PRONOVEA BANKING SUMMIT 2022:
CREDIT RISK MANAGEMENT

This summit will help key stakeholders in the banking sector and risk functions, find answers and uncover the unknown and discover new and emerging technologies, share knowledge and review the latest frameworks and guidelines to make better informed decisions and tackle unprecedented situations

topic highlights

  • Macro Socio-Economics, Basel III & Basel IV Guidelines
  • AI, Machine Learning & Big Data
  • Climate Change vs Credit Risk
  • Blockchain: Challenges, Adoption and Adaption
  • Latest Risk Modeling and Stress Testing Trends

key takeaways

  • Focus on policies, guidelines, best practices and technology
  • A simple streamlined format that gives you a great platform to network, share knowledge and take home the latest practices and techniques
  • A hybrid event which gives you the option to attend the summit in person or online through on-demand viewing

Reshaping Credit Risk Function

Discovering New Trends

Practices and Emerging Technologies

NETWORK WITH

GMs, C-level, Senior Vice Presidents, Directors, and Heads of departments from banking industry involved in:

Our speakers

Jonas Rengard

Head of Information Management, Finance & Risk

Gilles Artaud

Head of Risk Audit

David Curtis

Chief Credit Officer

Fernando Blauzwirn

Group Chief Credit Officer

Stephan Wiehler

Managing Director, Head of CRO Strategic Risk Coverage

Rita Gnutti

Executive Director- Head of Internal Validation and Controls Head Office Department

Walter Lackner

Head of restructuring

Maciej Lewandowski

Head of risk

THE VENUE: Vienna Kempinski Hotel

An image of Vienna

Experience one of the world’s foremost museums! Let yourself be enchanted by works spanning five millennia, from Ancient Egypt to the modern era. Experience unique major works by Dürer, Raphael, Titian and Velázquez as well as the world’s largest collection of Bruegel paintings, all in a magnificent setting.

Many of the objects in the museum reflect Austria’s contributions to the development of modern technology. Multimedia shows and interactive experiments illustrate the dependence on technology in our daily life.

Discover the fascinating era of “VIENNA 1900” in the grand museum building on Vienna’s Ringstraße with art nouveau masterpieces of the Wiener Werkstätte by Gustav Klimt, Josef Hoffmann, or Koloman Moser. Inaugurated in 1871, the building by Heinrich von Ferstel is one of the grandest works of architecture on Vienna’s Ringstraße.

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Angel Rodriguez-Rozas

Associate Director - Quantitative Analyst - Model Validation

Banco Santander

Speaker's Topics

Developing a PDE-Based Quantum Algorithm for Pricing Financial Derivatives

  • Leveraging Quantum Computing and Schrödinger equation to solve Black Scholes type models
  • Hamiltonian Simulation as a feasible approach to pricing credit financial derivatives

Elizabeth McCaul

Member – Supervisory Board

European Central Bank

Speaker's Topics

Looking beneath the surface: Being resilient and tackling emerging risks for the European Banking Sector in the post-pandemic era

  • SREP 2021: Stressing on the need for better risk controls and structure
  • Unmasking Credit Risk through ‘Look through’ credit analysis
  • The importance of granular forecasting and adoption of fool proof UTP Triggers

Gernot Hinterleitner

Head of Group Corporate Credit Analysis

Raiffeisen Bank International

Speaker's Topics

  • AI and Machine Learning in Credit Risk Analysis

Mihaela Atomei​

Deputy Head Group Risk Reporting Planning & Risk Cost Management

Erste Group

Speaker's Topics

  • Understanding the EBA’s Climate Risk Guidelines and its EU-wide pilot exercise in 2021
  • EU Taxonomy and Green Asset Ratio through the angle of Pillar 3 Disclosure and Internal Steering Reporting

Roberta Ranaldi

Head of Data Quality Controls & Analytics Internal Validation and Controls Dept.

CRO Area – Intesa Sanpaolo

Speaker's Topics

  • Application of Machine Learning Techniques to second level controls.