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Conference Day 2

09:15 AM - 09:45 AM Registration and welcome coffee

09:45 AM - 10:00 AM Chairman’s opening

Case studies and real life best practice on stress testing and beyond

10:00 AM - 10:45 AM Stress testing

Sunil Verma, Head of Market Risk Stress Testing Methodology, UBS
  • Developing advanced methodology for stress testing market and counterparty risk

  • Best practices for integrating stress testing into strategic planning and supporting business decision-making

  • Stress testing as a tool for portfolio management


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Sunil Verma

Head of Market Risk Stress Testing Methodology
UBS

10:45 AM - 11:15 AM Networking refreshment break

11:15 AM - 12:00 PM EBA/ECB Stress Test Project 2016

Marian Pollmann, VP & Teamhead Firm Wide Stress Testing, Deutsche Bank
  • Stress test methodology and optimisation

  • Regulatory compliance and scenario analysis

  • Reverse stress testing


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Marian Pollmann

VP & Teamhead Firm Wide Stress Testing
Deutsche Bank

Looking forwards – what is the future of risk management?

12:00 PM - 12:45 PM Using effective data management to reduce risk

Jozef Zubricky, Head of Credit Risk Models, Erste Group
  • Lessons Learned. Risk Data Management in a Large Cross Country Financial Institution

  • Data Warehouse vs. Analytical Platforms. Cost, Flexibility and Governance

  • Big Data. Technology, Risk Models and Regulatory Considerations



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Jozef Zubricky

Head of Credit Risk Models
Erste Group

12:45 PM - 2:15 PM Networking luncheon

2:15 PM - 3:00 PM Panel Discussion: What is the future of data governance vs quality?

Mark Wilson, Data Governance Manager, Handelsbanken UK Nigel Turner, Principal Consultant, Global Data Strategy
  • What can compliance do for you?

  • Guidelines and processes for collecting and storing data

  • How to monitor and improve those models


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Mark Wilson

Data Governance Manager
Handelsbanken UK
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Nigel Turner

Principal Consultant
Global Data Strategy

3:00 PM - 3:45 PM A fine balance between customer demands and risk to the bank

Zhilin Yao, Deputy Head of Risk Management, Agricultural Bank of China
  • There is high customer expectation, can banks learn from Fintechs?

  • What are the new challenges for banks’ risk functions

  • How to meet these challenges?


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Zhilin Yao

Deputy Head of Risk Management
Agricultural Bank of China

3:45 PM - 4:00 PM Closing remarks by the chairman/chairwoman

4:00 PM - 4:30 PM End of Day Two

4:30 PM - 11:59 PM Interactive Workshop: Creating lines of sight: How to ensure Data Governance & Data Quality align with business strategy

Nigel Turner, Principal Consultant, Global Data Strategy

Often the biggest barrier to successful and sustainable Data Governance and Data Quality initiatives is an inability to demonstrate their benefits to the organisation. In particular, how can these be directly aligned to business strategy, including risk management, commercial aspirations and legal & regulatory imperatives? This is an important first step in gaining senior executive sponsorship and active support & commitment.

This interactive workshop will teach some highly effective techniques for creating a direct line of sight between Data Governance, Data Quality and business strategy. It will do this by introducing and populating a proven model, with supporting techniques, that can easily be applied to participants own organisations after the workshop.


To achieve this the workshop will cover:

  • Why Data Governance and Data Quality initiatives fail

  • The importance of aligning initiatives with business strategy and goals

  • Techniques and approaches for aligning Data Governance & Data Quality with business strategy

  • An interactive exercise to demonstrate how these can be applied to an organisation

  • The benefits of this approach

  • Lessons learnt from real life financial & other use cases


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Nigel Turner

Principal Consultant
Global Data Strategy