18
Overview
Monday 16 – Morning (9:15 ‐ 1:00) OPENING PLENARY SESSION SUPERVISION AND RISKS: THE EUROPEAN SITUATION AND ITALIAN BANKS Chaired by Giovanni Sabatini, ABI
Monday 16 – Afternoon (2:15 – 5:30) PARALLEL SESSION A LIQUIDITY RISK Chaired by Franco Tutino, Rome Sapienza University
PARALLEL SESSION B MARKET RISK AND COUNTERPARTY RISK Chaired by Giovanni Petrella, Catholic University of the Sacred Heart
PARALLEL SESSION C LOANS TO BUSINESSES Chaired by Giulio Naso, Bain & Company
PARALLEL SESSION D AQR AND STRESS TESTS Chaired by Giuseppe Lusignani, Bologna University
PARALLEL SESSION E THE “OTHER” OVERSIGHT LAWS Chaired by Paola Schwizer, Parma University and SDA Bocconi
PARALLEL SESSION F OPERATING RISK – ANNUAL DIPO CONVENTION– PART ONE Chaired by Sandra Paterlini, EBS Business School
Tuesday 17 – Morning (9:15 ‐ 1:15)
PARALLEL SESSION G NEW SUPERVISION Chaired by Claudia Pasquini, Italian Banking Association
PARALLEL SESSION H CREDIT RISK Chaired by Giacomo De Laurentis, Bocconi University
PARALLEL SESSION I THE NEW FRAMEWORK FOR MANAGEMENT OF BANK CRISES Chaired by Marco Lamandini, Bologna University
PARALLEL SESSION L RISK GOVERNANCE Chaired by Marina Brogi, Rome Sapienza University
PARALLEL SESSION M SMALL BANKS Chaired by Michele Modina, Molise University
PARALLEL SESSION N OPERATING RISK – ANNUAL DIPO CONVENTION– PART TWO Chaired by Vittorio Vecchione – Luiss “Guido Carli”
Tuesday 17 –Afternoon (2:15 ‐ 4:30) CLOSING ROUNDTABLE LOOKING TO THE FUTURE: THE CALENDAR OVER THE COMING MONTHS Moderator Stefania Tamburello, Corriere della Sera Newspaper
MONDAY 16 – MORNING (9:15 ‐ 1:00) 8:15 Registration of participants, opening of exhibition area and welcome coffee
OPENING PLENARY SESSION SUPERVISION AND RISKS: THE EUROPEAN SITUATION AND ITALIAN BANKS Chaired by Giovanni Sabatini, ABI 9:15 Opening of proceedings
Giovanni Sabatini, ABI General Manager Preparations for the European Supervision Ignazio Angeloni, General Manager for Financial Stability European Central Bank Italian banks and Oversight in the prospect of the Banking Union Carmelo Barbagallo, Head Banking and Financial Oversight Department Bank of Italy Banking Union: a dream come true Mario Nava, Director, Financial Institutions, European Commission
11,15 Coffee break, networking and visit to the exhibition area 12:15 Renato Maino Lecture:
Moral Hazard vs Contagious Crises: what is the right balance for official intervention in the financial system? Charles Goodhart, Professor London School of Economics and Political Science Real Economy and Credit Risk Gianandrea De Bernardis, Chief Executive Officer Cerved
1:00 Buffet Lunch, networking and visit to the exhibition area
PARALLEL SESSIONS Monday 16 June – Afternoon (2:15 ‐ 5:30)
PARALLEL SESSION A LIQUIDITY RISK Chaired by Franco Tutino, Professor of Bank Economics and Management Rome Sapienza University 2:15 Beyond ICAAP: ILAAP and LRM
Pasqualina Porretta, Associate Professor of Risk Management for Banks and Insurance Companies Rome Sapienza University The delegated act and significant aspects for the Italian banking system Mariakatia Di Staso, Regulatory and Macroprudential Analysis Services Bank of Italy Liquidity Risk dimensions: refunding risk in the EBA’s stress test Andrea Partesotti, Partner – Head of Financial Risk Practice Prometeia Market Liquidity risk: VAR models and control systems Aldo Letizia, Manager of Risk Management Banca Popolare Pugliese Getting ready for the BCBS Intraday Liquidity Monitoring Catherine Banneux, Senior Market Manager Banking Market SWIFT Liquidity risk: Treasury operations management Mirco Brisighelli, Head of Liquidity & Settlement Risk Management – Group Treasury UniCredit Group Liquidity risk governance in the RAF Rossano Giuppa, Director Risk Planning and Management Area Rome BCC Q&A Session
