Capco Events

Sixth Annual Cass-Capco Risk Management Conference

Where the latest research into risk meets the real world experience of global financial institutions

In its sixth year, the Cass-Capco Conference has firmly established itself as one of the headline events in the risk calendar. This year, senior speakers from HSBC, Nomura, Lloyds Banking Group, Credit Suisse and Deutsche Bank, participated at the conference. In addition, attendees benefited from the insights of high-profile researchers from UCL, LSE and Cass Business School itself.

The conference was hosted by Professor Damiano Brigo, Chair of Mathematical Finance at Imperial College London and Director of the Capco Institute, the event focused on the critical issues at the heart of risk today:

• Economic risk: Is 2013 the year that Europe and the rest of the world break free of the crisis?
• Financial risk: Looking at developments in financial engineering, securitization, financial and liquidity risk assessment methodologies.
• Funding costs and credit risk: Collateral and liquidity, credit and funding valuation adjustments.
• Regulatory risk: The latest on local and global regulations impacting financial services.
• Emerging risks: High frequency trading and mortality risk.
• Reputational risk: Preparing for public relations challenges and protecting the brand.

Presentations

Keynote: Stress testing in risk management
Alan Smith, Global Head of Risk Strategy, HSBC
Download Presentation (.PDF; 333KB)

Panel session: Risk management, 2013
Introduction and chair: Garrett Cassidy, Programme Director, Basel III, Bank of Ireland; Geoff Close, CRO, FIS International; Eduardo Epperlein, Head of Risk Methodology, Nomura; Gabriel Medina, Head of the Margin and Add-ons Modelling Team, Regulatory & Risk Analytics unit, HSBC
Download Presentation (.PDF; 99KB)

Panel session: Counterparty credit risk, collateral and funding
Introduction and panellist: Chris Kenyon, Director, Lloyds Banking Group; Damiano Brigo (chair), Director of the Capco Institute; Henry Wayne, Head of Counterparty Risk Analytics, Citigroup; Gary Wong, CEO, Ipotecs; Simon O’Callaghan, CVA Trader, Barclays Capital
Download Presentation (.PDF; 508KB)

Keynote: Counterparty risk and regulation
Henry Wayne, Head of Counterparty Risk Analytics, Citigroup
Download Presentation (.PDF; 505KB)

Panel session: High frequency trading, a moral dilemma?
Introduction and panellist: Richard Payne, Professor of Finance, Cass Business School; Christopher Clack (chair), Founder, Financial Computing MSc Programme and Thomson-Reuters Laboratory, UCL; Paul Woolley, Head of The Paul Woolley Centre for the Study of Capital Market Dysfunctionality, LSE
Download Presentation (.PDF; 227KB)

Panel session: Reputational risk under the microscope
Introduction and chair: Tom Vesey, CEO, Risk2Reputation; Carolyn Williams, Head of Thought Leadership, Institute of Risk Management; Sandeep Vishnu, Partner, Capco; Alberto Lopez, Chief Executive, Alva
Download Presentation (.PDF; 1.58MB)