Banking & FinTech

Why organisations work with Julia Streets Twenty-five years inside financial services, from senior roles at NYSE Euronext and Instinet to founding Streets Consulting, gives her unusual fluency across the language of trading floors, regulators, fintechs and boards. DiverCity Podcast, which she launched in 2017 as the first DE&I podcast in financial services, has run 16 seasons with listeners in more than 50 countries and gives her a documented track record of holding industry leaders to specific commitments, not slogans. An MBE in the 2025 King’s Birthday Honours, awarded for services to diversity and inclusion in entrepreneurship in financial services and technology, is a credential almost no other speaker in her topic area carries. Her host and moderator craft, sharpened by years on the stand-up circuit, makes her a credible choice for conferences where the chair has to keep senior bankers, regulators and founders in the same conversation without flattening any of them. She advises fintech founders and global institutions on the same set of growth and communication problems, which means she can speak to both sides of the buyer-vendor relationship in the room. Biography highlights Founder and CEO of Streets Consulting, advising fintech startups, scaleups and global financial institutions on growth, marketing and communications. MBE, 2025 King’s Birthday Honours, for services to diversity and inclusion in entrepreneurship in financial services and technology. Host and executive producer of DiverCity Podcast, the first DE&I podcast in financial services, with 16 seasons and listeners across 50 countries. Author of The Lingua Franca of the Corporate Banker, published by Searching Finance. Former senior executive at NYSE Euronext (global head of communications, technology division) and Instinet (European marketing and sales development). Twice named a Global Diversity Champion in the Global Diversity List; three-time Brummell Magazine listee for women on boards, women entrepreneurs and women of influence in the City. Trustee of Street Child; regular broadcast contributor on BBC Radio 4, BBC Radio Kent and City AM. Biography The first DE&I podcast in financial services launched in 2017 with no obvious commercial reason to exist. Sixteen seasons later, DiverCity Podcast has listeners in more than fifty countries and a back catalogue of named industry figures committing on the record to specific changes. The host and executive producer is Julia Streets, and the show is one piece of a wider body of work on how financial services actually changes, rather than how it announces it does. Streets Consulting, which she founded after senior roles at NYSE Euronext and Instinet, advises fintechs and global institutions on growth, positioning and communications. The brief is the same on both sides: how does a firm explain what it does to people who are paid to be sceptical of it. Two decades inside trading-floor culture, and a 2012 satirical book on corporate jargon, The Lingua Franca of the Corporate Banker, give her a low tolerance for the kind of language that lets executives avoid saying anything specific. The 2025 MBE, awarded in the King’s Birthday Honours for services to diversity and inclusion in entrepreneurship in financial services and technology, sits alongside two listings as a Global Diversity Champion and three appearances on Brummell Magazine’s lists of women on boards, women entrepreneurs and women of influence in the City. The recognitions track a single argument across her work: that diversity in finance is a commercial question, not a compliance one, and that it should be measured by who gets hired, promoted and listened to. For an audience, the practical effect is a speaker and host who can move between fintech innovation, capital markets technology and DE&I without losing the room, because she has actually built a business in each. She is also a former stand-up comedian, which is why bankers tend to talk back to her on stage rather than at her. Key speaking topics Fintech innovation and capital markets technology Diversity, equity and inclusion in financial services Entrepreneurship in regulated industries Communication and influence for senior leaders AI and the future of financial services Conference chairing and panel moderation Women in fintech and technology Ideal for Boards and executive teams in banking, capital markets and fintech navigating technology adoption and regulatory change. CHROs and DE&I leads in financial services who need a credible external voice on inclusion that holds up to commercial scrutiny. Founders and investors at fintech scaleups working on positioning, growth and institutional credibility. Conference organisers in financial services who need a chair or moderator with subject fluency across innovation, regulation and culture. Audience outcomes A clearer view of where fintech innovation is genuinely changing financial services and where it is being oversold. Specific, named examples of how DE&I commitments translate into hiring, promotion and product decisions, drawn from sixteen seasons of recorded interviews. Direct, jargon-stripped language for talking about technology change inside regulated organisations. A working sense of how fintech founders and incumbents see each other, useful for anyone building or buying across that line.

