Financial Risk & Regulation Summit

7TH ANNUAL LAUNCH SPECIAL £999* Valid until RISK EMEA 2018 9 February FINANCIAL RISK & REGULATION SUMMIT TOPICS TO BE ADDRESSED IN 2018 24-25 APRIL, 2018 | CITY OF LONDON KEYNOTE SESSIONS Regulation and Fragmentation | Liquidity | Geopolitical climate and Brexit

UDO MILKAU JEFF SIMMONS ED JENKINS JON HUGHES PRE EVENT MASTERCLASS – APRIL 23 Chief Digital Officer, MD, Head of ERM Global Head of Wholesale Global Head of Operational SUE KEAN Bank of Tokyo Credit & Market Risk Risk Management Group CRO Transaction Banking Old Mutual DZ Bank Mitsubishi UFJ HSBC Goldman Sachs Blockchain Bootcamp: Application in the financial industry SIMON GADD PHILIP BEST JAMES COULSON RORY CONWAY ADRIAN BURBANKS Group CRO Wealth CRO Chief Compliance Officer Chief Compliance Officer Deputy Chief Executive Officer

Agricultural Bank of China

Legal & General Barclays Wealth and EMEA and UK EMEA Led by Citi, Commerzbank, ING and Barclays (UK) Ltd Investment Management Credit Suisse MetLife

CPD Accreditation: Co-sponsors:

1 #RiskEMEA www.risk-emea.com | [email protected] | +44 (0) 20 7164 6582 7TH ANNUAL RISK EMEA: RISK & REGULATION | 24-25 APRIL 2018 | LONDON

WHAT’S NEW FOR 2018:

NEW AND IMPROVED - 3 STREAMS ACROSS 2 DAYS!

KEYNOTE & PLENARY SESSIONS NEW CRO LINE UP AND KEYNOTE SESSIONS! • C-Suite professionals from Legal & General, HSBC and Agricultural Bank of China • C-Suite line up from Barclays Wealth and Investment management, Aegon Bank, (UK) Ltd discuss geopolitical risks including Brexit and Credit Suisse on the impact of regulation and fragmentation • Keynote address from the CRO of UBS on liquidity risk management • Keynote address from the CRO, Commercial Banking at Lloyds Banking Group – topic to be announced!

INNOVATION IN RISK MANAGEMENT STRATEGIC BALANCE SHEET MANAGEMENT CREDIT RISK • New dedicated stream focused on innovation across • New dedicated stream discussing a broad range of • Credit risk stream returns for 2018 with an updated the industry and the future of risk management across strategic balance sheet management challenges on the senior speaker line up two days. horizon, running across both days • Key topics include: IRRBB, IFRS 9, IRB models, Brexit, • Join a senior line up to review technological advances • Hear from Heads of Departments and industry experts SA-CCR and much more across the industry including those from HSBC, RBS, Credit Suisse, • Hear from credit risk experts from; Lloyds Banking UniCredit, BNP Paribas, Mizuho International and more. • Presentations and panel discussions assessing Group, Deutsche Bank, Bank of America Merrill Lynch, innovation in risk management including; New entrants • Key topics include: Regulatory requirements, TLAC and Erste Bank, BNY Mellon, Bank of Ireland and many to the market, strategic business models, cyber security MREL, recovery and resolution planning, NSFR, TRIM, more defences, FinTech, blockchain, AI and cloud stress testing and more.

NEW FOR 2018: PRE-EVENT MASTERCLASS APRIL 23 BLOCKCHAIN BOOTCAMP: APPLICATION IN THE FINANCIAL INDUSTRY 2018 features a new Blockchain Bootcamp to deliver an introduction and practical case studies from industry thought leaders on the leading topic in innovation. Ruth Wandhofer, MD, Global Head of Regulatory and Market Strategy at Citi is joined by; CEO, Co-Head of Blockchain/DLT Lab, Main Incubator GmbH, Commerzbank, Head of Wholesale Banking, Blockchain, ING and Investment Bank CTO Office, Barclays. Over the course of time, the industry is likely to be transformed as a consequence of putting this foundational technology into production. The one day course supports and further expands upon critical elements of the future of cryptocurrencies and their impact on the industry as discussed in the main Risk EMEA agenda.

2 #RiskEMEA www.risk-emea.com | [email protected] | +44 (0) 20 7164 6582 2 7TH ANNUAL RISK EMEA: RISK & REGULATION | 24-25 APRIL 2018 | LONDON KEYNOTE SPEAKER FACULTY

