European Risk Management Conference

Agenda

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08.30 - 09.00		Registration and breakfast

09.00 - 09.15		Welcome and introduction Marc-André Bechet Deputy Director General ALFI Dr. Luc Neuberg President ALRiM

09.15 - 09.25		Welcome address by: H.E. Pierre Gramegna Luxembourg Minister of Finance

09.25 - 09.45		Keynote Marco Zwick Director Commission de Surveillance du Secteur Financier (CSSF)

09.45 - 09.50		Chairperson's introduction Olivier Carré Partner PwC Luxembourg

09.50 - 10.45		Volatile markets and the emergence of risks in the digital age Setting the scene with examples in a “tour de table” Forward-looking risk management: options and tools The impact of new technology on investing: digital investing and AI Using stress testing to enhance risk trend assessments Portfolio risk Dealing with political uncertainty Moderator Dr. Martin Reinhard Risk Advisory, Partner KPMG Panellists Tatiana Grzesko Investment Risk Oversight Manager – Public Markets Aberdeen Standard Investments Dr. Stefan Junglen Director, Head of Investment Risk EMEA ex. Germany DWS group Martin Parkes Managing Director, Global Public Policy BlackRock

10.45 - 11.15		Coffee break

11.15 - 12.05		What drives risk management in other sectors of finance? How are approaches to risk similar to, or different from those in asset management? Approaches to risk management and governance and risk management scope Hot topics in other sectors of finance Risk management trends outside of Europe Cultural understandings of risk Enterprise risk management vs financial risk management Moderator David Zackenfels Senior Legal Adviser ALFI Panellists Stefanie Ott Head Group Operational Risk Management & Risk Governance Swiss Re. Dr. Christian Engelen DG ECFIN- Stability Mechanisms EU Commission Moritz von Kunow Chief Compliance Officer Bank of Communications (Luxembourg) S.A.

12.05 - 12.10		Chairperson's closing remarks Olivier Carré Partner PwC Luxembourg

12.10 - 13.30		Lunch break

13.30 - 14.15 /// 14.15 - 15.00		Parallel workshops - Chairperson's introduction Thomas Nummer Member ALRiM

13.30 - 14.15		Breakout Session I: “Managing portfolio risks in times of market volatility” (session repeated at 14.15 - 15.00) Managing the liquidity problem (Liquidity management in volatile times; Money Market Funds – Liquidity stress tests after the MMFR) Stress testing to support management of portfolio risks Risks during the end of the economic cycle (from bull to bear) Qualitative risk management (i.e., impacts from political/legal/regulatory risks on the portfolio) Moderator Marion Müller ALRIM Board - Risk Manager VP Fund Solutions Panellists Sylvain Crepin Partner - Financial Risk Management Deloitte Tax & Consulting Rachid Lassoued Global Head of Financial Engineering & Risk Bloomberg Stephan von Bismarck Head of Sub-Advised Investment Management Fidelity International

13.30 - 14.15		Workshop II: Changing requirements for risk management professionals in Luxembourg? (session repeated at 14.15 - 15.00) The impact of CSSF Circular 18/698 and other developments in asset management The Luxembourg risk manager – generalist, expert or limit controller? Does CSSF Circular 18/698 bring more responsibilities for risk managers/conducting officers for risk management? New technologies – new types of risk? Recruiting risk managers and other HR considerations Moderator Christoph Adamy Head of Risk – EU Support Functions Allianz Global Investors Panellists Riadh Khodri Conducting Officer Pictet Asset Management Dr. Luc Neuberg President ALRiM Andreas Rossi Executive Director, Head of Investment Risk Control bei UBS Fund Management Luxembourg S.A.

13.30 - 14.15		Workshop III: Real assets: managing risks for loan and infrastructure debt funds (session repeated at 14.15 - 15.00) The role of the risk manager in the investment process Case studies on escalating risks Life cycle considerations Managing illiquid asset classes Dr. Martin Ewen Chief Risk Officer ARKUS FS Gael Kasem Risk Conducting Officer Chenavari Investment Managers (Luxembourg) Prof Dr. Martin Vogt Professor Trier University of Applied Sciences

15.00 - 15.30		Coffee break

15.30 - 16.15		Regulatory developments The European regulatory framework and the Luxembourg regulator: overview and outlook ESMA consultation on sustainability Liquidity and leverage Moderator Thomas Nummer Member ALRiM Panellists James Hopegood Technical Specialist Financial Conduct Authority (FCA) Alain Hoscheid Premier Conseiller de Direction Commission de Surveillance du Secteur Financier (CSSF) Giles Swan Director of Global Funds Policy ICI Global

16.15 - 16.30		Chairperson's closing remarks

16.30 - 17.30		Closing drink

Agenda

Registration and breakfast

Welcome and introduction

Welcome address by:

Keynote

Chairperson's introduction

Volatile markets and the emergence of risks in the digital age

Coffee break

What drives risk management in other sectors of finance?

Chairperson's closing remarks

Lunch break

Parallel workshops - Chairperson's introduction

Breakout Session I: “Managing portfolio risks in times of market volatility” (session repeated at 14.15 - 15.00)

Workshop II: Changing requirements for risk management professionals in Luxembourg? (session repeated at 14.15 - 15.00)

Workshop III: Real assets: managing risks for loan and infrastructure debt funds (session repeated at 14.15 - 15.00)

Coffee break

Regulatory developments

Chairperson's closing remarks

Closing drink