Risk Live 2021

Risk Live is a pioneering festival of learning, connecting industry leaders and disruptors from the entire risk ecosystem. Watch Duncan and his team to unpick the issues of today and answer the complex question – what is the future of risk?


Thank you to everyone who joined Risk Live 2021. On June 7-11, the Risk.net editorial team, was joined by over 50 industry experts and 1000+ global delegates to discuss discuss how the risk management and risk transfer markets are changing, how others are adapting, with days focused on markets, technology, investing, ESG & climate risk and quantitative finance.

Risk Live is the largest virtual gathering of senior risk professionals from across the globe. Don't miss next year! 



Bank & buy-side audience

The must-attend industry meeting


Total attendees

Including 60% c-level, director or above



of editorially curated content


Expert speakers

Discussing topics from climate risk to credit risk modelling & AI

Day 1 | Markets

Risk Live’s Markets day looks to the future of the rates market and what the world looks like without Libor. Leaping beyond 2023, what will the interest rate market look like post-Libor reform?

Day 2 | Technology

Offering insight to the practical application of quantum computing, what the next steps are for tokenisation and what these could both mean for the industry.

Day 3 | Investing

Addressing the recent market volatility of meme stocks drama of Jan 2021 and consider whether this is a teaching moment for the industry. What does this mean for the future of markets and volatility?

Day 4 | ESG & Climate Risk

The ESG and climate risk day will question how investors can play a part in the global pursuit of net-zero carbon emissions as well as how firms need to respond.

Day 5 | Quantitative finance

The dedicated  Quant Finance day will offer insights into cutting edge research and developments from global academics and practitioners.

Risk Live 2021 covered cutting-edge issues

Post-libor rates market

ESG investing 

ESG derivatives

Climate stress testing


Blockchain and digital asset

Quantum computing

Deep hedging

Duncan Wood

Global editorial director


Duncan Wood is the London-based editor-in-chief of Risk.net. He was promoted to the role at the start of 2015, to lead the editorial reorganisation of the website and its print titles. Duncan had been editor of Risk magazine since July 2011. He rejoined Risk as European editor in October 2009, having originally worked for Risk and Asia Risk in London and Hong Kong as a writer and researcher between 1998 and 2000.
In the intervening years, Duncan was news editor for the Oliver Wyman-founded online start-up ERisk.com. He also worked freelance for six years while living in Germany, with his work appearing in Euromoney, Financial News, IFR, and The Wall Street Journal, as well as Risk magazine and its sister titles.
Duncan has written about derivatives and risk throughout his 17-year career in journalism. He is a Neal Awards finalist, and has also won Incisive Media's journalist and editor of the year awards.

Kris Devasabai



Kris Devasabai is the New York-based editor-in-chief of Risk.net. Previously, he was bureau chief and US editor of Risk magazine. He manages the editorial team. Prior to joining Risk, Kris covered hedge funds, asset management, cross-border investing and law for several publications.

Kris holds a bachelor’s degree in law and government from the University of Manchester, and he completed his legal training at the Inns of Court School of Law in London. He was called to the bar of England and Wales in 2003.

Tom Osborn

Editor, risk management


Tom Osborn is the desk editor of Risk.net’s risk management coverage. Prior to joining Risk, he reported on the futures and foreign exchange industries for Dow Jones' Financial News and the Euromoney group of publications. Tom holds a bachelor’s degree in English literature from the University of Warwick, UK.

Lukas Becker

Editor, FX markets


Lukas Becker

Desk editor

Lukas Becker is the derivatives desk editor for Risk.net. His topics of interest include over-the-counter derivatives pricing, collateral management, market infrastructure and legal risk. He is based in London.

He was previously the Europe, Middle East and Africa editor of Risk magazine.

Helen Bartholomew



Helen Bartholomew is editor-at-Large for Risk.net, based in London. Prior to joining Risk, she was derivatives editor for International Financing Review, part of Thomson Reuters, where she previously reported on debt and equity capital markets. Helen holds a bachelor’s degree in Anthropology from the University of Durham, UK.

Luke Clancy



Rob Mannix

Editor, quant investing


Rob Mannix is the desk editor for investment, covering systematic investment strategies from quant funds to factor investing. He was previously responsible for Risk.net’s insurance coverage.

Based in the London office, Rob is interested in developments in the use of new types of data, the application of machine learning in investment, and research into systematic sources of return in markets. 

Rob joined Infopro Digital (then Incisive Media) in 2008, having previously worked at Euromoney Institutional Investor, covering legal and regulatory issues affecting capital markets.

Alexander Campbell

Divisional content editor


Alexander Campbell is the divisional content editor for Risk.net. He was formerly the editor of Operational Risk & Regulation and news editor of Risk magazine. He is based in London.

Will Hadfield

Investing editor


Will Hadfield runs the investing team for Risk.net, overseeing coverage of hedge funds, conventional asset managers and insurance companies. He previously covered market structure for Bloomberg News in London, both as a reporter and an editor. He studied History at the University of Durham and is a French speaker.

Philip Alexander

Regulation Editor


Philip Alexander is the regulation desk editor for Risk.net, overseeing a team of journalists in the UK, US and Asia. He was previously senior editor at The Banker magazine, covering financial regulation, capital markets, derivatives and central and eastern Europe. Prior to entering journalism, he edited sovereign credit research for rating agency Standard & Poor’s in London. He was awarded a PhD in modern history by the University of Cambridge for a thesis on Britain and European integration

Mauro Cesa

Quantitative Finance Editor


Mauro Cesa is quantitative finance editor for Risk.net, based in London. He leads the team responsible for the publication of quantitative research across all brands of the division. The section of Risk.net he manages, Cutting Edge, publishes peer-reviewed papers on derivatives, asset and risk management, and commodities.
Mauro holds a degree in economics from the university of Trieste and a masters in quant finance from the University of Brescia.

Take a look at a round up of the Risk Live session in visual form

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Risk Live is accredited by CPD, join the sessions and earn points. 

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