DELETE 9th Annual Risk Americas 2020

Risk Americas, 9th Annual, September 2-3 2020, New York City

America’s premier financial risk and innovation Convention 2020

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08:00 Breakfast and registration | 08:50 Chair’s opening remarks


9:00 Reviewing the impact of COVID-19 and leveraging lessons learnt as we move forward

Session details 

  • Understanding resilience to COVID-19
  • Developing sustainable control frameworks in a remote or hybrid work environment
  • Impact on risk and controls
  • Adapting business strategy to boost margins in the aftermath of the pandemic
  • Understanding impact of COVID-19 on business
  • Impact on the economy

Fabrice Brossart, CRO General Insurance and International, AIG
Michael Sparks, CRO, Issuer Services, BNY Mellon
Soren Agergaard Andersen, CRO, Nordea
Jeremy Arnold, CRO, Natwest Markets


9:45 Adapting business strategy to boost margins in the aftermath of the pandemic

Session details 

  • Changing business models to keep ahead
  • Leveraging digitalization to serve a wider market
  • Viewing risk holistically
  • Advancing frameworks in line with rapid change to risk
  • What is the future of solvency and profitability in the finance industry

Jeff Simmons, Chief Risk Officer, MUFG

10:20 Morning refreshment break and networking


10:50 Managing increased demand for digitalization in the wake of COVID-19

Session details 

  • Managing customer expectations
  • Developing mobile services and maintaining access to services
  • Managing a base of clients who are not technology literate
  • Leveraging digitalization to access diverse markets
  • Improving customer experience through automated tasks

Terri Duhon, Non-Executive Director and Risk Chair, Morgan Stanley


10:50 Regulatory expectations and implementation strategies for operational resilience

Session details 

  • Post PRA and FCA Supervisory Statements review on OpRes
  • Operational Resilience programmes implementation strategies based on Supervisory statements
  • Alignment between Operational Risk and Operational Resilience
  • War stories from the command centre
  • Varying routes to success across institutions
  • Governance structures and processes
  • Demonstrating full oversight and understanding of internal and outsourced risks

Amit Lakhani, Global Head of IT and Third Party Risk Management, BNP Paribas


10:50 Discussing the role of government policies post crisis

Session details 

  • Assessing the recovery path post COVID-19
  • Recalling policy steps taken and implications of exits
  • Taking a forward looking approach for vulnerabilities for financial stability
  • Detailing channels through which banks are impacted and to what extent

Jerome Henry, Principal Advisor DG Macroprudential Policy and Financial Stability, ECB



11:30 Leveraging the power of predictive modeling technology and defining uses and potential

Session details 

  • Impact of AI and machine learning on risk management
  • Use of machine learning in Market Risk Management
  • Prediction of full revaluation based stress computation

Sunil Verma, Head of Market Risk Stress Testing Methodology, UBS



11:30 The role of operational resilience in a pandemic scenario

Session details 

  • Impact of COVID-19 to resilience
  • Mapping resources with important business services
  • Setting impact tolerances
  • Mapping tolerances and designing scenarios
  • Management of severe shock
  • Capturing consequential impacts on risk appetite

Ozgur Ozel, EMEA Head Prudential Regulatory Relations, Executive Director, Morgan Stanley



11:30 Gaining a true view of credit risks and identifying non-performing products amidst continued volatility

Session details 

  • Economy disruption impact on risk profiles
  • Developing forward looking business models in a continued economically disruptive environment
  • Investment opportunities with increased debt
  • Impact of COVID-19 on non-performing exposures and non-performing loans
  • Identifying viable business models post-COVID-19

Atanas Dimov, Head of Credit Risk, Aviva

12:10 Lunch break and luncheon roundtable discussions



1:10 Discussing Machine Learning in ALM

Session details 

  • Machine learning in Financial Risks: understanding the process of learning in the required context of ALM, liquidity and interest risk.
  • Blackbox vs Whitebox: downside and upside of the tools available of ML in finance.
  • How to leverage Machine Learning for ALM: tools for pattern research in ALM, substitution of current models or enhancement of current processes.
  • Use practical case using python: direct application with scripting to interest risk or liquidity risk.

