Banking Risk Management
Summit

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Banking Risk Management Summit

Banking Risk Management Summit

26-29 November 2024 | Holiday Inn Amsterdam - Arena Towers, an IHG Hotel

Banks at a Turning Point: Extended Business Models & Partnerships

Banks are urged to respond to the imperatives of the new era by revising their existing business models towards a progressively “smarter” and more open financial ecosystem. This emerges from the decoding of the actual mid-term and long-term strategic plans of the Incumbents dictating a new operating model until 2030 and beyond. Banks need to quickly adopt a more sustainable and expanding approach geared towards their new role in the market. 

The Conference

The Banking Risk Management Summit 2024 is a comprehensive four-day event designed to address the multifaceted risks faced by financial institutions. This summit will feature two days dedicated to credit risk and two days focused on operational risk, providing attendees with a deep dive into key industry topics.

Throughout the summit, industry experts will explore pressing issues such as the impact of recent global events, including conflicts and pandemics, on the banking sector. Attendees will gain valuable insights into how banks are rethinking their strategies and adapting to new dynamics to foster growth in challenging environments

Focus Areas

Credit Risk

  • Adapting credit risk modeling to regulatory compliance
  • Incorporating macroeconomic issues within credit risk despite data limitations
  • Climate change considerations in credit risk modeling to mitigate financial losses
  • Incorporating environmental, social, and governance (ESG) factors into credit risk models
  • Leveraging AI and ML models for credit risk management while addressing potential ethical and cybersecurity risks

Operational Risk

  • Navigating operational risks in the digital age and preparing for digital transformation challenges
  • Enhancing cybersecurity measures to mitigate operational risk in an increasingly digital landscape
  • Incorporating enhanced due diligence in fintech and digital assets spaces to mitigate operational risks
  • Aligning risk culture with organizational culture to ensure effective risk management practices
  • Quantifying operational risk losses and reputational damage resulting from climate change effects
Representatives from leading banks will share their experiences, insights, and predictions regarding the current challenges and future trends in both credit risk and operational risk management. Attendees will have the opportunity to network with industry leaders, exchange valuable insights, and contribute to meaningful discussions.

Whether attending for two days or the full four-day event, participants will benefit from a uniquely friendly atmosphere, engaging discussions, and actionable takeaways to enhance their risk management strategies and drive success in the banking industry.

The Program

Day One , Day Two

The challenges of extended Credit Risk

  • Establish the most effective methodology to develop and manage AI and ML models employing relevant data
  • COVID-19 is taking a toll on banking systems: Increasing vigilance of governments
  • Impact of intensifying inflationary pressures on credit risk management
  • How is changing customer behavior pressuring banks to rethink the cost, efficiency, and sustainability of their risk-management models and processes?

Day Three , Day Four

The new era of Operational Risk

  • The impacts of the current economic conditions on Operational Risk
  • Complexities of enhanced due diligence in fintech/digital assets space tackled via the 5w story-telling principle
  • Navigating the Digital Landscape: An Overview of Cyber Risks and Technology Resilience Strategies
  • Developing measurement techniques to ensure alignment of risk culture and organizational culture

