chief Risk Officer, Citigroup, EMEA
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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 

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



  • Jie Ding - Managing Director & EMEA Head of Model Risk Management, Morgan Stanley
  • Tom Hardin - Owner, Tipper X Advisors LLC
  • Karyn Daud - Partner FS Risk & Regulation, PwC
  • Ian Wilson, Chief Risk Officer & Non-Executive Director
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07:30 - 08:15 45 mins
Info
CRO-only breakfast briefing
CRO breakfast briefing

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
Info
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

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
Info
The CRO forum
Nationalism and global trade wars
  • Keyu Jin - Professor of Economics, London School of Economics

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
10:00 - 10:30 30 mins
Info
The CRO forum
The RiskMinds 2018 CRO Interview
  • Bradford Hu - Chief Risk Officer, Citigroup

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

10:00 - 10:30 30 mins
Info
RiskMinds technical lecture series
IT challenges of FRTB

How are banks coping with unprecedented FRTB demands on resources, storage and computational power requirements?


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

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
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
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
  • 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
  • Lewis O'Donald - Global Chief Risk Officer, Nomura Holdings

 How is risk shaping the business?

12:15 - 12:45 30 mins
Info
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
  • 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 Vivek Bajaj - Global Vice President, Watson Financial Services Solutions
  • Panellist Gilbert Kohnke - Group Chief Risk Officer, Maybank Group
  • Panellist Colin Church - Chief Risk Officer, Citigroup, EMEA
  • Panellist Fiona Larnach - Chief Risk Officer, Barclays UK

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
Info
RiskMinds technical lecture series
Transition to risk-free rates and interest rates benchmark reform
  • Imane Bakkar - Senior Manager, Markets Division, Bank of England

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
Info
Lunch + Learning, discussions & networking
  • Katja Rieger - Founder & Managing Director, Ripple Effect GmbH
  • Keyu Jin - Professor of Economics, London School of Economics
  • Colin Church - Chief Risk Officer, Citigroup, EMEA

Grab your lunch from one of our buffets in the networking exhibition space or join a networking or private lunch including:

The business case for diversity in decision making – networking lunch. First come, first served. Led by Katja Rieger, CEO, Ripple Effect GmbH, Keyu Jin, Professor of Economics, London School of Economics and Colin Church, Chief Risk Officer, EMEA and CRO Global Cyber Risk, Citigroup 
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.  Seats on a first come first served basis.  

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
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 Charles Blauner - Global Head and Managing Director of Information Security, Citigroup
  • Panellist Wiebe Ruttenberg - Senior Adviser, DG Market Infrastructure & Payments, European Central Bank
  • Panellist Brian Byagaba - Senior Manager – Information Security, Commercial Bank International
15:00 - 15:30 30 mins
Info
The CRO forum
How should risk managers prepare for major disruption in the banking industry
  • Steve Culp - Senior Managing Director, Financial Services, Accenture

Harnessing technology to increase the efficiency of risk management

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 - 16:00 30 mins
RiskMinds technical lecture series
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 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

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
Info
RiskMinds technical lecture series
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
16:30 - 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?
  • Panellist Ruth Doubleday - Chief Risk Officer, Monzo Bank
  • Panellist Julien Recan - Chief Risk Officer, Revolut
  • 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?
  • 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
  • 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
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 Enterprise Wide Risk, RBS
18:00 - 19:30 90 mins
Info
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
  • Karyn Daud - Partner FS Risk & Regulation, PwC
  • Ian Wilson, Chief Risk Officer & Non-Executive Director

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 

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