Basel 3.1 and Other Supervisory Risk Management Challenges

This chapter meeting has passed.

Overview

The final Basel III reform will overhaul global bank capital requirements. How will changes in the identification and quantification of risk under Basel 3.1 impact banks’ capital, profitability, and models? Please join the GARP London Chapter for a panel discussion that will address the following key topics:

Recent developments in Basel 3.1
Jurisdictional differences, including a comparison of salient Basel 3.1 features across the U.S, EU, and UK
Timelines for implementation, risk modelling approaches, and the potential impact of Basel 3.1 on local banks
Other current supervisory challenges, including counterparty credit risk, climate change risk, and data risk

Registration is required as seats are limited. Priority will be given to GARP Individual Members.

Agenda

6:00 - 6:30 PM: Registration

6:30 - 6:35 PM: Welcome remarks

6:35 – 7:30 PM: Presentation/panel discussion with audience Q&A

7:30 - 9:00 PM: Networking reception. Drinks and light refreshments will be served.

Attendees qualify for 1 GARP CPD credit.

Details

March 19, 2024
6:00 PM - 9:00 PM

In-Person

17 America Square Crosswall, London, EC3N 2LB

Speakers

Khushal Thakur
Executive Director, EMEA Regulatory Risk Management & Strategy, JP Morgan

Ravel Jabbour
Executive Director, Goldman Sachs

Damien Saville
Director, Post Approval – Portfolio Lead (Wholesale B3.1, Facility and Collateral Management) Wholesale Credit and Lending Transformation & Delivery, HSBC Bank Plc

Chapter Directors

Maurizio Garro
Model Risk Manager - Quantitative Research Lloyds Banking Group

Lan Luan
Manager in Finance & Risk Oliver Wyman

Committee Members

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

Jurate Brazaityte
Market Risk & Regulation Specialist Standard Chartered

Stuart Kingham
Senior Risk Quant Galaxy Digital

Khushal Thakur

Khushal Thakur works in the JPMorgan EMEA Chief Risk Office, covering risk regulatory management and strategy for the EMEA region. In this role, Khushal’s responsibilities involve staying on top of forthcoming regulatory changes and supervisory agendas affecting the Risk Function. His prior work experience includes roles in Regulatory Affairs at Santander UK, policymaking at the Bank of England covering financial markets, market risk, and counterparty credit risk, as well as trading European high-yield credit (CDS & bonds) at Deutsche Bank and Nomura.

Ravel Jabbour

Dr. Ravel Jabbour is currently the Executive Director for UK Regulatory Engagement at Goldman Sachs. Dr. Jabbour previously held several senior roles in regulatory risk at Visa, Standard Chartered, Credit Suisse, HSBC, Deloitte and the Bank of England. He holds a PhD in Finance with a focus on banking regulation and has earned the Operational Risk Management (CORM), Financial Risk Manager (FRM) designations and completed the Sustainability and Climate Risk (SCR) certificate. He also has an extensive record of publications in peer-reviewed journals on regulatory topics such as Basel III, with his latest paper titled “The Fragmentation of Banking Regulation.”

Damien Saville

Damien Saville is currently a Director in the Wholesale Credit and Lending Transformation team at HSBC, where he has held a variety of roles associated with the management and regulatory compliance of HSBC’s wholesale credit portfolio. Damien has 24 years of experience across the consulting and financial services sectors, ranging from regulatory reporting, model implementation and change management to transformation covering credit and counterparty risk – including compliance with Basel II, III, and 3.1.

Chapter Meeting

London, UK