Risk EMEA 2022 Agenda

11th Annual Risk EMEA Summit 2022
Day One | June 13, 2022

8:00 Registration and breakfast | 8:50 Chair’s opening remarks



9:00 Assessing how the regulatory agenda is transforming banking

Session details 

  • The future of regulation and impact to business
  • Disparities across jurisdictions
  • Unwinding of quantitative easing
  • Coordination risk across regulatory proposals
  • Regulatory expectations to manage risk
  • Assessing regulation-based risk
  • Reviewing how institutions can be more active with regulators
  • Ensuring harmonization of regulation
  • Effectively managing the continued volume of regulation



9:30 Adapting business strategy within a changing environment

Session details 

  • Adjusting to a post Covid-19 environment
  • Adopting digital strategies
  • Impact of inflationary pressures on strategy and business approach
  • Keeping ahead of changing consumer behavior
  • Aligning global business models
  • Manage different dimensions of risk in uncertain times
  • Retaining employee talent in a changing environment
  • Transforming business models to maintain and increase profitability

Ebbe Negenman, Group Chief Risk Officer and Member of the Executive Board, Knab
Fabrice Brossart, Chief Risk Officer, General Insurance and International, AIG



10:10 Reviewing preparedness for past market events and how to anticipate future events

Session details 

  • Covid-19 response
  • Changing market signals increasing volatility
  • Brexit 2 years on
  • Lessons learnt from large scale and global events
  • Developing agility to stay ahead of events
  • Managing changing politicized environment
  • Exacerbation of political unrest post Brexit

David Glendinning, Chief Risk Officer and Head of Risk UK, Société Générale

10:40 Morning refreshment break and networking

Future of Risk Management



11:10 Reviewing the future of open banking regulations and leveraging opportunities whilst balancing security

Session details 

  • Robustness of cyber security and attacks
  • Understanding how to manage data
  • Effectively using open bank to improve customer experience
  • Ensuring open banking data is correctly managed
  • Ensure correct tools are used to manage open banking



11:50 Developing analytical capabilities to leverage AI and machine learning across functions

Session details 

  • EBA guidelines for machine learning
  • Legacy limitations in larger institutions
  • Managing adoption of new models
  • Eliminating bias from machine learning models and data sets
  • Managing discrimination in credit decisioning
  • Effectively implementing AI models in a robust way
  • Meeting machine learning model requirements

Nicolae Mera, Head of EMEA Market Risk AnalyticsMorgan Stanley
Stuart Burns, Head of Model Development and ValidationFormer Bank of England (TBC)

Non-Financial Risk



11:10 Managing increased complexity and loss potential of cyber attacks

Session details 

  • Cooperation between regulators and financial institutions
  • Quantifying of cyber and IT risks
  • Building sophisticated defenses
  • Disaster recovery processes
  • Looking at cyber risk from a company wide holistic view
  • Collaborating as an industry to combat cyber threats

Jayaraj Puthanveedu, Managing Director – Cyber & Technology Risk/Group Operational Risk Management, BNP Paribas



11:50 Managing the constant threat of ransomware and response approaches

Session details 

  • Assessing the cause of increased ransomware attacks
  • Evolving methodology to manage and identify ransomware risks
  • Managing the threat ransomware can have on third party suppliers
  • Importance of protecting valuable data from ransomware attacks

Fabrice Brossart, Chief Risk Officer, General Insurance and International, AIG
Vikas Munshi, Enterprise Security ArchitectING

Financial Risk



11:10 Managing market risk in a world with breaking cross-asset correlations

Session details coming soon


Swati Bansal, Global Head, Market Risk for Credit Business, Goldman Sachs


11:50 Managing risk in a volatile and uncertain environment post pandemic

Session details 

  • Managing risk in a rising interest rate environment
  • Changes to spending power and economic development
  • Impact of increased energy prices on markets
  • Understanding probabilities of default and changes to customer behavior
  • Anticipating changes to monetary policy

Jeremy Arnold, Chief Risk Officer, NatWest Markets
Amit Kalyanaraman, Head of CS AG Liquidity Risk, Credit Suisse
Jerome Henry, Principal Advisor, ECB

12:35 Lunch break and networking



1:35 Using and integrating new technology into risk processes and managing implementation risk

Session details 

  • Complexities of bringing new technology into large organizations
  • Data limitations as technology continues to evolve
  • Use cases for Blockchain in risk management
  • Automating processes to reduce operational risk
  • Digitization of customer journey
  • Transition risks on risk and finance teams

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



2:15 Risk and control in the digital age: what future is possible?

