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An event hosted by:

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June 7, 2023

155 BISHOPSGATE, LONDON

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2023 Agenda
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2023 AGENDA


2023 AGENDA

AGENDA

08:00 – 08:50

REGISTRATION AND REFRESHMENTS

NETWORKING ZONE

08:00 - 08:50

08:50 – 09:00

MAIN STAGE | RISK LIVE

BRINGING THE HOTTEST TOPICS TO LIFE ACROSS RISK MANAGEMENT, RISK TRANSFER AND
NON-FINANCIAL RISK

09:00 - 12:30

INTRODUCTION AND HOUSEKEEPING NOTES FROM THE ORGANISERS

NETWORKING ZONE STAGE

08:50 - 09:00

09:00 – 09:20

BREAKFAST KEYNOTE FIRESIDE CHAT

NETWORKING ZONE STAGE

09:10 - 09:45

09:25 – 09:30

RISK.NET OPENING REMARKS

RISK EUROPE ROOM

12:30 - 13:15

DUNCAN WOOD

Global editorial director

Risk.net

Duncan Wood is the London-based editor-in-chief of Risk.net. He was promoted to
the role at the start of 2015, to lead the editorial reorganisation of the
website and its print titles. Wood had been editor of Risk magazine since July
2011. He rejoined Risk as European editor in October 2009, having originally
worked for Risk and Asia Risk in London and Hong Kong as a writer and researcher
between 1998 and 2000.
In the intervening years, Wood was news editor for the Oliver Wyman-founded
online start-up ERisk.com. He also worked freelance for six years while living
in Germany, with his work featuring in Euromoney, Financial News, IFR, and The
Wall Street Journal, as well as Risk magazine and its sister titles. Wood has
written about derivatives and risk throughout his 17-year career in journalism.
He is a Neal Awards finalist, and has won Incisive Media's journalist and editor
of the year awards.



09:30 – 10:15

ASSESSING THE MAIN EVENTS SHAPING THE RISK CLIMATE IN 2023

PANEL DISCUSSION

11:15 - 12:00

Economic recession, unfolding banking crisis, ongoing war in Ukraine, inflation,
high market volatility, climate change: how are these and other events and
pressures shaping the environment for risk managers in 2023? 

 

NICK SILITCH

Former- CRO

Prudential



JEREMY ARNOLD

CRO

NatWest Markets

Jeremy Arnold joined NatWest Markets as chief risk officer in September 2018 and
is responsible for leading the organisation's risk function by defining and
delivering risk, conduct, compliance and financial crime strategies to support
its ambition, strategy and risk appetite. He has extensive experience, spanning
a variety of roles in trading and risk management over the past 30 years at a
number of leading global financial institutions.



SEBASTJAN SMODIS

AM EMEA CRO and global head of investment risk

UBS



TREVOR LEYDON

Global CRO

Lombard Odier Investment Managers

Trevor Leydon oversees Aviva Investors' portfolio construction and risk for
multi-asset strategies, providing overarching quantitative discipline to the
portfolio management process. This includes monitoring and providing risk
parameters for individual portfolios and top level reporting to senior
management. Prior to joining Aviva Investors, he was responsible for UK and
Ireland risk control at UBS Global Asset Management. Leydon joined the industry
working for HSBC's investment bank in risk before moving to Santander's global
banking and market risk team. He holds a masters degree in accounting and
finance from the University of Ulster, having graduated from Dublin Business
School. He is also a fellow of the Association of Certified Chartered
Accountants.

 

 



DUNCAN WOOD

Global editorial director

Risk.net

Duncan Wood is the London-based editor-in-chief of Risk.net. He was promoted to
the role at the start of 2015, to lead the editorial reorganisation of the
website and its print titles. Wood had been editor of Risk magazine since July
2011. He rejoined Risk as European editor in October 2009, having originally
worked for Risk and Asia Risk in London and Hong Kong as a writer and researcher
between 1998 and 2000.
In the intervening years, Wood was news editor for the Oliver Wyman-founded
online start-up ERisk.com. He also worked freelance for six years while living
in Germany, with his work featuring in Euromoney, Financial News, IFR, and The
Wall Street Journal, as well as Risk magazine and its sister titles. Wood has
written about derivatives and risk throughout his 17-year career in journalism.
He is a Neal Awards finalist, and has won Incisive Media's journalist and editor
of the year awards.