Philip Best Adrian Burbanks Simon Gadd Ebbe Negenman Ian Roberts James Coulson Chief Risk Officer Deputy Chief Executive Group Chief Risk Chief Risk Officer, Chief Credit Officer Chief Compliance Barclays Wealth Officer, Agricultural Officer Aegon Bank Royal Bank of Scotland Officer, EMEA and UK and Investment Bank of China (UK) Ltd Legal & General Dr. Ebbe Negenman is a Ian has undertaken Credit Suisse Management Adrian is Deputy CEO and Simon Gadd was appointed CRO member of the executive board and a variety of roles including branch Philip has worked in the financial SM4 at Agricultural Bank of China, UK, of L&G Group in January 2013. As CRO of Aegon Bank in The Hague banking, credit, training department, James Coulson joined Credit Suisse markets since 1985 and has held Limited, with specific responsibilities Group CRO he heads risk oversight (The Netherlands). He is responsible front line relationship management as Chief Compliance Officer UK & a number of positions in risk for Risk and Compliance. He was for all risk types within L&G risk for the risk and compliancy functions and 13 years in the restructuring EMEA in March 2015 and is now the Chief Compliance Officer for Credit management. Prior to joining formerly CRO at the National Bank of framework. Simon has led several of the bank. Previously he fulfilled the division in the UK and Asia before Suisse International and Credit Suisse Barclays he was CRO for Columbia Abu Dhabi, London Branch and has different businesses within the Legal position of head of Regulatory Risk being appointed Head of Institutional Securities Europe Limited. Prior Threadneedle. Philip published one of held senior risk management positions & General group, including the Retail at ABN AMRO Bank and held senior Credit. to joining Credit Suisse, he held a the first books on VAR: Implementing at UBS and Merrill Lynch. Protection business, Group Protection management positions at various Ian will be joining a panel discussion succession of roles over 18 years at Value at Risk, Wiley, 1998. Adrian will be giving insights on the business and as MD of Annuities from places within ING Group. to discuss the implications of Brexit on Société Générale in London. 2006 - 2012. Philip will be participating on a keynote panel discussion on the Ebbe will be participating on a credit risk James will be joining the keynote keynote panel discussion on the geopolitical climate and impacts post Simon will be giving insights on the keynote panel discussion surrounding panel discussion on the cumulative cumulative impact of regulation and Brexit. keynote panel discussion on the the cumulative impact of regulation impact of regulation and managing managing regional fragmentation. geopolitical climate and impacts post and managing regional fragmentation. Sue Kean regional fragmentation. Brexit. Group Chief Risk Officer Old Mutual Rory Conway Richard Blackburn Chief Compliance Nasreen Kasenally Sue is responsible for the oversight of Jon Hughes Chief Risk Officer, Chief Risk Officer Asset Global Head of Officer, EMEA Udo Milkau all risks across the Group, including GBM Chief Digital Officer, Management, Group Operational Risk MetLife the management of key regulatory HSBC Transaction Banking Chief Risk Officer EMEA relationships and maintenance of the Management Rory Conway is the Chief Richard Blackburn re-joined HSBC DZ Bank UBS governance framework to streamline Goldman Sachs Compliance Officer for MetLife’s EMEA as Chief Risk Officer, Global Banking Dr. Udo Milkau is Chief Digital Officer, Nasreen is responsible for the decision making processes for the Jon is an experienced Operational operations. Rory assumed this role in & Markets in February 2016 from Transaction Banking of DZ Bank. The independently monitoring and Board and Executive. Risk professional with a demonstrated January 2016 and also serves as Chief GE Capital where he had been primary focus of his responsibility measuring Credit, Market, Liquidity, history of working in the financial Compliance Officer for the MetLife Sue will be participating in a keynote International Treasurer covering is the ‘digital transformation’ of Compliance and Operational risks. services industry. Skilled in Risk European Union Holding Company. panel discussion on the cumulative Europe, Asia-Pacific and the Middle- DZ Bank’s transaction banking. She is a member of the UBS Asset Management, Banking, Pension Prior to his current role in EMEA, Rory impact of regulation and managing East. He is chairman of the European Management Executive Committee Schemes, Hedge Funds, and was Head of Compliance for Metlife regional fragmentation. Association of Co-operative Banks and the UBS Group Risk Executive Investment Banking. Richard will be joining the keynote Western & Central Europe. (EACB). Previously he held different Committee. panel discussion on the geopolitical Jon will be delivering a presentation Rory will be delivering a presentation management positions in consulting climate and impacts post Brexit. Nasreen will be delivering a keynote Ed Jenkins on a quantative approach to on increasing data requirements to firms for more than a decade. address on liquidity risk management. Global Head of operational risk management support technology innovation and Udo will be delivering a presentation Wholesale Credit and regulatory initiatives. Market Risk Jeff Simmons on regulation of financial institutions MD, Head of and new entrants. Andrew Edwards HSBC Enterprise Risk Chief Risk Officer, Ed Jenkins is the Global Head of Management Commercial Banking Wholesale Credit and Market Risk Bank of Tokyo- Lloyds Banking Group HSBC having previously been the Mitsubishi UFJ Andrew has deep expertise in CRO of Global Banking and Markets Jeff’s responsibilities include the portfolio management, treasury (GB&M). He joined HSBC in 2008 development of a Regional Risk and risk and in leading and building as the Chief Accounting Officer of Appetite Framework, the creation of large multi-disciplinary global teams. GB&M. an Integrated Stress Testing process Prior to joining the group, Andrew Ed will be discussing climate change and the standardisation of the risk spent ten years at Barclays in a exposure to credit portfolios and the governance framework across the number of positions across portfolio FSB taskforce mandate. EMEA region. management, risk and treasury. Jeff will be delivering insight on aligning Andrew has multiple expertise and will stress testing with BAU practices and be delivering a keynote address. recovery and resolution planning.

3 #RiskEMEA www.risk-emea.com | [email protected] | +44 (0) 20 7164 6582 3 7TH ANNUAL RISK EMEA: RISK & REGULATION | 24-25 APRIL 2018 | LONDON SPEAKERS AT RISK EMEA 2018

KEYNOTE SESSIONS Philip Best James Coulson Nasreen Kasenally Wealth Chief Risk Officer Chief Compliance Officer, EMEA and UK Chief Risk Officer Asset Management, Barclays Wealth and Investment Management Credit Suisse Group Chief Risk Officer EMEA UBS Richard Blackburn Andrew Edwards Chief Risk Officer Chief Risk Officer, Commercial Banking Ebbe Negenman GBM, HSBC Lloyds Banking Group Chief Risk Officer Aegon Bank Adrian Burbanks Simon Gadd Deputy Chief Executive Officer Group Chief Risk Officer Sue Kean Agricultural Bank of China Legal & General Group Chief Risk Officer Old Mutual