Session details 

  • A brief review of the impact of the tech revolution on the economic and financial system
  • Looking back from a likely future: a top-down, conceptual, systemic design approach
  • Risk future: what specifications and necessary conditions for staying in control in the digital age?
  • A systemic vision and model to guide us to effective strategies and feasible next steps


Francis Gross, Senior Adviser, European Central Bank



2:55 Leveraging IT transformation to modernize the industry and enhance financial services

Session details 

  • Evolving business models for long term sustainability
  • Aligning with customer experience
  • Updating product offerings to keep ahead of expectations
  • Increased security requirements for clients data
  • Developing risk skills to manage increased digitalization

Anshu Khanna, Managing Director, Head of Risk Controls, Barclays
Libor Krkoska, Deputy Director, Country Strategy, European Bank for Reconstruction and Development
Stephane Malrait, Head of Market Structure and Innovation, ING Bank NV



1:35 Embedding climate risk into strategy and risk management policy

Session details 

  • Aligning with risk appetite
  • Global approaches and expectations
  • Developing models to interpret climate data
  • Assessing actions made in light of COP 26 commitments
  • Managing and reporting on scope one, two and three
  • Effectively assessing climate risk appetite

Nicola Crawford, Chief Risk Officer, National Bank of Kuwait



2:15 Why people risk has become a top risk for most firms and how to respond!

Session details 

  • What are the people risk trends
  • How are organisations responding
  • Is D&I a key risk or opportunity
  • Has the model changed forever
  • What do our works colleagues really want now

Gary Savill, Head of Enterprise Risk, SAGA



2:55 Managing increase in number of fraud losses and impact of the pandemic driving business online

Session details 

  • Code of conduct to pay for fraud losses
  • Managing the indirect impact Covid-19 has had on Fraud
  • Mitigating the risk of ever-increasing fraud in a new digital world
  • Managing an increase in phishing attacks
  • Monitoring how working from home has increased fraudulent activities

John Keogan, Head, Fraud Risk – Internal Fraud Prevention, Standard Chartered Bank
Ionela Emmett , Head of Fraud & AML Investigations Manager, Compliance Group, Commerzbank AG
Nicholas Clark, Head of Data Science, Card & Payment Fraud Prevention, Danske Bank



1:35 Developing models to advance pricing of ESG products with limited market data

Session details 

  • Defining target and scope
  • Accounting for assets under different accounting regimes
  • De-incentivizing financing products not supportive of climate change
  • The importance for firms to effectively price ESG products
  • Integrating ESG scores into pricing



2:15 Inter-institutional transfer of risk to support banks and other credit institutions: Mitigating market deficiencies and regulatory constraints

Session details 

  • Enhanced international financial framework: public sector support to the economy through commercial banks via risk sharing between banks and policy-driven financial institutions (Multilateral Development Banks, MDBs)
  • Helping banks overcome regulatory constraints such as high capitalization of certain exposures and/or market gaps caused by presence of asymmetric information between borrowers and lenders
  • Ways for capital relief and transfer of financial loss for banks

Denitsa Berkhoff, Head of Strategic and Market Risk Management, European Investment Fund, part of the European Investment Bank Group



2:55 Understanding impact of inclusion of climate risk in internal and external stress tests

Session details 

  • Managing data challenges
  • Modeling long term risks
  • Inclusion of climate risks within capital framework
  • Scenario analysis on climate risks
  • Banking requirements to incorporate climate risk into internal stress tests
  • Incorporating stress testing results into risk appetite frameworks
  • Leveraging various data channels when conducting stress tests
  • Reviewing results of biannual exploratory scenario

Vincent Noinville, Chief Risk Officer, Tandem Money Ltd
Ashish Bansal, Head of Finance and Regulatory Reporting, Union Bank of India (UK) Ltd
Doug Baird, Head of Climate Risk Analytics and Pension Risk, NatWest Markets
Ying Poikonen, Executive Director – Head of Modelling Group EMEA Region, Sumitomo Mitsu Banking Corporation

3:40 Afternoon refreshment break and networking



4:10 Managing move to cloud based architecture and determining transition level across data sets

Session details 

  • Managing global disparities in regulatory view
  • Aligning expectations across jurisdictions
  • Implementation for back office and central functions
  • Concentration risks if cloud service provider goes down
  • Managing security risks when using cloud technology



4:50 Incorporating ESG considerations into credit processing

Session details 

  • Identifying credible transition plans
  • Assessing ESG status of clients
  • Defining minimum transaction and information requirements
  • Validating submissions to mitigate greenwashing
  • Impact of requirements to funding