10:15 – 11:00

HOW DO WE MAKE BANKS INVESTIBLE AGAIN AFTER THE TURBULENT EVENTS OF SPRING 2023?

17:00 - 17:30

 * Rising rates were supposed to be good for net interest income… does that
   still hold true?
 * What does Switzerland’s decision not to use the resolution regime tell us?
 * How bad is the damage to the market for bail-in debt?
 * Are wider regulatory reforms needed?

 * The importance of ALM in banks in the wake of SVB collapse  

11:00 – 11:30

NETWORKING REFRESHMENTS BREAK, INCLUDING

TECHNICAL SEMINARS (NETWORKING ZONE STAGE)

10:30 - 11:00

11:30 – 12:00

THE CHANGING ROLE OF THE CRO

PANEL DISCUSSION

09:45 - 10:30

Events and pressures discussed in the previous panel have an impact on risk
managers’ function and day-to-day work. How do risk managers respond?

 * How is the skillset required for modern risk managers changing and becoming
   more complex?
 * Technology skills, and an understanding of global issues such as climate risk
   are becoming more important. What other skills are required from a modern
   risk manager?
 * Is the risk management function gaining more prominence and moving more
   towards the front office? Where does it belong within a bank/ financial
   organisation? Case studies from several organisations on restructuring of
   their risk management functions

CHRIS KNIGHT

Group CRO

Legal and General

Chris Knight took the role of group chief risk officer (CRO) in May 2021. For
the previous three years he had been the chief executive of Legal and General’s
retail retirement business, where he led the expansion of annuity propositions,
developed one of the leading providers of lifetime mortgages and launched our
financial advice and care businesses. Knight also serves as Legal and General’s
customer champion, representing retail customers’ interests across the whole
product range, a perspective he brings to his CRO role. He has previously held
positions at Legal and General of finance director of the international
division, and chief financial officer of Legal & General Assurance Society.
Knight has a first-class economics degree from King’s College, Cambridge and has
worked on four continents in a career spanning more than three decades. He is a
Fellow of the Institute and Faculty of Actuaries.



HANNA SARRAF

Chief risk strategy officer

Starling Bank

Hanna Sarraf is a senior risk management executive, with over twenty five years’
experience in developing and implementing risk and regulatory management
frameworks that deliver effective results in the financial services industry. He
is currently the Chief Risk Strategy Officer at Starling Bank and was previously
the Group Chief Risk Officer at Bankmed, a regional corporate, retail and
private banking organisation with operations across the EMEA region. Prior to
joining Bankmed, Hanna was the Group Executive, Head of Risk Strategy at Bank of
Ireland and previously held senior risk and regulatory management consulting
roles at Ernst & Young, KPMG and Accenture in the UK and globally.

Hanna’s international industry and client consulting experience spans a wide
range of risk and regulatory management roles both at the strategic and
execution levels gained with leading financial services organisations across all
major industry segments in a wide number of geographic markets.

He holds a Specialised Master’s degree in Financial Engineering from the École
Supérieure des Sciences Économiques et Commerciales (ESSEC) and an MSc in
Finance from Dauphine University in France. He has authored many articles on
financial risk management and is a frequent speaker at leading UK and
international conferences.



THOMAS SHEEDY

Head of investment risk EMEA

Invesco



JULIEN CUISINIER

Head of investment and credit risk

Artemis Fund Management

Julien joined Artemis in November 2019 to build their investment risk
capabilities from the ground up including Market risk, credit risk, Liquidity
risk & ESG risk oversight across all the mandates managed on behalf of clients.
Prior to Artemis, Julien headed the front office investment risk team at Janus
Henderson covering the EMEA mandates across asset classes. His responsibilities
covered market risk advisory and oversight, liquidity risk management and
support into the front office governance framework including best execution and
product governance support.  Julien graduated from Brussels Free University in
2004 in Applied Economics and has completed the Certificate for Quantitative
Finance and the CFA program.



