Thomas Steiner is a Partner at BearingPoint and responsible for their firm-wide risk management consultancy practice within their Banking and Capital Markets practice. While Thomas and his team is covering a comprehensive service portfolio for financial institution’s risk controlling and management functions, they have a specific focus on Banking Book risk controlling and management, covering IRRBB, Liquidity risk and FTP. Their services covers governance aspects (e.g. set up the 3 lines of defence concept), development of methodology and ALM software implementation.
Prior to that, he was Head of Requirement Engineering at MEAG Asset Management, responsible for the business requirements of the Risk Controlling/Management function.
Thomas is an ALM expert with more than 15 years’ experience in a variety of different roles in consultancy projects for international acting banking groups. He is a member of the Global Association of Risk Professionals (GARP).
Programme Director, Risk Change
Programme Director, Risk Change at Deutsche Bank since 2013
Over 25 years’ experience in risk management and technology change programmes in Financial Services.
Previous firms include RBS, Nomura & Santander (previously Abbey National)
Michael Eichhorn is Managing Director, Global Treasury Chief Risk Officer at Credit Suisse in London. He is an honorary professor at Hochschule Harz, Germany and a member of the BTRM faculty. Michael holds a Ph.D. from the University of Lueneburg / Germany.
Banking & Capital Markets Advisory
Banking & Capital Markets Advisory
Enrique Benito is with Deloitte in London where he advises global financial institutions on risk management and regulatory matters and leads the provision of liquidity risk services within the firm's Banking and Capital Markets practice. His past experience includes roles with GE Capital Bank, a new UK bank set up by General Electric, contributing to its licensing, launch and set-up of its Treasury function, and latterly being responsible for the bank's liquidity and funding management. Prior to that, he was with the former Financial Services Authority where he contributed to the development of the first post-crisis liquidity adequacy regime and represented the UK on negotiations relating to Basel III and the Capital Requirements Regulation and Directive.
Enrique is a Faculty Member of the Bank Treasury Risk Management (BTRM) Certificate and a Fellow at the University of Oxford's Saïd Business School. He sits at the advisory council of the Centre for the Study of Financial Innovation (CSFI) and is a member of the Global Association of Risk Professionals (GARP).
Head of ALM Models, Methodology
Raquel Bujalance is Head of ALM Risk Models department in Santander Group, responsible for the modelling of IRRBB, liquidity and FX structural risks inside Santander Analytics. Before that, she led the Quantitative Market Risk department developing models related to Market Risk Trading activities. Raquel joined Santander in 2012, working previously for BBVA in the Risk Methodology department. She studied Economics and holds a PhD in Quantitative Finance from Complutense University.
Senior Audit Manager
Lloyds Banking Group
Maurizio Garro works as a Senior Audit Manager for Group Internal Audit at Lloyds Banking Group, where he is involved in providing assurance as SME on market and credit models. His background is in Model Risk, Market Risk, Counterparty Credit Risk, Pricing, Liquidity and Stress Testing.
He has a long standing experience as consultant and banker in model risk management and previously work in the Development and Validation teams of top-tier financial institutions in Europe, U.S., and U.K. for over 14 years.
Maurizio Garro received his Master Degree in Economics from the Bocconi University of Milano and a certificate in Financial Risk Management from GARP.
Head of Group ALM
Lloyds Banking Group
John has more than 20 years of experience in Asset & Liability Management and is currently Head of Group ALM within Lloyds Banking Group. His team are responsible for identifying and understanding market and liquidity risks inherent within the banking book and ensuring that these are managed, priced and reported correctly. The team perform a business partnering role to provide ALM expertise in respect of new product development and Funds Transfer Pricing (FTP).
John was the lead subject matter expert in the project to set up a harmonised FTP mechanism for Lloyds Banking Group following the acquisition of HBOS in 2009. The mechanism introduced a centralised approach to both Liquidity Transfer Pricing and Interest Rate Risk Transfer Pricing across the entire banking book.
Professionally qualified in banking and treasury, John enjoys creating opportunities for colleagues to develop. He recently played a lead role in establishing an internal treasury training programme within the bank.
Senior Manager, Financial Model Risk Oversight
Samantha is currently with TSB where she is responsible for the oversight of financial risk models used within Treasury and Finance, including behavioural models for both liquidity and market risk.
Before transitioning into the second line of defence, Samantha gained first line experience in Treasury ALM at a range of financial institutions, including as a consultant in the Verde divestment project at Lloyds Bank, as a subject matter expert for the Global Funding and Liquidity Project at the Commonwealth Bank of Australia and as risk reporting manager TP and ALM at Westpac.
Prior to that Samantha has experience as a consultant implementing ALM software at a range of financial institutions globally (US, UK and Asia).
Head of Group Liquidity and Market Risk Management
Erste Group Bank AG
Roland started his banking career in 1999 and held different management positions in treasury and risk concentrating on ALM, liquidity and market risk related topics and respective projects. Since 2017 he is Head of Group Liquidity and Market Risk Management of Erste Group. In this role Roland is responsible for the group wide governance, strategic and operative steering, measurement and management of the liquidity and market risk profile of Erste Group’s trading and banking book activities. Besides ensuring that sound standards for liquidity and market risk management are implemented throughout Erste Group, this includes the group-wide market and liquidity risk strategy, the risk appetite as well as the overall limit-setting, steering and controlling. Furthermore Roland is responsible for model risk management of all market and liquidity risk related methods and models.