5:30 Closing of proceedings
PARALLEL SESSION B MARKET RISK AND COUNTERPARTY RISK Chaired by Giovanni Petrella, Catholic University of the Sacred Heart 2:15 Keynote speech
Giovanni Petrella, Professor of Economics of Financial Brokers, Catholic University of the Sacred Heart Funding Valuation & Prudent Valuation Adjustments (FVA & PVA): of fair value to capital Marco Bianchetti, Servizio Rischi di Mercato e Valutazioni Finanziarie Intesa Sanpaolo and Umberto Cherubini, University of Bologna CVA and DVA: where are we? Emilio Maffi, Partner Ernst & Young Financial‐Business Advisors Restructure and mitigate the CVA and its risk Claudio Nordio, Internal Validation Manager Banco Popolare From the development of the internal model to its use: how counterparty risk management changes Diego Onorato, Head of Internal Validationr Intesa Sanpaolo Fundamental review of trading book ‐ The new Market Risk approach: implications for banks Armando Capone, Senior Manager Area Finance & Risk, Giancarlo Addimando, Senior Manager Area Finance & Risk Accenture The reform of OTC derivatives Central Clearing and implications on bank hedging policies Cristiano Zazzara Global Head of Portfolio Risk Solutions & EMEA Head of the Application Specialists Team S&P Capital IQ Basel 3 Final Standards: Capital requirement for bank exposures to central counterparties Marco Polito, Chief Risk Officer and Silvia Sabatini, Risk Policy Manager London Stock Exchange Group – Post Trade Services (CC&G) The new standard approach for the measurement of counterparty risk in light of Basel 3: regulatory and methodological aspects Carlo Frazzei, Manager of Market Risk Management Banca Sella Q&A Session
5:30 Closing of proceedings
PARALLEL SESSION C LOANS TO BUSINESSES Chaired by Giulio Naso, Bain & Company 2:15 Credit strategies: market best practices and possible benefits
Giulio Naso, Manager Bain & Company Restructuring assets versus diversification of financing sources: what is the priority for Italian businesses in the next two years? Renato Panichi, Director Corporate Ratings Standard & Poor’s Enterprises and credit question Antonio Verga Falzacappa, President Young Entrepreneurs Group of the Friuli Venezia Giulia Confindustria and Member of the Confindustria Technical Credit e Finance Committee New regulation and market context for credit to enterprises Antonio Arfè, Partner Deloitte Leasing exposure data for improving risk profile assessments of a bank's portfolio of businesses Luciano Bruccola, Assilea / Conectens Instruments and processes supporting businesses in difficulty Fabrizio Reggi, Special Credits Department Manager Cariparma Crédit Agricole The new role of Risk Management in the enterprise financing process Dario Esposito, Head of Risk Management Banca Popolare di Vicenza Keynote speech The bank business relationship: love or necessity Stefano Caselli, Vice Rector for International Affairs and Full Professor of Economics of Financial Brokers Bocconi University Q&A Session
5:30 Closing of proceedings
PARALLEL SESSION D AQR AND STRESS TESTS Chaired by Giuseppe Lusignani, Bologna University 2:15 Keynote speech
Giuseppe Lusignani, Professor of Economics of Financial Brokers, University of Bologna The AQR after the AQR Davide Alfonsi, Head of Risk Management Intesa Sanpaolo The AQR after the AQR Andrea Rovellini, Risk Department Manager Banca Monte dei Paschi di Siena Stress testing: advantages for businesses beyond compliance. Italian and international experiences Luca D’amico, Associate Director EMEA Sales – Manager Italy and Ticino Moody’s Analytics Systemic Risk and stress tests: possible methodological developments for Italian banks Fabio Salis, Head of Risk Management Banco Popolare AQR: primum vivere, deinde philosophari Michele Campanardi, Head Risk Management at Banca Popolare dell'Emilia Romagna Group The EBA stress test impact on companies’ risk Natalia Leonardi, Direttore Area Rating & Financial Analysis Cerved Group Q&A Session
