Cass-Capco Institute Conference

Fourth Annual Conference of the Cass-Capco Institute Paper Series on Risk.

The fourth annual conference of the Cass-Capco Institute Paper Series on Risk was held at the Cass Business School in London on Thursday the 14th of April, 2011. Thank you to the industry practitioners and academics who joined us. A selection of the presentations from the event is available for download below.


8:00 - 8:20 - Registration and Buffet Breakfast

8:20 - 8:30 - Chairman’s welcome speech – Rudi Bogni, Chairman, Board of Editors, Journal of Financial Transformation, and Former Chairman, UBS Private Bank

8:30 - 8:40 - Welcome Speech - Richard Gillingwater, Dean, Cass Business School

8:40 - 8:50 - Welcome Speech - Rob Heyvaert, Founder and CEO, Capco

Risk Management8:50 - 9:40 - Keynote Address - Thomas C. Wilson, Chief Risk Officer, Allianz SE
Risk Management – One CRO’s Thoughts, (.PDF, 227KB)
Tom Wilson (Chief Risk Officer), Allianz

9:40 - 10:50 – Panel 1: REPUTATIONAL RISK
Chairman - Ragnar Löfstedt, Professor of Risk Management and Director of King’s Centre for Risk Management, King’s College, London

Jenny_Rayner_Capco_Cass_2011_1.jpgReputational Risk, (.PDF, 840KB)
Presenter - Jenny Rayner, Director, Abbey Consulting

Panelists - Steve Fowler, Chief Executive, Institute of Risk Management
Alberto Lopez-Valenzuela, CEO, Alva Group
Jean-Paul Louisot, Professor of Risk Management, Université Paris 1 - Panthéon Sorbonne, and Academic Director, CARM Institute
Tom Vesey, CEO, Risk2Reputation

10:50 - 11:20 - Coffee Break

11:20 - 12:30 - Panel 2: FINANCIAL RISK MANAGEMENT
Chairman - Christopher Hamilton, Partner, Capco

Current Issues in Risk ManagementCurrent Issues in Risk Management, (.PDF, 166KB)
Presenter – Stewart Hodges, Professor of Finance, Course Director, MSc Mathematical Trading and Finance, Cass Business School

Panelists – Davide Serra, Founding Managing Partner, ‪Algebris Investments
Paul Shotton, Managing Director, Deputy Head of Firm-wide Risk Control & Methodology, Head of Group Risk Methodology, UBS A.G.

12:30 - 13:20 - Buffet Lunch

The Role of CRO at Credit Suisse13:20 - 14:10 - Keynote Address -
Tobias Guldimann, Chief Risk Officer, Member of the Executive Board, Credit Suisse Group AG
The Role of CRO at Credit Suisse, (.PDF, 126KB)
Tobias Guldimann (Chief Risk Officer), Credit Suisse

Chairman – Shujie Yao, Professor of Economics and Chinese Sustainable Development, and Head of the School of Contemporary Chinese Studies, University of Nottingham, and Special Chair Professor of Economics, Xi'an Jiaotong University

Chinese Exchange Rates and Reserves from a Basic Monetary PerspectiveChinese Exchange Rates and Reserves from a Basic Monetary Perspective, (.PDF, 982KB)
Presenter - D. Sykes Wilford, Frank W. Hipp Chair in Business, The Citadel

Panelists – Valentin Marinov, FX Strategist, CitiFX, Citigroup Global Markets
Chris Turner, Head of FX Strategy, ING Commercial Banking

15:20 - 15:50 - Coffee Break

15:50 - 17:00 – Panel 4: REGULATORY RISK
Chairman - Philip Rawlings, Professor of the Law of Finance, Faculty of Laws, UCL

Presenter - Carlos Conceicao, Partner, Clifford Chance

Panelists – Frederick H. deB. Harris, John B. McKinnon Professor of Management, Economics & Finance, School of Business, Wake Forest University
Colin Lawrence, Director, Prudential Risk Management Division, FSA
Stephen Morse, Managing Director, Global Head of Compliance and Operational Risk, Barclays Capital

17:00 - 18:00 - Panel 5: OPERATIONAL RISK
Chairman - ManMohan S. Sodhi, Professor and Head, Operations and Supply Chain Management, Cass Business School, and Co-Director, Cass-Capco Institute Paper Series on Risk

Supply Chain Disruptions and Corporate PerformanceSupply Chain Disruptions and Corporate Performance, (.PDF, 109KB)
Presenter - Vinod Singhal - Brady Family Professor of Operations Management, Associate Dean for MBA Programs, Area Coordinator for Operations Management, Georgia Institute of Technology

Panelists - Paul Hopkin, Technical Director, Airmic
Sandeep Vishnu, Partner, Capco
Nick Wildgoose, Global Supply Chain Proposition Manager, Zurich Global Corporate

18:00 - 19:30 - Cocktail reception