12:00 – 12:30

TECHNOLOGICAL INNOVATION AND DISRUPTION IN RISK MANAGEMENT

PANEL DISCUSSION

12:00 - 12:30

Understanding technological innovation is essential for risk managers who want
to stay at the forefront of their industry.

 * What new technologies are emerging? How to use them in order to improve the
   effectiveness of risk management function?  
 * AI and how it is revolutionising the industry 

PHIL HARDING

Commercial editor

Risk.net



DANIELE MAGAZZENI

Managing director, head of explainable AI center of excellence

J.P. Morgan

Dr Daniele Magazzeni is Managing Director at J.P. Morgan, where he is AI
Research Director and Head of the firmwide Explainable AI Center of Excellence.
Daniele is also Visiting Professor at King’s College London.

His main research interests are in AI Planning and Machine Learning for
efficient resource allocation and processes optimization, and Explainability and
Fairness in AI. Daniele is the former President of the International Conference
on Automated Planning and Scheduling (ICAPS), and General Chair of the ACM
International Conference on AI in Finance (ICAIF).



ILJA FAERMAN

MD, financial engineering – EMEA

Numerix

Ilja Faerman serves as the Managing Director and Head of Client Solutions Group
at Numerix, where he has spearheaded the successful delivery of projects across
Europe, the Middle East, and Africa. His extensive expertise encompasses the
pricing of complex derivatives across multiple asset classes, XVA desk support
in building calculation infrastructure, and collaboration with structured
product issuers on a wide array of processes, ranging from solutions for trade
ideation to building platforms for comprehensive risk management of large
portfolios. Faerman also possesses in-depth knowledge on various subjects, such
as SIMM, FRTB, and buy-side industry solutions.

Before joining Numerix, Faerman gained valuable experience as a Financial
Engineer and Model Validation Analyst at Thomson Reuters. He holds a Bachelor of
Science degree in Business and Computer Science, as well as a Master of Science
degree in Finance from the renowned Frankfurt School of Finance.



MARTIN CAMPBELL

Head of risk

Mizuho Securities Europe



XAVIER BELLOUARD

Managing director & co-founder

ActiveViam

Xavier Bellouard is the Chief Strategy Officer of ActiveViam and one of its
co-founders, based in London. Before founding ActiveViam, Xavier was a key
contributor to the development of Summit Systems, a software vendor of
applications for front-office operations and trading desks. Xavier is passionate
about the contribution that ActiveViam’s technology can make to the bottom-line
of companies operating in highly demanding and complex markets. “Our bottom-up,
experience-driven approach to innovation is a fundamental component of the
company’s DNA. Since ActiveViam was created in 2005, we have valued it as a
prerequisite to delivering cutting-edge data analytics technology and business
solutions to the financial industry.



12:30 – 13:00

CURRENT CHALLENGES IN MODEL RISK MANAGEMENT (MRM)

12:30 - 13:00

Traditional models of risk management don’t always work in the current
environment; it is not possible to use just one metrics - there is a need to
stitch together various metrics and concepts. How can risk management become
more contextual, realistic and scenario led

DAVID ASERMELY

Global head of MRM

SAS

David Asermely is the Global Head of Model Risk Management at SAS, responsible
for product design, support, partner strategy and more. Passionate about
translating data into actionable intelligence, David combines the best
technologies and design principles to help financial services organisations
improve modelling efficiency and quality.

David holds two master’s degrees from the University of Massachusetts Amherst.
Prior to joining SAS, he managed the Bank of New York Mellon’s Global
Performance and Risk Analytics product set.



