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8:00-8:50
Breakfast and Networking
8:50- 9:00
Chair’s Opening Remarks
The New Global
9:00 A strategic outlook on how geopolitical fragmentation and economic power shifts are redefining systemic risk and financial stability
Assessing the global economic implications of U.S.–EU–China–BRICS realignment
Evaluating how sanctions, frozen assets, and energy volatility redefine market stability
Understanding Europe’s strategic exposure to trade, de-dollarization, and payment fragmentation
Analysing how economic weaponisation influences policy, capital flows, and regulation
Identifying opportunities for cross-border cooperation amid geopolitical uncertainty
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Hadrien Van Der Vaeren, , Senior Vice President, Treasury Risk, BNY Mellon |
Redefining Risk Leadership in a Fractured World
9:45 Exploring how global disruption is reshaping risk priorities and transforming the CRO mandate
Evolving the CRO role as a catalyst for strategic foresight and transformation
Deepening board collaboration to enhance oversight of systemic, cyber, and emerging non-financial risks
Navigating regulatory divergence while maintaining agility and strategic alignment
Creating integrated frameworks for financial, operational, and reputational resilience
Embedding an anticipatory, value-driven risk culture that supports long-term business transformation
Morning refreshment break and networking
10:20-10:50
Non-Financial, Operational and Resilience
Treasury, Balance Sheet and Market Risk
Interactive Work Stream
Emerging Tech, AI and Innovation
The Rising Geopolitical Threat: Implications for Non-Financial Risk and Operational Resilience – PANEL DISCUSSION
Examining how geopolitical tensions and regulatory fragmentation impact non-financial risk management, and how institutions strengthen operational resilience across global operations.
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- Incorporating geopolitical risk management into non-financial risk framework
- How global tensions, sanctions, and sovereignty reshape non-financial risk management
- Mapping geopolitical exposure across operations, third parties, and service hubs—identifying concentration in high-risk jurisdictions.
- Integrating geopolitical scenarios into operational resilience tolerances and business-impact assessments
- Designing relocation and substitution strategies for people, data, and technology, including mobility, access rights, and regulator notifications
AI: A game Changer for Non-Financial Risk Management
AI as a Game Changer: Harnessing Artificial Intelligence and Machine Learning in Non-Financial Risk Management
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- The growing complexity of non-financial risks and data volumes is outpacing traditional manual approaches
- AI and machine learning offer new ways to detect patterns, automate processes, and strengthen decision-making
- How risk functions can shift from reactive control to predictive and advisory capability
- Practical case studies highlighting real applications, achieved efficiencies, challenges, and future developments
Embedding DORA into Enterprise Resilience: from tactical to strategic – turning ICT rules into real capability across EU & UK
Examine how firms have translated DORA’s ICT requirements into practical, enterprise-wide enhancements of resilience capabilities
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- Deriving tangible improvements from regulation: success stories of how DORA has improved resilience
- Enhancing board-level accountability, incident escalation and lessons learned
- Operational Risk and Operational Resilience: integration and connectedness to achieve value
- Aligning DORA’s ICT depth with UK operational resilience and Critical Third Parties, avoiding duplicate evidence and misaligned reporting
- What is next for Op Resilience: from tactical to strategic, examining future priorities
Navigating Geopolitical Risk Across Financial Markets – PANEL DISCUSSION
Understanding the macroeconomic and policy implications of trade conflicts, tariffs, and sanctions in Treasury
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- Assessing exposure to tariff and currency volatility
- Conducting stress tests for swap-line disruptions and liquidity pressures
- Evaluating risks of swap-line withdrawals and monetary fragmentation
- Managing supply-chain and energy dependencies in treasury planning
- Identifying policy responses to protectionist or “America First” measures
Repricing the Balance Sheet: Managing Interest Rate Volatility and Structural Shifts
Examining the long-term implications of sustained rate increases on profitability and capital allocation.