Why organisations work with Gillian Tett Her track record on the 2008 crisis is specific and verifiable: she conducted ethnographic research into JPMorgan’s banking culture from 2005 to 2007, published FT warnings about derivative risk before the crash, and documented the analysis in Fool’s Gold – giving organisations a concrete, tested basis for trusting her read of current systemic risk. The Anthro-Vision framework translates anthropological field methods into a practical leadership tool: a way to surface the unstated assumptions, classification systems, and cultural dynamics that standard data analysis cannot reach. The Silo Effect provides boards with a specific diagnostic – that the most dangerous organisational failure modes are cultural, not structural – and a set of case-studied arguments for why addressing them requires a different kind of analysis than process redesign. As co-founder of FT Moral Money, she has tracked the ESG movement from its earliest institutional phase, giving her a longitudinal perspective on how sustainability commitments become financial and reputational risk that few analysts or advisers can match. Her simultaneous role as an active FT journalist and Provost of King’s College Cambridge produces a form of authority that is genuinely rare: live market intelligence, editorial independence, and academic standing, without advisory-firm positioning. Biography highlights 45th Provost of King’s College, Cambridge, since October 2023 FT editorial board member and weekly columnist; former US managing editor (2013-2019) and former Chair of the FT US Editorial Board Co-founder, FT Moral Money newsletter Author of four books: Fool’s Gold (New York Times bestseller), The Silo Effect, Anthro-Vision (Porchlight best business book award; Columbia Business School Eccles prize), and Saving the Sun PhD in Social Anthropology, University of Cambridge Awards: Wincott Prize for financial journalism (2007); British Press Awards – Business Journalist of the Year (2008), Journalist of the Year (2009), Columnist of the Year (2014); British Academy President’s Medal (2011); American Anthropological Association President’s Medal (2022); OBE for services to journalism (2024) Chair of the board of trustees, Knight-Bagehot Fellowship Program in Economics and Business Journalism, Columbia University Biography Gillian Tett has spent thirty years at the Financial Times covering global markets. What she found, consistently, is that what moves them is cultural as much as numerical. The forces shaping systemic risk – tribal behaviour, unspoken institutional assumptions, rigid classification systems – are largely invisible in standard economic analysis. Her most verifiable proof point came before the 2008 financial crisis. From 2005 to 2007, she studied JPMorgan’s banking culture ethnographically and published FT warnings about the systemic risks of credit derivatives – risks that most economists and regulators had not yet identified. Fool’s Gold – a New York Times bestseller – documented that analysis and became one of the definitive accounts of how cultural insularity inside banking created the conditions for the crash. Her subsequent books formalised the method. The Silo Effect showed how cultural classification systems – not just structural inefficiencies – create the organisational blindness that precedes major strategic failures. Anthro-Vision – winner of the Porchlight best business book award and the Columbia Business School Eccles prize – translated this into a practical framework for applying anthropological field methods to business, markets, and geopolitical risk. Her current position is what makes her singular. As the 45th Provost of King’s College Cambridge and an active FT columnist, she reports on markets while leading one of the world’s most significant academic institutions. She co-founded FT Moral Money and holds the OBE for services to journalism. Key speaking topics Global economic risk and geopolitical uncertainty Financial markets and systemic risk Anthropological analysis in business and strategy Organisational silos and decision-making failure ESG and sustainable finance Political tribalism and social change Cultural dynamics of markets and institutions Ideal for Board directors and C-suite executives navigating economic and geopolitical uncertainty CFOs, CROs, and investment audiences requiring independent analysis of financial market dynamics CHROs and transformation leads addressing structural silos, organisational culture, and decision-making quality Policy, government, and public sector leaders facing complex political and economic risk Audience outcomes A framework for identifying the cultural assumptions and social dynamics that standard economic analysis tends to miss A clearer perspective on how organisational silos and cultural classification systems create the blindness that precedes strategic and financial failure Practical insight into how anthropological methods can be applied to risk assessment, market analysis, and organisational decision-making A grounded, independent reading of current global economic forces and geopolitical shifts, drawn from active FT journalism A reframing of ESG as a systemic risk discipline rather than a reputational management exercise

