18-19 June, 2024

EMEA

Risk Live Europe agenda

The Risk Live Europe agenda showcases world-class speakers
and industry leaders sharing critical insights on the trends
affecting the market this year

Plenary sessions

08:00 – 08:45

Registration and refreshments

08:15 – 08:45

Risk.net editorial presentation

Subscriber briefing

Kris Devasabai

Editor-in-chief
Risk.net

08:45 – 09:10

Welcome to Risk Live Europe 2024

Duncan Wood

Global editorial director
Risk.net

09:10 – 09:45

Opening keynote: Rory Stewart, Former Secretary of State, UK Government

Keynote address

Today’s geopolitical picture is complex. This opening keynote aims to demystify the current impact of global political trends, as well as looking at what might happen in the next decade and beyond. With the interconnected nature of these risks, and their impact on markets worldwide, the financial services industry needs to be prepared for potential fall out, but also is well placed to collaborate and co-ordinate efforts which might mitigate some of these risks and promote sustainable economic growth.

Rory Stewart

Former secretary of state
UK Government

09:45 – 10:30

Geopolitical unrest and black swan events

Panel discussion

  • How can organisations build broad, strategic resilience to prepare for and adapt to unexpected events?
  • Long-term macroeconomic trends – including inflation, globalisation and demographic shifts – to inform proactive risk management
  • The interplay between political outcomes, economic policies, global trade and evolving environmental, social and governance (ESG) regulation

Kanwardeep Ahluwalia

Co-head global markets risk,
deputy chief risk officer, Emea
Bank of America

Anthony Mayer

Chief risk officer
Barclays Europe

10:30 – 11:05

Morning networking break

Ask the expert: Mastering default risk prediction

A chance to dive into the detail with our topic expert.

The financial industry is facing unprecedented challenges in predicting default rates, exacerbated by recent events like the Credit Suisse crisis. With limited resources for monitoring and surveillance, managing counterparty and credit risk has become increasingly complex. How can organisations effectively leverage data to forecast default rates and mitigate risk in their portfolios?

Don’t miss the opportunity to pit your questions to our expert and uncover:

  • Practical methods for predicting default rates using consensus credit ratings data.
  • Strategies for managing counterparty risk in a post-Credit Suisse landscape.
  • Insights into leveraging predictive analytics for effective portfolio management.

Werner de Wit

Head of commercial
Credit Benchmark

Ask the expert: Women in Risk – advancing your career

Ask the expert

Join us for an interactive, conversational session on women in risk. Come with your challenges and questions about making your voice heard and advancing into leadership positions.

  • New approaches to address barriers preventing women from reaching senior positions
  • Effective strategies for creating a supportive and inclusive organisational environment

Fyona Knight

Middle warden
Guild of Investment Managers

11:05 – 11:10

Welcome back

Emma Pearce

Head of events, Europe
Risk.net

11:10 – 11:35

Generative artificial intelligence (AI): understanding the landscape

Presentation

Artificial Intelligence has had a break-through year with the emergence of Generative AI. This talk will first focus on providing an overview of the landscape of Generative AI, discussing many of the exciting technologies developed over the past year. This will be followed by deep dives into the underlying technology, its strengths and weaknesses as well as guiding principles for incorporating Generative AI technology into your business use-cases.

Daniel J. Mankowitz

Former staff research scientist
Google DeepMind

11:35 – 12:00

Implementing generative AI in your business

Presentation

How does operational risk management rise to the challenge of the increasing pace of GenAI, and the wider adoption of AI technologies? In this session, you will hear about some of the critical considerations you will face along the way and how to navigate them, including:

  • How Risk must rise to the challenge
  • Having the confidence to go faster
  • How governance is more critical than ever
  • How you can re-engineer for success to transform operational risk management

Adam Spearing

Head of AI innovation, Emea
ServiceNow

John Davidson

Director, financial crime
technology consulting
EY

12:00 – 12:45

Beyond the Basel III endgame: examining international disparity

Panel discussion

  • How much does it matter if the timing of Basel III diverges globally?
  • How much does it matter if the substance diverges?
  • What happens to banks’ internal modelling capabilities if they adopt standardised approaches?

Marco Crotti

Policy expert
European Banking Authority

Eduardo Epperlein

Managing director, global
head of risk methodology
Nomura International

12:45 – 14:00

Lunch and networking

13:00 – 13:55

CRO Network members’ forum

CRO Network Boardroom | Risk.net CRO Network members working lunch.

Sponsored by:

With the theme of “Managing risk, without slowing down the business”, and hosted by Risk.net’s global editorial director, Duncan Wood, this in-person meeting of the CRO Network is a closed-door, Chatham House discussion, offering our members the chance to dig a bit deeper into the perennial challenge/ opportunity of how to make the risk function a safe enabler for the business, rather than being seen as a blocker.

Duncan Wood

Global editorial director
Risk.net

13:55 – 14:00

Welcome to risk management day 1

Subscriber briefing

Emma Pearce

Head of events, Europe
Risk.net

14:00 – 14:25

Interest rate risk in the banking book and the art of capital management

  • Tried and tested methodologies to effectively assess liquidity risk
  • Credit spread risk in the banking book (CSRBB) compliance and European Banking Authority (EBA) guidelines: creating a unified approach to managing interest rate and credit spread risks
  • Ensuring consistency with other regulatory reporting (financial and common reporting standards)
  • Managing unruly and disparate datasets

Stefano Biondi

Group chief risk officer
Banca Mediolanum

14:25 – 14:50

FRTB = ‘Finessing’ the Review of the Trading Book

Presentation

  • Has NMRF killed off IMA? And what can we do to resuscitate it
  • A high-level comparison between Basel 2.5 and FRTB
  • A critical assessment of the NMRF framework
  • NMRF capital charge in the context of RNiV and backtesting
  • Potential solutions to the NMRF issue

Eduardo Epperlein

Managing director, global
head of risk methodology
Nomura

14:50 – 15:30

Deciphering FRTB: navigating regulation, data compliance and future assurance

Panel discussion

Fabio Lania

Market risk manager
Intesa Sanpaolo

Xavier Bellouard

Managing director and co-founder
ActiveViam

15:30 – 16:00

Afternoon networking break

16:00 – 16:40

Capital and liquidity challenges: strategies for innovation and growth

Panel discussion

  • Assessing capital and liquidity and the challenges posed by concentrated deposit reserves
  • Strategies to diversify and optimise capital and liquidity, mitigating risks and enhancing financial resilience
  • How liquidity constraints may affect mergers and acquisitions strategies, and the introduction of new financial products
  • Priorities and considerations for technology and data development

Stephane Rio

Chief executive officer and founder
Opensee

Gianfranco Maglieri

Head of banks ALM structuring
JPMorgan Chase & Co.

16:40 – 17:30

The critical role of clean and accurate data in digital transformation

Panel discussion

  • Navigating evolving reporting requirements requires clean, accurate and scalable data
  • Strategies for migrating from legacy systems to modern digital infrastructures
  • Managing risks associated with data-driven models, including the use of generative AI

Aiman El-Ramly

Chief business officer
Zema Global Data Corporation

Sarthek Shreya

Product manager
Numerix

Close of the day

17:30 – 20:30

Networking drinks

Join us for cocktails, canapés, and a live DJ set at the fabulous The Happenstance. A short 2-minute walk from the venue, this inviting central-London bar plays host to the Risk Live Europe afterparty. Unwind with a drink, catch up with friends old and new, and take time to reflect on the key takeaways from the first day of the festival.

The Happenstance 10 Paternoster Sq., London EC4M 7DX

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