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- Assessing structural shifts in long-term interest rates and yield curve dynamics
- Evaluating the delayed impact of higher rates on loan quality and non-performing assets
- Optimising risk–reward trade-offs in ALM and treasury strategy
- Managing credit spread anomalies across sovereign and corporate debt markets
- Assessing profitability and capital allocation in a high-rate environment
Basel 3.1 Implementation and Capital Implications for Market Participants
Understanding how the Basel 3.1 “endgame” reforms affect capital management.
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- Mapping implementation timelines and jurisdictional differences
- Evaluating shifts in risk-weighted assets and internal models
- Integrating market and operational risk revisions into capital strategy
- Managing capital adequacy for global and regional institutions
AI-Driven Risk Modelling and Supervisory Alignment
Exploring how financial institutions can integrate AI and machine learning within model risk, credit, and stress testing frameworks while meeting supervisory expectations. The session will examine approaches to AI explainability, governance, and validation, and how to balance automation with human oversight in risk-based decisioning.
Workshop details:
- Embedding AI explainability and governance into model frameworks
- Managing supervisory expectations on AI in stress testing and credit modelling
- Integrating predictive AI with human oversight for risk-based decisioning
Lunch Break and Networking Round Tables
- Women in Risk
- Climate vs Political Reality
- Danny Dielmen – ING
- Cross-industry collaboration and supervisory dialogue
Navigating the Evolving Cyber Threat Landscape: Resilience Strategies for Financial Institutions – PANEL DISCUSSION
Update on the latest cyber threats and how operational and non-financial risk teams can enhance resilience across data protection, cloud dependencies, and incident response.
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- How are cyber threats evolving, and which emerging attack vectors should be prioritised?
- What does effective data protection and cyber accountability look like across complex organisations?
- How can firms manage cloud and hyperscaler dependency risks amid increasing operational and regulatory expectations
- What practices strengthen incident response readiness, from forensic coordination to multi-regulator notifications?
- People side of Cyber risk: have we succeeded in educating our workforce?
Third-Party & Supply-Chain resilience from KYS to N-th-party oversight
Understanding how to build end-to-end third-party and supply-chain resilience, from critical-provider oversight to N-th-party dependency management
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- Implementing PRA/BoE Critical Third-Party expectations and annual material third-party reporting with high-granularity MI
- Operationalizing N-th-party mapping and defining ‘how deep is enough’
- Onboarding diligence, triggers, attestations, and independent assurance to mature TPRM lifecycle
- Deploying GRC/AI-assisted TPRM to consolidate data across systems and monitor adverse signals
Operational Risk 2.0: Redefining Roles, Mandates and Capabilities of Modern Risk Professionals in the AI Era – PANEL DISCUSSION
A strategic exploration of how AI is reshaping operating models, team structures, and the evolving mandate of Operational Risk professionals
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- Managing AI-augmented workforce: how to succeed in running hybrid human-tech teams
- Building strategies and setting rules for human/tech teams: achieving the right balance between autonomy and oversight
- Evolving Risk mandate: a shift away from process-based to content, intelligence-based risk advisory
- Training, education and Risk teams’ skills of the future
- Who will Risk Agents and Chatbots replace in 2030?
Interest Rate Modelling and IRRBB Modelling in a Higher-for-Longer World – PANEL DISCUSSION
Examining how institutions are adapting IRRBB and hedging frameworks to account for sustained rate volatility.
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- Enhancing behavioural modelling for deposit repricing
- Measuring sensitivity of net interest income to rate shocks
- Evaluating interest rate shock scenarios and model adjustments
- Assessing hedge effectiveness under IFRS 9 and Basel IV
- Calibrating assumptions for pass-through and customer behaviour
- Aligning internal models with regulatory IRRBB expectations
Counterparty Credit Risk
Assessing how geopolitical shocks, sanctions, and market volatility are reshaping counterparty exposures and collateral demands.