Why organisations work with Yu Yongding He sat inside China’s central bank monetary policy deliberations (2004–2006) and inside the post-crisis UN commission that attempted to redesign the global financial architecture – a combination no Western-based economist on China can replicate His publicly argued position that China’s US Treasury holdings generate negative real returns and constitute a geopolitical liability gives boards and investment committees a named, verified analytical framework – not commentary, but a specific thesis with a public record His analysis consistently diverges from both official Chinese positions and from prevailing Western narratives, which is precisely what makes it useful for stress-testing institutional assumptions about China’s trajectory He has published alongside Barry Eichengreen, Raghuram Rajan, and Jean Pisani-Ferry at Bruegel, and contributes regularly to Project Syndicate, meaning his arguments are already in circulation in the rooms where senior policy and investment decisions are made As editor-in-chief of China and World Economy and former Director-General of IWEP, he has shaped the research agenda that feeds into Chinese policymaking: he knows not just the conclusions but the institutional reasoning behind them Biography highlights Academician, Chinese Academy of Social Sciences; D.Phil. in economics, University of Oxford (1994) Director-General, Institute of World Economics and Politics (IWEP), CASS – China’s leading international economics research institution – for over a decade, 1998–2009 Member, Monetary Policy Committee, People’s Bank of China, 2004–2006 President, China Society of World Economy, 2003–2011 Member, UN Commission of Experts on Reforms of the International Monetary and Financial System (Stiglitz Commission), convened in response to the 2008 global financial crisis Member, UN High-Level Panel on Financial Accountability, Transparency, and Integrity (FACTI Panel) Regular contributor to Project Syndicate, South China Morning Post, Wire China, and Bruegel; published alongside Eichengreen, Rajan, and Pisani-Ferry Editor-in-chief, China and World Economy (Wiley); also editor-in-chief of World Economy and International Review of Economics Biography The global reserve currency system has a structural problem that most institutional risk frameworks are not built to assess. The US dollar’s dominant position rests on arrangements; surplus-country accumulation of US Treasuries, capital account conventions, and geopolitical assumptions that are under visible strain. The economists who advise China’s central bank and finance ministries have been debating this openly for two decades. Their conclusions rarely reach Western boardrooms with the precision or independence that makes them actionable. Yu Yongding’s career has placed him at the centre of that debate, on both sides of it. As Director-General of the Institute of World Economics and Politics at CASS from 1998 to 2009, he led the institution that shapes China’s engagement with international economic policy. As a member of the People’s Bank of China Monetary Policy Committee from 2004 to 2006, he participated directly in the monetary decisions of one of the world’s most consequential central banks. Few economists working on China have held both roles. His analytical contribution is specific and verifiable. He has argued publicly that China’s accumulation of US Treasuries constitutes a structural misallocation, producing negative real returns while creating the kind of geopolitical vulnerability that became concrete when US sanctions froze Russian central bank assets. He has written on the Mundell-Fleming trilemma as it applies to China’s exchange rate constraints, on the conditions for sustainable Chinese growth, and on the reform of the international monetary architecture. These arguments are his own; they sometimes diverge from official Chinese positions, which is what gives them credibility for external audiences. He contributed to the Stiglitz Commission’s post-2008 work on reforming the international monetary and financial system, and served on the UN FACTI Panel on financial accountability for sustainable development. His published work appears in Project Syndicate, the South China Morning Post, East Asia Forum, and Bruegel, where he has co-authored with Barry Eichengreen, Raghuram Rajan, and Jean Pisani-Ferry. He holds a D.Phil. in economics from Oxford and is editor-in-chief of the Wiley journal China and World Economy. Key speaking topics China’s macroeconomic framework and growth trajectory Global reserve currency system and dollar dependency RMB internationalisation and capital account reform Exchange rate policy and the Mundell-Fleming trilemma Reform of the international monetary and financial system China’s foreign exchange reserves: composition, risk, and strategy Financial stability and systemic risk in the global economy Post-crisis international economic governance Ideal for Senior investment committees and sovereign wealth fund leadership assessing China exposure or dollar-denominated reserve strategy Central bank governors, finance ministry officials, and financial regulators engaged in monetary policy or international monetary reform Global risk forums and geopolitical strategy sessions where China’s macroeconomic trajectory is a first-order variable International