INNOVATION IN RISK MANAGEMENT STRATEGIC BALANCE SHEET MANAGEMENT CREDIT RISK Dan Chalmers, Head of Technology, Change and 3rd Party Risk Rajiv Arora, Head of Regulatory Change, Mizuho International Ian Roberts, Chief Credit Officer, RBS Standard Life Alessandro Barchietto, Head of Capital Planning and Allocation, Fernando Blauzwirn, Director, Deputy Regional Head EMEA Wealth Rory Conway, Chief Compliance Officer, EMEA, MetLife UniCredit Management, Business Aligned Risk Management, Deutsche Bank Pauline Cowan, Innovation Programme Lead, RBS Richard Boyns, Head of Capital Management, HSBC Assad Bouayoun, Director, XVA Senior Quant, Scotiabank Philip Garner, Head of Group Strategy, Lloyds Banking Group Steve Byron, Risk Director, Capital, Risk Appetite & Regulatory Christian Dusterberg, IFRS 9 Senior Advisor, Erste Group Projects, Lloyds Banking Group Mariana Gómez de la Villa, Head of Wholesale Banking Blockchain, Phil Headley, Head of Regulatory Reporting, Finance, ING Sebastien Geroult, Head of Stress Testing Execution – Non Credit, Mizuho International plc RBS Jacqueline Johnson, Head of IT Security, Nordea Bank Stephen Hender, Head of Credit Risk Platforms, Deutsche Bank Thomas Groen, Head of Capital Risk, Barclays Alexander Knothe, Director, European Head Non-bank FI/ Fintech, Michalis Ioannides, Head of Credit and Market Risk Europe, Deutsche Bank Amit Kalyanaraman, Head of Liquidity Risk (UK), Credit Suisse Canada Life Udo Milkau, Chief Digital Officer, Transaction Banking, DZ Bank Phil Pearce, Managing Director, Hybrid Capital and liability Ed Jenkins, Global Head of Wholesale Credit and Market Risk, HSBC Management, Natwest Markets Nassos Oikonomopoulos, Head of Technology Controls – Regional Catherine Kean, Head of Bank and Country Risk, Bank of Ireland Operating Model and Europe, HSBC Gilles Renaudiere, Director, Capital Products, BNP Paribas Lucia McMonagle, Managing Director, Regional Head of Credit Risk Andrew Reilly, Head of Strategic Risks, Royal Bank of Scotland Tony Roberts, Head of Group Leverage Management, Deutsche (EMEA), BNY Mellon Bank Nicole Sandler, Lead Innovation Council, Barclays Fabio Perate, Head of Section/Joint Supervisory Team Coordinator, Jeff Simmons, Head of Enterprise Risk Management, Bank of Tokyo European Central Bank Ville Sointu, Head of DLT and Blockchain, Nordea Mitsubishi UFJ Chia Chiang Tan, Director, Counterparty Model Risk Management, Michael Spitz, CEO, Main Incubator GmbH, Co Head of Blockchain/ Etienne Varloot, Head of Global Markets Regulatory Strategy & Bank of America Merrill Lynch DLT Lab, Commerzbank AG Quant Research, Natixis Erdem Ultanir, Quantitative Credit Risk Analytics Lead, Barclays Kasper Sylvest, Head of Financial Market Infrastructures, Danske Frederic Zana, Head of Capital Steering, Credit Agricole Bank Tim Wickens, Global Head of Funds Credit, Standard Chartered Bank Peter Quell, Head of Portfolio Analytics for Market Risk and Credit Kaivalya Vishnu, Director, Risk & Treasury Technology, Bank of Risk, DZ Bank America Merrill Lynch More details on the speakers at: Hanna Sarraf, Head of Risk Strategy, Bank of Ireland Robert White, Director Payments Industry Oversight, Santander UK www.cefpro.com/re/speakers Harshal Talati, Head of Market Risk Reporting, Royal Bank of Scotland

4 #RiskEMEA www.risk-emea.com | [email protected] | +44 (0) 20 7164 6582 4 7TH ANNUAL RISK EMEA: RISK & REGULATION | 24-25 APRIL 2018 | LONDON PRE-EVENT MASTERCLASS

PRE EVENT MASTERCLASS – FULL DAY 23 APRIL 2018 BLOCKCHAIN BOOTCAMP: APPLICATION IN THE FINANCIAL INDUSTRY Limited seats available. Due to the interactive nature of the event, seats are limited; reserve your seat early to avoid disappointment.

Over the course of time, the industry is likely to Gain insight on how blockchain works, what Registration and breakfast for the masterclass will be transformed as a consequence of putting this cryptocurrencies are, and how underlying technology of open at 8am, before the first session begins at 9am. foundational technology into production. The one distributed ledgers can be deployed in other areas of Throughout the day, breakfast, refreshment breaks and day course supports and further expands upon critical the financial system and infrastructure. Hear first-hand lunch will be served, allowing for adequate networking elements of the future of cryptocurrencies and their examples and case studies to gain a broad overview opportunities to reflect on the day’s discussion – the class impact on the industry as discussed in the main Risk covering both the basics and in-depth work in practice. will conclude at 5pm. EMEA agenda.

OVERVIEW OF THE DAY ABOUT THE MASTERCLASS LEADER Ruth Wandhöfer, Managing Director/Global Head of Regulatory & Market Strategy, Citi • Introduction to Blockchain and the first use Ruth Wandhöfer is a regulatory expert in the field of banking and one of the foremost authorities on transaction banking case Bitcoin regulatory matters. Ruth’s key responsibilities include driving regulatory and industry dialogue and developing product and market strategy in • Development of the cryptocurrency market line with the evolving regulatory and innovation landscape. and implications for regulated businesses GUEST SPEAKERS • AML/KYC and the Blockchain: how technology Michael Spitz, CEO, Main Incubator GmbH, Co Head of Blockchain/DLT Lab, Commerzbank AG can increase the success rate of compliance Michael F. Spitz has 20 years’ experience in the Corporate & Institutional Banking domain. He has worked across a range of industry sectors in Western and Eastern Europe, North America and Asia. Michael is Co-Head of Commerzbank’s Blockchain Lab team. • Risk management in the cryptocurrency space

