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From sinking banks to peaking rates: what’s next?

The panel

  • Tony Johnson, Senior director, product management, SS&C Algorithmics
  • Dimitrios Papathanasiou, Head of global funding concentration and international treasury risk, UBS Group (Credit Suisse)
  • Nicholas Silitch, Former chief risk officer, Prudential
  • Moderator: Luke Clancy, Editor-at-large, Risk.net

Financial markets in 2023 have been marked by heightened volatility and driven by economic uncertainty, geopolitical tension and technological disruption. Against a backdrop of digitisation, and with the ripple effects of bank failures and rising defaults continuing to impact risk management, the question now is: what's next? And how can risk managers ensure an informed and measured response to not only protect balance sheets but also allow business to grow?

In a webinar hosted by Risk.net, panellists explored the evolution of risk management and shared their views on best practices.

Discussion points:

  • The underlying drivers of bank failures and how best practices in risk management can guard against this
  • Bank characteristics that will be vulnerable in this environment
  • Supervisory sentiment shifts
  • Required enhancements in risk environments and policies.

The webinar is essential viewing for bank risk managers wanting to gain a competitive edge in managing and mitigating credit risk.

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