financial institutions and policy bodies working on the architecture of the global financial system Audience outcomes A specific, independently argued framework for assessing the structural vulnerabilities in China’s monetary position, not a summary of official positions Clearer analytical language around the dollar’s reserve status and the conditions under which it is likely to erode A more precise understanding of the policy tensions inside China’s macroeconomic framework: exchange rate, demand management, fiscal space, and reserve composition Context for interpreting China’s monetary and fiscal policy signals that goes beyond what circulates in Western financial media Familiarity with the arguments shaping China’s policy debates, including the positions that diverge from official government framing

Why organisations work with Vítor Constâncio He offers direct insider perspective on ECB monetary policy design and execution across an eight-year term as Vice-President: a vantage point that cannot be replicated by academic analysis or market commentary alone. His active role in building the ECB’s macroprudential governance framework, including the development of its systemic risk indicators (FSRI and CSRI), gives audiences a conceptual map for understanding financial stability risk that goes beyond standard risk management frameworks. His unusual combination of central bank leadership, national finance ministry experience, and private-sector board roles provides a rare triangulation of how monetary, fiscal, and regulatory decisions interact; directly relevant to boards navigating rate cycles, sovereign risk, and banking regulation. Through his Bruegel contributions and MacroViews Substack, he remains an active, citable analyst on current ECB and Fed policy, eurozone fiscal governance, and international financial risk: making his perspective current, not merely historical. For European and internationally exposed organisations, his forensic understanding of euro area crisis mechanics, including Portugal’s €78bn bailout programme, Banking Union design, and Capital Markets Union architecture, offers a level of granularity that generic economic speakers cannot match. Biography highlights Vice-President of the European Central Bank and member of its Executive Board, 2010-2018, selected by Eurozone finance ministers for an eight-year mandate Governor of the Banco de Portugal in two separate terms (1985-86 and 2000-2010); member of the ECB Governing Council throughout the second term Finance Minister of Portugal (1977-78) and Secretary of State for Planning and Budget (1974-76) Secretary-General of Portugal’s Socialist Party (1986-89) and member of the Portuguese Council of State (1995-99) Co-architect of the ECB’s macroprudential governance framework; named author of ECB Occasional Paper on macroprudential policy at the ECB; developer of the ECB’s Financial Stability Risk Index and Cyclical Systemic Risk Indicator Professor at the School of Economics & Business Administration, University of Navarra; President of the School Board, ISEG – Lisbon School of Economics and Management, University of Lisbon Active contributor to Bruegel policy debates; extensive BIS-published speech record; author of MacroViews (Substack), a widely-read publication on monetary policy and European economic governance Biography Central banks rarely advertise the tensions behind their decisions. The trade-offs between price stability and financial stability, the institutional pressures on monetary union governance, the limits of macroprudential tools when the financial cycle turns: these are not visible in official communiqués. They are visible only to those who have sat inside the institution at the moments when those decisions were made. Vítor Constâncio served as Vice-President of the European Central Bank for eight years, from 2010 to 2018, a period that encompassed the eurozone sovereign debt crisis, the design and early operation of the Banking Union, and the gradual construction of a macroprudential policy architecture for the euro area. As a member of the ECB’s Executive Board, he was among the principal architects of the framework that now governs systemic risk oversight across European financial markets; including the ECB’s own Financial Stability Risk Index and Cyclical Systemic Risk Indicator, developed under his leadership. His authority on these questions is grounded in institutional breadth as much as seniority. He served as Governor of the Banco de Portugal across two separate terms, representing Portugal on the ECB Governing Council throughout the second; held senior government roles as Finance Minister and Secretary of State; and served as Executive Director at Banco Português de Investimento with non-executive board exposure to major Portuguese corporates. This layered experience – from national treasury to private board to European monetary authority – gives him a perspective on how macroeconomic policy, financial regulation, and institutional design interact that few practitioners can claim. Since leaving the ECB, Constâncio has remained an analytically active voice. He publishes regularly on monetary policy and eurozone governance through his MacroViews commentary platform and continues to contribute to Bruegel, the leading European economic policy research