Sergio Cardona, Head of Quantitative Developers, Mirai-Advisory



1:10 Developing effective controls to manage changes to working environment

Session details 

  • Increased vendor risk with employees working from home
  • Outsourcing key activities and dependencies on vendors
  • Increased operational risk as an indirect impact from the pandemic
  • Lessons learned throughout the pandemic for future best practice
  • Business continuity and disaster recovery effectiveness

Gary Savill, Head of Enterprise Risk, SAGA



1:10 Reviewing market trends and treatment of debt across markets and geographies

Session details 

  • Impact of interest rate changes on inflation
  • Impact of inflation to national finances
  • Cost of debt service
  • Term structure of government debt
  • Debt financing and lending considerations
    • Greensill case study
  • Liquidity of debt markets
  • Impact of high frequency trading on liquidity



1:50 Leveraging the power of fintech to advance digitalization planning and product offerings

Session details 

  • Impact of Brexit on regional branches and services
  • Post-COVID-19 digitalization
  • Impact of government stimulus on small businesses
  • Getting Fintechs to understand regulatory requirements and scrutiny
  • Oversight of concentration risks
  • Increased pressure for Fintech adoption

Stephane Malrait, Head of Market Structure and Innovation, ING Bank NV
Maurice Lisa, Head of Digital Channels, Intesa Sanpaolo



1:50 Non-financial risk considerations for ESG & climate risk: Understanding exposure and impact to strategy

Session details 

  • Expectations to manage risk of climate change
  • Heightened focus on ESG and sustainable finance
  • Long term zero emission commitments
  • Climate related risk and self-assessment
  • Gap analysis against regulatory requirements
  • Incorporating into business strategy

Cecilia Gejke, Chief Risk Officer, East-West United Bank S.A.
Maciej Lewandowski, Head of Risk, NatWest Markets
Ozgur Ozel, EMEA Head Prudential Regulatory Relations, Executive Director, Morgan Stanley
Beate Born, Head of Strategic Projects UBS Wealth Management, Executive Director, UBS
Diane Menville, Executive Director, Head of ESG, Scope



1:50 System capability and robustness to manage negative interest rates and impact on inflation

Session details 

  • Impact of negative rates on ALM
  • Systems offering negative interest rate capabilities and scenarios
  • Rate forecasting techniques from regulators do not include negative rates
  • Impact to behavioural models
  • Preparing now for future changes to mitigate risks

Yingbo Bai, Head of Valuation Methodologies, UBS
Ashish Bansal, Head of Finance and Regulatory Reporting, Union Bank of India (UK) Ltd

2:40 Afternoon refreshment break and networking



3:10 Moving risk management applications and data to the cloud

Session details 

  • Balancing risk and benefits
  • Opportunities of leveraging cloud
  • Developing a centralized data lake across teams
  • Leveraging AI and big data services on the cloud
    • Predictions for risk management
  • Cloud and technology transformation
  • Managing concentration risks with over reliance on small number of players

Angela Johnson de Wet, Head of Cloud and Technology Change Risk, Lloyds Banking Group



3:10 Reviewing changes to the cyber threat landscape with changes to working environment

Session details 

  • Increased external threats
  • Increased exposure with remote working
  • Cyber resilience
  • Impact to losses throughout the pandemic
  • Increased ransom attacks
  • Increasing prevention techniques in line with increased vulnerability
  • Forward looking metrics for cyber risk
  • Producing dynamic indicators and metrics
  • Setting risk appetite for cyber risk

Vikas Munshi, Lead Platform Architect, Data Analytics and Machine Learning, ING



3:10 Planning for inflation and balancing the risk across investment and portfolios

Session details 

  • Central bank intervention
  • Moving to long term average target
  • Compensation for inflation risk

Melissa Longmore, Head of Group Market and Liquidity Risk, Bank of Ireland



3:50 Aligning data standards across the industry to leverage predictive modeling

Session details 

  • Predictive modeling with historic data
  • Accounting for increased technology related events
  • Getting a better result from scenarios to be more forward looking
  • Estimating probability and amount for certain risk types
  • Obtaining and using data in a compliant way