Isabelle Young, ESG Credit Director, Lloyds Banking Group 



4:10 Reviewing scope of ESG and understanding what an effective framework looks like

Session details 

  • Understanding what to report and how
  • Reviewing scope of regulation
  • The road to net zero
  • Managing transitory risks
  • Modeling and data requirements
  • Understanding new metrics
  • Managing ambiguity around net zero and expectations

Sophie Dupre-Echeverria, Chief Risk and Compliance Officer, GIB Asset Management



4:50 Managing reputation risk in a volatile and increasingly online environment

Session details 

  • Reputation risks within ESG
  • Managing reputation as public opinion evolves
  • Impact of geopolitical tensions and operating in certain regions
  • Social media risks

Yulia Chugueva, Head of Operational Risk, Banca Intesa



4:10 Adapting to a changing interest rate environment and managing risk as volatility continues

Session details 

  • Addressing the increased volatility and uncertainty on over leveraged business’
  • Managing post-pandemic pressures on interest rates
  • Correlation between inflation and interest rates
  • How reviewing interest rates could impact economic growth




4:50 Managing credit risk pressures as a result of market turbulence and future outlook

Session details 

  • Developing standardized processes
  • Managing increase in overleveraged companies
  • Managing credit risk pressures caused by increased interest rates
  • Addressing credit weaknesses as a result of pandemic government support
  • Managing the risk to a bank caused by Non-Performing Loans
  • Leveraging stress tests to effectively anticipate emerging credit risks

5:30 Chair’s closing remarks | 5:40 End of day 1 and networking drinks reception

11th Annual Risk EMEA Summit 2022
Day Two | June 14, 2022

8:00 Registration and breakfast | 8:50 Chair’s opening remarks



9:00 Monitoring emerging risks on the horizon and developing effective mitigation strategies

Session details 

  • Managing geopolitical instability
  • Impact of changes to sanctions landscape
  • Use of economic warfare and impact to geopolitical tensions
  • Cyber as an emerging war threat
  • Managing business relationships between different jurisdictions
  • The use of economic sanctions to restrict funding to a jurisdiction

Jeff Simmons, Chief Risk OfficerMUFG Securities (Europe) N.V.
Cecilia Gejke, Chief Risk OfficerEast-West United Bank S.A
Mark Chaplin, UK Life Chief Risk Officer, Aviva Plc



9:40 Fit for the future: How resilient is your bank?

Session details 

  • Exploring banking resiliency in the face of the pandemic
  • Building flexible and agile processes to better adapt and respond
  • Grasping opportunities offered by Technology
  • Re-focusing the business model to drive sustainable performance and achieve better customer outcomes

Hanna Sarraf, Chief Risk OfficerStarling International

10:10 Morning refreshment break and networking

Future of Risk Management



10:40 Developing strong governance techniques for effective data management

Session details 

  • Managing stakeholders and control requirements
  • Developing strong governance and operating models
  • Simplification of infrastructure
  • Sustainability through multiyear simplification and change programs
  • Reviewing the impact of Covid-19 data

Lena Young, Head of EMEA Treasury and Liquidity Risk, Credit Suisse



11:20 Meeting increasing model requirements as technology continues to evolve

Session details 

  • Challenges using Covid data in models
  • Managing operational risk of models
  • Ensuring model alignment across jurisdictions in a global bank
  • Credibility of older models in the everchanging environment
  • Maintaining the building of effective models whilst working from home


Catarina Souza, Senior Expert Model Risk Management, ING



12:00 Reviewing future business models to meet ESG requirements and customer demands

Session details 

  • Overcoming a lack of market data for ESG
  • How should the boards approach reporting on ESG?
  • Reputational risk associated with a business’s activities
  • Integrating an ESG risk appetite into processes
  • Effectively managing carbon reduction on a bank’s balance sheet
  • Implementing a commercial strategy around ESG

Jean Meyer, Chief Risk Officer, BNP Paribas
Maciej Lewandowski, Head of Risk Poland, NatWest
Anita McBain, Managing Director, Head of ESG Research, EMEA, Citi

Non-Financial Risk



10:40 Building resilience into operating model and ensuring compliance with policy

Session details 

  • Managing data pools and designing systems
  • Simplifying infrastructure to identify vulnerabilities
  • Changes to operational risk scenarios in the face of the pandemic
  • Divergence across jurisdictions
  • Approaches to third parties





