Speakers List - Liquidity & Funding Risk
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KEYNOTE: Gonzalo Gasós

Head of Banking Supervision

EUROPEAN BANKING FEDERATION

Gonzalo Gasós is Head of Banking Supervision at the EBF where he works since 2009. He acts as Secretary of the Banking Supervision Committee and of the SSM Strategy Group. Before joining the EBF, he held various positions in risk management and compliance at Santander Group including the responsibility as Project Officer for the cross-border implementation of Basel 2 at Abbey National and other EU subsidiaries. Previously he worked for 5 years in Accenture.

KEYNOTE: Andrew Milligan

Head of Global Strategy

STANDARD LIFE INVESTMENTS

Andrew is the Head of Global Strategy at Standard Life Investments, where he advises the CEO and senior fund management team with economic, market and political analysis. He also is also a member of the group that forms Standard life Investments' House View. Andrew will use his extensive market and economic knowledge to give you an insight into current geopolitic risk

 

Interview Q&A with Andrew

 

 

1. Your keynote will be focused on the potential impact of political tumult on the financial markets, now that over a year has passed since the Brexit vote and Trump has been in office for over six months, do you think people are right to be concerned or are their fears overblown?

 

Investors are watching the Brexit process closely as they know the outcomes matter a great deal for the success of business models, exports, taxes, currencies and asset prices. It is important to put Brexit into context, however, as it is a side issue compared with, for example, the effect on markets of the end to QE, the success of China in dealing with its debt burden, or the ability of OPEC to control the oil price - as just a few examples of other risks facing investors.

 

2. What are you looking forward to learning about at the liquidity and funding conference?

 

The rise of fin tech, machine learning, automation, new technologies - all these are of growing importance to all market participants.

 

3. Having attended, and spoken at, our conferences in the past, what can delegates expect at a Risk conference?

 

The clue is in the title - risk. My working career has been trying to understand, forecast, anticipate, and mitigate a series of risks which could materially affect our clients. I hope this conference will help that process.

 

Mark Kandborg

Executive Director, ALM exposures

NORDEA

Mark Kandborg works as an Executive Director responsible for ALM Exposures within Group ALM in Nordea.

The role combines analysis, management and optimization of the Group's balance sheet from a market and regulatory perspective together with the responsibility of managing large liquid market risk exposures, hereunder the Group's liquidity buffer.

Mark has a background as a macro economist and has worked in Nordea since 1995 and has many years of experience with managing risk across fixed income, equities, credit and FX.

 

 

Thomas Ralph

Head of Treasury Risk

METRO BANK

Thomas Ralph is the Head of Treasury Risk at Metro Bank, based in London. He heads up the second line of defence in the areas of interest rate risk, liquidity risk, and FX. He joined from EY where he was a manager in the Advisory practice specialising in Treasury and ALM, and previously spent over five years in the ALM function at Lloyds Banking Group. Thomas has a keen interest in education, coaching, and training.

Franck Leroy

Head of Financial Risks

GROUPE BPCE

Graeme Smith

EMEA Head of Risk Quantitative Analysis

BLACKROCK

Graeme Smith, Director joined BlackRock in 2015. He is the EMEA Lead Risk Manager for RQA Trading and Liquidity Strategies department, responsible for risk oversight and quantitative analysis of Liquidity funds, Secured Financing, Execution, Transition Management and GCM activities in EMEA. Prior to joining BlackRock Graeme was EMEA Head of Prime & Delta 1 Risk Management at Citigroup, he has also had risk oversight, structuring and trading roles at Deutsche Bank and Commerzbank. He began his career in the Trading Risk department of NWM in 1996. Graeme holds a BSc in Physics from Imperial College, London.

Mostafa Mostafavi

Vice President, Risk and Quantitative Analysis

CREDIT SUISSE

Mostafa Mostafavi, Vice President, Risk and Quantitative Analysis, CREDIT SUISSE

Dr. Mostafa Mostafavi is a Vice President for Risk and Quantitative Analysis at Credit Suisse in London, part time Researcher at Imperial College London and Director and Founder of Meybod, a company which provides education and research in the field of application of statistical learning in industries such as Health Care, Engineering, Finance and Telecommunication . He has worked as Model Risk Audit Manager at HSBC in London, Quant for Asset liability Management at Barclays Capital in London, Quantitative Analyst for Credit Derivatives at Commerzbank in London, Quantitative Developer at International asset management in London and lecturer at UEL in London. His education includes BSc. in Communication Engineering from Sharif University of Technology, MSc. in Communication Engineering from King's College London, MSc. in Mathematics and Finance from Imperial College London, PhD in Communication Engineering from University of Surrey and PhD in Application of Statistical Learning in Finance at Imperial College London.