5:30 Closing of proceedings
PARALLEL SESSION E THE “OTHER” OVERSIGHT LAWS Chaired by Paola Schwizer, Parma University and SDA Bocconi 2:15 Keynote speech
Paola Schwizer, Professor of Economics of Financial Brokers University of Parma, Professor SDA Bocconi Capital instruments in the new regulation: focus on additional tier 1 instruments Enzo Mangone, Coadiutore Banca d’Italia Data Quality Management and Oversight Notifications: a real case Roberto Tosti, Accounting Services Manager ‐ Administration and Fiscal Department Intesa Sanpaolo An End to End global approach congruent with the new Data Quality Management regulations Alberto Scavino, CEO Irion and Massimo Tomasi, Partner Deloitte Risk Data Aggregation and Reporting: profiles in regulatory adequacy Anselmo Marmonti, Regional Leader Risk & Finance Intelligence – South East Europe SAS Implementation of 263 Andrea Ghidoni, Organization Manager UBI Banca Integration issues between strategic planning and risk management Carolyn Dittmeier, Presidente Collegio sindacale Assicurazioni Generali, Consigliere Indipendente Autogrill, Consigliere Indipendente Italmobiliare Q&A Session
5:30 Closing of proceedings
PARALLEL SESSION F OPERATIONAL RISK – ANNUAL DIPO (ITALIAN OPERATIONAL LOSS DATABASE) CONVENTION – PART ONE Chaired by Sandra Paterlini, EBS Business School, Wiesbaden 2:15 Keynote speech
Sandra Paterlini, Chair of Financial Econometrics and Asset Management EBS Business School EBA Binding Standards on AMA’s methods and CRR application Marco Moscadelli, Director Banca d’Italia Q&A Session Key risk indicators: an instrument for monitoring or for prevention? Veruska Orio, Manager ORM System Development and Management Office Intesa Sanpaolo RAF for Pure Risk: Implications of Method, Organization and Management Mario Vellella, Manager Operational Risks Bancoposta Poste Italiane [Italian Postal Service] Risk Tolerance and insurance strategies Giorgio Aprile, Director Operational Risk Aon Italia The Use Test Carlo Palego, Chief Risk Office Banco Popolare Advanced Framework: Italian banks on the eve of the Single Supervisory Mechanism Andrea Colombo, Senior Manager KPMG Q&A Session
5:30 Closing of proceedings
Tuesday 17 June – Morning (9:15 ‐ 1:00) PARALLEL SESSION G NEW SUPERVISION Chaired by Claudia Pasquini, Italian Banking Association 9:15 Keynote speech
Claudia Pasquini, Head Risk Analysis and Management Department Italian Banking Association Single Oversight Mechanism: some implications for the oversight function Mauro Grande, Adviser to the Executive Board Banca Centrale Europea The collaboration between ECB and Banca d’Italia; the Joint Supervisory Team Giovan Battista Sala, Capo divisione gruppi bancari 1, Servizio vigilanza bancaria 1 Banca d’Italia Italy in the European scenario: Can quality, reconciliation and consistency go together with fast closing? Alessandra Bertulli, Supply Governance Consultancy and Development Manager Engineering Providing credit and monitoring risk: what has changed after the AQR? Paolo Testi, Chief Lending Officer Banca Popolare di Milano
11:00 Coffee break, networking and visit to the exhibition area 11:50 Risk Analytics: dal Risk Book al Risk Socialization
