Ula has 21 years of experience in financial industry, which covers risk management and business areas. Currently she is Risk Automation Solutions Lead in Citi, focusing on proper design & execution of key risk processes (i.e. Stress Testing, Provisions, ICAAP). Previously she led ICAAP and ST team, before that she spent 1.5 years as Risk Rating Analytics Head in Poland, 5 years in Consumer Business, leading data, analytics & AI/ML solutions teams. Before that she was responsible, among others, for: Basel regimes, IFRS provisioning, Risk Policies, Model Risk Management. Working in different geographies: Warsaw, London, New York, Singapore. Executive MBA, MS in Finance and Banking.

I work in the Financial & Strategic Risk Division within Natwest Group, focussing on the embedding of climate risk analytics within scenario analysis and wider risk decision making. I led the capability build and delivery of the Natwest Group submission in the Bank of England climate stress test (CBES). I am also responsible for Natwest Group’s Pension Risk team and have held various other roles in the bank, including within operational risk capital and pension strategy. Prior to joining Natwest Group I worked for KPMG’s pension consulting business and am a member of the Institute and Faculty of Actuaries

Biography coming soon.

I am, Head of Counterparty Credit Risk Modelling a LBG Group. In addition, I am sitting at executive risk committee at LCH for the last 4 years, representing LBG group.
I have more than 20 years’ experience in quantitative modelling as front office quant, head of model validation and now head of CCRM, worked for different banks like Natixis, Commerzbank, Morgan Stanley, Nomura and for the last 7 years at LBG. In addition, I worked for couple of years as senior trader on structured credit products. I authored several papers that have been published in Risk magazine on various topics like new concept of Potential Future Exposure, SA CCR Capital, Wrong Way Risk and more recently I published on the topic of quantitative climate finance I hold MBA from Henley Business School and two DEAs (MSc) in France. One on Probability and Finance from
University Marie Curie and the second one on Economy from Ecole Normale Superieure de Cachan

Dan supports NatWest Markets clients with the structuring and execution of sustainable finance transactions, developing sustainable finance frameworks and strategies, and engaging with investors and other relevant stakeholders on ESG topics.
Dan joined the bank in July 2021.

Lorenzo D’Auria is VP Enterprise Climate Stress Testing at Bank of America. He focusses on climate scenarios generation, sectorial analysis, and credit risk. He was previously a Scenario Analysis Manager in HSBC and worked at the EBA in the Credit risk and Regulatory Policy Unit. Lorenzo holds a MSc in Accounting, Financial Management and Controls from Bocconi University (Italy).

Stéphane Dees joined the Banque de France in 2017. He is currently Head of the Climate Economics Unit in the Directorate General Statistics, Economics and International and an active member of the Network for Greening the Financial System (NGFS). Before he was a scientific advisor in the Directorate Macroeconomic Analysis and Forecasting and in the Directorate Financial Stability.

Before joining the Banque de France, Stéphane was an Advisor at the European Central Bank where he held several positions in the Directorate General Economics and the Directorate General Macroprudential Policy and Financial Stability. He also worked for the National Institute of Economic and Social Research (NIESR) in the U.K. and for CEPII, a French center for research and expertise on the world economy.

Stéphane is also an Associate Professor at the University of Bordeaux, in the areas of macroeconomics, finance and international economics. His academic research is mainly about financial and international macroeconomics, financial stability, stress testing and climate change. His work has been published in international journals, such as Journal of International Economics, Journal of Money, Credit, and Banking, Journal of Financial Stability or Journal of Applied Econometrics. He also contributed to several books on globalization, business cycles synchronization and on macroprudential stress testing.

Mr. Dees earned his M.A. and Ph.D. degrees in Economics at the University of Bordeaux.

Alvaro holds a BSc in Physics and BSc in Mathematics at Universidad Complutense de Madrid (UCM). Afterwards, he completed a MSc in Medical Physics at San Diego State University (SDSU) and a MSc Thesis at University of California at San Diego (UCSD). He did research at UCSD for two years in applied physics (KBP – machine learning models) and also worked as a Teaching Associate at SDSU for two years. Later, he worked at Internal Validation Team of Banco Santander HQ as a credit analyst, gaining experience in several kind of credit risk models such as IFRS9, Stress Testing, Scoring, Machine Learning, IRB, PPNR. Nowadays, he is working as a Senior Lead validator at ING Wholesale Chapter (Credit Risk Model Validation) leading validation projects (IRB and IFRS9 wholesale models and also bankwide models such as Stress Testing and Economic Capital) and coordinate analysts in project team. Also, he is leading the Climate Risk Working Group at CRMV which is responsible of Climate Risk Stress Test Models, ESG ratings & Strategy, Regulation & Policies within Model Risk Management.

