Agenda

Krishna Nijanand is the senior manager, structural interest rate risk in Scotiabank, where he provides independent oversight of risk positions with an appropriate limit, measurement and reporting framework on CAD 1 trillion balance sheet.

Krishna is an experienced treasury and risk management professional with a strong background in asset and liability management (ALM) and in-depth risk measurement and analysis. He is one of the key members to drive implementation of Interest Rate Risk in Banking Book (IRRBB) standard in the bank. His current function includes continuous development and enhancement of structural market risk related metrics, models, policies and governance to keep up with industry best practices and regulatory requirement.

Krishna’s prior role was manager, asset and liability management (ALM) within Group Treasury Balance Sheet Management. He has an MBA from Schulich School of Business, Toronto and he is a CFA charter holder.    

Monika Bączyńska has extensive experience in banking, starting with accounting and financial reporting functions, through controlling and risk measurement to risk management.
Currently, as a Head of Asset Liability Management at mBank, she is in charge of balance sheet management, IRRBB and funding strategy on the group level. She is responsible for strategic balance sheet planning and investment strategies as well as investment portfolio management. She is involved in capital management, financial reporting topic (IFRS9, IFRS16, hedge accounting) and FTP policy.
Before taking over ALM supervision, Monika was a Director of Analysis and Control Bureau, responsible for controlling, finance and risk functions for Financial Market Division. She served as an advisor in FX position transfer models and accounting schemes for structured products with embedded options and financial reporting related to controlled area.
Monika participated in a number of projects related to capital increase, MIS, FTP policy, capital model, liquidity risk models, stress-testing and RWA optimization.
Prior to joining mBank, she served as an auditor of financial institutions with EY and was responsible for financial instruments’ valuation, book keeping and P&L reporting at Millennium Bank.
She is a speaker at international conferences in ALM, IRRBB, FTP and modeling topics. Monika is also a trainer on those topics with over 160 attendees in the last years.
Monika is a CFA charter holder and Professional Risk Manager. She also serves as Board Member of ALM Committee at Polish Bank Association. 

Roberto Virreira works as Risk Director for State Street in London. Previously he was in charge of redesigning the IRRBB framework of Standard Chartered Group, and was in charge of Group HSBC IRRBB reporting and IRRBB stress test methodologies. He was Head of ALM and BSM with Bank of America in Latin America, and worked in consulting projects for several other global and regional banking organisations.

Roberto participated actively in the review, discussion and feedback of BCBS 368 with several banking associations including BBA, EBF and IIF. He has published articles on IRRBB on the Journal of Risk Management in Financial Institutions and Written a chapter in the second edition of The hand Book of ALM edited by Risk Books. He has chaired IRRBB conferences in New York, London and has been a speaker in several courses and seminars in Europe and Asia.

Roberto is an Industrial engineer, holds a Msc. in Economics and an MBA from Warwick Business School.

Yousef is a PwC specialist leading on FTP, IRRBB and ALM within the Banking industry. He has worked with a variety of banks across Europe, including major globally significant institutions as well as smaller regional firms, supporting all three lines of defence. Yousef has an industry background in ALM and behavioural modelling from his work as a quant in Barclays, and in structuring balance sheet hedges for financial institutions at Morgan Stanley. Yousef has also spent a number of years in theoretical physics research