Risk Live agenda - November

Risk Live agenda - November

Risk Live agenda - November 9-16

10:3011:15

Climate risk regulation

10:30 - 11:15

  • Climate change & financial risks: how do we take action
  • Learning from covid-19 (the pandemic will go away, climate risk wont)
  • The size and balance of future risks 
     
Sarah Breeden

Executive director, UK deposit takers supervision

Bank of England

Sarah is the Executive Director for UK Deposit Takers Supervision, responsible for the supervision of the UK’s banks, building societies and credit unions. She has oversight of the Bank of England’s (Bank) work enhancing the financial system’s resilience to climate change.
Sarah was previously the Executive Director for International Banks Supervision, where having joined the directorate in 2015, she was responsible for supervision of the UK operations of international banks.
Before moving into supervision, Sarah was a Director in the PRA’s Financial Stability Strategy and Risk Directorate, where she focused on developing the UK’s macroprudential policy making framework and supporting the Financial Policy Committee. Previously she was head of the division in the Financial Stability Directorate that assessed risks to financial stability from financial markets, the non-bank financial sector, and the real economy.
Sarah led the Bank’s work to support the transition of prudential regulation of banks and insurers from the Financial Services Authority to the Bank.
Prior to that she was head of the Bank’s Risk Management Division and head of Special Projects in the Markets Directorate, leading the design and risk management of financial market operations undertaken by the Bank including those launched during the financial crisis.

11:3012:30

Setting standards - firms’ integration of climate change risk

11:30 - 12:30

  • Setting standards - how to integrate the effects and policies of climate change in our risk strategies and ensure the industry is “on the same path”
  • Climate change regulation and new reporting requirements 
  • Mapping the impact of risk factors into the broader portfolio
  • Assessing and mitigating firm’s exposure to climate change

12:3013:30

Climate fiduciary duty and stewardship
Think Tank

12:30 - 13:30

  • Proxy voting, fiduciary duty and shareholder engagement – how to appropriately track outcomes, targets and impacts?
  • Fiduciary duty in the investment value chain: the role of asset owners, managers, regulators and companies.
  • ESG integration 
     

13:3014:30

Networking break

13:30 - 14:30

Use this opportunity to live-chat and to share your thoughts with like-minded professionals and meet our sponsors.

 Our AI powered meeting system will help you coordinate 1-1 meetings via video and text chat with your peers who have similar objectives and interests, coordinate 
 

14:3015:30

Climate risk - modelling the impact

14:30 - 15:30

  • Overcoming the data challenge 
  • Integrating models 
  • How to incorporate and quantify the risks  
     

15:3016:30

Risk and return in capital markets
Think Tank

15:30 - 16:30

  • The impact of climate risk on investment risk, especially for the last 6 months
  • Mobilizing investors toward the objective of decarbonization
     

16:3017:30

11:3012:30

Next generation credit risk modelling – accuracy

11:30 - 12:30

  • Building on a foundation of quality of data 
  • Using big data, ML and AI to improve modelling speed and outcomes 
  • Non-traditional sources of consumer and SME credit risk information 

12:3013:30

Breakout
Join one of the hosted breakout sessions

12:30 - 13:30

  1. The future workforce: how has covid 19 impacted the gender imbalance?
  2. Mental health in the workplace  
     

13:3014:30

Networking break

13:30 - 14:30

14:3015:30

Next generation credit risk modelling – ethics

14:30 - 15:30

  • Training credit algorithms 
  • How to avoid treating certain cohorts unfairly 

15:3016:30

AI keynote: AI in financial services

09:00 - 09:30

Manuela Veloso

Managing director, head of AI research

J.P. Morgan and School of Computer Science at Carnegie Mellon University

Manuela M. Veloso is the Head of J.P. Morgan AI Research, which pursues fundamental research in areas of core relevance to financial services, including data mining and cryptography, machine learning, explainability, and human-AI interaction. J.P. Morgan AI Research partners with applied data analytics teams across the firm as well as with leading academic institutions globally.