11:20 Managing heightened risk with increased reliance on third parties and new variable with work from home

Session details 

  • Managing concentration risks to limited vendors
  • Identifying and mitigating risks
  • Ensuring robust risk assessments
  • Requirements to manage vendor risks
  • Developing exit and business continuity plans


Anita Barber, Head of Third Party Management Services, HSBC



12:00 Lessons learnt from operational risk response to the global pandemic and advancing resilience

Session details 

  • Implementation of business continuity plans
  • Provision of critical functions to maintain operations
  • Adapting to changes in consumer behavior as a result of Covid
  • The role of operational risk in a post Covid environment
  • Identifying and updating strategy in light of Covid-19

Sean Titley, Director of Enterprise and Operational Risk, Metro Bank
Juergen Wienes, Member of the Managing Board, Airbus Bank GmbH
Sucharita Banerjee Lodha, Head of Operational Risk and Governance, International GI, AIG

Financial Risk



10:40 Leveraging stress testing as a tool for future projections and business direction (case for trading shifts)

Session details 

  • Enhancing models, methodologies and expertise
  • Incorporating regulatory and business drivers into stress testing
  • Sensitivity measures for business strategies and market reactions
  • Incorporating into risk appetite framework
  • Enhanced scenario shocks modelling (granularity, methodologies and plausibility)

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



11:20 Reviewing the liquidity risk landscape and impact of the pandemic on reserves

Session details 

  • How computer trading increases the risk of liquidity black holes
  • How quantitative easing has made it more difficult to introduce liquidity to the market
  • Liquidity implications caused by adjustments to financial asset prices
  • Long term liquidity risks caused by price adjustments
  • Managing the impact CRR2 regulation has on liquidity

Suresh Sankaran, Head of Model Risk, Validation & GovernanceMetro Bank



12:00 Managing the impact of interest rate risk in the banking book and regulatory requirements

Session details 

  • Requirements on credit spread risk in the banking book
  • Managing the impact of interest rate risk on the banking book
  • Maneuvering the interest rate in the banking book regulatory environment
  • Evolution of interest rate in the banking book

Zoltan Bendiner, Head of Financial Risk, Atom Bank (TBC)

12:45 Lunch break and networking



1:45 Setting a net zero trajectory for the oil, gas and coal sector

Session details 

  • Choosing an appropriate Net Zero pathway
  • Determining financed emissions in a transparent manner
  • Engaging internal stakeholders in a collective journey

Gianluca Cantalupi, Global Head of Reputational, Sustainability and Climate Risk, Credit Suisse (TBC)



2:25 Understanding future of central bank digital currency uses and preparing for change

Session details 

  • Maintaining balance sheet and deposit inflows
  • Adapting operational models
  • Maintaining customers through digital products
  • Alternative ways of structuring balance sheet
  • Transition capacities of central bank money
  • Managing and limiting volatility in pricing

Katey Neate, Chief Risk Officer Asset Servicing and Digital, BNY Mellon
Farooq Gulzar, UK AM Chief Risk Officer, UBS
Mehregan Ameri, Central Bank Digital Currency – Senior Specialist, Bank of England
Aleksi Grym, Head of Digitalisation, Bank of Finland



1:45 Models and crisis: Appropriate actions and reactions

Session details 

  • Reviewing the impact a crisis has on existing models
  • Managing the various model risk reactions during a crisis
  • Creating an effective model risk framework based on previous crisis’
  • Approaches to detect, mitigate and repair the model risk that is caused by a crisis
  • Application to crisis including COVID-19 pandemic consequences
  • From White to Black Swans and beyond, categorization of changes


Gilles Artaud, Head of Model Risk Audit, Credit Agricole CIB



2:25 Incorporating non-financial risks within the risk appetite framework

Session details 

  • Incorporating non-financial risks
  • Developing synthetic indicators for compliance and operational risks
  • Transparency from senior management
  • Building a complete and transparent framework
  • Redesigning indicators to present risks to the board

Jeremy Arnold, Chief Risk Officer, NatWest Markets
Carlos Martin, Executive Director – CIB Markets Operational Risk Management, JPMorgan Chase & Co.
Adrian Burbanks, Deputy General Manager, London Branch, Agriculuture Bank of China



1:45 Reviewing changes to capital regulation and impact to frameworks

Session details 

  • Incorporating climate risk into capital framework
  • Changes to CRR 3
  • Cross border requirements and approvals
  • Standardizing treatment of activity across jurisdictions
  • Efficient capital management amidst uncertainty