institution. He teaches banking and financial regulation at the University of Navarra and chairs the school board at ISEG. For organisations seeking clarity on the forces shaping credit conditions, regulatory direction, and European financial architecture, he brings the rarest combination available: the institutional memory of someone at the centre of the decisions, and the continued intellectual engagement of someone who has not stopped thinking about them. Key speaking topics Monetary policy design and the limits of central banking Macroprudential policy and systemic risk frameworks European financial governance and Banking Union architecture Sovereign risk and euro area crisis management Banking regulation and the post-Basel III landscape Capital Markets Union and European financial integration Global macro conditions and the outlook for interest rates Ideal for CFOs, CROs, and board risk committees at banks, insurers, and asset managers navigating rate cycles and regulatory change Investment and treasury leaders requiring granular perspective on ECB and eurozone monetary dynamics Government and supranational policy forums focused on European financial architecture and sovereign risk Executive leadership conferences in financial services where strategic macro context is central to the agenda Audience outcomes A clearer understanding of how macroprudential policy frameworks function and where their limits lie – grounded in the experience of building them Practical perspective on how central bank decisions are actually made: the trade-offs, institutional constraints, and dissenting pressures that official statements do not capture An informed view of the structural risks in European and global financial systems, and the regulatory tools available to address them Greater ability to distinguish signal from noise in central bank communication and monetary policy signalling Context for assessing how eurozone governance, Banking Union architecture, and Capital Markets Union development affect corporate and institutional financial strategy

Why organisations work with Thomas Sargent The rational expectations framework he helped build is now embedded in the operating logic of central banks, the IMF, and finance ministries worldwide. Sargent doesn’t explain this framework from the outside. He built it. His policy-ineffectiveness proposition (developed with Neil Wallace) gives organisations a precise analytical basis for understanding why government interventions routinely fall short of stated intentions, and how to plan around that gap. His co-authored work on Robustness (with Nobel laureate Lars Peter Hansen) addresses something most economic frameworks ignore: what rigorous decision-making looks like when the decision-maker doesn’t fully trust their own model. This is directly applicable to scenario planning and capital allocation under genuine uncertainty. His directorship of SIQEF at Peking University HSBC Business School gives him unusual depth on Chinese macroeconomic institutions and decision-making; relevant to any organisation navigating US-China economic dynamics. His Nobel lecture – «United States Then, Europe Now» – applied the lessons of US fiscal-monetary coordination to the European debt crisis in real time. He has a demonstrable track record of applying formal economic theory to live policy problems, not just historical ones. Biography highlights Nobel Memorial Prize in Economic Sciences, 2011 (shared with Christopher Sims), cited for empirical research on cause and effect in the macroeconomy W.R. Berkley Professor of Economics and Business, New York University (joint appointment, Department of Economics and Stern School of Business) Donald L. Lucas Professor in Economics, Emeritus, Stanford University; Senior Fellow (adjunct), Hoover Institution, Stanford (since 1987) Past President of the American Economic Association, the Econometric Society, and the Society for Economic Dynamics Fellow of the National Academy of Sciences and the American Academy of Arts and Sciences (elected 1983); Erwin Plein Nemmers Prize in Economics, Northwestern University (1997) Director, Sargent Institute of Quantitative Economics and Finance (SIQEF), Peking University HSBC Business School; co-founder, QuantEcon (2016) Biography Monetary policy has consequences that depend not just on what governments and central banks do, but on what everyone else expects them to do next. Thomas Sargent is one of the economists who formalised that insight – and in doing so, changed the way economic policy is designed and communicated globally. His contribution to the rational expectations revolution, developed through close collaboration with Robert Lucas and Neil Wallace at the University of Minnesota in the 1970s, established that households and firms adjust their behaviour in anticipation of policy moves. The practical implication – often called the policy-ineffectiveness proposition – is that surprise stimulus and systematic intervention operate by fundamentally different mechanisms. Central bank communication strategy, inflation targeting, and the design of fiscal rules all carry the influence of this work. The 2011 Nobel Prize in Economic Sciences, shared with Christopher Sims, recognised his empirical methods for identifying cause-and-effect relationships in complex