Chapter Meeting

London, UK

Risk Management Lessons Learned From the Recent U.S. Bank Run: What Could Happen Next?

September 28, 2023

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The sudden collapse of U.S.-based Silicon Valley Bank in March led to additional regional bank failures and sent shockwaves through the financial world. While the EMEA region's major financial institutions were not directly impacted, the banking crisis prompted experts to explore second- and third-order consequences. This helped them draw valuable lessons to enhance our understanding of the financial system and risk management practices.

We are excited to bring together a distinguished panel featuring a credit researcher, a senior credit risk manager, and a portfolio risk and stress testing specialist for an insightful discussion about the banking crisis. Key questions they will address include:

  • What were the root causes of the crisis, including underlying factors that contributed to the bank run and systemic weaknesses that were exposed?
  • How did markets react to the event, and what are the implications for secondary impacts on various financial players?
  • What weaker links and idiosyncratic factors in European banking systems deserve closer attention?
  • What key factors should risk managers monitor in the macro environment, including the role of non-banking financial institutions (NBFIs)?
  • How can risk management in EMEA facilitate proactive measures to prevent a similar crisis?


6:00 - 6:30 PM: Registration

6:30 - 7:30 PM: Panel discussion with audience Q&A

7:30 - 8:30 PM: Networking reception. Drinks and canapes will be served.

Attendees qualify for 1 GARP CPD credit.


September 28, 2023
6:00 PM - 8:30 PM


17 America Square Crosswall, London, EC3N 2LB


Stefano Grillini, PhD FRM

Stefano Grillini, PhD FRM
Stress Testing and Portfolio Risk, Morgan Stanley

Corinne Cunningham

Corinne Cunningham
Partner, Credit Research, Autonomous

Viktor Tsekov, FRM

Viktor Tsekov, FRM
Hedge Funds and NBFI Risk Senior Specialist, Wells Fargo

Chapter Directors

Maurizio Garro
Model Risk Manager - Quantitative Research Lloyds Banking Group

Committee Members

Qingrui Meng
UK Legal Entity Risk Manager SVP – UK CRO Office Citigroup

Lan Luan
Manager Oliver Wyman

Svetlana Kardan
Senior Treasury Manager

Florent Grundeler
Head of Reporting Development and Solutions Lloyds Banking Group

Alpesh Jani
Program Lead Bailrigg

Carlos Balula
Counterparty Credit Risk Manager Nomura

Anna Millar
Audit Lloyds Banking Group

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