13:00 – 14:00

NETWORKING LUNCH

INCLUDING TECHNICAL SEMINARS (NETWORKING ZONE STAGE)

12:00 - 13:30

14:15 – 14:55

NEW DRIVERS IN CREDIT RISK

PANEL DISCUSSION

14:30 - 15:05

Rising interest rates, geo-political pressures and other factors are having an
impact on banks’ lending books and on credit risk. How will credit risk managers
respond to these new threats?

 * Managing credit risk in high interest rate environment
 * War between Russia and Ukraine and other geo-political factors - how they
   affect credit risk and what are possible solutions?
 * Impact of climate scenarios on credit risk measures
 * Credit risk modelling using natural language processing (NLP) and transformer
   models

ANDREEA PETREANU

Head of credit risk

Mizuho International

Andreea Petreanu is currently Head of Credit Risk Management at Mizuho
International in London. Over the past 20 years, she has had various risk
management roles with global investment banks such as Morgan Stanley, HSBC,
Merrill Lynch, Bank of America and VTB Capital. Andreea is also an Independent
Non-Executive Director and Chair of the Risk Committee of Globalworth, a leading
real estate investment company in Central and Eastern listed on AIMS with
portfolio value over EUR3bn.  Andreea’s educational background includes an
Executive MBA from the University of Cambridge, Judge Business School and an MSc
in Insurance and Risk Management from City University, CASS Business School. She
is also an Associate of the Chartered Insurance Institute in London.



SALVATORE BILOTTA

EMEA head of credit rIsk management

Nomura



14:55 – 15:30

FOCUS ON RISK MANAGEMENT IN TRADING, DERIVATIVES PRICING AND XVA

PANEL DISCUSSION

15:05 - 15:45

 * Volatility of 2022 and 2023. Modelling and managing volatility in trading
   books. What technologies are available? 
 * Derivatives trading and pricing. Counterparty risk. Latest news on CVA/ XVA 
 * Managing trading risk against the backdrop of rising interest rates  
 * How traders can build an effective risk management system to protect capital
   from losses 

JASPER LIVINGSMITH

Director, Treasury

EBRD



MARK FINDLAY

Managing Director, Global Head of Financial Risk Analytics

S&P Global Market Intelligence

Mark Findlay is Global Head of Financial Risk Analytics at S&P Global Market
Intelligence, which provides award winning products and solutions to financial
institutions to measure and manage their counterparty credit risk, market risk,
regulatory risk capital, derivative valuation adjustments as well as custom on
demand risk services. Using the latest analytics and technology such as a fully
vectorized pricing library, Machine Learning and a Big Data stack for
scalability, the products and solutions are also available in the cloud and are
used by the largest tier-one banks to smaller niche firms.

Prior to joining S&P Global, Mark worked as a Partner at TLG, a specialist risk
management consultancy in London. Previously, Mark held Chief Operating Officer
positions in financial markets trading and quantitative risk management roles at
ABN AMRO, UBS and Bank of America Merrill Lynch. He was also the Capital
Management Program Director of global markets at HSBC.

Mark holds an MBA from CASS Business School, University of London, UK.



15:30 – 16:00

NETWORKING REFRESHMENTS BREAK

INCLUDING TECHNICAL SEMINARS (NETWORKING ZONE STAGE)

15:45 - 16:15

16:00 – 16:30

MANAGING LIQUIDITY RISK

PANEL DISCUSSION

16:10 - 17:30

Managing liquidity risk, especially in buy-side firms and smaller banks has
become a significant challenge. What are the ways to address it?

 * Updates on latest FCA recommendations on liquidity risk
 * Liquidity stress testing
 * Using side pockets for certain types of assets for managing liquidity risk at
   buy-side firms
 * Investment risk/ liquidity risk on private assets such as direct real estate,
   infrastructure, private equity / debt 
 * Silicon Valley Bank collapse and newly introduced regulatory liquidity
   provisions (BTFP etc.) 