Meet the

Speakers

Suman Mukherjee

Director- model risk management

Darius Grinvaldas

Head of Risk Analytics

Markus Kantor

Risk Management Area Lead

Fernando Blauzwirn

Industry Expert/ Former Group Chief Credit Officer

Joris Krijger

AI and Ethics Officer

Christoffer Kok

Head of Division, Stress Test Experts

Zinaida Tšukrejeva

Head of Risk Management in Baltics

Nadia Bouzebra

Head of Model Risk Management

Stefano Chiarlone

CFO

Alexander Subbotin

Head of Risk Models

Roko Uglesic

Managing Director for Group Models and Data

Kristján Rúnar Kristjánsson

Deputy CRO

Riccardo Volpato

Group Head of Model Risk Identification and Inventory

Jens Jakob Baltzer Rasmussen

EVP - Head of Model Risk Management

Margaret Thuo

Director Audit- Group Conduct, Compliance and Financial Crime Risk

Karlis Danevics

CRO, Member of the Management Board

Grzegorz Kamzol

Senior Expert Credit Risk Model Developer/Data Science/Machine Learning Manager

Jacopo Foschi

Operational Risks Internal Systems and ICAAP Validation Internal Validation

Aymeric Chauve

Director – Financial Institutions Credit Risk Europe

Sergio Caprioli

Internal Validation Pillar 2 models

Eleni Shqevi

Executive Director

Yuri Broodman

Chief Compliance Officer

Alan Yeo

Head of Enterprise Risk Model Development

Jérôme Henry

Task Force Manager

Vilius Juzikis

Board Member, Head of Credits and Risk Oversight Division, Chief Risk Officer

Daniele Forni

Director

Giorgis Hadzilacos

Associate Director - Climate & Nature Quant Lead

Enric Tarrats

Director of Portfolio Origination and Monitoring & ESG CreditRisk

Merlin Linehan

Risk Manager

Edgars Sedovs

Head of Enterprise Risk Management

Ulf Holmberg

Senior Analyst

Christopher Nason

Director, Global Head of Business Intelligence Unit | Anti-Financial Crime

Key Issues for Credit Risk

  • Adapting credit risk modeling to regulatory compliance
  • How to incorporate macroeconomic issues within credit risk despite the lack of data
  • Credit risk of 2024: seeking alternatives in times of uncertainty
  • Ensure climate data quality to mitigate the exposure to financial losses within credit risk modeling
  • Identify the best methods to include ESG in credit risk models
  • Establish the most effective methodology to develop and manage AI and ML models employing relevant data
  • COVID-19 is taking a toll on banking systems: Increasing vigilance of governments
  • Impact of intensifying inflationary pressures on credit risk management
  • How is changing customer behavior pressuring banks to rethink the cost, efficiency, and sustainability of their risk-management models and processes?
  • How does the rise of digital payments impact credit risk management?
  • Upgrading Basel III to Basel IV: Will it force banks to rethink their capital allocation strategies?
  • How to eliminate potential cyber and ethical risks of AI and Machine Learning models?
  • Importance of understanding counterparty credit risk and real-time risk monitoring solutions
  • Vulnerability of banks to climate-related credit risk
  • Future challenges for credit risk management

Key Issues for
Operational Risk

  • The impacts of the current economic conditions on Operational Risk
  • Complexities of enhanced due diligence in fintech/digital assets space tackled via the 5w story-telling principle
  • Navigating the Digital Landscape: An Overview of Cyber Risks and Technology Resilience Strategies
  • Developing measurement techniques to ensure alignment of risk culture and organizational culture
  • Climate change: quantification of operational risk losses and reputational damage
  • Operational risk in the digital age: Getting ready for the benefits and difficulties brought on by the banking industry’s digital transformation
  • Implementing sophisticated third-party risk management processes to mitigate outsourcing risks
  • Staying up-to-date with the latest regulatory changes and their impact on operational risk management
  • How to leverage data analytics to gain insights, predict potential risks, and optimize risk management strategies?
  • Cybersecurity and OpRisk: Incorporating cybersecurity into operational risk frameworks
  • ESG risk integration: Addressing ESG concerns in operational risk frameworks

Who should attend

CROs, CEOs, CFOs, COOs, VPs, MDs, Global Heads, Directors, Department Heads, and International Managers from the banking industry involved in the following areas:

– Credit Risk – Trading Credit Risk – Credit Risk Control – Credit Risk Models – Credit Risk Analytics – Credit Risk Systems – Credit Risk Review – Credit Risk Validation- Credit Risk Monitoring – Credit Risk Management- Counterparty Credit Risk Methodology – Risk Appetite Framework and Model – Capital Management – Stress Testing – Portfolio Models – Regulatory Strategy – IFRS 9 Regulation – AIRB Modelling – Credit Analysis – Credit Model Strategy – Credit Officer – Credit Research – Financial Counterparty Risk – Framework and Model – Funds Transfer – Model Risk – Model Validation – Portfolio Strategy – Risk Compliance – Risk Cost Management – Risk Modelling – Risk Validation – Methodologies – Operational Risk – OpRisk Management – Reputation Risk – Risk Reporting – Third Party Risk – Behaviour Risk – Compliance – Conduct Risk – Cyber Risk – Enterprise Risk – Financial Crime – Fraud – Governance – IT Risk – Non-Financial Risk 

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