 

 

Hamza Bahaji

Head of Engineering and Quantative Research

NATIXIS

Hamza Bahaji is the head of engineering and quantative research with natixis where he has been for ten years. Prior to this, he worked as a financial engineer for Aon Hewitt. Hamza received his PhD in finance from the Université Paris Dauphine in 2005 and, alongside his work for Natixis, he is the head of the university's investment banking and markets master's program.

Sam Abrika

Treasury Risk Control

UBS

Sam Abrika is UBS's head of treasury risk control for the EMEA regions. He has a master's degree in computer science and applied mathematics from the Paris-Sud university and another master's degree in business administration from the Sorbonne.

James Scotcher

Head of Treasury

ATOM BANK

James Scotcher is the head of treasury for Atom Bank. Before joining the challenger bank in 2014, James had spent time with BNY Mellon, Cambridge Place Investment Management and the newly founded OakNorth Bank. James has a BSc in mathematics and economics from Heriott-Watt University and an IMT Certificate from the Association of Corporate Treasurers.

Krishna Srinivasan

Director, Treasury

BARCLAYS

Krishna Srinivasan is the head of liquidity risk management for Barclays. Krishna graduated with a Bcom from Deakin University and has an MBA from Cambridge. A strong professional with a plethora of experience, Krishna has worked in Singapore, Switzerland, Australia and the UK. Prior to joining Barclays ten years ago, Krishna worked as a senior manager for EY.

Tamim Chebti

Senior Treasury Expert

ABN AMRO

Tamim Chebti is a senior treasury expert with ABN AMRO in the Netherlands. Tamim has a degree in international business from HU University of Applied Sciences Utrecht and a MSc in business administration from the Rotterdam School of Management.

Chris McHugh

Lecturer

The London Institute of Finance and Banking

A former managing director at HSBC, Chris McHugh has a vast array of expertise having worked for Deutsche Bank, BAML and Credit Suisse. Having left his role at HSBC, Chris now works as a lecturer at the London Institute of Finance and Banking and as a visiting lecturer at the Cambridge Judge Business School. He teaches risk, banking, markets and derivatives for undergraduate and postgraduate courses. Chris has an MA in engineering from Cambridge University and an MBA from the London Business School.

Moises Gerstein

Director, CVA and Funding Trading Desk

ING INVESTMENT BANKING

William Cooper

Head of Risk

SEB

Andrew Turvey

Head of Treasury Risk & Compliance

CLYDESDALE BANK

Andrew Turvey is the head of treasury risk and compliance at Clydesdale Bank. He was formerly the head of liquidity planning with Coventry Building Society and has also worked for EY, Nationwide and Santander. Andrew is a qualified chartered accountant and has a masters degree in chemical engineering from Manchester University.

Eric Weijman

Lead Product Owner ALM

ABN AMRO

Eric joined ABN AMRO is 2007 as a mangement trainee and has since worked in commercial and corporate banking, credit porfolio management and as VP for corporate clients. In 2015 he switched roles to become the lead for funding and liquidity management and, in 2017, he became lead product owner ALM. Eric has a master's degree in business administration from the University of Gronigen and an executive master of business valuation from the Duisenberg School of Finance in Amsterdam.

Jeff Simmons

Managing Director, Head of Enterprise Risk Management

THE BANK OF TOKYO-MITSUBISHI UFJ

Jeff Simmons joined the Bank of Tokyo Mitsubishi UFJ ("BTMU") in June 2014 as the Head of Enterprise Risk, tasked with creating the function. Prior to joining the bank he spent some 20 years working in the Risk Management arena, this included Market Risk, Credit Risk, Risk Model Validation and Regulatory Risk consulting. At BTMU his responsibilities include the development of a Regional Risk Appetite Framework, including the design and implementation of a forward looking risk appetite framework which can be used for strategic decision making and control purposes. He is also developing an Integrated Stress Testing framework, and subsequently integrating this with the Risk Appetite framework including the analysis of the Banks forecast under varying macro economic environments. He is now working extensively with both the Tokyo based Head Office and the continental offices to develop a global framework in these 2 areas He is also responsible for the implementation of an EMEA Risk Governance framework, this involves him working closely with the Regional offices to ensure that there is a standardised and efficient Risk Framework across the region.

