CREDIT & COUNTERPARTY RISK EUROPE

15 June, 2022 | London

COUNTERPARTY RISK 

Developing accurate metrics to manage counterparty risks

AI & MACHINE LEARNING

Leveraging AI and machine learning capailities and uses within credit portfolios

LIBOR 

Lessons learnt from LIBOR transition and updating contracts

GEOPOLITICAL RISK 

Managing long term impacts of geopolitical risks and changes to risk landscape

ESG

Managing ESG changes and implementation of requirements

GLOBAL RECOVERY

Impact of volatility on credit risk landscape

REGULATION

Reviewing the global regulatory environment

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David Glendinning
CRO UK
 Société Generale

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BC Achary
Executive Director & Deputy Chief Executive Officer
FCMB Bank (UK) Limited

Germar-Knochlein (1)

Germar Knöchlein
Head of Division
European Central Bank

Andreea-Petreanu (1)

Andreea Petreanu
Head of Credit Risk Management
Mizuho International Plc

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Jérôme Henry
Principal Adviser
European Central Bank

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Rohan Kataria
Head of Traded Risk Stress
Testing Execution
HSBC

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

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Emmanuelle Mathey
Global Head of Credit Risk,
Group & Co-CRO,
Wealth Management
Schroders

CAN YOUR ORGANIZATION CONTRIBUTE?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact chris.simou@cefpro.com or call us on +44 (0) 20 7164 6582 where a member of the team will be happy to tailor the right package for you.

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08:00 Registration and breakfast

08:50 Chair’s opening remarks

Moderated by: Varun Kumar Singh, Head – Corporate LendingUnion Bank of India UK

GLOBAL RECOVERY – PANEL DISCUSSION

9:00 Managing changes to credit risk landscape as Covid-19 recovery continues

  • Managing capital structure and debt post Covid-19
  • Changing behaviors of consumers as a result of the pandemic
    • Retail shift to online
  • Erosion to capital earnings as a result of inflation
  • Improvements in vulnerable sectors of the economy with recovery
  • Pronounced default risk across sectors of the economy
  • Recovering from unprecedented economic shock
  • Impacts of future waves on credit availability and regulation
  • Managing heightened levels of credit deterioration
  • Driving economic growth to counteract reduction in government relief
  • Determining risk appetite in post covid environment

Jerome Henry, Principal Advisor, ECB
David Harrison, Head of Credit Risk UK, Société Generale

POOL RATING MODELS

9:45 Validation in the context of pool rating models for low default portfolios

  • Pool Models – the overall idea
  • Validation at Pool Level
    • Enhanced validation options
    • Focus on Representativeness
    • Division of tasks in model validation
  • From another angle – Validation of Pool Rating Models at KfW IPEX
    • Incorporating pool validation results
    • Performing own validation
    • Collaboration with RSU
Dr. Vedrin Šahović, Director Credit Risk & ICAAP, KfW IPEX
Tobias Noll, Deputy head Marketing & Sales, RSU Rating Service Unit

10:20 Morning refreshment break and networking

REGULATION – PANEL DISCUSSION

10:50 Reviewing the global regulatory environment and responses to volatility

  • Managing cyclicality in models
  • Data expectations
    • Infrastructure limitations in Covid-19 to capture data
  • Changes to buy now pay later regulation
  • Affordability assessment requirements and complexity
    • Validating data without disrupting customer journey
    • Technology challenges to verify affordability
  • Evolving regulatory environment across Europe and UK

Germar Knochlein, Head of Division, ECB
Andreea PetreanuHead of Credit Risk Management, Mizuho
Frederico DinizHead of Organic Lending Impairment, Starling Bank

INTEREST RATES

11:35 Adapting to a changing interest rate environment and managing risk as volatility continues