macroeconomic systems. His subsequent work with Lars Peter Hansen, published as Robustness, extended this into a formal framework for decision-making under model uncertainty; the condition in which a leader knows their economic model might be wrong, but must act anyway. It is a framework with direct application well beyond academic economics. He is currently the W.R. Berkley Professor of Economics and Business at NYU, a Senior Fellow at Stanford’s Hoover Institution, and Director of the Sargent Institute of Quantitative Economics and Finance at Peking University HSBC Business School, a role that gives him active engagement with macroeconomic thinking across both Western and Chinese institutional contexts. Key speaking topics Rational expectations and macroeconomic policy Monetary policy design and central bank strategy Fiscal-monetary coordination Economic modelling under uncertainty Inflation dynamics and policy regime change Robustness and decision-making under model uncertainty Quantitative tools in economic analysis Ideal for Boards and C-suite executives making long-horizon capital allocation or strategic planning decisions in uncertain macroeconomic environments Financial services organisations (asset managers, insurers, investment banks) with direct exposure to central bank policy and interest rate cycles Government and public sector leadership teams engaged in fiscal or monetary policy design Economists, analysts, and research leads in institutions where formal macroeconomic modelling is central to decision-making Audience outcomes A working understanding of how rational expectations theory changes the analysis of monetary and fiscal policy, and why this matters for corporate planning A clearer framework for distinguishing between policy signals that will hold and those that markets and households have already priced or neutralised Exposure to the robustness approach to decision-making: how to act rationally when you know your model of the world may be incomplete Greater confidence in reading macroeconomic indicators in relation to institutional behaviour, not just headline data Context on the historical record of policy regime transitions – disinflation, fiscal consolidation, currency crises – and the conditions under which those transitions succeed or fail

Why organisations work with Simon Johnson The Nobel Prize-cited research demonstrates, with causal rigour, that institutions shape economic outcomes more decisively than market forces alone, giving boards a framework for evaluating political and regulatory risk that goes beyond scenario planning or macro-forecasting Power and Progress argues that AI and major technologies historically concentrate gains in the hands of those who direct their development, not those who use them – a counter-argument to standard innovation optimism that risk committees and executive teams are increasingly required to engage with His time as IMF Chief Economist during the 2007–08 financial crisis positions his analysis of systemic risk as empirical rather than theoretical: he was inside the global institutional response as it happened Named a UK Government AI Ambassador in December 2025, Johnson is an active participant in policy formation on AI and productivity – organisations engaging him access thinking that is shaping government strategy in real time, not retrospectively His analytical method – using historical variation in colonial institutions as a natural experiment – gives him an unusually precise way of explaining why structural constraints persist, cutting through ideological framing on both left and right Biography highlights 2024 Nobel Prize in Economic Sciences, shared with Daron Acemoglu and James A. Robinson, “for studies of how institutions are formed and affect prosperity” – Royal Swedish Academy of Sciences Ronald A. Kurtz (1954) Professor of Entrepreneurship, MIT Sloan School of Management; head of the Global Economics and Management group Chief Economist (Economic Counsellor) and Director of Research, International Monetary Fund, 2007–08 Co-author of Power and Progress: Our Thousand-Year Struggle over Technology and Prosperity (2023, with Acemoglu); 13 Bankers (2010); Jump-Starting America (2019) Named UK Government AI Ambassador, December 2025 Research Associate, National Bureau of Economic Research; Fellow, Centre for Economic Policy Research; board of directors, Fannie Mae Project Syndicate contributor since 2007; undergraduate PPE, Corpus Christi College, Oxford; PhD Economics, MIT Biography The question of why some economies generate broad prosperity while others stagnate – despite access to similar technologies and capital – occupied Simon Johnson, Daron Acemoglu, and James Robinson for more than two decades. Their answer: institutions. The political and economic rules that determine who can participate in growth are not neutral infrastructure – they are the primary driver of long-term economic outcomes. That conclusion, now validated by the 2024 Nobel Prize in Economic Sciences, has a direct implication for how senior leaders should read structural risk. Johnson’s position as IMF Chief Economist during the 2007–08 global financial crisis adds a dimension that academic credentials alone cannot. He was at the centre of the institutional response to a systemic collapse in real