Below are just a few of the top industry speakers confirmed for RiskMinds International 2015. See the full risk event speaker list to date to see who else is on board.
Marc was appointed to the HSBC Board as an Executive Director on 1 January 2014. His current appointments include: A member of the Group Management Board, HSBC Private Bank (Suisse) S.A; and of HSBC Private Banking Holdings (Suisse) S.A. Previously Marc was Chief Financial and Risk Officer, Global Banking and Markets at HSBC. Prior to this he was European Chief Financial Officer at JP Morgan and audit partner at PricewaterhouseCoopers.
Stefan Walter is Director General of the Directorate General Micro-Prudential Supervision I at the European Central Bank, responsible for the supervision of the most significant banking institutions in the Single Supervisory Mechanism. Previously he was Principal at Ernst & Young, where he led EY’s global bank regulatory practice. From 2006 until 2011, Mr Walter was Secretary General of the Basel Committee on Banking Supervision. He oversaw the fundamental reform of the global bank regulatory landscape, including the negotiations resulting in the Basel III framework. He chaired the Basel Committee’s Policy Development Group, the Committee’s key policy making body. During this time he was also member of the Financial Stability Board. Before joining the Basel Committee, Mr Walter was Senior Vice President at the Federal Reserve Bank of New York (FRBNY) where he was responsible for the Financial Sector Policy and Analysis Department. During his 15 year tenure at the FRBNY, Mr Walter held a number of other positions, which included leading the Market and Liquidity Risk Department, the Bank Surveillance Department, and the Banking Trends Department. Mr Walter holds a Master degree in Banking and Finance from Columbia University and a BA degree from the University of California, Berkeley.
Lewis O’Donald was appointed Chief Risk Officer of Nomura Holdings in January 2011. Prior to joining Nomura Dr O’Donald worked at Morgan Stanley International in a variety of roles from 1992 till 2010. He started in the Fixed Income division, working in derivatives and swaps trading. Dr O’Donald ran the European Fixed income options and exotics trading from 1999 to 2001 before moving to run Structured Credit Trading in Europe, when Fixed Income was split into Credit and Interest Rate Trading. Dr O’Donald subsequently moved into the market risk division at Morgan Stanley in 2004, running the European office and Global Credit Markets. In 2008 he was asked to become the Senior Risk Officer for Morgan Stanley globally, running in-Business risk management for the head of Sales and Trading.
Gilbert Kohnke is Group Chief Risk Officer and a Member of the Executive Board at Danske Bank. Prior to this, he was Group Chief Risk Officer of OCBC Bank in Singapore from 2005-2014. Before joining OCBC, Gilbert worked for CIBC in several roles in London, Singapore and New York including, most recently, Head of European Portfolio Management for CIBC World Markets. Before joining CIBC in 1996, Gilbert worked as Approving Risk Manager at Royal Bank of Canada, Risk Manager at HO Credit Risk Management Group, and Account Manager at National Accounts Group. He began his career as an Auditor for Revenue Canada.
Tom is the Chief Risk Officer for Allianz Group, responsible for global risk controlling and risk management policies and guidelines. Prior to joining Allianz in 2008, Tom was the Chief Risk Officer for ING's global insurance operations. Prior to joining ING in 2005, Tom was the Global Head, Finance & Risk Practice at Oliver Wyman & Company (OWC), a consulting firm specializing in serving financial services firms in risk, strategy and organization. Prior to joining OWC in 2002, Tom was the CFO & CRO for Swiss Re New Markets (SRNM), responsible for the risk management, financial / management reporting, treasury and back-office operations for the alternative risk transfer and capital markets activities of Swiss Re. Prior to joining SRNM in 1998, Tom was the Global Head, Risk Management Practice, at McKinsey & Company. Tom has spent most of hisprofessional career in Europe, having lived and worked in Munich, Amsterdam, New York, London and Zurich. Tom earned his BSc in Business Administration with honours from the University of California at Berkeley and his PhD in Economics from Stanford University. Tom is a dual American- / Swiss-citizen.
