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Informa
08:00 - 08:30 30 mins
Registration & welcome coffee
08:30 - 08:40 10 mins
Chairman’s opening address
08:40 - 09:20 40 mins
Audience polling panel: What keeps CROs awake at night?
more

CROs respond to audience quick-fire polling on the top challenges facing risk management

09:20 - 09:50 30 mins
Guest geopolitical briefing: The world in the US: the US in the world
more

What are the emerging local and global risks that every bank should have on their risk radar?

09:50 - 10:20 30 mins
Guest CRO interview: Leading by example
more

Are risk management and business culture where we want them to be?

10:20 - 10:50 30 mins
Guest academic address
10:50 - 11:20 30 mins
Networking coffee break
11:20 - 11:50 30 mins
The regulatory roadmap
more

How far have we come, what remains to be done and what are the likely bumps on the road?

11:50 - 12:20 30 mins
Guest Federal Reserve board address
more

Rethinking monetary policy in a new normal

12:20 - 13:00 40 mins
Deregulation, Basel, Dodd-Franck and regulatory fragmentation
more

Regulators and practitioners discuss the local and global implications of coming regulatory initiatives

13:00 - 14:25 85 mins
Lunch
14:25 - 14:30 5 mins
Track A: Risk modelling & Accounting
Chairman's opening remarks
14:25 - 14:30 5 mins
Track B: Capital management, liquidity & FRTB
Chairman's opening remarks
14:25 - 14:30 5 mins
Interactive Geopolitical War Game
Chairman's opening remarks
  • Alper Corlu - Senior Vice President, Credit Risk Portfolio Analytics, Citizens Bank
more
14:30 - 15:00 30 mins
Track A: Risk modelling & Accounting
Developing an efficient risk appetite framework in a constantly changing world
more

Incorporating capital and growth measures into your risk framework whilst keeping up with adjustments in the market

14:30 - 15:00 30 mins
Track B: Capital management, liquidity & FRTB
Managing FRTB implementation on a shrinking timeline
more

How are capital management and your business model going to be impacted? Getting the right data and infrastructure aligned for modelling

14:30 - 16:00 90 mins
Interactive Geopolitical War Game
Geopolitical scenario game
more

Join our geopolitical expert for a unique session forecasting & ‘war gaming’, future instability and stress scenarios. Work in groups, and apply strategic and creative thinking to scenario simulations of factors triggering instability worldwide

 

15:00 - 15:30 30 mins
Track A: Risk modelling & Accounting
Advanced analytics in CCAR and credit risk assessments
more

How to build machine learning challenger models in CCAR to ensure transparency and business intuition

15:00 - 15:30 30 mins
Track B: Capital management, liquidity & FRTB
FRTB standardized approach versus internal model approach
more

Practical examples of implementation using P&L attribution tests. How do you maintain consistent risk management while surviving regulatory pressure?

15:30 - 16:00 30 mins
Track A: Risk modelling & Accounting
Forward-looking expected credit losses, model risk and uncertainty – A foundational approach for CECL and IFRS 9
more
  • Understanding forward looking loss estimation, its benefits and limitation
  • Analyzing the impact of credit cycles, financial crises and uncertainty on credit losses
  •  Creating a model uncertainty framework for adjusting ECL estimates
15:30 - 16:00 30 mins
Track B: Capital management, liquidity & FRTB
Using PPNR modelling to bring capital management closer to business forecasting and decision-making
more

Achieving the right level of rigor and consistency in statistical and non-statistical techniques of modelling

16:00 - 16:30 30 mins
Networking coffee break
16:30 - 17:00 30 mins
Track A: Risk modelling & Accounting
Market liquidity: Past, present and future
more

What are the main drivers of liquidity in our markets? How can we overcome the hurdles of regulatory changes and market shifts and maintain liquidity?

16:30 - 17:00 30 mins
Track B: Capital management, liquidity & FRTB
Leveraging CCAR and IFRS 9 for CECL
more

What are the lessons we can learn? Can you implement the changes and meet regulatory deadlines?

16:30 - 17:00 30 mins
Interactive working groups
Crisis management and communication
17:00 - 17:30 30 mins
Track A: Risk modelling & Accounting
Investment and liquidity processes revisited
more

Examining the key elements of a robust investment and liquidity process that help you identify, manage and report risks

17:00 - 17:30 30 mins
Track B: Capital management, liquidity & FRTB
What kind of insight can risk professionals gain from macroeconomic forecasting?
more

Incorporating macroeconomic scenarios in CECL

17:00 - 17:30 30 mins
Interactive working groups
Best practice risk governance and compliance
17:30 - 18:00 30 mins
Track A: Risk modelling & Accounting
Investment risk in the new world order
more

In demanding economic times, how do we meet the capital and liquidity challenges of the business while managing all the risks involved?

17:30 - 18:00 30 mins
Track B: Capital management, liquidity & FRTB
Accounting policy change for CECL and IFRS 9
more

What are the differences and similarities between the two regulations and are how banks coping with the deadlines?

17:30 - 18:00 30 mins
Interactive working groups
Risk management & the customer: are we meeting their needs?
18:00 - 18:05 5 mins
Track A: Risk modelling & Accounting
Chairman’s closing remarks
18:00 - 18:05 5 mins
Track B: Capital management, liquidity & FRTB
Chairman’s closing remarks
18:05 - 19:05 60 mins
Networking champagne roundtables
08:00 - 08:30

Registration & welcome coffee

08:30 - 08:40

Chairman’s opening address

08:40 - 09:20

Audience polling panel: What keeps CROs awake at night?

CROs respond to audience quick-fire polling on the top challenges facing risk management

more
09:20 - 09:50

Guest geopolitical briefing: The world in the US: the US in the world

What are the emerging local and global risks that every bank should have on their risk radar?

more
09:50 - 10:20

Guest CRO interview: Leading by example

Are risk management and business culture where we want them to be?

more
10:20 - 10:50

Guest academic address

10:50 - 11:20

Networking coffee break

11:20 - 11:50

The regulatory roadmap

How far have we come, what remains to be done and what are the likely bumps on the road?

more
11:50 - 12:20

Guest Federal Reserve board address

Rethinking monetary policy in a new normal

more
12:20 - 13:00

Deregulation, Basel, Dodd-Franck and regulatory fragmentation

Regulators and practitioners discuss the local and global implications of coming regulatory initiatives

more
13:00 - 14:25

Lunch

Showing of Streams
16:00 - 16:30

Networking coffee break

Showing of Streams
18:05 - 19:05

Networking champagne roundtables