Mariana Gomez de la Villa, Head of Wholesale Banking Blockchain, ING • Distributed Ledger Technology application Mariana has overall responsibility for driving research, development and deployment of Distributed Ledger in the financial industry: presentation of case Technology as well as capitalizing on its potential in order to unlock mass-scale value. studies

Dr. Lee Braine, Investment Bank CTO Office, Barclays Lee’s current focus is distributed ledgers, blockchain and smart contracts. He represents Barclays Investment Bank on For more information on the Masterclass visit: several distributed ledger consortia and is the co-author of academic papers on smart contracts. www.cefpro.com/re/masterclass

08:00 MORNING REGISTRATION AND COFFEE

08:50 CHAIR’S OPENING REMARKS

KEYNOTE PANEL DISCUSSION KEYNOTE ADDRESS

09:00 The cumulative impact of regulation and managing regional fragmentation 09:45 Addressing the challenges and pitfalls of Liquidity Risk Management • Moving away from global harmony • Regulatory landscape – current and future • Considering rules in jurisdictions and restrictions on specific regions • Liquidity measurement – challenges • The price of compliance • Managing fund liquidity from an asset and liability perspective • Viability of business models with excessive restrictions • Liquidity stress testing and scenario analysis Philip Best, Wealth Chief Risk Officer, Barclays Wealth and Investment management Nasreen Kasenally, Chief Risk Officer Asset Management, Group Chief Risk Officer EMEA, UBS Ebbe Negenman, Chief Risk Officer, Aegon Bank James Coulson, Chief Compliance Officer, UK and EMEA,Credit Suisse Sue Kean, Group Chief Risk Officer, Old Mutual

10:20 MORNING REFRESHMENT BREAK AND NETWORKING STREAM ONE STREAM TWO STREAM THREE INNOVATION IN RISK MANAGEMENT STRATEGIC BALANCE SHEET MANAGEMENT CREDIT RISK

10:50 Regulation of financial institutions and new entrants DOUBLE SESSION 10:50 Reviewing the shifting focus within credit risk and the to the market to create a level playing field 10:50 Managing balance sheet and regulatory requirements impact of new trends and regulation • Regulating transactions and technology over entity or across entities and jurisdictions • Overview of new trends and regulations impacting institution • Global capital rules wholesale credit – EMIR, MIFID, IFRS 9 AnaCredit Basel 4 • Integrating systems for regulatory reporting and compliance • Liquidity and funding requirements • Initial margin model spread to all banks • Importance of single customer view • Determining balance sheet size on entity and subsidiary basis • Impact of Central Clearing on credit risk management • Understanding new risks to ensure sustainability and stability • Ringfencing capital in jurisdictions • Illusion of safety of metrics delivering 0% risk Udo Milkau, Chief Digital Officer, Transaction Banking,DZ Bank • Balancing cost of capital, availability and rules • Managing priorities and developing synergies Richard Boyns, Head of Capital Management, HSBC Catherine Kean, Head of Bank Country Risk, Bank of Ireland

11:25 Analytics, Automation & Governance: An integrated DOUBLE SESSION CONTINUED 11:25 Maximising portfolio profitability in a low yield approach to build next generation infrastructure for risk 11:25 Managing balance sheet and regulatory requirements environment and the potential impact of increased defaults management across entities and jurisdictions • Returns justifying risk • Integrating into legacy systems • Global liquidity rules • Maximising portfolio and minimising risk • Standardisation of systems and business logic • Trapped liquidity and binding constraints • Interest rate increase and impact on borrowers on variable • Investing to improve practices • Forecasting challenges rate loans • Unstructured to structured data • Governance models • Link to macroeconomic situations • Bringing areas together not traditionally aligned for a • Impact on profit with higher losses in credit portfolio broader picture • Impact and outlook • Data availability, processing power and integration Amit Kalyanaraman, Head of Liquidity Risk (UK), Credit Suisse • Systems and governance Kaivalya Vishnu, Director – Risk & Treasury Technology, Bank of America Merrill Lynch

STREAM ONE STREAM TWO STREAM THREE INNOVATION IN RISK MANAGEMENT STRATEGIC BALANCE SHEET MANAGEMENT CREDIT RISK

PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION 12:00 The future of banking with increased innovation and 12:00 Incorporating recovery and resolution planning into 12:00 Reviewing the impact of financial crime on credit risk technological advances and the price of keeping up a broader framework to identify and manage liquidity and to protect investment • New entrants to the market capital events • Jeopardising the health of sensibility • Sustainability of business models • Governance to run internally • Impact of losses to SMEs • Capabilities to implement new technology • Link to ILAP and ICAP • Awareness on a corporate level of credit impacts • Maintaining risk teams and level of diligence • End to end handling of liquidity and capital • Assessing, monitoring and valuing the risk • Harnessing trust of larger institutions legacy as competitive • Crisis management • Understanding balance sheet of clients and potential loss advantage • Linking day to day operations and mind-set of crisis • Ensuring clients are protected before issuing loan • Controls for emerging risk • How a stress test framework works and feeding into recovery • Compliance to avoid regulatory fines Philip Garner, Head of Group Strategy, Lloyds Banking Group and resolution planning Fernando Blauzwirn, Director, Deputy Regional Head EMEA • Consolidating subsidiaries in a crisis Nassos Oikonomopoulos, Head of Technology Controls – Wealth Management, Business Aligned Risk Management, • Incorporating TLAC and MREL Regional Operating Model and Europe, HSBC Deutsche Bank Frederic Zana, Head of Capital Steering, Credit Agricole Udo Milkau, Chief Digital Officer, Transaction Banking,DZ Bank Jeff Simmons, Head of Enterprise Risk Management, Bank of Tokyo-Mitsubishi UFJ Tony Roberts, Head of group Leverage Management, Deutsche Bank Phil Pearce, MD, Hybrid Capital & Liability Management, NatWest Markets