JULIEN CUISINIER

Head of investment and credit risk

Artemis Fund Management

Julien joined Artemis in November 2019 to build their investment risk
capabilities from the ground up including Market risk, credit risk, Liquidity
risk & ESG risk oversight across all the mandates managed on behalf of clients.
Prior to Artemis, Julien headed the front office investment risk team at Janus
Henderson covering the EMEA mandates across asset classes. His responsibilities
covered market risk advisory and oversight, liquidity risk management and
support into the front office governance framework including best execution and
product governance support.  Julien graduated from Brussels Free University in
2004 in Applied Economics and has completed the Certificate for Quantitative
Finance and the CFA program.



SEBASTJAN SMODIS

AM EMEA CRO and global head of investment risk

UBS



LU LI

Managing director and head of investment risk management for EMEA & APAC

Nuveen



16:30 – 16:50

SPOTLIGHT ON DIGITAL ASSETS

LESSONS LEARNT AFTER THE COLLAPSE OF FTX

16:35 - 16:45

Following the collapse of FTX, an organisation that did not have robust risk
management in place,  what challenges need addressing as a matter of priority
when it comes to the regulation of crypto assets? 

DINA TSARAPKINA

Co-founder & co-chief investment officer

Syncretic Capital

Dina Tsarapkina is the Co-Chief Investment Officer and co-founder of Syncretic
Capital, a new cyclical multi-strategy hedge fund focused on digital asset
markets. Prior to launching Syncretic Capital, Dina was at Bridgewater
Associates for 4+ years where she worked for Co-Chief Investment Officer Bob
Prince, prototyping new investment and portfolio concepts, as well as in trading
analytics assessing trade execution and market liquidity. Alongside her
co-founder Ross Tan, she helped originate and lead Bridgewater’s research on the
crypto and digital assets space from late 2020. Prior to her time at
Bridgewater, she worked as a quant at Goldman Sachs within private markets, and
in exotic derivatives at Scotiabank. She has a Master in Quantitative Finance
from the University of Waterloo, and a Bachelor in Scientific Computing &
Numerical Methods (1st in class), and Financial Modelling (also 1st in class)
from the University of Western Ontario. 

 



17:00 – 17:30

RAPID DEVELOPMENT OF MACHINE LEARNING (ML) AND ARTIFICIAL INTELLIGENCE (AI):
WHAT DOES IT MEAN FOR THE FUTURE OF RISK MANAGEMENT? 

CLOSING KEYNOTE PRESENTATION

16:15 - 16:40

PETER MCBURNEY

Professor of Computer Science

King's College London

McBurney is Professor of Computer Science and former Head of the Department of
Informatics in the Faculty of Natural and Mathematical Sciences of King's
College London. He is a member of the Distributed Artificial Intelligence
(DAI) Research Group of the Department.

McBurney's primary areas of research are in AI and Computational Finance:

 * Distributed ledgers, blockchain, smart contracts, cryptocurrencies, and ICOs
 * AI applied to knowledge-intensive, regulated domains (law, finance,
   insurance, etc), and
 * Agent communications protocols and agent-based simulation.

His work finds application in computational finance and economics, cyber
conflict, and machine-to-machine (M2M) communications. According to Google
Scholar, McBurney has an h-index score of 49, and his most-cited publication has
673 citations.

Since 2007, McBurney has been Joint Editor-in-Chief of the refereed AI
journal, The Knowledge Engineering Review, published by Cambridge University
Press. He is a member of the Academic Advisory Council of the UK Financial
Conduct Authority (FCA), a board established in 2018 to provide advice on AI,
data analytics and regulatory technology (regtech). During 2018-2020, he was an
Adjunct Research Fellow at the Law Futures Centre at Griffith University,
Brisbane, Australia.

McBurney is a regular speaker and advisor on Artificial Intelligence, on
blockchains & distributed ledgers, and on cryptocurrencies. He has experience
working on several blockchain Proofs-of-Concept, including for major financial
institutions and commodities trading companies.

His research projects include the EPSRC-funded VOLT Project, which aimed to
develop trusted voting systems using distributed ledger technologies for
management of shareholder rights and for elections in non-government
organizations



17:30 – 19:00

NETWORKING RECEPTION

DEVONSHIRE TERRACE

17:30 - 19:00

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