  • 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

Cédric CavallierSenior Business Development ConsultantActiveViam

12:10 Lunch break and networking

ESG – PANEL DISCUSSION

1:10 Reviewing ESG and climate risk commitments and implementation requirements

  • Updating commercial strategy in line with ESG expectations
  • Sustainability and social responsibility of lenders to meet commitments
  • Identifying reliable data from a range of sources
  • Achieving net zero within financial services and measuring progress
  • Enhancing transparency on ESG ratings and measurement approaches
  • Benchmarking progress and demonstrating commitment
  • New asset classes and movement towards green investments

Andreea Petreanu, Head of Credit Risk Management, Mizuho

ESG CONTINUED

1:55 Driving change and updating strategy to align with industry ESG targets and commitments

  • Reporting and understanding carbon footprint
  • Evolving appetite to lend to certain sectors
    • Associated risks with continuing business with less ‘green’ sectors
  • Risk of credit bubble as leverage flows to certain sectors
  • Managing lending activities in line with consumption and demand
  • Reviewing the interplay between climate risk and credit
  • Understanding and utilizing trends on impact to credit risk
  • Stress test analysis on implications on climate risk
    •  Reviewing physical and transitional risks based on credit risk

David Glendinning, CRO UK, Société Generale

2:30 Afternoon refreshment break and networking

LIBOR

3:00 Reviewing the lessons learnt from transitions away from Libor and progress towards updating contracts

  • Lessons learnt from transition away from Libor
  • Managing use of SONIA and change to calculations
  • Moving towards backwards looking overnight rates
  • Reviewing changes in a post-Libor world
  • Systems and documentation challenges

Varun Kumar Singh, Head – Corporate LendingUnion Bank of India UK

STRESS TESTING

3:35 Counterparty credit risk stress testing

  • Stress testing overview
  • Comparing regulatory stress tests
  • overview of the stress testing lifecycle
  • PRA case study
  • Challenges in stress testing

Rohan Kataria, Head of Traded Risk Stress Testing ExecutionHSBC

4:10 Chair’s closing remarks

4:20 End of Summit

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Cédric Cavallier
Senior Business Development Consultant
ActiveViam
Biography

Cédric Cavallier is a Senior Business Development Consultant at ActiveViam based in London. Prior to that he worked as a Senior presales for Wolters Kluwer around Risk, Regulation and Finance and as a Business Analyst Lead on the same topics for Finastra. He started his career in Paris in consulting & project management in the banking industry.

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Frederico Diniz
Head of Organic Lending Impairment
Starling Bank

Biography

Currently heading the IFRS 9 Organic Impairment team for Starling Bank. With over eleven years of experience in managing projects and delivering statistical analysis, financial risk programs on Regulatory Risk, IRB Applications, IFRS9 development and Stress Testing Modelling. Academic from the University of Warwick focusing on Global Banking Regulation.

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David Glendinning 
CRO UK
Société Générale

Biography

David Glendinning is the UK Head of Risk. With Société Générale since 2004, David was previously Head of Group Credit Risk Provisioning. He began his career in Internal Audit and Inspection.

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David Harrison 
Head of Credit Risk UK
Société Générale

Biography

David Harrison has worked in wholesale credit risk-related roles within the first and second lines of defence for more than 20 years. After training as a corporate and FI analyst at Bank Of New York Mellon and then spending time with Dresdner Kleinwort in their London-based FI credit team, David has spent the last 13 years with Societe Generale. During the last 3 years, David has built Societe’s Generale local LoD2 credit risk function in London, adapting the bank’s governance to evolving regulatory expectations in the face of Brexit and developing local oversight of credit risk at a transaction and portfolio level.

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Jérôme Henry
Principal Adviser
European Central Bank
Biography

Jérôme Henry is Principal Adviser in the ECB Macroprudential policy and financial stability area. His responsibilities cover financial stability assessments, including via stress-testing, and related infrastructure requirements. He led ECB teams for the Quality Assurance of SSM stress tests and was involved in country crisis management.