Luisella Brambilla, Algorithmics Brand Sales Regional Leader, Software Group, Sergio Mucciarelli, Data Governance Solutions Leader, Information Management, Software Group IBM Italia Banks and oversight in the prospect of Banking Union Sergio Sorrentino, Chief Audit Officer Banco Popolare Moving toward a European SREP model Damiano Guadalupi, Head of Division Significant Bank Institutions Supervision I European Central Bank Single Supervisory Mechanism Andrea Cremonino, Head of College Supervision and EU, Banking Supervisory Relations UniCredit Q&A Session
1:15 Buffet Lunch, networking and visit to the exhibition area 2:15 Start Closing Roundtable
PARALLEL SESSION H CREDIT RISK Chaired by Giacomo De Laurentis, Bocconi University 9:15 Keynote speech
Giacomo De Laurentis, Full Professor of Finance Bocconi University From operational ratings…to regulatory ratings: the path of virtue Stefano Bortolamei, AIRB – Advanced Internal Rating Based – Project Manager Banca Popolare di Vicenza Transfer of credit risk and freeing up capital Giuliano Giovannetti, President & CEO Arch Mortgage Insurance Low Default Portfolios: really unmodellable? Giovanna Compagnoni , Head of Group Risks Modelling & Governance UniCredit Group
11:00 Coffee break, networking and visit to the exhibition area 11:50 Credit Pricing from Basil 2 to Basil 3
Marino Ranzieri, Head Risk Management Credito Emiliano Main topics and priorities for the governance of credit risk David Pieragostini, Business Development & Sw Solutions Director CRIF Decision Solutions The qualitative element of rating and the ex‐post valuation Lapo Guadagnuolo, Managing Director – Chief Credit Officer – Regione EMEA Standard & Poor's Cycles and backtesting: hybrid solutions or multiple solutions? Silvio Cuneo, Head Credit Risk Services Management Intesa Sanpaolo Q&A Session
1:15 Buffet Lunch, networking and visit to the exhibition area 2:15 Start Closing Roundtable
PARALLEL SESSION I THE NEW FRAMEWORK FOR MANAGEMENT OF BANK CRISES Chaired by Marco Lamandini, Bologna University 9:15 Keynote speech
Marco Lamandini, Bologna University The single resolution mechanism in primary European legislation: legislative history and problems of international and European convergence Silvia Scatizzi, Jurist EuropeanCommission The ECB's role in the new framework for European bank crisis management Antonio Luca Riso, DG Legal Services European Central Bank
11:00 Coffee break, networking and visit to the exhibition area 11:50 Old and new in bank crisis management in the Italian view of oversight:
Updating the consolidated law and secondary legislation Bruna Szego, Direttore Servizio Regolamentazione Analisi Macroprudenziale Banca d’Italia European reform of deposit guarantee systems in the framework of the new tool kit for bank recovery and resolution. Strategic and operational implications for the FITD Giuseppe Boccuzzi, Managing Director Interbank Deposit Protection Fund Q&A Session
1:15 Buffet Lunch, networking and visit to the exhibition area 2:15 Start Closing Roundtable
PARALLEL SESSION L RISK GOVERNANCE Chaired by Marina Brogi, Rome Sapienza University 9:15 Keynote speech
Marina Brogi, Full Professor of Economics and Financial Market Techniques, Rome Sapienza University Risk Governance: Which way do the international indicators point? Gabe Shawn Varges, Member of BCBS Taskforce on Governance Role of the CRO and assessment of Significant Transactions within the scope of the RAF Mauro Senati, Chief Risk Officer UBI Banca Risk Appetite Framework Giuseppe Quaglia, Partner Ernst & Young Financial‐Business Advisors
11:00 Coffee break, networking and visit to the exhibition area 11:50 IT risk, a new border for the risk management