3:50 Managing increased cyber risks from external parties and ensuring supply chain security

Session details 

  • Solar winds case study
  • Cyber security across outsourced parties
  • Concentration risk and potential systemic impacts

Praveen Singh, Director of Technology Risk, ICBC Standard Bank



3:50 Regulatory expectations of stress testing and impact of COVID-19 on future scenarios

Session details 

  • Regulatory requirements across jurisdictions: EBA and PRA
  • Leveraging scenario analysis
  • Climate change stress
  • New regulatory requirements post-Brexit
  • Building an integrated system
  • Understanding sensitivities and dependencies across risk types
  • Disparities in regulatory stress testing agendas
  • ECB reinvention of strategy and approach

Melissa Longmore, Head of Group Market and Liquidity Risk, Bank of Ireland



4:30 Developing a front to back holistic view of risk for advanced oversight

Session details 

  • Removing a siloed view
  • Leveraging opportunities of a holistic view in business
  • Strategic approach to risk management
  • Understanding the interconnected nature of risk
  • Data and infrastructure requirements to provide a holistic view

Katrina-May Kwan, EMEA Head of Risk Governance, Wells Fargo



4:30 Managing increased regulatory pressure for effective oversight and control of outsourced activities

Session details 

  • Mapping software and dependencies
  • Understanding interlinks and flow of systems
  • Establishing a secure environment
  • Compliance for rapidly evolving digital services
  • Day to day oversight and controls



4:30 Developing a framework for climate change risk and scenario to understand future impacts

Session details 

  • Impact on financial assets
  • Impact of climate change risk on the trading book
  • Financing green companies
  • Impact of transition risks over time on loans and companies
  • Credit risk exposure to non-green companies
  • Scenario analysis of shocks to markets

Benjamin Westwood, Senior Manager, Bank of England

5:10 Chair’s closing remarks | 5:20 End of day one and networking drinks reception 


08:00 Breakfast and registration | 08:50 Chair’s opening remarks


9:00 Reviewing ESG regulatory agendas and leveraging change as a business strategy

Session details 

  • Transforming into a carbon zero environment
  • Reporting and assessments
  • Understanding disparities in rating agencies
  • Preparation across the market for integration
  • Managing scale and expectation of changes
  • Developing measurable requirements
  • Benchmark methodologies and scenarios

David Glendinning, UK Chief Risk Officer, Societe Generale
Sophie Dupre-Echeverria, Chief Risk and Compliance Officer, Gulf International Bank (UK)
Ebbe Negenman, Chief Risk Officer and member of the executive board, Knab


9:50 An integrated risk management approach towards emerging risks

Session details 

  • Linkage between emerging matters (e.g. climate-related financial risks, Operational Resilience) and existing risk management framework
  • Enterprise-level design and Board-level support to drive effective integration
  • Leverage the existing governance structure and speciality risk management capability
  • An collective, integrated and coordinated effort amongst relevant risk disciplines to provide support and to develop a holistic / thematic profile

Wei Shi, Chief Risk Officer, Bank of China

10:30 Morning refreshment break and networking


11:00 Implementing transformation projects with change management processes to understand full risk

Session details 

  • Managing large scale projects
  • Incorporating a complete view of risk across project implementation
  • Risk assessment on large scale projects
  • Demonstrating to the regulators
  • Increased risk of interconnected systems
  • Gaining better visibility of data across teams
  • Maturity model for transformation


11:00 Modeling for a sustainable business to future proof against market innovation

Session details 

  • Building business models that are resilient and withstanding of change
  • Identifying sustainable industries
  • Reliance on historic data to make business decisions
  • Where are the next big opportunities?


