Speakers

Speakers

Thumbnail
Thomas Ribarits

head of financial risk department

European Investment Bank

Thomas Ribarits joined EIB in 2005 within Financial Risk Management, dealing with loan and funds transfer pricing, performance measurement and Asset and Liability Management. In 2011 Thomas was advising the EFSF (European Financial Stability Facility), predecessor of the ESM, and implemented a pricing model for programme loans to Ireland and Portugal. Thomas then headed the Pricing Unit in the Credit Risk Department of EIB, covering credit risk pricing, loan loss reserves, watch listing and the Economic Capital framework. Since 2013 he is heading the Financial Engineering and Advisory Services Division in the Treasury Department.

Thomas holds a PhD degree in system theory and time series analysis and has spent 5 years in Academia at University of Technology Vienna and as post-doc at several European universities. He has led EIB research project co-operations and regularly acts as expert speaker at professional risk and finance conferences.

Thumbnail
Tony Morley

head of group balance sheet management

Bank of Ireland Group

Tony is currently the Head of Group Balance Sheet Management and is responsible for strategic oversight of the Bank of Ireland Group balance sheet from a funding and liquidity perspective.  He has responsibility for funding and liquidity strategy, wholesale funding execution, funds transfer pricing, collateral management and management of structural risk positions as well as the ILAAP and Recovery plan.   Tony is a member of the Bank of Ireland Group Asset and Liability Management Committee.  Prior to his current role, Tony held other senior positions in Bank of Ireland as well as senior customer facing roles external to the Bank.  He holds a first class honours MBA from Ireland’s leading Business school as well as a first class honours Msc. in Investment and Treasury.

Thumbnail
Yousef Ghazi-Tabatabai

associate director

PwC

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

Thumbnail
Laurent Balthazar

director, integrated risk management

Belfius

He spent his career in Risk Management. He was responsible for the development of corporate and SME’s ratings models for Basel 2, has conceived the RAROC methodology used by the group, was also deeply involved in the implementation of the Basel 2 and 3 projects and of the economic capital framework.

Over the last years his activities focused mainly on the development and implementation of the Risk Appetite of the group and its use for strategic analysis and capital allocation, and defining interest rate and liquidity risk appetite and limits frameworks. He was also in charge of building and maintaining the recovery plan for the bank, and is responsible for the resolution unit.

He is a frequent speaker at conferences and delivered trainings on Basel 2 in Eastern Europe countries. He is also the author of a book "From Basel 1 to Basel 3", published at Mac Millan editions (London), and is in charge of a Financial Risk Management course at university of Liege (Belgium).

Thumbnail
Axel van Nederveen

managing director, treasurer

European Bank for Reconstruction and Development (EBRD)

Axel van Nederveen is Managing Director and Treasurer of the European Bank for Reconstruction and Development (EBRD) with overall responsibility for asset management of the treasury, liquidity management and funding operations of the Bank, as well as the overall market risks associated with the Bank’s lending operations.

He joined the EBRD in May 1995 and fulfilled several roles within Treasury before becoming Treasurer in April 2004. Previously he held positions in government bond sales and trading at ABN AMRO in Amsterdam and Paribas in London.

Axel van Nederveen holds a Master’s degree in business administration from the University of Groningen, the Netherlands.

Thumbnail
Tiziano Bellini

director

Blackrock

Tiziano Bellini received his PhD degree in statistics from the University of Milan after being a visiting PhD student at the London School of Economics and Political Science. He is Qualifi ed Chartered Accountant and Registered Auditor. He gained wide risk management experience across Europe, in London, and in New York. He held several positions in financial institutions among which Barclays Investment Bank, EY Financial Advisory Services, HSBCs headquarters. He is a guest lecturer at Imperial College in London, and at the London School of Economics and Political Science. Formerly, he served as a lecturer at the University of Bologna and the University of Parma. Tiziano is author of Stress Testing and Risk Integration in Banks, A Statistical Framework and Practical Software Guide (in Matlab and R) edited by Academic Press. He has published in the European Journal of Operational Research, Computational Statistics and Data Analysis, and other top-reviewed journals. He has given numerous training courses, seminars, and conference presentations on statistics, risk management, and quantitative methods in Europe, Asia, and Africa

Thumbnail
Filip Charvat

manager, financial risk model oversight

TSB Bank

Filip Charvat came to London in 2005 as a Bancware consultant and has held various ALM/Market risk functions in U.K. Debt Management Office (2008-2011), ICBC London (2012-2016), UBL UK (2016-2018) and TSB (Feb 2019), where he is working in a financial modelling oversight role. Filip holds a MBA degree from U.S. Business School in Prague (1997) and is a certified FRM (2002) & ERP (2009) fellow of GARP