Head of EMEA economic capital and stress testing framework
Head of execution for WMR traded risk stress testing
Rohan Kataria is the Head of Execution for Traded Risk Stress Testing at HSBC since early 2019. He is responsible for Planning, Execution and Delivery of Trading Risk Stress Testing at the Group Level, includes both Market Risk and Counterparty Credit Risk. He is involved in various stress tests submissions, including PRA and EBA.
Previously Rohan worked with Credit Suisse in London for 8 years. His recent role was an ICAAP Market Risk Manager. He was responsible for Pillar 2A assessment for Market Risk for UK legal entities. Overall, Rohan has 15+ years of experience in various roles including but not limited to stress testing, scenario analysis, front-to-back processes, trade lifecycle, regulatory capital & reporting.
Rohan holds an Executive MBA degree from London Business School and is FRM (GARP) certified. He did his graduation in Electrical Engineering from Indian Institute of Technology (IIT) , Mumbai.
Senior Lead – IBOR Transition programme
Lloyds Banking Group
Maurizio Garro works as a Senior Lead BA for the IBOR Transition programme at Lloyds Banking Group, where he is leading the delivery of the changes required for models, curves and products for the transition to the alternative risk-free rates for the Front and Back book. His background is in quantitative risk management, Model Risk, Market Risk, Counterparty Credit Risk, Pricing, Liquidity and Stress Testing.
He has a long-standing experience as an internal auditor, consultant and banker in model risk management and previously worked in the Development and Validation teams of top-tier financial institutions in Europe, U.S., and the U.K. for over 15 years.
Maurizio is a frequent speaker on various topics in risk management, a member of the Institute of Internal Auditor and the Director of the Global Association of Risk Professional (GARP) London Chapter.
Maurizio Garro received his Master Degree in Economics from the Bocconi University of Milano and a certificate in Financial Risk Management (FRM) from GARP.
SSM Banking Supervision
Management responsibility in several Austrian Banks in the areas: risk management, performance controlling and internal audit. Expert tasks in an international audit firm and in the SSM Banking Supervision. Extensive trainer activities in risk management, banking and regulation topics.
Banco BNI Europa
Market risk stress testing
Imran Syed is a Market Risk Stress Testing Manager with Credit Suisse.
He is involved in the design and calibration of scenarios, development of scenario frameworks and key regulatory submissions. He is currently responsible for the firm wide Coronavirus and Brexit related market risk stress tests. He was previously with BAML, heading the Risk Analytics, Derivatives and Capital Markets teams at the India Centre of Excellence.
Dr Daniel Mayenberger
co-author of the upcoming book "Reverse Stress Testing in Banking - A Comprehensive Guide: Regulatory Requirements, Practical Use Cases, Artificial Intelligence, Recovery & Resolution Planning and Governance
Dr. Daniel Mayenberger has in-depth quantitative expertise across asset class and is an experienced leader of large global teams, held a variety of positions in modelling and risk management at Barclays, Credit Suisse, Bank of America, Deutsche Bank and KPMG.
He frequently speaks at high-profile international conferences on the latest methodologies such as artificial intelligence and machine learning.
Daniel holds a doctorate in pure mathematics from the University of Trier and an executive MBA with distinction from London Business School.