11:00 Embedding Climate financial risk management

Session details 

  • Regulatory expectations (SS3/19 and Dear CEO letter)
  • Understanding physical and transition risks of our customers
  • Climate Risk Framework (identifying assessing and managing climate financial risk)
  • Importance of stress testing in identifying and assessing risks
  • Climate Analytics for risk monitoring
  • Risk Appetite
  • Management Actions and the alignment to Strategy

Nigel Milbank, Climate Programme- Senior Manager, Natwest



11:40 Future of the chief risk office: Developing robust practices with increased digitalization

Session details 

  • Full migration to the cloud
  • Centralizing data to run predictions and alerts
  • Developing predictive risk management practices
  • Developing robust data models
  • Developing modern architecture and data models
  • Ensuring agility in a changing environment
  • Staying a step ahead of the business to manage risk
  • Skillsets of the risk manager


Carole Avis, CRO, Insurance, Legal and General
Leanne Bridges, Head of Risk Center of Excellence, Nationwide



11:40 Reviewing the fraud landscape with increase in threats and techniques

Session details 

  • RUSI report: Fraud reached levels to become a national threat to security
  • Increase in fraudulent attempts directly to customers
  • Increased risk of internal fraud
  • Balancing efficiency and fraud
    • Increase in contactless payment amounts
  • How endemic is fraud becoming in the system?
  • Are we moving towards a more centralized approach to fraud?
  • Convergence of fraud and cyber risks

Alex Rothwell, Detective Chief Superintendent, Head of Fraud Operations, City of London Police
Andrew Barnett, Head of Fraud Management, Nordea
Jeremy Strong, Senior Lead, Fraud Control, Natwest



11:40 Defining and understanding the move to green finance and climate sustainability

Session details 

  • Parameters
  • Developing standards across the industry
  • Defining sustainable assets
    • Are they sustainable if they rely on unsustainable industries?
  • Net Zero agenda costs
  • Sustainability and transition bonds
  • European green bond market interpretations
  • Developing a taxonomy with clear definitions

Alistair McLeod, Managing Director, Bank of America Merill Lynch
Libor Krkoska, Deputy Director, Country Strategy, EBRD

12:30 Lunch break and networking 



1:30 Understand interrelated nature of complex networks and systems and impact of failure at any point

Session details 

  • Risks associated with such interconnected networks
  • Ripple effect across the organization
  • Understanding outputs
  • Are we losing control?
  • Strategies to implement controls
  • Developing data standards across the industry

Francis Gross, Senior Advisor, ECB



1:30 Increasing due diligence and controls to manage authorized push payment fraud

Session details 

  • Checking account openings and due diligence
  • KYC and AML practices on new and current customers
  • The role of biometrics in KYC and AML
  • Due diligence to monitor authorized payments



1:30 Developing methodologies to review risk on an intraday and to better understand positions

Session details 

  • Looking at risk intraday
  • Technological
  • Understanding risk intraday and measuring against appetite
  • Visibility on positions in trading book
  • Mitigating risks with increased oversight
  • Visibility and transparency for forward projections

Per Hansson, Head of Credit Risk Analytics, Deutsche Bank



2:10 The future of business models as practicalities of ESG agendas are realized

Session details 

  • Understanding vital industries
  • Making it tangible
  • Progression of climate risk in the future
  • Developing taxonomies to manage expectations
  • Satisfying metrics to demonstrate an ESG compliant business



2:10 Balancing risks of a remote workforce and maintaining security and data protection

Session details 

  • Reaching maximum productivity in a remote environment
  • Building an agile organization
  • Cyber and data privacy
  • Tackling individual challenges to ensure security of data
  • IT security techniques
  • Increased globalization and connection with global teams

Sucharita Banerjee Lodha, Head of Operational Risk and Governance and International GI, AIG



2:10 Managing financial resilience and understanding impact of volatility and uncertainty

Session details 

  • Impact of volatility and translating to risk appetite
  • Impact of COVID-19 on financial risk
  • Reviewing the credit environment
  • Adapting risk strategies and business models
  • Developing sustainable business models

Pradyumna Javalekar, Executive Director, Market Risk Management, JP Morgan Chase and CO

2:50 Afternoon refreshment break and networking 



3:20 Implications of the introduction of central bank digital currencies for banking

Session details 

  • COVID-19 accelerating plans with reduced use of cash
  • Mounting pressure to move to digital currencies
  • Decentralized finance
  • Creating an ecosystem outside of the banking infrastructure
  • Leveraging DLT

Aleksi Grym, Head of Digitalisation, Bank of Finland



3:20 Updating RCSA as a tool for risk management practices beyond a tick box exercise

Session details 

  • Making RCSA a valuable tool beyond being a tick box exercise
  • Alternatives to RCSA
  • Using as a tool during the pandemic – did they prove useful?