Jérôme Henry is Principal Adviser at the ECB, in the financial stability area. He led Quality Assurance for SSM stress tests and was a BIS fellow. Originally from the Banque de France, Mr Henry started at the ECB leading its modelling team and thereafter its projection exercise.
Mr Henry has a number of research publications, eg the ECB STAMP€ e-book. An ENSAE graduate, he holds an Economics PhD and a History BA from Paris Sorbonne.

Sahil Joshi works at Macquarie, where he leads stress testing team covering EMEA regulated entities; part of Prudential Risk team, based within Macquarie’s Risk Management Group. The team covers enterprise-wide stress tests, climate risk stress tests, emerging risk scenarios, risk methodologies and plays a critical role in the preparation of capital adequacy assessments (ICAAPs/ICARAs) and providing second line oversight in capital management.

My banking jurney started more than 20 years ago in a branch of UniCredit, where I experienced various banking areas, from retail and corporate baking, through operational risk and capital management, to strategic risk management, modelling and reporting. Traversing to Addiko Group, I now manage integarted risk management area in the holding company, covering risk and capital management, risk reporting, modelling, stress testing, recovery planning and operational and market risk management on the consolidated level for group spanning EU and non-EU countries, under supervison of ECB.

Biography coming soon

Christoffer Kok joined the European Central Bank (ECB) in 2002. He is currently Head of the Stress Test Experts Division responsible for carrying out the ECB’s annual supervisory banking sector stress tests and supporting supervision with stress-related simulations and forward-looking analysis. His team was responsible for the 2022 ECB Climate Risk Stress Test, the 2023 EU-wide stress test for SSM banks, the ECB Banking Supervision’s Vulnerability Analyses, and the forthcoming 2024 SSM Cyber Resilience Stress Test.

Previously he was Deputy Head of the Stress Test Modelling Division in the ECB’s DG Macroprudential Policy and Financial Stability responsible for developing and maintaining the institution’s top-down stress test models. Before that he was Adviser in the same DG and Principal Economist in the DG Monetary Policy. Before joining the ECB, Christoffer was an Economist in the Danmarks Nationalbank. He also regularly supports the International Monetary Fund with Technical Assistance work.

Christoffer has numerous publications on financial sector and monetary policy topics (https://www.ecb.europa.eu/pub/research/authors/profiles/christoffer-kok.en.html). He holds a MSc in Economics from Aarhus University and Université Paris I Sorbonne-Panthèon and a MSc in Finance from Copenhagen Business School.

Imran Syed is currently Head of Scenario Analysis – Contingent Market Risk at UBS. He was part of the core team that established the Counterparty Market Risk function at Credit Suisse. Imran has over a decade of stress testing and scenario design experience across Market, Counterparty risk and firmwide stress testing as well as Regulatory Stress Testing. His experience spans across scenario design, execution as well as stress testing infrastructure. Prior to this he set up and led the Equities market risk team for Credit Suisse in India. He was previously the Head of Equities, Capital Markets and Risk Analytics at BofA Centre of Excellence

Richard van Tilborgh (1975) is heading the Capital Analytics team within ING’s Integrated Risk department, and as part of this responsible for a.o. the group wide Stress Test Framework. In that role Richard coordinated ING’s first climate risk stress test in 2019 and coordinated the 2022 ECB Climate Risk Stress Test.

Before joining this department, Richard held different roles within the CRO domain, ranging from quantitative risk analyst for the Trading and Treasury Books and ALM departments, followed by Model Validation and being involved in Basel III. Richard also headed the Recovery & Resolution Planning team. Richard holds degrees in Econometrics (Vrije Universiteit) and History of Art (Universiteit van Amsterdam).

Ceren Üstün is the Head of Risk Management at Yapı Kredi Bank. Her responsibilities include establishing the Bank’s risk governance and leading the processes for the identification, quantification, steering, monitoring and reporting of the risk types, performing ICAAP, ILAAP and stress testing. Prior to her leading position, she worked as Internal Auditor and was responsible for the audit of the risk management processes at Akbank TAŞ, Turkey. In Germany, she worked as Risk Management and Strategy Manager at Akbank AG and as Procurist in Financial Services at BDO AG Wirtschaftsprüfungsgesellschaft.
Ceren has a Bachelor’s degree in Mathematics and a double major in Business Administration with a high honor degree. She has a Master’s degree in Management Information Systems. She holds the FRM designation.

Biography coming soon

Biography coming soon

Biography Coming soon.