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Agenda Speakers

Speakers
		David Croen, Bloomberg L.P. Business Manager, Credit Risk and Event Moderator David is head of credit risk products for Bloomberg, L.P., working on the firm’s enterprise risk services business. Prior to joining Bloomberg, David led risk management and valuation for global banks and asset managers, with specialization in credit and securitization. He contributed to the President’s Working Group on Financial Markets Best Practices for Risk Management (2008), and has advised U.S. regulators and accounting firms on complex structured finance transactions. David earned a B.A. in Applied Mathematics and an MBA in Finance, both from the University of Rochester.
		Thomas Groen, Barclay's Head of Capital Risk Thomas started his career in ABN AMRO where he worked for thirteen years. He held roles in Market Risk and Credit Risk before moving to the front office holding a derivate sales role on the Trading Floor. His last role at ABN AMRO was Head of Treasury Capital Planning in where he was responsible for the capital plans on which the bank was re-capitalized after state-ownership of the businesses. He moved to Barclays in 2011 and became Head of Group-wide stress testing and his role expanded to include management of Capital and Liquidity Risk as well as owner of the Risk Appetite process of the bank.
		Dr. Ying Hu, Sumitomo Mitsui Banking Corp.  Director, Head of Risk Analytics Dr. Ying Hu has served as Head of Risk Analytics for Sumitomo Mitsui Banking Corporation since 2014. Dr. Hu established the bank's Model Risk Governance Framework and provides technical and qualitative leadership to the risk analytics team, as well as leads the Stress Testing and Scenario Anysis for the Bank's ICAAP. In her role she also manages and operates the Economic Capital models, Operational Risk model for ICAAP Pillar II assessment, IRB models, and the IFRS9 impairment model. Dr. Hu has previously served as a Senior Quantitative Analyst for the Credit Risk Planning Group at the bank, responsible for conducting Credit Risk stress testing, Pillar IIA calculation, including Concentration Risk, and managing the bank's RAROC tool and supporting front office business users.
		Mitsura Tanaka, Nomura  Executive Director, Global Head of Stress Testing Mitsuru is the Global Head of Stress Testing in Nomura group, overseeing the stress testing programmes globally, both for regulatory capital and internal risk management purposes. Before leading the stress testing team in Risk Management, Mitsuru served in a business management role for secondary market making and xVA desks, covering business strategy, regulatory and IT projects like MiFID II. Prior to joining Nomura in 2013 as a part of the stress testing team in Tokyo, he had previously worked in Chase / JP Morgan Tokyo for 13 years in multiple roles including MO, Credit Risk Management, CVA desk and Credit exotic trading. Before he left the firm he was head of Asia Pacific Structured Credit Trading desk.
		Tin Lau, TP ICAP Head of Financial & Strategic Risk Tin joined TP ICAP as the Head of Financial and Strategic Risk in 2018. Prior he worked for the FCA where, he responsible for supervision of areas such as the review and evaluation of firms, model waivers, structured products, the UK Regulated Covered Bond market and the UK Securitisation market including STS. He has also represented the UK at IOSCO and various ESAs. His previous industry experience was from various roles on the buy- and sell-side including quantitative analysis, fund management and economic capital modelling. He holds a dual-honours Masters in Engineering from the University of Warwick, called to the Bar of England and Wales, Chartered Management Accountant, Chartered MCSI, a member of the Institute of Operational Risk and of the Network of Operational Risk Modellers.

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