Mr Henry has numerous academic publications in e.g. the Review of Economics and Statistics or with Cambridge University Press, with contributions on stress-testing such as the ECB STAMP€ e-book. He is a founding member of the CEPR Euro-Area Business Cycle Network. An ENSAE graduate, Mr Henry holds a PhD in Economics and a BA in History from Paris Sorbonne.

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Rohan Kataria
Head of Traded Risk Stress Testing Execution
HSBC
Biography

Rohan Kataria is the Head of Execution for Traded Risk Stress Testing at HSBC since early 2019. He is responsible for planning, execution and delivery of Trading Risk Stress Testing at the Group Level, including both Market Risk and Counterparty Credit Risk. He has hands-on experience  in various stress tests submissions – ICAAP,  PRA  EBA, Internal stress test and most recently ECB Climate stress test for market risk for transition risk scenarios. Previously, Rohan worked with Credit Suisse in London for 8 years, with the most recent role as an ICAAP Market Risk Manager. He was responsible for Pillar 2A  capital assessment for Market Risk for UK legal entities. Overall, Rohan has 17 years of experience in various roles including but not limited to stress testing, front-to-back risk processes, trade lifecycle, regulatory capital & reporting and risk transformation. Rohan holds an Executive MBA degree from London Business School and is FRM (GARP) certified. He did his graduation in Electrical Engineering from Indian Institute of Technology (IIT) , Mumbai.

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Germar Knöchlein
Head of Division
European Central Bank
Biography

Germar is Head of Division in ECB’s Directorate General Systemic and International Banks, which is in charge of the line supervision of G-SIBs. He is overseeing several Joint Supervisory Teams as well as project work related to the implementation of new regulatory approaches. Before joining ECB in 2014 from the German Federal Agency for Financial Market Stabilisation, he was responsible for the oversight over German public banks that benefitted from state support as well as the development of resolution plans. Following university studies in physics and business administration, Germar has worked in commercial banks since 1997, mainly in risk controlling and portfolio management roles.

Tobias Noll
Deputy head Marketing & Sales
RSU Rating Service Unit
Biography

Mr. Noll studied business administration at the University of Applied Sciences in Aschaffenburg, Germany. From 2006 to 2012 he worked for Société Générale and Barclays Capital in Frankfurt, Paris and London.

Since 2012 Mr. Noll services and advices banks regarding all RSU-run credit risk management tools such as internal rating systems, stress testing tools, IFRS9, early warning systems and LGD-models.

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Andreea Petreanu
Head of Credit Risk Management
Mizuho International Plc

Biography

Andreea Petreanu is a risk management professional with over 20 years of experience in the field. Andreea is Head of Credit Risk Management at Mizuho International in London, having previously held various risk management executive roles with Morgan Stanley, HSBC, Merrill Lynch, Bank of America and VTB Capital. Andreea holds an MBA from University of Cambridge, MSc from CASS Business School and is also an Associate of the Chartered Insurance Institute in London.

Dr. Vedrin Šahović
Director Credit Risk & ICAAP
KfW IPEX
Biography

Since May 2021: Head of Credit Risk & ICAAP of KfW IPEX

2018-2018: Head of Risk Audit of KfW

2017-2018: Head of Market-/Liquidity Risk KfW

2014-2017: LGD/EAD Model Validation & Development KfW

2009-2010: Various Credit Risk Model Development & Validation at Deutsche Bank

Education: PhD in Mathematics (University Münster)

Diplom (Master-equivalent) in Mathematics

Master of Science in Computer Science

Master of Science in Electrical Engineering

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

Biography

Varun Kumar Singh is a Senior Credit Professional working in the Banking Industry with 15+ years of experience wherein 11+ years in Corporate Credit. He is presently working as Head – Corporate Lending at Union Bank of India (UK) Ltd. He is Skilled in Syndicated loans, International credit, Trade finance, Project funding, working capital finance for mid and large Corporates. He is a Finance professional with a Master of Business Administration (MBA) (Finance) and is a Certified Member of IIBF ,APLMA, and CISI.

