Day Two | March 11
Here is the latest edition of the agenda. As we approach the event, we will be adding speakers and sessions to enhance your experience. To stay informed, please register your interest
8:00
Breakfast and Networking
8:50
Chair’s Opening Remark’s
9:00
Fireside Chat Keynote | Interactive and Engaging Discussion
From Chief Risk Officer to Chief Everything Officer – How Far Should the CRO’s Mandate Reach?
Key topics
- AI – technology risk, model risk, or portfolio risk?
- Accountability and the 3LoD: understanding and redefining
- Beyond the traditional risk comfort zone and preparing for the future
- Risk leaders of tomorrow: what skills, capabilities and mindsets will next-generation CROs need?
- Chief Resilience Officer or Chief Risk Officer?
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Sikandar Hussain, Chief Risk Officer,Barclays Europe |
9:25
Judgement Under Pressure: Making Risk Decisions When Information Is Incomplete
Senior risk leaders are frequently required to make recommendations before the evidence is complete, models agree or the full consequences are visible. Members of the Risk Evolve Advisory Board compare how they exercise judgment, challenge assumptions and maintain accountability when time is limited and the cost of delay may be significant.
Key topics
- Distinguishing measurable risk from uncertainty that cannot be resolved through established models, data or limits
- Determining when sufficient information exists to act — and when further analysis would create unnecessary delay
- Recognising cognitive bias, groupthink, model overconfidence and escalation failure in senior decision-making
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Sarah Finnegan,Chief Risk Officer,Vanguard Europe |
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Elisa Corsi, Chief Risk Officer,VolksBank |
10:10
NETWORKING BREAK
10:35
From Regulatory Change to Embedded Control: How Firms Track and Execute New Requirements
With regulatory developments arriving across multiple jurisdictions and risk areas, institutions must ensure that material requirements are identified, prioritised and translated into effective business practice. Practitioners compare how their firms manage the regulatory-change lifecycle, while a regulator provides perspective on implementation, governance and evidence.
Key topics
- Organising horizon scanning so material developments across jurisdictions, regulators and risk disciplines are not overlooked
- Assessing relevance, materiality and urgency before allocating ownership and implementation resources
- Translating regulatory requirements into practical governance, controls, systems and accountable business actions
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Germar Knochlein,Head of Division, Directorate General Systemic and international Banks,European Central Bank |
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Kishan Majita,Executive Director, Cyber Technology and Controls,J.P. Morgan Chase & Co. |
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Rajeev Bhatnagar,Group Chief Risk Officer,Mashreq |
11:20
The Future Risk Function: Skills, Technology and Judgement That Cannot Be Delegated
Automation and AI may absorb entry-level and repeatable work, but this changes how institutions develop expertise, preserve institutional knowledge and create the judgement required to challenge automated outputs and advise the business.
Key topics
- Determining which risk activities can be automated, augmented or delegated — and which cannot
- Redesigning teams, roles and spans of control when human and automated work operate together
- Developing technology, data and business literacy across financial and non-financial risk teams
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Soren Agergaad Andersen,Chief Risk and Compliance Officer,Copenhagen Infrastructure Partner |
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Raphael Borrel,Chief Risk Officer,Generali Global Corporate and Commercial |
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Maninder K Bahra,Chief Controls Officer,SMBC (tbc) |
11:55
When a Critical Provider Fails: Managing the Enterprise-Wide Response
A failure involving a major cloud, technology, payments or data provider can quickly move beyond third-party and operational risk. This session examines how risk, technology, operations, Treasury and communications teams should coordinate recovery, protect customers and manage the wider financial and regulatory consequences.
Key topics
- Identifying the important business services, customers, payments, data and downstream providers affected by a critical-provider failure
- Separating the provider’s recovery responsibilities from the institution’s own contingency plans and workarounds
- Prioritising limited recovery capacity when several services or institutions are affected simultaneously
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Anoop Vayalil,Managing Director, Global Head of Payments System,BNP Paribas |
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Vivek Jain,Chief Internal Audit,Vocalink, a Mastercard company |
12:20
LUNCH + ROUNDTABLES
Five tables: judgement in an AI-enabled function; global consistency versus local regulatory execution; scenario analysis as BAU; recovery when everyone depends on the same provider; Board reporting and explicit risk acceptance.
1:20
STREAM A – PARTNER PRESENTATION (MUST BE HIGH-LEVEL SPONSORSHIP)
1:20
STREAM B – PARTNER PRESENTATION (MUST BE HIGH-LEVEL SPONSORSHIP)
1:55
Scenario Analysis as BAU: From Rates to Liquidity, Creditworthiness and Capital
Scenario analysis must become a recurring management discipline that connects external triggers and operational disruption to financial outcomes, rather than an occasional regulatory exercise or collection of separate stress results.
Key topics
- Increasing scenario frequency and using proportionate rapid analysis as conditions change
- Combining rates, inflation, spreads, customer affordability, credit, liquidity and capital within one narrative
- Adding operational, cyber, technology-provider and geopolitical disruption to financial stress assumptions
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Ana Calcatin,Head of Enterprise Risk Management,Barclays Bank |
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Saadia Mujeeb,Group Head of Financial Risk Management and Control, Division CRO,Nordea |
1:55
Common Failure, Connected Consequences: Cloud, AI and Technology Concentration
Financial institutions may rely on different third parties on paper, yet still depend on the same cloud providers, software platforms, data sources, AI models and underlying infrastructure. This can create common points of failure that traditional vendor assessments and exit plans may not fully capture.