Andrea Pozzi, Global Head of Non-Financial Risk, Santander



3:20 Leveraging funds transfer pricing in an increasingly volatile environment with future uncertainty

Session details 

  • FTP and margin management
  • Identifying the source of real margins
  • Importance of FTP as a tool to manage margins

Suresh Sankaran, Head of Risk Governance, Metro Bank



4:00 How COVID-19 has changed the way we view and manage risk

Session details 

  • Evolving risk factors in a post-COVID-19 world
  • Viewing response and strategy
  • Leveraging knowledge to better prepare for next crises
    • What else are we not foreseeing?

Niels Kaas, Head of Risk and Security, Central Bank of Denmark



4:00 The future of operational risk practices: Evolving as the risk landscape changes

Session details 

  • Changing the way we think about operational risk
  • The future operational risk practices
  • Lessons learned from the pandemic
  • Resilience changing the way we view operational risk
  • How could the pandemic continue to impact operational risk functions in the long term?

Sean Titley, Director of Enterprise and Operational Risk, Metro Bank



4:00 Reviewing the impact of transition away from LIBOR as the final deadline approaches

Session details 

  • Uncertainty of costs
  • Building a term structure on overnight rates
  • What does the transition to risk free rates look like across EMEA?
  • Using new rates for transfer pricing
  • Adjustments for loan portfolios
  • Impact on products and portfolios

