Day One | September 22
Here is the latest edition of the agenda. As we approach the event, we will be adding speakers and sessions to enhance your experience. To stay informed, please register your interest
8:00
Breakfast and Networking
8:50
Chair’s Opening Remark’s
9:00
KEYNOTE: GEOPOLITICAL AND MACROECONOMIC OUTLOOK
Panel Discussion : Examining Current Global Macroeconomic and Geopolitical Events and the Risks They Pose for Balance Sheet Management Professionals
Key topics
- Providing a future-focused assessment of the global macroeconomic and geopolitical environment, and its strategic implications for bank balance sheets
- Navigating the continuing unstable poly-crisis global environment
- Looking at the best methods for predicting inflation, FX rates and interest rates in a fluid geopolitical landscape
- Managing geopolitical instability by moving away from reliance on historical data and towards more forward looking frameworks
 | Frances Haque, Chief Economist, Santander UK |
9:35
BASEL IV IN CONTEXT
Session: Exploring and pinpointing why capital regulations are so important and yet continue to be so problematic
Key topics
- Identifying different perspectives on risk and capital management
- Taking the journey of Basel reforms from pre-Basel days through to Basel II and the GFC
- Debating Basel IV as a misguided reaction to the financial crisis, and an considering it as an impediment to good risk management
- Analysing the disintegration of Basel IV as jurisdictions diverge, deregulate and simplify
- Laying out the practical implications of Basel IV for banks and their customers
 | Adrian Docherty, Head of Bank Advisory, BNP Paribas |
10:15
Morning Refreshment Break and networking
10:45
REGULATORY LANDSCAPE
Session: The Cost of Being Compliant: Understanding Current Global Regulatory Fragmentation and Divergence and its Impact on Balance Sheet Management
Key topics
- Discussing the global move away from the previous post-crisis cohesive regulatory landscape
- Creating a full picture of the UK, Europe and the US in their respective regulatory viewpoints and positions
- Understanding how different jurisdictions are implementing various new regulations, and predicting the effect this will have on competitive advantage
- Developing strategies to navigate disjointed rules to avoid major impact on substantial risk-weighted assets
 | Alexandra Tache,Head of Balance Sheet Modelling, CEC Bank |
11:30
CSRBB
Session: Clarifying and Understanding Current UK and EU CSRBB Regulation
Key topics
- Clarifying the regulatory guidance around CSRBB from both European and UK authorities
- Best practices for determining credit spreads of non-traded items under new requirements
- Aligning regulatory guidelines with actual reporting requirements to clarifying what is expected from banks regarding CSRBB
- Understanding how to create the most effective standardized frameworks that properly align views of credit, liquidity and interest rate
 | Svetlana Kardan,Head of Balance Sheet Management,Monzo |
12:05
Lunch Break and Networking
1:05
TRANSFORMING ALM
Session: Transforming ALM: How Technology and AI are Reshaping Balance Sheet Strategy
Key topics
- An overview of how integrated ALM platforms and AI solutions are transforming balance sheet management, enabling a comprehensive and dynamic view across risks,funding and profitability.
 | Giovanni Campo,Partner,Prometeia |
1:40
IMPLEMENTING AI TO ENHANCE PROFITS
Session: Practical Implications of AI and Finding the Return onInvestment
Key topics
- Exploring used cases of AI implementation within balance sheet management that helped to enhance and automate processes
- Looking into how AI can be used to improve data reconciliation, reporting, coding and manipulation
- Defining the tangible financial outcomes of successful AI implementation, and the timeline banks can expect for a return on investment
 | Christian Dembowski, Executive Director, Head of Group Treasury Data Analytics, DZ Bank |
2:15
CAPITAL MANAGEMENT
Session: Positioning Significant Risk Transfers (SRTs) as a Capital Management Tool
Key topics
- Outlining how SRT volumes have increased exponentially in 2025/26 as a response to Basel IV capital burdens.
- Looking at how financial institutions can move beyond expensive consultants to build in-house SRT capabilities for managing annual or bi-annual transactions
- How banks can cooperate with insurance companies and pension funds to manage balance sheet constraints while maintaining the client relationship
- Debating if offloading risks through SRTs could aid in laying the groundwork for a potential Global Financial Crisis
2:50
Afternoon Refreshment Break and Networking
3:20
USE CASE: REVERSE STRESS TESTING
Session: A Real‑World Walkthrough of Reverse Stress Testing Methodologies, Modelling Choices, and the Insights that Reshape Risk Strategy
Key topics
 | David Hough,Senior Advisor, Treasury & Risk Management,FIS Global |
 | Juergen Ferber,Sales Executive Lead, Treasury,FIS Global |
 | Steve Claxton,Senior Advisor, Treasury & Risk, Global,FIS Global |
3:35
STRESS FRAMEWORKS
Session: Enhancing Stress Frameworks Through Advanced Data Architecture and Machine Learning
Key topics
- Determining critical internal and external data inputs for robust scenario design
- Exploring the potential use of AI and machine learning to enhance stress testing and scenario planning
- Improving data integration, granularity, and timeliness for stress frameworks
4:10
STRESS TESTING AND SCENARIO ANALYSIS
Panel Discussion: Looking at Stress Testing and Scenario Analysis Through the Lense of Current Geopolitical Events
Key topics
- Re-evaluating the role of stress testing and scenario analysis amid escalating geopolitical instability
- Translating geopolitical shocks into credit, liquidity, and market risk impacts
- Moving beyond regulatory minimums to ensure full preparedness for a wide variety of extreme events
- Embedding stress outcomes into capital planning, liquidity buffers, and recovery strategies
 | Sebastian Werner, Head of Climate Risk Scenario Design, Citi |
 | Gabor Koncz, Head of Balance Sheet Risk Management, Raiffeisen Bank |
 | Stefan Wolowiec, Head of Stress Testing, European Investment Bank |
5:00
Chairs Closing Remarks
5:15 – 6:15
Networking Drinks Reception