Speakers

Colin Lawrence, Director, Prudential Risk Division, Financial Services Authority

Colin Lawrence joined the FSA in April 2008. Prior to that he was the Leader of Risk Management and Compliance Consulting Services for IBM in Greater China group and Asia Pacific. He has held senior executive positions in major UK and US financial institutions. He holds a PH.D in Economics from the University of Chicago. He was also Associate Professor of Money and Financial Markets at the Graduate School of Business, Columbia University and is a Honorary Visiting Professor at Cass Business School, City University, London. He has published widely in scholarly and professional journals on risk management, money and banking technology, and regulation in the financial services industry.

Riccardo Rebonato, Global Head of Market Risk, Global Banking and Markets, RBS

Dr Riccardo Rebonato is Global Head of Market Risk and Head of Analytics at RBS. He is a Visiting Lecturer at Oxford University (Mathematical Finance) and Adjunct Professor at Imperial College (Tanaka Business School). He sits on the Board of Directors of ISDA and on the Board of Trustees for GARP. He holds Doctorates in Nuclear Engineering and Science of Materials/Solid State Physics. He was a Research Fellow in Physics at Corpus Christi College, Oxford, UK. He is the author of the books The Perfect Hedger and the Fox (2004), Modern Pricing of Interest-Rate Derivatives (2002), Interest-Rate Option Models’ (1996, 1998), ‘Volatility and Correlation in Option Pricing’ (1999), The Plight of the Fortune Tellers (2007).

Timothy Buenker, Policy Advisor, Prudential Capital and Risk, British Bankers’ Association

Timothy is a Policy Advisor in the Prudential Capital and Risk team. His work so far has primarily focused on capital, liquidity, deposit guarantee schemes (DGS) and supervisory arrangements; while his current involvement includes the consultation of the the UK FSA's new liquidity regime, Financial Services Compensation Scheme (FSCS), the review of the European DGS Directive and the implementation of the EU Capital Requirements Directive (CRD).

He initially joined the BBA in 2007 to identify and research seminar topics important to BBA members and has been instrumental in creating platforms for industry debate and policy dissemination.
Timothy started his career as an inward investment advisor for the City of Frankfurt's Economic Development Office focusing on the financial service and IT. He later represented the new Eastern German states in Washington DC in the same capacity focusing on attracting North American investment.

Timothy holds a Masters in Economics from Maastricht University and a Bachelors degree in Political Science, Economics and International Affairs from the University of Nebraska.
He is married and lives near the village of Outwood, in Surrey.

Michele Gaffo, Director of Investment Strategy, Allianz Investment Management

Michele Gaffo joined Allianz in November 2002 Here he works as Director of the Investment Strategy team in Allianz Investment Management Italy with main focus on ALM, Strategic Asset Allocation and Financial Engineering . He graduated with a master degree in Statistics & Economics (Padua University). From 1998 to 2000 he worked for Banca Intesa as quantitative analyst in the Risk Management dept. From 2000 to 2002 he worked for Fineco Asset Management as head of the Quantitative Asset Allocation Team. He frequently speaks at Risk Management & Investment Management conferences.

Claude Grandfils, Deputy Head of Financial Management Division, Credit Agricole SA

1989-1994: Worked as an Asset Manager in French insurance companies
1994-1997: Assets and Liabilities Manager in Credit Local de France (treasury Group)
1997-2000: Deputy Head of DEXIA Risk Management
2000-2009: Financial Management Division of Crédit Agricole SA (manages ALM, funding, relationship with CA Regional banks and subsidiairies)

Matthias Henny, Chief Investment Officer, AXA Winterthur

1998 Ph.D. in physics from University of Basel
1998-2003 Management Consultant for McKinsey & Co in Zurich 2003-2006 Head Financial Engineering, Winterthur Group
Since 2007 Chief Investment Officer, AXA-Winterthur

Werner Huysmans, Head of Interest Rate Risk Management, Fortis Bank

Werner Huysmans is responsible for the Interest Rate Risk Management of the ALM department and focuses on developing tools to measure value and margins income risk measures. He has previously excelled developing ALM tools in the insurance and asset management industry.