12:45 LUNCH BREAK AND NETWORKING

13:45 Increasing data requirements to support technology DOUBLE SESSION 13:45 Techniques to calculate future exposure to innovation and regulatory initiatives 13:45 Integrating TLAC and MREL into capital and funding counterparty credit risk • Regulations for GDPR and BCBS 239 plan • Merging quantitative and qualitative • EBA paper on big data • Leverage exposure and risk level exposure • Infrastructure capable of calculating capital • Managing data in a post-GDPR world • Implementing the standard internally and considering • Complications of distinct entities to calculate future • BCBS 239: Building compliant IT systems and increasing linkages exposure efficiency • Implementing into steering model • Technology and data • Storing and managing data • Harmonisation directive across Europe Chia Chiang Tan, Director, Counterparty Model Risk • Governance of data • Outstanding legal considerations Management, Bank of America Merrill Lynch Rory Conway, Chief Compliance Officer, EMEA,MetLife • Impact of Brexit • Institutionalising new category of debt: Senior non-preferred debt • Appetite from investors Tony Roberts, Head of group Leverage Management, Deutsche Bank

14:20 Preparing for PSD2 and understanding the impacts of DOUBLE SESSION CONTINUED 14:20 Impact of weakening loan terms on the corporate open banking and sharing data 14:20 Integrating TLAC and MREL into capital and funding loan market and managing uncertainty • Transactional data available from bank to FinTech but not plan • Changes in terms with increased money chasing vice versa • Leverage exposure and risk level exposure • Recovery rates in a downturn • Competitive advantage • Implementing the standard internally and considering • What would weakened loan terms mean for loan recovery • Impact on smaller banks linkages • Corporate funds for loans • Open transaction data • Implementing into steering model Fernando Blauzwirn, Director, Deputy Regional Head EMEA • Opportunities and limitations • Harmonisation directive across Europe Wealth Management, Business Aligned Risk Management, • Assisting competitors with identifying customer needs • Outstanding legal considerations Deutsche Bank Pauline Cowan, Innovation Programme Lead, Royal Bank of • Impact of Brexit Scotland • Institutionalising new category of debt: Senior non-preferred debt • Appetite from investors Gilles Renaudiere, Director, Capital Products, BNP Paribas 14:55 AFTERNOON REFRESHMENT BREAK AND NETWORKING

PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION 15:25 The future of payments: Reviewing advances in 15:25 Building a global vision of risk and reward and 15:25 Implications of Brexit on credit risk: Impact of the payment industry and staying ahead of technology aligning for a more integrated approach uncertain macroeconomic environment to credit portfolios advances • Banks siloed to risk and finance divisions • Impact on companies and financial standing • Impact of PSD 2 • Merging risk, capital and performance management • Consumer credit and individual default rates • Originating transactions on behalf of customers • Risk management of the future • Impact of worsening consumer credit • SWIFT customer security programme: implementing 16 • Analytics and digitalisation of the industry • Output growth worsening mandatory controls Sebastien Geroult, Head of Stress Testing Execution – Non Lucia McMonagle, MD, Regional Head of Credit Risk (EMEA), • Cross border payment traffic Credit, Royal Bank of Scotland Bank of New York Mellon • Fraudulent payment initiation from outside infrastructure Rory Conway, Chief Compliance Officer, EMEA, MetLife Stephen Hender, Head of Credit Risk Platforms, with increased mobile app transactions Amit Kalyanaraman, Head of Liquidity Risk (UK), Credit Suisse Deutsche Bank • Assisting competitors with identifying customer needs Ian Roberts, Chief Credit Officer, Royal Bank of Scotland Robert White, Director Payments Industry Oversight, Santander UK Kaivalya Vishnu, Director – Risk & Treasury Technology, Bank of America Merrill Lynch Kasper Sylvest, Head of Financial Market Infrastructures, Danske Bank

8 #RiskEMEA www.risk-emea.com | [email protected] | +44 (0) 20 7164 6582 8 7TH ANNUAL RISK EMEA: RISK & REGULATION | 24-25 APRIL 2018 | LONDON AGENDA | 24 APRIL | DAY 1 STREAM ONE STREAM TWO STREAM THREE INNOVATION IN RISK MANAGEMENT STRATEGIC BALANCE SHEET MANAGEMENT CREDIT RISK 16:10 Understanding uses and leveraging the opportunities 16:10 The quest for optimal balance sheet structures that 16:10 Reviewing guidance for IRRBB and impact on the available with Blockchain technology across risk can deliver sustainable profitability business management practices • Reforming capital requirements in banking: recent • ECB stress test review • Influences for KYC, Payments, Clearing, Data storage etc. developments and challenges ahead • Disclosure requirements • Disruptions to mainstream transactions • Understanding the evolving measures for calculating capital • Governance of requirements • Operational speed and efficiency constraints requirements • Impact of rate rises • Competing with faster and instant payments • Implementing Capital Allocation and Return on Capital • Unintended consequences post implementation • Incorporating into day to day activities across the enterprise frameworks that reflect economic reality Fabio Perate, Head of Section/Joint Supervisory Team Mariana Gómez de la Villa, Head of Wholesale Banking • Identifying optimal asset mixes that can deliver sustainable Coordinator, European Central Bank Blockchain, ING profitability while keeping a bank within risk appetite and all capacity constraints 16:45 Climate change exposure to credit portfolios: FSB 16:45 Understanding the potential use of cryptocurrencies in Hanna Sarraf, Head of Risk Strategy, Bank of Ireland taskforce mandate and impact on the industry banking and payment practices for effective implementation • Producing scenarios and stress testing impacts • Regulators view with limited focus or understanding 16:45 Aligning IFRS 9 and stress testing and incorporating • Financial stability: impact on loans for quick transactions • Developments across the industry loss numbers into internal stress tests • Governance application to risk types • Differences between cryptocurrencies and principle • Complications of parameters to IFRS 9 • Incorporating as part of strategy Ville Sointu, Head of DLT and Blockchain, Nordea • Consistency across companies • Risk management, metrics and targets • Generating figures and non-linear effects on capital stress Ed Jenkins, Global Head of Wholesale Credit and Market Risk testing HSBC • Economic effect of IFRS 9 on stress testing and capital • Stress test forecast based on new regime • IFRS 9 stress testing feeding into overall stress testing and ICAP