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- Managing counterparty exposure across stressed and potentially sanctioned jurisdictions
- Strengthening collateral and margin practices under rate and market volatility
- Enhancing modelling and validation amid data gaps and uncertainty
- Integrating counterparty risk into liquidity, capital, and stress-testing frameworks
Liquidity Management in Volatile Market Conditions – PANEL DISCUSSION
Exploring liquidity strategies in the context of rate volatility and macroeconomic uncertainty.
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- Strengthening balance sheet resilience against funding squeezes
- Building dynamic liquidity buffers aligned to evolving regulatory standards
- Integrating liquidity coverage and NSFR optimisation strategies
Transition Planning & Portfolio Steering: Making Sustainability and ESG as part of BAU
A strategic and practical workshop centred on integrating ESG and climate risks into client strategy, portfolio steering, and long-term business planning. The session examines how institutions can adapt portfolios to meet 2030–2050 climate pathways while maintaining profitability.
Workshop Details:
- Exercise: mapping a portfolio from “current state” -> “2030/2040/2050 climate-aligned state”
- Identifying exiting sectors, expanding sectors, and new value chains
- Aligning transition plans with EBA ESG/CRD6 regulatory milestones
- Group discussion: inside-out vs outside-in risk strategy
- Connecting climate strategy to pricing, provisioning, and credit appetite
Afternoon Refreshment Break and Networking
New Era RCSAs: Transforming Risk and Control Self-Assessments (RCSAs) with Generative and Agentic AI
A case study exploring how GenAI and Agentic AI are modernizing the core tools of the Operational Risk Framework, RCSAs.
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- RCSAs: an unloved tool of the Operational Risk Framework – a perfect case for transformation
- From annual tick-box exercise to data-driven, trigger-based assessments
- Enhancing data quality, risk insights and documentation through AI-driven process support
- What is next for RCSAs? The future of Risk Assessments
Culture, Conduct and Reputational Resilience: Human Behavior As The Ultimate Control – PANEL DISCUSSION
This panel examines how Risk Culture and Conduct influence reputational resilience and explores practical strategies for managing behavioural risks in times of crisis.
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- Increasing the importance of Risk Culture and Conduct in a turbulent landscape: what works well?
- Embedding Risk Culture, applying behavioural analysis and calibrating incentives to encourage right behaviours and reduce conduct-related losses
- Risk Culture, Conduct and Reputation: practical approaches to proactive management techniques that mitigate reputational impact, including during crisis
Intraday Liquidity and Funding Optimisation Under New ECB Guidance
Strengthening monitoring and reporting frameworks for intraday liquidity.
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- Implementing ECB expectations on liquidity data granularity
- Leveraging technology for real-time cash flow forecasting
- Integrating liquidity controls across payment systems
- Aligning collateral and funding strategies with ECB metrics
Digital Currencies and Tokenized Assets: Redefining Cross-Border Payments and Funding Models – PANEL DISCUSSION
Analysing how tokenised assets and CBDCs will transform liquidity, settlement, and risk management.
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- Evaluating ECB plans for a European stablecoin and its impact on commercial banks
- Comparing traditional and tokenized asset infrastructures under stress conditions
- Evaluating cross-border interoperability, regulation, and market readiness
End of Day One and Networking Drinks Reception
8:00-8:50
Breakfast and Networking
8:50- 9:00
Chair’s Opening Remarks
The Next Frontier of Risk Management – PANEL DISCUSSION
9:00 Exploring how human judgment, technology, and regulation will co-exist in defining the future architecture of the risk function.
Integrating AI, automation, and human oversight into next-generation risk models
Aligning innovation and digital transformation with supervisory expectations
Building the workforce of the future – from risk analysts to digital interpreters
Anticipating how data, quantum, and AI convergence will redefine financial stability
Resilience Reimagined – PANEL DISCUSSION
9:45 Defining a unified framework for financial and operational resilience to withstand economic, geopolitical, and cyber shocks.