Theo Mandos, Head of ALM Quantitative Analyses, ABN Amro

Theo Mandos is Head of ALM Quantitative Analyses within the Dutch State acquired part of ABN AMRO Bank. He joined ABN AMRO 17 years ago as a Quantitative Consultant and has since held several positions within Finance and Market- and Credit Risk Management. Theo holds a degree in Econometrics from the Free University in Amsterdam and a post-graduate degree in Logistics from Eindhoven University of Technology.

Fergus Mackie, Economic Capital Director, Aviva

Fergus Mackie is the Economic Capital Director for Aviva plc, responsible for embedding economic capital in Aviva’s management processes to support its ERM programme. Though a General Insurance specialist by background he is now responsible for economic capital for all Aviva’s businesses; life, general insurance and investment.

Previous to his current role he was Head of P&C Financial Risk Management at AXA Insurance. Prior to joining AXA, Fergus was a Partner with KPMG and a Director with Oliver Wyman, a strategic management consulting firm which is one of the leading advisors of economic capital management.

Carlos Montalvo Rebuelta, Secretary General, CEIOPS

Mr. Carlos Montalvo Rebuelta is the Secretary General of CEIOPS, Committee of European Insurance and Occupational Pensions Supervisors, since the 1st of November, 2007.Before that he has worked as an insurance supervisor for the DGSFP, Spanish insurance supervisory authority, where he headed the International Area of the Supervisory Department and coordinated insurance groups and financial conglomerates related issues. He is a lawyer with a diploma in economics and has carried out both national and international tasks, such as on-site inspections or participation in different legislative initiatives. He’s also been involved in qualitative supervision related issues, including the chairmanship of CEIOPS working group on internal control for insurance undertakings (Madrid Group), and has participated as invited professor in different fora.

Dr. Peter Quell, Head of Portfolio Modelling, DZ Bank AG

Dr. Peter Quell is Head of the Portfolio Modelling Team for Market and Credit Risk in the Risk Controlling Unit of DZ BANK AG in Frankfurt. Prior to joining DZ BANK AG he was Manager at dfine GmbH where he dealt with various aspects of Value at Risk Systems in the Banking Industry. He holds a MSc. in Mathematical Finance from Oxford University and a PhD in Mathematics.

Jean Miguel Saintraint, Head of Balance Sheet Management, Fortis Bank

Jean Miguel Saintraint leads the Balance Sheet Management of Fortis Bank's ALM department. He follows both liquidity and interest rate risk of the banking book. He has wide experience in different field of ALM and mortgages in both the US and Europe. As an mathematics engineer and MBA, he gained experience in modelling and trading interest rate derivatives.

Guido Schaetti, Head of Corporate Risks and Governance, Swiss Reinsurance Company

Guido Schätti worked for 4 years as a quantitative modelling specialist for UBS, where he was responsible for the certification of internal valuation models. In 1998 he joined Winterthur Insurance Group. As Head of Financial Risk Control he was responsible for credit risks, ALM modelling, ALM reporting, and Economic Risk Capital calculation. Since 2003 he is with Swiss Reinsurance Company, where he had several positions within Swiss Re’s risk management organisation. Since 2007 he is responsible for Liquidity Risk Management. He holds a PhD degree in mathematics from the University of Zurich.

Dr. Bernhard Wondrak, Head of Treasury Control, Commerzbank AG

Dr. Bernhard Wondrak studied business administration in Frankfurt. After completing a post-doc position at the University in Frankfurt, he joined the Controlling of Deutsche Bank AG in 1987. Two years later he changed into the Group Treasury department where he took over the responsibility for methods, analytics and reporting. In 1997, Bernhard Wondrak joined Dresdner Bank AG Group Risk Control to built up the Treasury Control Department. He is now responsible for market risk analyses and the reporting for all banking books in the Dresdner Bank Group, which has been integrated into the Commerzbank Group in early May 2009. Since 2004 Bernhard Wondrak published a book about Interest Rate Risk Management under IAS regime and several articles about market risk and liquidity risk management.