Professor Veloso is on leave from Carnegie Mellon University as the Herbert A. Simon UniversityProfessor in the School of Computer Science, and the past Head of the Machine Learning Department. With her students, she had led research in AI, with a focus on robotics and machine learning, having concretely researched and developed a variety of autonomous robots, including
teams of soccer robots, and mobile service robots. Her robot soccer teams have been RoboCup world champions several times, and the CoBot mobile robots have autonomously navigated for more than 1,000km in university buildings.

Professor Veloso is the Past President of AAAI, (the Association for the Advancement of Artificial Intelligence), and the co-founder, Trustee, and Past President of RoboCup. Professor Veloso has been recognized with a multiple honors, including being a Fellow of the ACM, IEEE, AAAS, and AAAI. She is the recipient of several best paper awards, the Einstein Chair of the Chinese Academy of Science, the ACM/SIGART Autonomous Agents Research Award, an NSF Career Award, and the Allen Newell Medal for Excellence in Research. 

Professor Veloso earned a Bachelor and Master of Science degrees in Electrical and Computer Engineering from Instituto Superior Tecnico in Lisbon, Portugal, a Master of Arts in Computer Science from Boston University, and Master of Science and PhD in Computer Science from Carnegie Mellon University. See www.cs.cmu.edu/~mmv/Veloso.html for her scientific publications.

10:3011:30

Keynote outlook: Systemic risk and the macroeconomy

10:30 - 11:30

  • Addressing and quantifying systemic risk 
  • Comparing the corona virus crisis to 2008
  • The investor response  
     

11:3012:30

Life after Brexit for UK fund managers

12:40 - 13:10

12:3013:30

Networking break

13:30 - 14:30

Use this opportunity to live-chat and to share your thoughts with like-minded professionals and meet our sponsors.

 Our AI powered meeting system will help you coordinate 1-1 meetings via video and text chat with your peers who have similar objectives and interests, coordinate 
 

13:3014:30

Reconsidering risk management and stress testing

14:30 - 15:30

Covid-19 has changed the way investors think about stress testing. What are the lessons learnt and how can firms develop more creative stress tests 

  • Looking beyond historical data and traditional financial indicators 
  • Considering more non-financial risks such as climate change, geopolitics and technology 
  • Constructing future scenarios & new approaches to stress testing 

16:0017:00

Liquidity risk management, post Woodford and Covid-19

16:00 - 17:00

  • Re-assessing liquidity risk and the impact of increased scrutiny from regulators (such as the recent ESMA guidelines)
  • Recognizing liquidity imbalances and navigating the uncertainty of Covid-19 
  • The future of liquidity risk management 
     

11:3012:30

The future of e-trading – will this new normal last?

11:30 - 12:30

  • How the pandemic turned the trading floor upside down
  • How e-trading will spread to new instruments 
  • Algo trading 
  • The irrefutable role of technology during a crisis 
     

12:3013:30

Remote working risks in FICC markets– a reflection so far and a look to the future
Think Tank

12:30 - 13:30

13:3014:30

Networking break

13:30 - 14:30

Use this opportunity to live-chat and to share your thoughts with like-minded professionals and meet our sponsors.

 Our AI powered meeting system will help you coordinate 1-1 meetings via video and text chat with your peers who have similar objectives and interests, coordinate 
 

14:3015:30

Is the future is bilateral?

13:30 - 14:30

As buy and sell-side firms become more sensitive to the problems of market impact and information leakage, Clobs and even RFqs may seem too noisy. 

  • Are bilateral streams the way forward? 
     

15:3016:15

Re-imagining the role of the dealer keynote

09:00 - 09:30

16:3017:30

Have I got Risk.net news for you

16:30 - 17:30

10:3011:30

The next step for RFR transition: navigating conduct risk

10:30 - 11:30

11:3012:30

Navigating conduct risk in the transition away from Libor
Think Tank

11:30 - 12:30

  • Client communication
  • Governance 
  • Liquidity in RFR products
  • Litigation risk

12:3013:30

The remaining operational challenges and role of technology in RFR transition

12:30 - 13:30