Managing regulatory expectations around financial and operational resilience frameworks
Integrating liquidity, capital, and operational resilience into one enterprise framework
Stress testing resilience to cascading shocks – from energy crises to systemic cyberattacks
Enhancing real-time crisis response through technology and data-driven visibility
Embedding scenario planning and continuity management at board level
Fostering a culture of preparedness and adaptive decision-making
Non-Financial, Operational and Resilience
Treasury, Balance Sheet and Market Risk
Interactive Work Stream
Emerging Tech, AI and Innovation
AI Governance: From Black Box to Board Visibility
Navigating AI Governance and model risk under the EU AI Act
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- Classifying high-risk AI use cases and aligning with model risk frameworks for documentation and accountability
- Establishing explainability and fairness standards; embedding bias testing into model lifecycle
- Stand up AI ethics governance linking Risk, Compliance, IT and Legal
- Integrating AI monitoring and validation into NFR assurance and audit readiness
Resilience and Scenario Analysis
Proving AI enabled resilience with data and discipline
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- Setting impact tolerances using both judgement and data; aligning them with board-level appetite
- Running progressively intensifying scenarios through AI enabled supply chain
- Fusing internal losses and external events to refine resilience assumptions
- Translating outcomes into technology and process roadmaps and capital adjustments
Repricing Credit Portfolios for Economic Slowdown Scenarios
Anticipating the credit risk impact of macroeconomic deceleration.
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- Assessing corporate and sovereign credit deterioration
- Integrating credit risk transfer tools to mitigate concentration
- Repricing credit portfolios under tightening conditions
- Balancing profitability with credit resilience
Aligning Treasury Strategies
Adapting capital planning frameworks to prolonged rate adjustments and central bank tightening.
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- Incorporating macroprudential shifts into ALM models
- Quantifying macro-policy uncertainty in asset allocation
- Adjusting duration and hedging strategies to balance return and risk
- Aligning treasury strategy with risk-weighted asset optimisation
Digital Money, Tokenisation & the Future of Payments Infrastructure
An interactive exploration of how CBDCs, stablecoins, digital settlement rails, and tokenised assets will reshape risk management across liquidity, cyber, operational resilience, and cross-border financial flows. Includes scenario labs comparing traditional vs. tokenised infrastructures in crisis.
Workshop details:
- Mapping how CBDCs, stablecoins and tokenised assets reshape liquidity, settlement, and operational risk
- Assessing ECB digital-euro implications, de-dollarisation and geopolitical pressure points
- Stress-testing digital payment rails for outages, cyberattacks, or sanctions shocks
- Examining cross-border interoperability and systemic risk implications
Morning Refreshment Break and Networking
Fraud-Cyber Data Governance
Eliminating boundaries between digital and financial controls for more efficient data processing
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- Merging fraud, cyber, and data-protection playbooks for unified triage and escalation
- Strengthening shared controls: identity, access, anomaly detection, and data-loss prevention
- Tracing vendor or data-breach by identifying fraud pathways to close inter-team hand-off gaps
- Standardizing metrics and near-miss analytics across domains for board visibility
Financial Crime and Sanctions
One framework, many threats: uniting AML, fraud, cyber and sanctions under a single lens
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- Building unified FC operating models for cross-typology detection and escalation
- Managing US/EU/UK divergence with high-watermark policies and litigation-risk awareness
- Applying AI and graph analytics for network behaviors and anomaly detection
- Integrating consolidated FC KRIs and KPIs into enterprise MI and board reporting
Climate Stress Modelling
Exploring how climate and ESG risks can be integrated into capital and credit modelling frameworks.
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- Embedding physical and transition risk factors into stress testing
- Assessing data availability and scenario consistency for climate models
- Managing cross-jurisdictional supervisory expectations
- Translating climate modelling into loan pricing and provisioning strategies
- Aligning ESG and prudential regulatory disclosure frameworks
Model Risk and Valuation in Uncertain Market Environments
Reassessing valuation frameworks under heightened model uncertainty and data scarcity.
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- Identifying vulnerabilities in model assumptions amid structural market shifts
- Evaluating model governance and back-testing requirements
- Integrating advanced analytics to support pricing transparency
- Embedding fair value adjustments within risk
Lunch Break and Networking
Data-Driven Defense
Intelligence, collaboration & skills: modernizing Financial Crime operations for the digital era.
