Day 2 (Please note this is the 2023 agenda*) - GMT (Greenwich Mean Time, GMTZ)
Day 2 (Please note this is the 2023 agenda*) - GMT (Greenwich Mean Time, GMTZ)
Arora 4
- Charles Richard III - Senior Vice President & Co-founder, QRM Inc.
In this session we will analyze the implications of Basel IV on risk management practices and provide insights on how financial institutions can better manage their implementation.
- Xavier Dubois - Director, Risk & Finance, Wolters Kluwer
Best practice methodologies
- Suresh Sankaran - Head of Model Risk Governance, Metro Bank (UK)
- Recent macro-economic events and monetary policy evolution have drastically changed the trend (and importance) of liquidity, a scarcer and more expensive resource for banks.
- Amongst all sources of funding and liquidity, deposits have become the #1 priority for most banks, given their volatility and importance in the B/S
- Managing commercially (and the associated risks) deposits, and the interlink with ALM planning, will be key to maintain a sound liquidity profile.
- Javier Martinez Arroyo - Partner, Paris, McKinsey & Company
- Mario Nargi - Associate Partner, McKinsey & Company
An Overview of the FRTB
- Sara Saab - Supervisory Financial Analyst, Federal Reserve Board
- How to comply with both UK and European regulators, and prepare for the upcoming US rules?
- What are the benefits of a consolidated platform across jurisdictions and solutions
- Any implications from a risk analytics calculation perspective?
- Possible action plans to surf this new regulatory wave?
- Richard Moss - Global Head of Risk Strategy, Adenza
- Katherine Wolicki - Global Head of Financial and Model Risk Regulatory Policy and Engagement, HSBC
- Adolfo Montoro - Director, Global Market Risk Analytics, Bank of America
How can banks best quantify new, unknown risks and judge how much capital to set aside for them?
- Henry Lin - Co-Lead, EMEA Client Management Team, Quantitative Risk Management, Inc.
- Imran Mahmood - Senior Consultant, QRM
Oliver Wyman's innovative tool scans news sources, pinpointing events and themes that may signal a potential credit downgrade. This tool has already proven its worth, substantially reducing operating costs and minimizing credit losses for several clients. To instill confidence in our clients and streamline the validation process, we've introduced an automated validation report, aligning with industry best practices. During this session, we'll not only delve into best practices but also take a detailed look at the automated report, providing you with a comprehensive understanding of our approach.
- Ian Shipley - Partner, Oliver Wyman
- Dr Rainer Glaser - Partner, Oliver Wyman
- Charles Richard III - Senior Vice President & Co-founder, QRM Inc.