Agenda

09:30-09:40

Welcome and Introduction


09:40-09:55

Sustainability risks and what it should really mean to risk managers

EU legislation is pointing towards a direction where eliciting clients’ true sustainability preferences will be mandatory in the foreseeable future. But then the question emerges: how to measure these preferences? Whether and how to harmonise the elicitation method? How to prevent biases in clients’ preferences? How to prevent that clients are pushed into the wrong direction by financial institutions? These questions are very much connected to strategic business risks that financial institutions are exposed to in the current greening of the financial system.

  • (R.M.M.J.) Rob Bauer

    (R.M.M.J.) Rob Bauer Professor of Finance, Institutional Investors chair; Director European Center for Sustainable Finance (ECCE); Finance, School of Business and Economics Maastricht University


09:55-10:15

Flashnote: Libor transition


10:15-10:20

Coffee break


10:20-11:30

Liquidity Risk Management

  • The view of the regulators: lessons learned from the past year and discussion of the upcoming policy actions

 

  • Interactive liquidity risk modelling and stress testing: practical considerations
    This interactive discussion puts the audience in the shoes of a hypothetical risk manager designing a liquidity risk management framework and deciding how best to mitigate liquidity risks. Our panel of experts will comment outcomes and elaborate on key considerations raised.
  • Michael Derwael

    Michael Derwael ALRiM Board member & Global Independent Risk Officer MFS Investment Management Company (Lux) S.à r.l.

  • Gildas Blanchard

    Gildas Blanchard PhD, Senior Manager - Financial Industry Solutions Deloitte Tax & Consulting

  • Georg Kiefer

    Georg Kiefer Head of Division, UCI - Prudential Supervision and Risk Management Commission de Surveillance du Secteur Financier (CSSF)


11:30-12:30

Lunch break


12:30-13:05

The Role of the Risk Manager in the oversight of delegates

  • Tilo Reichert

    Tilo Reichert Head of Risk and Compliance, Conducting Officer Swiss Life Asset Managers Luxembourg

  • Craig Blair

    Craig Blair Vice President, General Manager, Board Member and Conducting Officer Franklin Templeton International Services S.à r.l.

  • Enrico Turchi

    Enrico Turchi Deputy CEO – Conducting Officer Amundi Asset Management


13:05-13:50

Sustainability Risk Management - Challenges and Practical Approaches

  • Annie Heaton

    Annie Heaton Head of Sustainability Dialogue and Disclosure ArcelorMittal


13:50-14:00

Coffee break


14:00-14:30

Regulatory update by the CSSF

  • Alain Hoscheid

    Alain Hoscheid Premier Conseiller de Direction Commission de Surveillance du Secteur Financier (CSSF)


14:30-14:35

Chairperson's wrap up and closing remarks