WHY SHOULD YOU ATTEND A CEFPRO CONFERENCE?
HEAR FROM PAST ATTENDEES AND SPEAKERS…

PANEL DISCUSSIONS

Interactive panel discussions are designed to include attendees by running a live Q&A throughout the session

PRESENTATIONS

Hear industry experts provide detailed insights on a range of vendor risk issues, challenges and opportunities

NETWORKING BREAKS

 Networking opportunities including breakfast, lunch and refreshment breaks, access to all streams and sessions.

MEET THE SPEAKERS

Continue discussions beyond the auditorium and interact with speakers and attendees after their session.

June 10, 2022

Using culture and behaviour assessments to improve risk culture

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
June 9, 2022

Fintech advances and financial services – what does the post-covid road hold?

May 31, 2022

Designing and implementing an effective internal fraud detection system

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
May 27, 2022

Changing culture to incentivize and promote good conduct

By Nison Nagdimov, Senior Operational Risk Manager, Citi
May 27, 2022

Credit Portfolio Management: An evolving subject

By Catherine Keane, Head of Bank and Country risk, Bank of Ireland
May 26, 2022

Top 3 investment priorities according to FinTech Leaders 2019 Report

May 26, 2022

Reviewing the latest trends and challenges surrounding LIBOR transition and the adoption of alternative reference rates

By Shannon Harris, Senior Research Executive, CeFPro
May 25, 2022

Climate-linked scenarios and credit risk modelling

By Giorgio Baldassarri, Global Head of Analytic Development Group, S&P Global Market Intelligence
May 25, 2022

Credit risk or social engineering?

By Brandon Davies, Former Head of Market Risk, Barclays
May 25, 2022

Pool Party – Examining the potential of pool models

By Tobias Noll, Senior Relationship Manager/Deputy Head of Marketing & Sales, RSU Rating Service Unit
May 25, 2022

IFRS 9 – Practical consequences for the credit process

By Georg Hauser, MD, Credit Risk, ING
May 24, 2022

Uses of distributed ledger technologies to drive efficiency programs and risk management considerations

By Mariana Gomez de la Villa, Head of Wholesale Banking Blockchain, ING

ActiveViam provides precision data analytics tools to help organizations make better decisions faster. ActiveViam started in 2005 with the vision of leveraging in-memory technology to create an analytics platform where businesses could leverage the largest data sets without restrictions, keep them up-to-date in real time and use them to empower their decision makers. Our goal at ActiveViam, is to let organizations not only make decisions faster, but better; to not only reach their data, but their potential; to not only see their data, but find their way into the future.

IRBA compliant internal rating systems represent RSU’s core capability. RSU provides rating systems to over 45 customers – mainly banks and insurance companies. The unique and evolving data pool is our key asset and provides the basis for all twelve rating models, each of which is tailored to a specific asset class. In addition, RSU’s product range includes tools for LGD estimation and AI driven automated risk analysis. We develop and validate all models, centrally operate the application and ensure IRBA-regulatory compliance for EBA/ ECB supervised institutions. Founded in 2003, RSU has since been recognized for its expertise in credit risk measurement for wholesale exposures.

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SHARE YOUR EXPERTISE

GET YOUR BRAND SEEN

CONNECT WITH SENIOR LEADERS

CAN YOUR ORGANIZATION CONTRIBUTE?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact chris.simou@cefpro.com or call us on +44 (0) 20 7164 6582 where a member of the team will be happy to tailor the right package for you.

The Tower Hotel, St Katherine’s Way, London, E1W 1LD

Alternative accommodation around surrounding the tower hotel includes:
Hilton London Tower Bridge – 5 More London Riverside, Tooley St, London SE1 2BY
Leonardo Royal London City – Tower Hill – 8-14 Cooper’s Row, London EC3N 2BQ
DoubleTree by Hilton Hotel London – Tower of London – 7 Pepys St, Tower, London EC3N 4AF
Premier Inn London City (Tower Hill) Hotel – 22-24 Prescot St, London E1 8BB

Can I present at the Credit & Counterparty Risk Europe Forum?

