PRMIA and GFT invite you to participate and ask questions during the interactive Q&A session after the presentations, then network with the speakers and fellow risk professionals over refreshments.
- Derek Nesbitt - Market and Counterparty Risk Policy, Bank of England
- Henry Wayne – Institution Clients Group EMEA Risk Analytics, Citigroup
- Panayiotis Dionysopoulos- Director Risk & Capital, International Swap Dealers Association (ISDA)
- John Barclay – Managing Principle, Risk Consulting, GFT
- Moderator: Paul Lawton – PRMIA London Steering Committee
18:00 – Registration
18:30 – Introductions and opening comments from PRMIA and GFT
18:35 – Speaker 1 : Derek Nesbitt (Bank of England)
18:50 – Speaker 2: Henry Wayne (Citibank)
19:10 – Panel Session: Derek Nesbitt, Henry Wayne, Panyiotis Dionysopoulous and John Barclay. Moderator: Paul Lawton
19:45 – Audience Q&A
20:10 – Networking canapes and drinks
21:30 – Event closes.
Chatham House rules apply
This event is free for PRMIA members – many thanks to GFT for their generous sponsorship
Derek Nesbitt is the Senior Manager of the Bank of England’s Market and Counterparty Credit Risk policy team. He represents the Bank on the Basel Committee’s Trading Book Group and he co-chairs the Committee’s Standards Implementation Group Trading Book Subgroup. Prior to joining the Financial Services Authority in 2009, Derek worked for 10 years in a variety of roles as a derivative valuation expert for a range of consulting firms
Henry Wayne is a Managing Director at Citi within Independent Risk. He is a Senior Advisor on Regulatory Reform, with a focus principally on Derivatives reform, and provides consultation to Citi’s internal businesses and clients on all quantitative matters. Mr Wayne joined Citibank in 1997 after completing a PhD in Numerical Analysis, and has held a variety of roles within Risk Management.
Panayiotis Dionysopoulos is Director of Risk & Capital at ISDA. He joined ISDA in March 2014, working to advance ISDA’s aims and objectives relating to risk and capital issues. Panayiotis’s work also involves producing Discussion Papers covering key topics in derivatives, public policy and financial regulation. The Risk and Capital Department is closely involved in the global implementation of all aspects of Basel III. Prior to joining ISDA, Panayiotis was Treasury Manager at RBS specialising in capital management and Basel III implementation. He also worked in Product Control at ABN AMRO where he started his career. Panayiotis holds a MSc in Accounting & Control and is a Chartered Financial Analyst (CFA)
Paul Lawton is a risk consultant and PRMIA London Steering Committee member. He has held front office and risk management positions at large international banks In nearly 30 years in the banking industry, he has been head of market risk for two international banks, has headed the CVA trading desk of a major international derivatives house through the crisis and now specialises in regulatory risk change management and trading strategy within Financial Institutions.
John Barclay is Managing Principal, Risk Consulting at GFT. He is a specialist in market and credit risk management, with over 20 years’ experience in the financial sector, delivering client server and object-oriented solutions in risk management and front office derivatives trading. He has worked in technology, quantitative and business roles to define strategies and deliver systems across numerous areas, including equity derivatives, synthetic finance, energy derivatives and rates, and has migrated whole businesses onto new P&L, risk and pricing platforms.
Thanks to our sponsors: GFT
GFT Group is a business change and technology consultancy trusted by the world’s leading financial services institutions to solve their most critical challenges. Specifically defining answers to the current constant of regulatory change - whilst innovating to meet the demands of the digital revolution. For further information about GFT, please visit www.gft.com
LON EC3M 4PB