Conference
Agenda
DAY 1
Tuesday 26th November 2024
Credit Risk
08:55
Opening Words from a Chairperson
09:00
Topic to be Added
Alexander Subbotin
Head of Risk Models
Nordea, Denmark
09:40 Navigating the Landscape of Credit Risk Modelling: Embracing Basel IV and IRB Evolution"
- Rethinking IRB: A Core Driver or a Result of Advanced Data Analytics?
- Unveiling the Role of Internal Credit Risk Models in the Era of Basel IV Implementation.
- Balancing Benefits and Regulatory Hurdles: Advancing Credit Risk Modelling to Meet IRB Standards
- Harmonizing Technological Progress with Regulatory Demands: A Duet for Credit Risk Modelling in the IRB Framework
Eleni Shqevi
Executive Director
Morgan Stanley, UK
10:10
Break Time and Networking Session
10:40
Model Risk Management
Jens Jakob Baltzer Rasmussen
EVP – Head of Model Risk Management
Rabobank, Netherlands
11:20 : Credit risk strategy or culture – which comes first?
One of the most complicated and hard to measure topics is risk culture. Recent example of Credit Suisse and many other similar cases show that it is not enough with tactical and strategic level leadership, it is also important to nurture prudent and right risk culture. What that includes from me 20 plus years of experience as the most rotated risk manager in the Baltic countries, I will cover in the presentation.
- Importance of culture
- What defines the right culture
- What sort of leadership risk field needs
- Probable signs of bad risk culture
- Practical examples of the right culture being
implemented
Karlis Danevics
CRO, Member of the Management Board
SEB, Latvia
12:00
Lunch Break
13:00: Supervisory expectations to banks’ stress testing approaches
Christoffer Kok
Head of Division, Stress Test Experts
European Central Bank, Germany
13:40 :Navigating Credit Risk Amid Global Uncertainty: Strategies for Early Warning Signals
- Identifying emerging risk trends: Uncovering new vulnerabilities and unforeseen sector/country Impacts amid market volatility, geopolitical unrest, and energy crises
- Proactive preparedness measures: Implementing automated processes, cultivating dynamic Capabilities, and embracing digital transformation to stay ahead
- Strengthening Resilience: Building robust risk management frameworks to mitigate the effects of uncertainty on credit exposures
Stefano Chiarlone
CFO
UniCredit International Bank, Italy
14:20
Break Time and Networking Session
14:50 : Panel Discussion: Navigating Credit Risk in High-Inflation Environments: A Focus on Challenges and Strategies for Enhanced Risk Management
15:30
Closing words, end of the day 1
DAY 2
Wednesday 27th November 2024
Credit Risk
08:55
Conference Re-opening
9:00 : Adapting Credit Risk Management Approaches in Turbulent Economic Times
- Generating a spectrum of scenarios for swiftly analysing potential results in detail
- Reviewing and adjusting risk limits and triggers to adapt to business cycle Fluctuations
- Addressing challenges including escalating interest rates, high inflation, shifting Consumer financial profiles, diminished consumer confidence, and geopolitical considerations
Nadia Bouzebra
Head of Model Risk Management
Close Brothers, UK
9:40 : Credit Risk Management: Principles and Practices, Tools and Techniques
- Understanding Credit Risk Dynamics: Exploring the fundamental principles underlying effective risk management in banking
- Leveraging advanced tools and techniques: Harnessing data analytics, Machine learning, and AI for enhanced credit risk assessment and mitigation
- Implementing Best Practices: Examining strategies for proactive risk identification, measurement, and monitoring in banking operations
- Adapting to Evolving Regulatory Landscape: Navigating compliance requirements and integrating regulatory frameworks into credit risk management strategies
Aymeric Chauve
Director – Financial Institutions Credit Risk
Europe
Société Générale, France
10:10
Break Time and Networking Session
10:40 : Machine Learning & AI in Credit Risk: Evolving Model Risk Environment
- Impact of ML & AI on Credit Risk: Transformative effects on modeling & management
- Regulatory Navigation: addressing compliance challenges in advanced modeling adoption
- Enhanced Validation Practices: Innovative approaches for ML & AI model validation
- Managing Model Uncertainty: Strategies for mitigating risks in complex models
Grzegorz Kamzol
Senior Expert Credit Risk Model Developer/ Data Science/Machine Learning Manager
ING, Poland
11:20: IRB: To Be and Develop or Not Anymore? Regulatory Environment and Outlook for Credit Risk Modeling in the Context of Basel IV Implementation
- Is IRB permission still a genuine motivation or merely a byproduct of advanced internal data and risk analytics capabilities?