Neels Vosloo, Director, EMEA Capital Policy and Advocacy, Bank of America Merill Lynch



2:25 Industry update on progress towards FRTB and reviewing model approaches

Session details 

  • Impact of continued delays
  • Global alignment of standards and timelines
  • Qualification at trading desk level
  • Reviewing capital benefits of internal models
  • Qualitative and quantitative requirements for model approval
  • Managing the EU’s CRR3 and CRD6 proposals

Etienne Varloot, Global Head MCR, Credit Agricole CIB
Thomas Hougaard, Director, Head of Risk and Valuation & FRTB strategy Owner, Nordea
Suman Data, Head of Portfolio Quantitative Research, Lloyds Banking Group

3:10 Afternoon refreshment break and networking



3:40 Developing processes and oversight techniques for increased use of cryptocurrency

Session details 

  • Developing regulations for cryptocurrency
  • Updating capital frameworks to include crypto asset exposure
  • Sanctions and regulations preventing trade
  • Monitoring the security and integrity of digital currencies
  • Increased need for digitalization in order to incorporate digital currencies


Katey Neate, Chief Risk Officer Asset Servicing and Digital, BNY Mellon



4:20 Developing forward looking risk identification to understand potential threats

Session details 

  • Natural default to visible risks
  • Managing highly probable and highly impactful threats
  • Leveraging stress testing as a tool for risk identification
  • Early warning indicators of risk
  • Effectively assessing and scanning potential future threats
  • Avoiding bias when assessing and identifying risk

Mauricio Masondo, Managing DirectorCiti



3:40 Managing increased financial crime threat landscape and mitigation techniques in a changing environment

Session details 

  • Exchange of information across jurisdictions and organizations
  • Leveraging data to identify levels of risk
  • Identifying beneficial ownership
  • Managing the escalations of issues relating to money laundering
  • Increasing the visibility at board level for governance of AML
  • Managing tensions and sanctions between US, EU and Russia



4:20 Developing and embedding an ERM framework and aggregating strategic enterprise risks

Session details 

  • Managing your business using the new COSO framework
  • Requirements for technical tooling
  • Incorporating strategic risk into a systems
  • Managing your enterprise risk framework to set risk appetite



3:40 Reviewing the impact of Covid-19 on loans and asset quality and treatment of non-performing loans

Session details 

  • Impact on loans and asset quality
  • Reviewing adequacy of provisioning credit
  • Maintaining a cautious approach to provisions
  • Treatment of loans under government support measures
  • Credit deterioration as support measures unravel

Varun Kumar Singh, Head – Corporate Lending, Union Bank of India UK



4:20 Reviewing progress towards LIBOR transition and future challenges transitioning contracts

Session details 

  • Immediate consequences of the cessation of Libor
  • Migrating all contracts over to new rate
  • Treatment of IBORs
  • Reflecting credit risk within rates
  • Managing market manipulation
  • 2023 Dollar transition and what to expect
  • The impact of rising interest rates on LIBOR transition

Chia Tan, Director, Counterparty Model Risk Management, Bank of America

5:00 Chair’s closing remarks | 5:10 End of Risk EMEA 2022

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.
Andrew Barnett will be presenting at the 10th Annual Risk EMEA Summit.
Sucharita Banerjee Lodha is the Head of General Insurance International Operational Risk and Governance, ERM. She has held various operational risk management positions within GI International supporting effective roll out of operational risk management tools and concepts within Claims, Finance, Operations and shared service centres. She has led teams across Business Consulting, Outsourcing Risk management, Offshore Development Centers, Technology and Risk Management. She has a proven track record of managing global teams and leading regulatory change initiatives. Sucharita holds an MBA from London Business School and an MS in Quality Management from Birla Institute of technology. She is also a six sigma Black belt and has a B.tech in Information Technology. She chose non-financial risk management as a career to pursue her passion for healthy risk culture in organizations. She has worked with Deloitte, American Express, Tata Consultancy Services in her professional career. She has worked with consulting and Financial services firms in India, the US and is currently based in London, UK. Sucharita is also the chair of Gender Equality Matters Employee resource group in AIG.
Sunil Verma will be presenting at the 10th Annual Risk EMEA Summit.
Julie is an experienced risk manager with 25 years at UBS and specialises in outsourcing and procurement and, more widely operational resilience. She advises senior management on risk management and control globally and on how to improve communications to staff throughout the organisation with respect to her specialisation. Julie leads global investigations on breaches to the firm's policies with respect to outsourcing and procurement and advises the firm on their root cause remediation.