Roberto Pozzuolo, Head of the Security and Supervision of Operational Risk Management Area Banca Sella Risk Governance evolution: the RAF integration in the bank governance Giovanni Gandini, Senior Manager Area Finance & Risk, Aldo Guarda, Manager Area Finance & Risk Accenture New evolution for the audit processes in the risk management activities Alberto Balestreri, Chairman of the Risk Supervisory Committee Banca Popolare di Milano Internal auditing: coordinated management Giovanni Conti, Risk Reporting and Validation Area Manager Banca Monte dei Paschi di Siena Q&A Session
1:15 Buffet Lunch, networking and visit to the exhibition area 2:15 Start Closing Roundtable
PARALLEL SESSION M SMALL BANKS Chaired by Michele Modina, Molise University 9:15 RAF, ICAAP Strategic Plan, and internal control systems, a not easily solved puzzle
Michele Modina, Associate Professor of Economics and Management of Enterprise Molise University Banking governance and risk governance: synonyms or complements? Mario Comana, Professor of Economics of Financial Brokers LUISS Guido Carli The proportionality in credit monitoring Francesco Cerri, Associate Partner KPMG The board of director's role in risk management Vincenzo Formisano, Vice President Banca Popolare del Cassinate
11:00 Coffee break, networking and visit to the exhibition area 11:50 The evolution of Risk Management in a scenario in transformation: the experience of
ChiantiBanca Alessandro Barbato, Head Risk Management ChiantiBanca Credito Cooperativo Coordination between control systems and corporate divisions Paolo Palliola, Chief Risk Officer Cassa di Risparmio di San Miniato Outsourcing corporate systems and risk monitoring in vendor relations Italo de Feo, Partner CMS Adonnino Ascoli & Cavasola Scamoni Q&A Session
1:15 Buffet Lunch, networking and visit to the exhibition area 2:15 Start Closing Roundtable
PARALLEL SESSION N OPERATIONAL RISK – ANNUAL DIPO (ITALIAN OPERATIONAL LOSS DATABASE) CONVENTION – PART TWO Chaired by Vittorio Vecchione – Luiss “Guido Carli” 9:15 Keynote speech
Vittorio Vecchione, LUISS Guido Carli Control over IT systems outsourcers Stefano Tezzon, Head Organization and Information Systems Services Credito Sportivo IT risk management: notes on a possible framework Nicasio Muscia, Manager Area Finance & Risk Accenture Davide Bazzarello, Head of Operational and Reputational Risks UniCredit Group Operational Risk Management Framework to support internal auditing Giuseppe De Robertis, Head Operational Risk Management Banca Popolare di Bari Risk Reporting: a Case for Value Creation Sergio Galanti, Managing Director Inveniat Consulting
Q&A Session 11:00 Coffee break, networking and visit to the exhibition area 11:50 ROUNDTABLE “EXPERIENCES FROM NON‐BANKING SECTORS”
Gian Luca Noferi, Head of Group Industrial and Environmental Risk Management ENEL Domenico Fumai, Head of Advanced Risk Management Telecom Italia Oronzo Gonnella, Licensing Fulfilments Manager Gamenet Q&A Session
1:15 Closing of proceedings 2:15 Start Closing Roundtable
Tuesday 17 June – AFTERNOON (2:15 ‐ 4:30)
CLOSING ROUNDTABLE LOOKING TO THE FUTURE: THE CALENDAR OVER THE COMING MONTHS Moderator Stefania Tamburello, Corriere della Sera Newspaper 2:15 These people will be speaking:
Paolo Corradino, Deputy Director General Banca Centrale Europea Fabio Gasperini, President Ernst & Young Financial‐Business Advisors Rainer Masera, Dean of the Faculty of Economics and Full Professor of Economic Policy, Rome Marconi University Victor Massiah, Executive Director, UBI Banca Roberto Nicastro, Director General, UniCredit Andrea Pilati, Head Regulatory and Macroprudential Analysis Services Banca d’Italia Gianfranco Torriero, Central Director of the Strategies and Financial Markets Department, ABI
4:15 DRAWING FOR PRIZES FOR THOSE PRESENT IN THE HALL 4:30 Closing of the Conference and appointment for the 2015 event