4:40 Chair’s closing remarks | 4:50 End of day two 

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Jeremy is NatWest Markets’ Chief Risk Officer, having joined the bank in 2018. He has an extensive experience as a trader and risk manager. His roles in risk management include running regional and global market risk teams at a variety of firms including Commerzbank, UBS, Investec and Nomura, and the role of Chief Risk Officer, EMEA at Nomura since 2015. Jeremy holds a Masters in Economics Cambridge University.
Jeremy is NatWest Markets’ Chief Risk Officer, having joined the bank in 2018. He has an extensive experience as a trader and risk manager. His roles in risk management include running regional and global market risk teams at a variety of firms including Commerzbank, UBS, Investec and Nomura, and the role of Chief Risk Officer, EMEA at Nomura since 2015. Jeremy holds a Masters in Economics Cambridge University.
Søren Agergaard Andersen is the Chief Risk Officer for Nordea Asset Management, the biggest asset manager in the Nordics with more than € 250bn AuM. Søren is responsible for the overall enterprise risk function, managing an international team of risk professionals in Denmark, Sweden and Luxembourg. Before joining the asset management industry, Søren held leading positions within risk in banking and pension/life insurance. One of his main priorities is to define and uphold a strong and yet flexible governance and risk framework, which can support a sound overall risk culture. Søren holds a M.A. in Mathematics and Economics and a PRM certification.
Kimberley brings more than a decade of executive leadership experience in the Governance, Risk and Compliance space, building brand recognition, thought-leadership and revenue-accelerating marketing programs at companies including Thomson Reuters, SAI Global, the Global Association of Risk Professionals, Practical Law Company and Compliant. As part of her role at Aravo, Kimberley develops thought leadership content designed to help third party risk professionals benchmark their programs, share best practice, elevate their conversations to the Board, and build the business case for investment in the development of their programs. Kimberley is originally from New Zealand, and has also lived and worked in London and New York. She now lives in San Francisco, and in her spare time enjoys exploring and al fresco dining with her husband and bulldog.
Louise Waite is the Supply Chain Management & Assurance Director at Lloyds Banking Group. She leads a team of 50, delivering a group-wide approach to supplier risk assessment, supplier assurance and supplier management. Louise and her team maintain an effective Supply Chain Management framework, run a Centre of Excellence for Supplier Management and conduct hundreds of assurance reviews every year. Having spent several years in the IT and Pharmaceutical industries, Louise is enjoying her return to Financial Services where she started her Procurement career.
Jean-Francois Valette is leading Global Third Party Compliance & Risk management at eBay. Jean-Francois is responsible for enhancing eBay’s legal, risk and compliance program around all third parties impacting eBay’s operations and business activities directly or indirectly. He oversees the development and management of a third-party risk management program across the business units; engaging and supporting the management of the controls functions for the company, including Business Ethics Office, Information Security, Resiliency, Compliance investigations and reporting amongst others. Prior to joining eBay, Jean-Francois worked as the Head of Operations for Volkswagen Payments and held the roles of Head of Outsourcing and Global Third Party Compliance and Risk management for PayPal. He also held different positions in the Banking & Asset Management industry, and holds his Law and Investment Management certifications, specializing in regulatory compliance and outsourcing.
Martin Townsend will be speaking at Vendor & Third Party Risk Europe 2021
Sean Titley will be speaking at Vendor & Third Party Risk Europe 2021
Alex is Head of Supply Chain Risk for Lloyds Banking Group (LBG), responsible for ensuring that the supplier onboarding & management frameworks drive effective risk management and regulatory compliance. Alex has worked with LBG for 10 years, and has over 20 year experience in Sourcing and Supply Chain Risk.
An Alumni of De Monfort University & London Metropolitan University, Desmond is a seasoned Third-Party Risk Management Lead as well as a specialist in Supplier Relationship Management. He has worked both in the Public and Private sectors gaining foundational experience at London Underground over a 17 year career. He has also worked for Deutsche Bank, HSBC and now with Vodafone leading on Third Party Risk programme activities. Desmond is married with two children and enjoys travelling.
Daniel Cameron will be speaking at Vendor & Third Party Risk Europe 2021
Dilbagh is a Partner at Fintegral and leads the firm’s UK practice. He specialises in the areas of traded risk and climate risk, helping banks to enhance their analytics capabilities to better identify, quantify and manage current and emerging risks. He has over 20 years of experience in trading, risk management and quantitative modelling at banks and hedge funds, including Credit Suisse, Man AHL and Nomura. Dilbagh holds a degree in Natural Sciences (Physics) from the University of Cambridge.
Vishwas has deep international FS consulting and risk management experience across Europe, US, Middle East and SE Asia. Vishwas has led complex risk transformations for G-SIBS, challenger banks and fintechs in the UK and EMEA, focusing on prudential regulation, capital and stress testing. Vishwas has also led a number of banking authorisations, fintech and Brexit applications and has experience of helping clients deliver to regulatory expectations and their internal performance targets. Vishwas also has experience in thought leadership and eminence, having led a number of conferences, speaker sessions and panel discussions with regulators and industry participants
