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European risk management conference agenda

08.15 – 09.00

Registration & breakfast

09.00 – 09.10

Opening – Welcome and introduction
Camille Thommes, Director General, Association of the Luxembourg Fund Industry (ALFI)
Luc Neuberg, President, ALRiM

09.10 – 09.30

Opening Speech
H.E. Pierre Gramegna, Luxembourg Minister of Finance

09.30 – 09.35

Chairperson’s introduction and setting the scene
Olivier Carré, Partner, PwC

09.35 – 10.25

Round table discussion : Positioning of Risk Management in Luxembourg

Moderators:
Luc Neuberg, President, ALRiM & Marco Zwick, Chief Compliance Officer (Europe) / Global Head of AML, RBC Investor Services Bank S.A.
Panelists:

Christoph Adamy, Head of Risk Management / Chief Risk Officer, Allianz Global Investors GmbH Luxembourg Branch
Andrew Bastow, Vice President and Head of European Structuring and Regulatory Affairs, AQR Capital Management
Nicolas Mackel, CEO, Luxembourg for Finance (LfF)
Jang Schiltz, Director, Luxembourg School of Finance (LSF)
Camille Thommes, Director General, Association of the Luxembourg Fund Industry (ALFI)

10.25 – 10.55

Refreshment break

10.55 – 11.25

The ESRB warnings on real estate vulnerabilities across Europe
Francesco Mazzaferro, Head of the ESRB Secretariat, European Systemic Risk Board Secretariat

11.25 – 11.55

Portfolio Management - The second line of defense

  • A day in the life of a portfolio manager
  • What does a portfolio manager expect from Risk Management and vice-versa
  • How do political turbulence impact the portfolio manager day-to-day business

Johan Karlsson, Head of Risk Management, Ivaldi Capital LLP

11.55 – 12.00

Chairperson’s closing remarks
Olivier Carré, Partner, PwC

12.00 – 13.30Lunch & Learn

 

L&L presentations to showcase :

  1. Risk Management Certification, ALRiM & House of Training
  1. New 2018 LSF Risk Management Master’s degree, University of Luxembourg / Luxembourg School of Finance
13.30 – 14.15
Simultaneous break-out sessions
Breakout session I

Risk management and stress testing : From theory to practice

  • Political, legal & social risk: what are the various scenarios a risk manager can expect on his day-to-day business
  • Macroeconomic vision
  • FSC recommendations on stress testing

Olivier Ciron, Prudential supervision and Risk management, Commission de Surveillance du Secteur Financier (CSSF)
Michael Derwael, Risk Manager, Lombard Odier Funds (Europe) S.A.
Yves Nosbusch, Chief Economist, BGL BNP Paribas

Breakout session II

Risk modelling for Alternative Assets – A theoretical hardship and a challenging practice

  • Focus on illiquid / real assets
  • To what extent can quantitative models be applied to real assets?
  • Practitioner approach

Presentation by: Prof. Dr. Jörg Henzler, Professor of Economics and Financial Markets, Hochschule Trier & Member of the Board, Luxembourg Investment Solutions S.A.

Discussion:
Martin Ewen, Chief Operating Officer, ARKUS FS
Benjamin Gautier, Board Member, ALRiM
Prof. Dr. Jörg Henzler, Professor of Economics and Financial Markets, Hochschule Trier & Member of the Board, Luxembourg Investment Solutions S.A.

Breakout session III

Depository Bank Risk Management

Presentation by: Samuel Kuborn, Managing Director, Trustee, Depositary & Fiduciary Services, RBC Investor & Treasury Services

Discussion:
Sandrine Leclercq, Directeur, Strategy, Regulatory & Corporate Finance, Deloitte
Samuel Kuborn, Managing Director, Trustee, Depositary & Fiduciary Services, RBC Investor & Treasury Services
Jérôme Wigny, Partner, Elvinger Hoss Prussen

14.15 – 15.00Break-out Sessions will be repeated
  
15.00 – 15.30Refreshment break
15.30 – 16.15

Focus on the Regulator: What’s on the agenda?

  • Risk-related European Regulatory framework overview: what’s next?
  • Luxembourg Regulator focus: From where we stand to where we are heading

Moderator:
Thomas Nummer, co-chair of the ALFI Risk Management Committee and member of ALRiM Board
Panelists:
Agathi Pafili, Senior Regulatory Policy Advisor, European Fund and Asset Management Association (EFAMA)
Alain Hoscheid
, Premier Conseiller de Direction, Commission de Surveillance du Secteur Financier (CSSF)
David Martin, Global Head of Business Risk & Public Policy, Pictet Asset Management, Geneva & Chairman, EFAMA Risk Management working Group

16.15 – 16.30

Morning & afternoon chairpersons wrap-up
Olivier Carré, Partner, PwC
Thomas Nummer, Board Member of ALRiM & Co-Chair of ALFI's Risk Management technical Committee

16.30 – 17.30

Cocktail kindly sponsored by:

 

Updated on 26/05/17  
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