17:20 CHAIR’S CLOSING REMARKS 17:30 END OF DAY ONE AND DRINKS RECEPTION

08:15 MORNING REGISTRATION AND COFFEE

08:50 CHAIR’S OPENING REMARKS

KEYNOTE PANEL DISCUSSION KEYNOTE ADDRESS

09:00 Managing risk in an increasingly uncertain geopolitical • Process of licensing passported branches into third party 09:45 Keynote Address - TBC climate and impacts post Brexit branches Andrew Edwards, Chief Risk Officer, Commercial Banking, • US uncertainty: future of presidency and potential • Fragmentation across jurisdictions and competitive Lloyds Banking Group deregulation advantage • Practical challenges of contingency planning Simon Gadd, Group Chief Risk Officer, Legal & General • Future regulatory landscape: managing risk in EU or UK Adrian Burbanks, Deputy Chief Executive Officer, • Future model of risk management and clearing Agricultural Bank of China (UK) Ltd • Transposing EU law into UK law Richard Blackburn, Chief Risk Officer, GBM, HSBC

10:20 MORNING REFRESHMENT BREAK AND NETWORKING

STREAM ONE STREAM TWO STREAM THREE INNOVATION IN RISK MANAGEMENT STRATEGIC BALANCE SHEET MANAGEMENT CREDIT RISK

10:50 The emergence of challenger banks: Keeping ahead 10:50 Effective distribution of capital across an organisation 10:50 Calculating LGD and incorporating a standardised whilst balancing risk for increased balance sheet optimisation reporting structure • Open banking • Increasing returns • How repayments are captured • Smaller FinTechs emerging with use of AI and low operating • Upcoming multipliers and add on to current RWA and • Capturing recovery at the time they appear in balance costs leverage ratio • Data management/storage limitations • Generational preferences • Best composition of capital for having rating point of view • Reinterpretation of CRD IV • Unified approach • Monzo bank example • Optimal capital giving rating to business • Standardised LGD reporting • Value in data more readily available and manageable • Simulating risk appetite Michalis Ioannides, Head of Credit and Market Risk Europe, • Benchmarking view of business • Competition through technology Canada Life Frederic Zana, Head of Capital Steering, Credit Agricole 11:25 How banking models can capture and identify 11:25 Reviewing IFRS 9 post go-live: First impressions on technology into strategic business models 11:25 Reviewing the potential consequences of TRIM operations, imapcts and market views • What elements are threats and what are opportunities reviews on capital and balance sheet management • Implementation and 5 year operating plan • Where does technology fit • Capital on balance sheet • Managing variations in numbers and communicating to • Strategic thinking and evolution of banking • Higher numbers resulting in exiting certain businesses investors • Vision for banking in 10 years • Unintended impact on economic growth • Changing behaviour: using numbers and defining appetite • Bridging the gap from idea to real world application • Impact on capital ratios and solvency under stress • Monitoring loans from a credit perspective • Reaction to increased volatility Andrew Reilly, Head of Strategic Risks, Royal Bank of Scotland Alessandro Brachietto, Head of Capital Planning and • Predicting and reporting losses based on future events Allocation, UniCredit Christian Dusterberg, IFRS 9 Senior Advisor, Erste Group

10 #RiskEMEA www.risk-emea.com | [email protected] | +44 (0) 20 7164 6582 10 7TH ANNUAL RISK EMEA: RISK & REGULATION | 24-25 APRIL 2018 | LONDON AGENDA | 25 APRIL | DAY 2 STREAM ONE STREAM TWO STREAM THREE INNOVATION IN RISK MANAGEMENT STRATEGIC BALANCE SHEET MANAGEMENT CREDIT RISK PANEL DISCUSSION PANEL DISCUSSION PANEL DISCUSSION 12:00 Assessing the potential disruption or collaboration 12:00 Timelines and introduction of FRTB with uncertainty 12:00 IRB model repairs: Guidelines and definition of opportunities FinTech entrants can bring to traditional on implementation deadline and global disparities default and impact on estimates and risk parameters banking models • Implementation challenges • Aligning default for capital and impairment • Changing behaviour of the consumer • How will it be implemented across Europe • Change to EBA 90 day rule from 180 • FinTech giants as new entrants to the industry: Impact in • Understanding preparation for final calculations • Calibrating definition w ith IFRS 9 periods of low profitability • Setting up desk structure and back testing • Default thresholds translating to managing customers and • Enabling technology and info sec • Varying stakeholder’s views and interpretations calculating loss • Payment structure and leveraging technology • Fully adapting back end systems • Reconsidering collection and recovery practices • Enabling existing businesses Sebastien Geroult, Head of Stress Testing Execution - Non • Change to pricing and P&L measures Nicole Sandler, Lead Innovation Council, Barclays Credit, Royal Bank of Scotland • Conflicts between use of models for IRB and for other Michael Spitz, CEO, Main Incubator GmbH, Co Head of Rajiv Arora, Head of Regulatory Change, Mizuho purposes Blockchain/DLT Lab, Commerzbank AG Etienne Varloot, Head of Global Markets Regulatory Strategy & Erdem Ultanir, Quantiative Credit Risk Analytics Lead, Barclays Nassos Oikonomopoulos, Head of Technology Controls – Quant Research, Natixis Stephen Hender, Head of Credit Risk Platforms, Deutsche Bank Regional Operating Model and Europe, HSBC Peter Quell, Head of Portfolio Analytics for Market Risk and Christian Dusterberg, IFRS 9 Senior Advisor, Erste Group Alexander Knothe, Director, European Head Non-Bank FI/ Credit Risk, DZ Bank AG Fintech, Deutsche Bank