Charis is a Risk Management generalist with 13+ years of experience in investment and retail banking. He is currently the Chief Risk Officer of SIB (Cyprus) Ltd, Sberbank Group, where he is responsible for developing the Risk Management framework, overseeing regulatory initiatives and driving strategic projects related to risk. His interests include Fintech and innovation in Risk Management. He holds an MBA and a Master’s in Financial Mathematics. He is also a CFA charterholder and a certified Financial Risk Manager.
Stuart Burns currently has the role of Senior Technical Specialist at the PRA, working in the team reviewing and approving IRB models. He has responsibility for aspiring IRB firms. He previously ran the IRB risk weight analysis in the Annual Cyclical Scenario (ACS) stress test, challenging firms’ stressed projections and recommending capital responses. Stuart has over 20 years experience delivering credit risk, stress testing and economic capital models. This includes roles as: Head of Model Validation for S&P Europe. Head of Models for the Rainbow Business at Royal Bank of Scotland. Head of Credit Risk Methodology at Barclays Capital, where he rebuilt the team following the departure of the previous head, and managed all IRB related regulatory issues. Head of Corporate Analytics at HSBC, where he was responsible for Credit Risk Modelling and saw the bank achieve Advanced IRB status. He also introduced credit risk stress testing and economic capital. Head of Economic Capital and Model Risk Management at Standard Chartered Bank, where his responsibilities included building an offshore validation team, and coordination of stress testing across portfolios and risk types. Advanced IRB status was delivered on the strength of these areas.
Over the last 3 years, I have provided trusted advice and guidance to a variety of organisations looking to change their approach to GRC. The organisations I have worked with have often been looking to advance their approach to GRC through the use of modern, intuitive, and insightful technology. My job is to help these businesses and people with this often daunting task, and make it as seamless as possible.
Rob is responsible for New Business Sales and Account Management in EMEA. Based out of our London office, Rob helps guide organisations through the vendor evaluation process, remaining a key point of contact through the implementation process and throughout the ongoing relationship. Rob joined Riskonnect in September 2017 and has over 7 years experience in Governance, Risk and Compliance solutions helping a range or organisations from different industries including Telecommunications, Financial Services, Maritime and Infrastructure Projects, and more, evaluate, select and implement highly successful solutions.
David Cassonnet is Director of Business Development at ActiveViam, leading the creation of new solutons and use cases for the company. In his role, David ensures that the new product features developed by the company's R&D team translate into innovative and actionable use cases that deliver tangible value to the clients' business. With over twenty years of experience in financial markets, David has a double expertise in business development and solutions implementation. Previously he was Managing Director of ActiveViam in APAC where he and his consulting team were involved in several front-office and risk management projects with large local and international banks. David also held several roles at Mysis and Summit Systems.
Benjamin Westwood will be presenting at the 10th Annual Risk EMEA Summit.
Suresh Sankaran will be presenting at the 10th Annual Risk EMEA Summit.
Nigel Milbank is a Cambridge University graduate and Chartered Accountant having trained with Arthur Andersen and Deloitte. Nigel has held audit positions in Schroders and Credit Suisse as an Audit Director, following which he helped set up the Operational risk function and Product Control global assurance at Credit Suisse. Nigel was Director of Enterprise and Operational Risk at Santander UK from 2006 to 2011 and joined RBS in 2012 to run the Group ICAAP function. He has held various stress testing delivery and improvement roles at RBS/ Natwest Group and since 2020 has been Programme Manager on the Climate Programme building climate stress capability and embedding climate financial risk management.
Alistair McLeod will be presenting at the 10th Annual Risk EMEA Summit.
Melissa Longmore will be presenting at the 10th Annual Risk EMEA Summit.
Libor Krkoska will be presenting at the 10th Annual Risk EMEA Summit.
Pradyumna specializes in Market Risk and Counterparty Risk with experience spanning both the Front Office and Risk Management functions at two of the largest global investment banks. In his current multi-dimensional role he is the market risk manager for JPM’s differential discounting desk, the banking book loan portfolio and also is the head of CVA stress testing. He is also involved in developing a climate risk management framework for JPM’s trading book. Outside of work, he is a bit of a musician and is working on his first album.
Jérôme Henry is Principal Adviser at the ECB, in the financial stability area. He led Quality Assurance for SSM stress tests and was a BIS fellow. Originally from the Banque de France, Mr Henry started at the ECB leading its modelling team and thereafter its projection exercise. Mr Henry has a number of research publications, eg the ECB STAMP€ e-book. An ENSAE graduate, he holds an Economics PhD and a History BA from Paris Sorbonne.