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at the Credit & Counterparty Risk Europe Forum. For further information on this please contact alice.kelly@cefpro.com or call us on +44 (0) 20 7164 6582.

Are there any rules on the dress code?

Business attire is requested. The Forum is a formal opportunity to network with like-minded professionals and to gain knowledge from the industry’s finest risk management experts.

What is the cost and what is included in the registration fee?

We offer incentives for ‘early bird’ registrants of the Forum, as outlined on our pricing structure. Registration includes breakfast, refreshment breaks, lunches, the cocktail reception at the end of the day, full access to the sessions and exhibition area. Presentations from sessions are also available, subject to speaker approval.

Where can I find the Forum documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations after the Forum* We will work with our presenters to include as many presentations as possible on our App during the Forum. *Please note that our speakers often have to gain permission from their relevant compliance departments to release their presentations. On rare occasions compliance may not allow presentations to be distributed.

Will breakfast, lunch and refreshment be provided?

Yes. As with all of our events the Center for Financial Professionals will be providing brilliant coffee, breakfast, lunch, refreshments, and smaller bites during the networking breaks.

Will there be opportunities to network with other attendees?

There are ample opportunities for networking and interaction throughout the Forum, such as

  • Breakfast, lunch and refreshment breaks
  • Cocktail reception at the end of the day (Subject to confirmation)
  • Q&A, panel discussions and audience participation technology available through the App
Are there opportunities to share my thought-leadership at the Credit & Counterparty Risk Europe Forum?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of Credit & Counterparty Risk Europe Forum and our wider risk professionals community. At the event we can distribute your material to the attendees, offer you an exhibition booth, and provide speaking opportunities so that you may enjoy a more prominent presence at the Forum. Visit the Sponsor tab for further information or contact sales@cefpro.com / +44 (0) 207 164 6582.

Are media partnerships available for the Credit & Counterparty Risk Europe Forum?

Yes. As part of a media partnership we can offer a variety of options to increase the branding and awareness of your association, company, certificate, publication or media. We are flexible with what we can offer however we usually:

  • Provide a discounted rate to attend
  • Place your logo and profile on the Forum website
  • Place your logo on promotional content where applicable
  • Distribute your media/marketing at the Forum
  • Promote through social media channels

To discuss this further please contact amy.greene@cefpro.com or call +44 (0)20 7164 6582

What can I do if I can't attend the event due to COVID-19?

If you are unable to attend the Summit due to national/COVID restrictions, CeFPro would be more than happy to offer you a refund, credit note or the option to transfer the ticket to a colleague who is able to attend.

Representing a financial institution or government body – (E.g. Bank, Insurance company, Asset Manager, Regulator)

CREDIT AND COUNTERPARTY RISK

Early
Bird

£699

SAVE £100

Registrations before 27 May 

Standard
Rate 

£799

 

Registrations after 27 May 

Representing an information/service provider (E.g. Consultant, Vendor, Executive Search Firm, Law Firm)

CREDIT AND COUNTERPARTY RISK 

Early
Bird

£899

SAVE £100

Registrations before 27 May 

Standard
Rate 

£999

 

Registrations after 27 May 

*To qualify for the preferential ‘early bird’ rates, registration must be received by the close of the ‘early bird’ working day, and payment can be made at the time of registering, or up to a week after registration is made an invoice sent. CeFPro reserves the right to increase rates should payment be delayed significantly. Should a delegate register at a rate that is inaccurate, CeFPro reserves the right to issue an additional invoice for the outstanding amount.

Covid Assurance Policy 

If you are unable to attend the Summit due to national/Covid restrictions, CeFPro would be more than happy to offer you a refund, credit note or the option to transfer the ticket to a colleague who is able to attend.

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