- The evolving relevance and significance of internal credit risk models within the framework of Basel IV implementation.
- What are the primary benefits and increasing regulatory constraints needed to be eliminated while advancing the credit risk modeling domain towards IRB level requirements?
- Can technological advancements in data and modeling activities proceed concurrently with the rising regulatory demands of the IRB framework?
Darius Grinvaldas
Head of Risk Analytics
Luminor Group, Lithuania
12:00
Lunch Break
13:00: Credit Risk Management in Asset Finance: Driving Impact Across Emerging Markets
- Innovative finance for essential assets: role of asset finance in emerging markets
- Serving underserved: providing credit to low-income borrowers
- Risk management challenges: addressing operational risks in asset finance
- Ensuring financial sustainability: mitigating risks for long-term viability
- Scaling impact: strategies for impactful credit risk management in emerging regions
13:40: Utilizing Stress testing and scenario analysis on credit risk limit setting and early warning setup
- Develop best practices to incorporate macroeconomic factors into stress testing and limit setting
- Usage of simulative methods for credit risk limit setting
- Simulate tail risks to complement the stress testing approach
- Utilizing stress testing and scenario analysis on capital budgeting for limits
Markus Kantor
Risk Management Area Lead
OP Financial Group, Finland
14:00
Break Time and Networking Session
14:50: Panel Discussion: Navigating Credit Risk in Europe Amidst Geopolitical Uncertainty: The Impact of the Russia-Ukraine Conflict on Risk Management Strategies
15:30
Closing words, end of the day 2
DAY 3
Thursday 28th November 2024
Operational Risk
8:55
Opening Words from a Chairperson
9:00 Denoising ESG factors: evaluating the Accuracy of ESG Scoring
- Examining the Presence of Redundancy and Bias in ESG Scoring Systems
- Assessing the Influence of Missing Data on ESG Scoring
- Exploring Strategies for Data Imputation in ESG Scoring Systems
Sergio Caprioli
Internal Validation Pillar 2 models
Intesa Sanpaolo, Italy
Jacopo Foschi
Operational Risks Internal Systems
and ICAAP Validation Internal
Validation
Intesa Sanpaolo, Italy
9:40 Unlocking the Future: Harnessing Predictive Risk Analytics, Machine Learning, and AI in Operational Risk Management
- Leveraging Predictive Risk Analytics: Exploring the potential of predictive models to anticipate and mitigate operational risks
- Embracing Machine Learning: Harnessing ML algorithms to enhance risk detection and response in operational settings
- Advancing with AI: Maximizing the potential of artificial intelligence to drive efficiency and effectiveness in operational risk management processes
Speaker:
10:10
Break Time and Networking Session
10:40 Building a Healthy Risk Culture: Practical Steps for Operational Risk Management
- Leadership Commitment: Cultivating risk awareness and accountability from the top
- Employee Engagement: Empowering staff through training and communication
- Risk Integration: Embedding risk considerations in decision-making processes
- Continuous Evaluation: Implementing regular assessments for improvement
Margaret Thuo
Director Audit- Group Conduct, Compliance
and Financial Crime Risk
Standard Chartered Bank, UK
11:20 Securing Trust: Mitigating Internal Fraud Risks in a Hybrid Work Setting
- Understanding the unique challenges of internal fraud in a hybrid work environment
- Implementing robust controls and monitoring mechanisms to detect suspicious activities