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- Shifting from alert-clearing to intelligence-led investigations and risk anticipation
- Developing public-private and peer partnerships; sharing indicators within privacy limits
- Upskilling FinCrime specialists in data literacy, NLP, graph tools, and OSINT techniques
- Measuring effectiveness through outcome-based metrics such as detections prevented and time-to-action
Sustainability
From disclosure to risk management: navigating sustainability and ESG objectives in an unstable environment.
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- Translating CSRD and CSDDD into data governance, internal controls and assurance plans
- Increasing efficiency of transition via audit, disclosure validation and cross-functional sign-offs
- Tracking supply-chain ESG performance and vendor credentials in selection and oversight
- Placing ESG and climate metrics onto enterprise dashboards linked to strategy and reputation
Evolving Market Risk Frameworks for Structural Volatility
Revisiting risk management frameworks for sustained market uncertainty.
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- Enhancing market risk governance under heightened volatility
- Aligning trading and banking book boundaries
- Embedding early-warning systems within market surveillance functions
- Evaluating tail-risk mitigation strategies
Managing Funding Costs and Deposit Stability in a High-Inflation Cycle
Adapting funding structures to align with shifting credit conditions and inflation dynamics.
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- Managing maturity transformation and cost of capital under tighter monetary policy
- Modelling customer behaviour under sustained inflationary conditions
- Balancing wholesale and retail deposit dependence
- Exploring alternative funding sources amid rising spreads
- Integrating sustainability and green financing considerations
Operational Resilience Under Tech Disruption, Cloud Outages & Critical Third Parties
A live crisis-simulation workshop where attendees respond to real-world disruptions: AWS failures, telecom outages, ransomware attacks, payment-rail breakdowns, or third-party concentration failures (Visa/Mastercard/T2).
Workshop details:
- Managing payment failures (AWS outage, T2 downtime, Mastercard/Visa disruption)
- Designing cross-functional response plans for cyber, data-centre or infrastructure shocks
- Assessing resilience vulnerabilities in 24/7 instant payment environments
- Building board-ready resilience, continuity and communication frameworks
Afternoon Refreshment Break
Climate Risk and Transition
Driving climate risk integration and transition resilience from reporting to real business impact.
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- Embedding physical and transition risk into ERM and ops-risk planning
- Quantify exposures across locations, supply chains and client portfolios
- Keep vendor ESG credentials in oversight even as boards priorities cyber and resilience.
- Link climate scenarios to capital allocation and strategic planning.
Future Outlook– PANEL DISCUSSION
The Future of Non-Financial Risk: what to expect by 2030.
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- Anticipating supervisory convergence: greater focus on CTPs, TPRM quality, AI governance, and resilience
- Shifting from new regulations to embedding quality—unless major incidents reset the agenda
- Expanding NFR boundaries: AI ethics, digital identity, supply-chain sovereignty, and social license to operate
- Positioning NFR as differentiation: faster recovery, trusted data, transparency, and culture-driven trust
Integrating Treasury Risk Functions for Strategic Decision -Making
Strengthening cross-functional collaboration to drive enterprise-level risk oversight.
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- Linking treasury decisions to risk appetite and performance frameworks
- Establishing consistent data and model governance across functions
- Enhancing transparency in liquidity and capital planning decisions
- Driving efficiency through integrated risk–treasury analytics
Preparing for a Digitally Integrated Future
Examining how treasury functions must evolve structurally to adapt to digital markets, regulatory shifts, and real-time financial ecosystems.
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- Redesigning treasury roles and processes for 24/7 payment and settlement environments
- Adapting operating models to instant payments, tokenized assets, and digital settlement rails
- Balancing centralised vs. decentralised treasury structures across global entities
- Strengthening talent, skills, and organisational capability for next-generation treasury
- Preparing treasury for continuous change in a digitally interconnected financial system
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