Key topics
- Mapping shared cloud, software, data, AI model and fourth-party dependencies across critical business services.
- Understanding how AI adoption can increase infrastructure concentration and dependence on external datasets, compute power and technology providers.
- Assessing the feasibility, timing and operational challenges of exit, substitution, portability and multi-provider strategies.
- Identifying practical approaches to reduce systemic concentration risk while maintaining resilience, innovation and operational efficiency
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Chris Knox,Director, Global FS Regulatory Strategy Policy,Microsoft |
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Anne McGowan,Head of IT and Supplier Management,Lloyds Banking Group |
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Sophie Dupré-Echeverria,Head of Group Risk & Compliance,AustralianSuper |
1:55
RUNNING ALONGSIDE THE STREAMS
CLOSED-DOOR C-SUITE ROUNDTABLE
2:35
Basel 3.1, FRTB and a Fragmenting Prudential Landscape
The value of regulatory discussion lies in comparing implementation decisions, resource impacts and business consequences – not repeating requirements that senior practitioners already know.
Key topics
- How Basel 3.1 implementation changes capital allocation, product economics and the capacity available to the business
- Addressing FRTB model, desk, P&L attribution and consistency challenges in practice
- Managing Third-Country Branch requirements under CRD 6 alongside broader scope and timing differences across jurisdictions
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Paul Burnett, Managing Director, Global Market Risks Analytics,Bank of America |
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Filippo Macaluso,Head of Market Risk Model Validation,Standard Chartered |
2:35
Decision-Useful Risk Information: Data Quality, Model Limitations and Management Information
Senior risk judgement depends on information that is timely, connected and honest about its limitations. This case examines how firms improve data, model challenge and management information across financial and non-financial risks — not only for AI.
Key topics
- Assessing data quality, ownership, lineage and accessibility across financial, operational and technology risk
- Understanding where model outputs, assumptions and historical data remain unreliable under changing conditions
- Connecting financial, operational, customer and technology indicators into one decision narrative
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Wendy Scott,Head of Portfolio Monitoring,Citi |
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Suresh Sankaran,Prudential Regulation Lead,NatWest |
3:15
AFTERNOON NETWORKING BREAK + CROSS-STREAM HUDDLES
3:45
Model Risk in a Volatile World: When Historical Relationships Stop Holding
Rapid changes in rates, inflation, markets and geopolitics can weaken the assumptions and historical relationships underpinning financial models. This session examines how firms identify model deterioration, challenge unreliable outputs and make decisions when recalibration cannot keep pace with external changes.
Key topics
- Identifying structural breaks and unstable relationships across credit, market, liquidity and capital models
- Assessing whether historical data and existing calibration periods remain relevant
- Using sensitivity analysis, stress testing, benchmarking and challenger models
- Governing management overlays and expert judgement when model outputs are unreliable
- Escalating limitations, uncertainty and residual model risk to committees and Boards
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David Hookings,Managing Director, Global Head, Models & Predictive Analytics,Standard Chartered |
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Vladimir Chorniy,Managing Director, Head of Risk Model Fundamentals and Research Lab,BNP Paribas |
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Madiha Jami,Group Head of Model Risk Management,Admiral Insurance |
3:45
Operational Resilience as the Organising Principle: Services, Dependencies and Recovery Reality
Operational resilience becomes useful when it connects important services, technology, third parties, people, financial resources and customer impact. This exchange tests whether firms have moved beyond mapping and policy into credible recovery choices.
Key topics
- Using important business services and impact tolerances to prioritise investment and remediation
- Connecting cloud, software, data, fourth parties, locations and skilled people to service delivery
- Testing whether recovery assumptions, workarounds and manual processes remain credible under concurrent stress
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Johan Hjlem, Head of Non-financial Risk,Swedbank |
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Sean Titley,Chief Risk Officer,Bank of London |
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Elena Pykhova,CEO & Founder,The Op Risk Company |
4:25
Balance-Sheet Optimisation, Transfer Pricing and Stress Readiness
Strong profits and liquidity create pressure to redeploy cash and improve returns, but institutions must preserve the collateral, liquidity and operational capability needed to respond when stress arrives without warning — and ensure internal pricing does not distort incentives between Treasury and operating entities.
Key topics
- Balancing higher-yield deployment, growth and return targets against liquidity, funding and resilience requirements
- Testing how funds-transfer-pricing methodologies shape incentives, profitability and challenge between Treasury and operating entities
- Avoiding optimisation decisions that improve ratios in normal conditions but reduce flexibility under stress
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Frederic Zana,Head of Quantitative Structuring,Credit Agricole |
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Valdone Venclovaite,Managing Director, Head of Balance Sheet Management,Barclays |
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Rina Mirchandani,Managing Director, Head of Balance Sheet Strategy and Funds,Deutsche Bank (tbc) |
4:25
When AI Does Not Fit the Model-Risk Framework: Validation, Boundaries and Independent Challenge
Many firms initially placed AI inside model-risk management because it was the nearest available framework. This session examines where that works, where it fails and how assurance changes for probabilistic, embedded and agentic systems.
Key topics
- Distinguishing models, tools, prompts, embedded services and autonomous agents for governance purposes
- Setting validation proportional to use, materiality, decision impact and the ability to intervene
- Testing non-deterministic outputs, drift, explainability and third-party foundation-model dependence
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Catarina Souza,Head of Division,Bank of England |
5:05-5:10
CHAIR’S CLOSING REMARKS