12:45 LUNCH BREAK AND NETWORKING

13:45 A quantitative approach to operational risk 13:45 Developing enterprise wide stress testing 13:45 Progress towards SA-CCR implementation and management frameworks to align with regulatory initiatives understanding potential impacts prior to go-live Jon Hughes, Global Head of Operational Risk Management, • European banks with CCAR constraints • Regulatory requirements Goldman Sachs • Methodology and governance • Understanding potential impact • Technology challenges for data management • Ensuring calibration 14:20 Cyber security risks in an executive context • Improving qualitative aspects Phil Headley, Head of Regulatory Reporting, Finance, Mizuho • Cyber Value at Risk concept (CVaR) • Good quality data sources International Plc • Ontology of cyber risk terms • Linking to Recovery and resolution, ILAP and ICAP • Expectations of SSM • Quantifying Cyber resilience metrics using financial 14:20 Are all CCPs Equal? Thomas Groen, Head of Capital Risk, Barclays • Credit analysis- different factors to assess compared to valuations principles other FI/corporates Jacqueline Johnson, Former Head of IT Security, Nordea Bank 14:20 Aligning stress testing with BAU practices for a more • Stress testing- more or less important with a CCP? integrated view of risk and results • What do you have to do v what can you choose to do • Absorbing information and into way senior managers think • Are there any political dimensions to the assessment? about business Tim Wickens, Global Head of Funds Credit, Lloyds Banking • Regulatory capital on rating based approach Group • Updating governance through regulatory feedback • Return on regulatory capital Jeff Simmons, Head of Enterprise Risk Management, Bank of Tokyo-Mitsubishi UFJ

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14:55 AFTERNOON REFRESHMENT BREAK AND NETWORKING

15:25 Using AI to maximise efficiencies and profitability 15:25 Understanding potential impacts of ringfencing 15:25 New developments and advances in HPC (high across the institution capital as an extension to liquidity regulations performance computing) for credit risk and exposure analytics • Processing available data • Regional security • An increasing computing power is needed for • Using AI and applying it to risk management: Where can it • Impact on balance sheet of forming small regional banks • Regulatory obligations and risk surveillance be applied? • Fundamental change in dynamics to large institutions • Resource allocation (Capital) • Ensuring transparency for regulators • Holding losses in individual regions • There is now a wide range of hardware available: • Making informed decisions in a time efficient manner • GPU for Monte-Carlo / ML (Machine Learning) • What does effective implementation look like? Harshal Talati, Head of Market Risk Reporting, Royal Bank of • Using to automate regulatory constraints Scotland • QPU for optimisation / ML (Machine Learning) • Use in accounting to predict cash flow patterns • This leads to a new type of high performance architecture: 16:00 Incorporating economic and regulatory capital to • The new software triptych: Database – Analytics – Visualisation 16:00 Reviewing the benefits and risk considerations when increase efficiency and optimisation of allocation • Cloud computing and orchestration utilising cloud technology • Making capital more efficient Assad Bouayoun, Director, XVA Senior Quant, Scotiabank • Outsourcing IT as a service • What does a fully implemented system look like • Vendor outsourcing risk • Using models to their full potential 16:00 Calculating and managing initial margin and • Retaining skills in-house to maintain service • Using for ICAP documents accountability of costs • Concentration of vendors • Making money with limited resources • Calculation of future initial margin • Gaining benefits whilst meeting non-functional requirements Steve Byron, Risk Director, Capital & Risk Appetite, Lloyds • Integration with capital costs • Moving data to other cloud if one fails • On-going management and costs Dan Chalmers, Head of Technology, Change and 3rd Party Risk, Banking Group Standard Life 16:45 CHAIR’S CLOSING REMARKS 16:55 END OF DAY TWO AND RISK EMEA 2018

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2018 SPONSORS:

SPONSORS:

Governor Software Razor Risk Enhanced Oversight, Proven. Since inception the Razor software framework Communicate your obligations, understand has helped transform the way Banks, Investment your status and prove your compliance – A key Managers, Hedge Funds, Brokers, Central Clearing component of good Governance is good oversight. Counterparties and Stock Exchanges, measure, The key challenge to good oversight for medium manage, control and report their risk and capital. and large institutions in heavily regulated industries Razor Risk Technologies is a privately held company, is the communication of the obligations set out head quartered in London with a development by external and internal stakeholders, and the centre in Sydney, Australia. We are a diverse team subsequent proving of adherence to those same of risk and capital operatives who sit alongside our stakeholders. technology experts, having worked together for We have a simple to use solution that enables two decades, solving risk, capital and technology financial services companies to enhance challenges for Front, Middle and Back Office teams SPONSORSHIP LEVELS: their oversight capabilities by 1) effectively covering Risk and Capital across Financial Services SPONSORSHIP & communicating their internal and external markets. The team brings together years of industry • LEAD PARTNER obligations and 2) minimising the cost/time of experience and a passion for risk and capital EXHIBITION collating and presenting proof of compliance. measurement, management, control and reporting Advance your branding, awareness, industry • CO-SPONSOR Governor Software provides clients with the ability technology to help our clients accomplish their day- expertise, thought-leadership and lead- to deconstruct regulations, frameworks and policies to-day activities quickly and cost effectively. generation at RISK EMEA 2018. Sponsorship • EXHIBITOR into visual maps that clearly communicate the and exhibition with the Center for Financial obligations that require oversight and then to be It was a really great event, Professionals offers unique networking, brand able to track the changes as they are made to the recognition and thought-leadership deliverance • BREAKFAST BRIEFING obligations. Secondly the solution provides the 1st well attended and had a nice opportunities with senior risk professionals line of defence with Key Indicators and assessment from around the world. Whether you want full • APP SPONSORSHIP points, in order to record compliance and areas buzz, lots of people were branding across the event or simply a well of concern, which may be interfaced to your internal systems. It enables business updates and engaged and moved positioned exhibition stand, our business • BESPOKE OPPORTUNITIES comments to flow back to the 2nd line in a seamless around sessions development team will tailor the right package manner. Finally, it presents the status of individual for you. We do everything we can to help you get your marketing message across and also to and overall compliance in the structure of the Deutsche Bank original regulation, framework or policy. All of this benchmark return on your investment. is completed in a structured and auditable process so that review and audit becomes less fraught. Call us on +44 (0) 207 164 6582 or email Unlike the current piecemeal approach, using A wide variety of speakers [email protected] to find out more spreadsheets, presentations and email, which makes creating a structured, comprehensive and auditable within their fields and risk oversight process, either impossible or extremely inefficient. management, very relevant For Senior Risk & Compliance Executives who want and also good location DOWNLOAD PACKAGES to minimise the cost and enhance the quality of oversight at their firm. Danske Bank 13 #RiskEMEA www.risk-emea.com | [email protected] | +44 (0) 20 7164 6582 13 7TH ANNUAL RISK EMEA: RISK & REGULATION | 24-25 APRIL 2018 | LONDON

ESSENTIAL INFORMATION

VENUE ACCOMMODATION The Tower – A Guoman Hotel If you would like to book accommodation please use St Katherine’s Way booking code CFP1240418 for only £159 incl. VAT per London room per night. This also includes a full English breakfast. E1W 1LD Book by email: [email protected] UK Book over the phone: 0800 330 8005 Click here for map Subject to availability and valid until 27 March 2018

DRESS CODE RISK INSIGHTS Business attire Stay up to date on the latest news, articles and Q&As from presenters at Risk EMEA 2018. To stay up to date visit the website www.risk-emea.com

NETWORKING OPPORTUNITIES AT RISK EMEA 2018

COCKTAIL RECEPTION NETWORKING Immediately following the end of day one, there will be a drinks reception Ample networking opportunities are available througout the two days; to wrap up the first day. Unwind in a more informal setting with drinks and breakfast, lunch and refreshments will also be served across both days to canapés to carry on the days discussions with colleagues and peers. allow for further discussion and networking, complementing the Briefings and Drinks Reception

BRIEFINGS RISK EMEA APP Closed-door briefings will be held with like-minded professionals (by Download the ‘Risk Insights’ app ahead of the event on your relevant Invitations only). Numbers are limited to bring together more intimate app store. The Risk Insights app now allows attendees to view each groups to discuss key subject matters. If you would like more information, RE other, exchange details and network. or the opportunity to host a Briefing, contact us at [email protected]

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Please complete the relevant fields and select your payment and attendance options. GROUP RATES AVAILABLE FOR 3+ DELEGATES When complete, please click Submit. You will receive confirmation within 24 hours of your 50% discount on the 3rd delegate registering from the same registration being received. company, when registering at the same time. Lowest rate discounted YOU CAN ALSO REGISTER ONLINE www.risk-emea.com Contact us, call: +44(0) 20 7164 6582 or email: [email protected] BY TELEPHONE: +44 (0) 20 7164 6582 OR EMAIL: [email protected] PAYMENT OPTIONS: INVOICE PLEASE REGISTER THE FOLLOWING DELEGATE(S) DELEGATE 2 Please send me an invoice and wire transfer information. DELEGATE 1 Miss Ms Mrs Mr Dr Other Miss Ms Mrs Mr Dr Other CREDIT CARD. PLEASE DEBIT MY: Name VISA MASTERCARD AmEx. Name Position Position Card No. / / / Telephone Expiry Date / CVV/Security number Organisation E-mail Name of Card Holder Address DELEGATE 3 - 50% OFF Miss Ms Mrs Mr Dr Other Billing Address

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LAUNCH SPECIAL SUPER EARLY BIRD EARLY BIRD STANDARD RATE

(Register by (Register by (Register by (Registrations after In all cases payment prior to the event is required. Fee includes attendance 9th February) 9th March) 13th April) 13th April) at sessions, refreshments and course documentation of registered event. Confirmation: you will receive confirmation and joining instructions from £599 £699 £799 £999 us within two working days of registering. If this is not the case, please PRE-EVENT MASTERCLASS telephone us to ensure we have received your booking. 23 April SAVE £400 SAVE £300 SAVE £200 Please note that credit cards will be debited within 7 days of your £999 £1,199 £1,399 £1,799 registration. Payment must be made within two weeks to ensure that MAIN EVENT SAVE £800 SAVE £600 SAVE £400 discounted rate is retained. To ensure access to the event, payment must 24-25 April be made prior to the event.

PRE-EVENT MASTERCLASS AND MAIN EVENT £1,598 £1,898 £2,198 £2,798 23-25 April SAVE £1,200 SAVE £900 SAVE £600 Please note: All registrations rates are subject to UK VAT, currently at 20% TO VIEW OUR TERMS AND CONDITIONS PLEASE GO TO I am unable to attend the 2018 Summit, please send me the course documentation for £499 (All registered delegates will receive documentation) WWW.CEFPRO.COM/TERMS-AND-CONDITIONS