Per Hansson is a Director and Head of CCR Exposure Management within Credit Risk Management at Deutsche Bank, responsible for the bank’s IMM and pre-deal exposure models for counterparty credit risk. Per is additionally responsible for capital planning and the bank’s Pillar 2 capital model for credit risk. Previously, Per worked in Market Risk Management for Credit Trading and CVA at Deutsche Bank and JP Morgan and was also a risk manager in JP Morgan’s prime finance business. Per has an MSc in Engineering Physics from Lund University, Sweden.
Atanas Dimov will be presenting at the 10th Annual Risk EMEA Summit.
Ashish Bansal, a certified Chartered Accountant from India, is the Head of Finance & Regulatory Reporting in Union Bank of India (UK) Limited. In his 8 years of industry know-how, his range of experiences span from application of operational aspect of conventions at grassroot, to administering and formulating policy blueprints at the executive stratum. His in-depth technical understanding of banking products and demonstrated cognizance of RBI’s as well as Bank of England’s regulatory governance, adds to his industry’s proficiency.
Yingbo Bai currently heads up the global valuation methodologies team at UBS, where he is also a D&I ambassador . Previously, he worked in a number of quantitative roles at Morgan Stanley and JP Morgan, after starting his career at CICC. Yingbo graduated from Oxford University with MSc in Mathematical Finance and London Business School with Masters in Finance, with undergraduate at Tsinghua University.
Sean Titley will be presenting at the 10th Annual Risk EMEA Summit.
Member of the Fraud Leadership Team across Natwest for 5 years; previous fraud prevention responsibilities have covered various products, customer journeys and fraud typologies. Currently accountable for the overall prevention and strategy of First Party Fraud (covering onbook, mules and application fraud) Previous roles include Operations Manager for Debt Management and Head of Customer Experience for Ulster Bank.
Praveen Singh will be presenting at the 10th Annual Risk EMEA Summit.
Gary Savill is Head of Enterprise Risk for Saga Group and has over 12 years of extensive risk management expertise, working previously in general and medical insurance for AXA UK for 10 years and as Deputy Head of Operations for Sanlam Investment Management for 4 years. Gary is a Chartered Management Accountant, qualifying whilst working for Nestle UK and is also a Specialist member of the IRM and member of the Institute of Management.
Alex Rothwell will be presenting at the 10th Annual Risk EMEA Summit.
Andrea Pozzi will be presenting at the 10th Annual Risk EMEA Summit.
Ozgur Ozel will be presenting at the 10th Annual Risk EMEA Summit.
Vikas Munshi will be presenting at the 10th Annual Risk EMEA Summit.
Diane Menville will be presenting at the 10th Annual Risk EMEA Summit.
Maciej is a seasoned banking professional with 20+ years of experience ranging from financial control, credit risk management to corporate banking, derivatives and fixed income, combined with experience of regulatory topics and passion for tackling the climate transformation. He joined NatWest Markets in June 2020 where he’s primarily responsible for setting up and managing risk hub to support investment banking of NatWest Group. Before (since June 2014) he worked in ECB Banking Supervision (aka Single Supervision Mechanism – SSM) as Head of Section & Joint Supervisory Team (JST) Coordinator, responsible for consolidated supervision one of the largest banks in the Netherlands. As JST Coordinator, he led risk identification and implementation of risk-based and forward-looking Supervisory Examination Program. He took part in the start-up phase that included recruitment as well as fine-tuning of tools and processes. Prior to the ECB, Maciej worked in various roles in a number of banks: PKO Bank Polski 2008-2014 (Head of Credit Risk Assessment Department, member of Bank’s Credit Committee, Advisor to CEO), HSBC 2008 (Head of Structured Finance) and Citi in Poland and Hungary 1996-2008 (Debt Capital Markets, Derivatives Sales, Financial Control). Maciej has graduated from Warsaw School of Economics and holds a Master Degree in Banking and Finance. In 2020 he graduated from University of Edinburgh Climate Change Transformation Program. He is a speaker and panelist at conferences on risk and regulatory outlook topics.
Amit Lakhani has varied experiences in managing operational risks at organisations of all sizes. He started his career working as a consultant with Accenture where he developed and deployed multi-million dollar programmes involving compliance and risk elements, especially information security and cyber risks. Further, Amit worked at large multinational organisations in his role at KPMG driving strategic decision-making, investments and risk reduction programmes.
Cecilia Gejke will be presenting at the 10th Annual Risk EMEA Summit.
Beate Born has 17 years of experience in the financial services industry in Switzerland, Europe and Asia and has run her own consulting practice. She is currently Head of Strategic Projects at UBS Wealth Management in Zürich. Many of her 13 years at UBS she spent in Operational Risk and Capital Markets running global regulatory initiatives such as MiFID I&II as well as large initiatives such as Brexit and platform programs for Wealth Management. She is member of the leadership team of the Enterprise Data Management Council (EDMC) Women in Data Network as well as the EDMC ESG Committee. In September 2021 Beate will complete a Master’s Degree in Sustainability Leadership from the University of Cambridge with a focus on ESG data reporting and carbon disclosure comparability. Further Academic degrees include an MBA from Clark University, a DESS from the Sorbonne, an executive MBA from the Swiss Finance Institute and a certificate of advanced studies in Financial Market Regulation from the University of Zürich.