Wilfred Nagel is responsible for ING’s risk management departments including compliance. He was also appointed to sit on the executive board in 2012. Prior to his current role, Wilfred has held a number of roles in ING including, CEO, ING Bank Turkey, CEO, ING Wholesale Bank Asia and Global Head Credit Risk Management, ING Group. Wilfred started his career at ABN Amro.
Mrs Chng Sok Hui is the Chief Financial Officer of DBS Group, and a member of the DBS Executive Committee. Prior to this appointment in 2008, she was the Managing Director and Head of Risk Management at DBS Group and held the position for six years. Sok Hui serves as Supervisor of the board of DBS Bank (China) Limited, and was appointed by the Ministry of National Development (Singapore) to be a Board member of the Housing & Development Board, as well as the Ministry of Finance (Singapore) to serve on the Accounting Standards Council and the Board of The Inland Revenue Authority of Singapore. In 2014, Sok Hui was appointed to the International Integrated Reporting Council (IIRC).
Eduardo is responsible for the development of the methods and models used to measure market and credit risks as well as for the independent review and validation of pricing and risk models used by the bank. Prior to his current position, Eduardo was with Lehman Brothers for three years as Managing Director and Global Head of Quantitative Risk Management. He was responsible for all quantitative risk functions in the Risk Management organization including market, credit and operational risk analytics, model validation, risk technology and regulatory interface related to the implementation of the quantitative frameworks. Eduardo has also worked for Goldman Sachs and Salomon Brothers in Quantitative Research, Modelling and Risk Management.
Edward I. Altman is also the Director of Research in Credit and Debt Markets at the NYU Salomon Center for the Study of Financial Institutions. Prior to his present position, he chaired the Stern School's MBA Program for 12 years. He has an international reputation as an expert on credit markets and credit risk and acts as an advisor to several central banks, government agencies and major companies. He has testified before the U.S. Congress, the New York State Senate and several other government and regulatory organizations. Prof. Altman was inducted into the Fixed Income Analysts Society Hall of Fame in 2001 and was named one of the “100 Most Influential People in Finance” by the Treasury & Risk Management magazine in 2005. He was one of the founders and an Executive Editor of the Journal of Banking and Finance and has published or edited over 150 articles and two-dozen books including, most recently, Recovery Risk (2005), Corporate Financial Distress & Bankruptcy (3rd ed., 2006) and Managing Credit Risk (2nd ed. 2008).
Nassim Nicholas Taleb spent 21 years as an option trader before becoming an academic and researcher specializing in mathematical problems with probability and a "real world" approach to risk management. He is currently Distinguished Professor of Risk Engineering at NYU. Taleb is the author of the INCERTO (Fooled by Randomness, The Black Swan, Antifragile, The Bed of Procrustes), with a parallel mathematical version Silent Risk: Lectures on Probability from which this course is adapted. He is also the author of Dynamic Hedging and numerous academic publications across different fields, ranging from Physica A, Journal of Economic Behaviour and Organization and Quantitative Finance to Foreign Affairs.
Paul Embrechts is Professor of Mathematics and director of RiskLab (founded in 1994) at the ETH Zurich specialising in actuarial mathematics and quantitative risk management. He has published extensively in leading academic journals in the fields of insurance, finance and stochastics. He has an Honorary Doctorate from the University of Waterloo, the Heriot-Watt University, Edinburgh, and the Université Catholique de Louvain. He co-authored the influential books "Modelling of Extremal Events for Insurance and Finance", Springer, 1997, and "Quantitative Risk Management: Concepts, Techniques and Tools", Princeton University Press, 2005 and 2015 (Revised Edition).
John Hull is an internationally recognized authority on derivatives and has many publications in that area. Recently his research has been concerned with credit risk, executive stock options, volatility surfaces, market risk, and interest rate derivatives. He was, with Alan White, one of the winners of the Nikko-LOR research competition for his work on the Hull- White interest rate model. He has written three books “Risk Management and Financial Institutions” (new this year), "Options, Futures, and Other Derivatives" (now in its sixth edition) and "Fundamentals of Futures and Options Markets" (now in its fifth edition). The books have been translated into many languages and are widely used in trading rooms throughout the world. He has won many teaching awards, including University of Toronto's prestigious Northrop Frye award, and was voted Financial Engineer of the Year in 1999 by the International Association of Financial Engineers.
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