Abhijeet Kulkarni

Head of Stress Testing

STANDARD CHARTERED

Abhijeet is heading the global liquidity stress testing team for Standard Chartered and has done similar roles for other Tier 1 banks in the past. His main responsibility is to design the models and methodologies for internal stress tests as well as for regulatory metrics. Abhijeet is also responsible for delivering the ILAAP, ensuring compliance with the ILAA rules and managing the L-SREP."

Chris Kirkup

VP - Liquidity Risk

MUFG SECURITIES

Chris is a VP for Liquidity Risk at MUFG Securities (EMEA). He began his career at Barclays, working in a variety of Risk and Treasury roles before moving to Lloyds Banking Group, providing oversight for liquidity risk across the Group. Chris joined MUFG Securities in 2014 and is a specialist in LCR, NSFR and internal stress testing. He holds a BSc in International Management and French from the University of Bath and has completed the ACT and CFA qualifications.

Muhammad Fazeel Ur Rehman

CITIGROUP

VP, Corporate Treasury Audit

Craig Woker

Funds Transfer Pricing and Profitability Practice Lead

Quantative Risk Management

Craig Woker manages QRM's Funds Transfer Pricing & Profitability Practice. He assists all QRM clients with an FTP engagement to assess the profitability of products, divisions, and business units, as well as with forecasting net interest margin in planning and stress testing. Before heading the FTP practice, he managed QRM's Americas Client Management Team, providing consulting and support in the areas of asset-liability management, FTP, credit, liquidity, and regulatory capital. Prior to joining QRM, he helped start the Equities Research division at investment-research firm Morningstar, where he was the Director of the Financial Services practice. His team of researchers generated financial profitability forecasts and estimated values of banks, insurance firms, investment banks, and other publicly traded firms around the globe. He carries the Chartered Financial Analyst designation, and holds a Bachelor's degree from Northwestern University, as well as a Master's degree in Finance from DePaul University.

Philip Alexander

Editor, Regulation

Risk.net

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.

 

Fitz Drummond

Director, Treasury

Deutsche Bank

Fitz works in the treasury department of Deutsche Bank where he heads up a team coordinating liquidity risks and FTP management of derivatives, intraday and FX trading. Before working for Deutsche Bank, Fitz was a corporate treasury associate with Goldman Sachs. He has a B.Sc in finance and management from the State University of New York.

John-Paul Coleman

Treasurer

Danske Bank UK

John-Paul is Treasurer for Danske Bank UK, a UK retail and commercial bank. Prior to this he had worked in RBS for 7 years in various treasury roles including; the Head of Treasury Markets (Williams & Glyn), Commercial Treasurer, Retail Treasurer and Head of Term Funding and Capital Raising. Prior to joining RBS he worked in Anglo Irish Bank for 5 years working across debt issuance (short/long term, senior/subordinated), investor relations and managing liquid asset portfolios. He started his career in corporate treasury working for US multinational technology companies for 3 years, followed by a 2 year stint in EBS Building Society establishing their debt capital market capabilities and liquid asset portfolio. John-Paul has a Master's degree in Investment & Treasury from Dublin City University and a Bachelor's of Finance degree from Queen's University Belfast. In addition, he is a Chartered Financial Analyst. He is married, with two sons

Gilles Renaudiere

Director, Capital Products

BNP Paribas

Gilles Renaudière is a Senior Structurer in BNP Paribas' Capital Products team, focussing on the structuring of banks and insurance companies' hybrid and TLAC instruments globally, as well as on the impact on financial institutions of broader regulatory capital developments.

As part of his role, Gilles liaises very closely with financial institution issuers, bond investors, rating agencies and regulatory bodies, balancing the interests of all stakeholders in order to advise his clients on optimal capital structures and the instruments available to meet the capital requirements of the new regulatory regime.

Prior to joining BNP Paribas in 2014, Gilles spent 8 years at UBS where he started his career in the Capital solutions team. He then held positions in the FIG Benelux (2005-2007) and Nordic teams (2007-2013)

Gilles graduated from Imperial College with a MSci in Mathematics and Computing, and holds a Master in Management diploma from HEC Paris

 

Jos in 't Panhuis

Lead Liquidity and Funding Management

ABN AMRO

After completing his PhD in 2009, Jos moved to ABN AMRO and began as a trainee in risk management. In 2010 he moved to model validation, within the central risk management department, where he advised senior management on the use of internal models for regulatory and economic capital calculations. In 2014 he moved to the ALM department, focusing on liquidity management, and in 2017 he became lead for funding and liquidity management. Jos has a PhD in industrial and applied mathematics from Eindhoven University of Technology and a master's degree in risk management from Duisenberg school of finance.