- Fostering a culture of transparency and accountability across remote and On-site teams
- Leveraging technology solutions for enhanced fraud prevention and detection
Jan Wittlin
Operational and Resilience Risk
Senior Manager Europe
HSBC, Poland
Speaker:
12:00
Lunch Break
13:00
Yuri Broodman
Chief Compliance Officer
SEB, Luxemburg
13:30 Fostering Long-Term Operational Resilience: Strategies for Comprehensive Risk Management
- Expanding Risk Scope: Including service providers, vendors, and investment partners in risk management practices Leveraging internal loss Data
- Analysis: Assessing and mitigating risks through In-Depth analysis Building Collaborative
- Relationships: Emphasizing relationship building for effective risk identification and mitigation
Speaker:
14:20
Break Time and Networking Session
14:20
14:50 Panel Discussion: Embracing the
Digital Frontier: Navigating Cybersecurity
Challenges in the Era of Remote and
Hybrid Work Environments – A Fireside
Chat on Proactive Strategies, Cloud
Computing Integration, and Optimal
Resource Allocation in the Face of Evolving
Cyber Threats
15:30 Closing words, end of the day 3
DAY 4
Friday 29th November 2024
Operational Risk
8:55
Opening Words from a Chairperson
9:00 Ethical Risk Management of AI Systems
Joris Krijger
AI and Ethics Officer
De Volksbank, Nedherlands
9:40 Embracing Automation and Advanced Technologies in Operational Risk Management: Navigating the Pros and Cons
- Delving into the role of automation and advanced technologies in operational risk management
- Examining the advantages and drawbacks associated with technology adoption
- Exploring the potential for technology to enhance holistic risk coverage across the firm
Speaker:
10:10
Break Time and Networking Session
10:40 Adapting to the Evolution of Model Risk Management (MRM): Achieving Transformation and Capability Enhancement
- MRM governance framework: background and cooperative approach model;
- Challenges and MRM awareness within financial institutions;
- The impact Artificial Intelligence on MRM practices;
- Enhancing the stream of Validation cycle
Riccardo Volpato
Group Head of Model Risk Identification
and Inventory
Intesa Sanpaolo, Italy
11:20 Navigating Cyber Risks and Bank Frauds: Operational Risk Management Challenges
- Understanding Emerging Cyber Threats
- Strengthening Security Protocols
- Enhancing Fraud Detection with Technology
- Promoting Awareness and Collaboration
Speaker:
12:00
Lunch Break
13:00 Exploring Data, Technology, and Generative AI: A Panel Discussion
- Understanding legacy technology: Priorities and future prospects
- Organizational Investment Trends: Where companies are putting their resources
- Unlocking Value: Enhancing decision-making through data and analytics (Predictive Modelling, Risk Management)
- Navigating Generative AI: implementing safeguards and oversight
13:40 Managing Cyber Risks and Bank Frauds Amid Extreme Sanctions: Operational Risk Challenges
- Understanding evolving cyber threats and fraudulent activities
- Anticipating Long-Term impacts and unintended consequences of extreme sanctions
- Strengthening resilience and adaptation in operational risk management
Speaker:
14:20
Break Time and Networking Session
14:50 Panel Discussion: Debating Climate Risk Management: Exploring Ownership Perspectives, Regulatory Expectations, and Scenario Analysis Implementation within Operational Risk Functions
15:30
Closing words, end of the event
Contact us
Sponsorship
Leo Collin, T: +420 775 367 435, E: leo.collin@pulsecore-events.com
Content
Anna Marenko, T: +420 775 367 435, E: anna.marenko@pulsecore-events.com
PulseCore Events
- www.pulsecore-events.com