time. 13 Bankers, written in its aftermath, argued that the US financial sector’s political capture had created the conditions for catastrophic failure – a thesis that has since shaped how regulators, boards, and risk professionals think about the relationship between financial power and institutional design. His most recent major work, Power and Progress (co-authored with Acemoglu), extends the institutions framework to technology. The central argument is that technological progress – from the printing press to AI – does not automatically distribute its gains. Who benefits depends on who holds the power to direct how a technology is built and deployed. For organisations navigating AI investment decisions, that argument reframes the question: not “what will AI do?” but “who will AI benefit, and why?” Since December 2025 Johnson has served as a UK Government AI Ambassador, working on initiatives to direct AI development towards productivity gains that are broadly shared. He is a Research Associate at the National Bureau of Economic Research, a Fellow of the Centre for Economic Policy Research, and contributes regularly to Project Syndicate. He holds degrees from the University of Oxford, the University of Manchester, and MIT. Key speaking topics Institutions, political economy, and long-term prosperity Systemic financial risk and banking reform AI, technology, and economic inequality Global economic governance and policy design Innovation-led growth and its distributional consequences Geopolitical risk and institutional resilience The political economy of financial crises Ideal for Board directors and executive leadership teams navigating political and regulatory risk Financial services organisations and risk committees Government, central bank, and public policy forums Chief Strategy Officers and scenario planning teams at global organisations Audience outcomes A research-grounded framework for understanding why institutions – not market dynamics alone – determine where economic value concentrates A clearer model for evaluating political and regulatory risk as a structural, not episodic, factor in long-term strategy A more critical lens on AI investment decisions, grounded in the historical pattern of how technologies distribute – or fail to distribute – their gains Direct insight into how systemic financial risk forms, drawn from IMF experience during the 2007–08 crisis Context for the current policy environment on AI and productivity, including where government thinking is heading

Why organisations work with Simon Jack His position as sitting BBC Business Editor gives direct, current insight into how major financial and corporate stories are selected, framed and brought to national audiences – not historical analysis, but active editorial intelligence A decade in investment banking across London, New York and Bermuda means he interrogates market events and corporate decisions from inside knowledge, not observation; financial audiences notice the difference Uniquely placed to explain the mechanics of media-corporate accountability, how organisations end up on the wrong side of a headline, and what that process actually looks like from within a national broadcaster The Good Bad Billionaire podcast (Best Business Podcast, British Podcast Awards 2024) demonstrates an ability to make wealth, power and business ethics accessible and genuinely engaging for broad audiences – a value signal for any organisation wanting sharp facilitation, not just informed commentary His BBC Panorama film on male suicide brings personal authority to mental health discussions in business contexts that few speakers in this space can match Biography highlights BBC Business Editor since 2016, holding the role previously occupied by Robert Peston, Jeff Randall and Kamal Ahmed Decade in corporate and investment banking across London, New York and Bermuda before joining the BBC PPE, St John’s College, Oxford Lead BBC correspondent for the 2008 financial crisis: Lehman Brothers, Fannie Mae and Freddie Mac, AIG bailout, Lloyds TSB/HBOS Co-presenter of Good Bad Billionaire (BBC World Service) – Best Business Podcast, British Podcast Awards 2024 Presented BBC Panorama «A Suicide in the Family» (2015), a personal investigation into male suicide and the death of his father Biography When a major financial institution collapses, a rate decision lands, or a FTSE company comes under scrutiny, the story that reaches boardrooms and living rooms alike passes through a small number of editorial gatekeepers. Understanding how that process works – what gets reported, what gets simplified, what gets missed – is increasingly relevant to any senior leader operating in a complex economic environment. Simon Jack has spent two decades sitting at that interface. Appointed BBC Business Editor in 2016, he leads the corporation’s coverage of business, markets and economic policy across television, radio and digital platforms (a role previously held by Robert Peston). Before entering journalism, he spent a decade in corporate and investment banking in London, New York and Bermuda, building a working understanding of how financial institutions operate, how risk is managed, and how decisions are made under pressure that journalists who came up through newsrooms simply do not have. The dual experience of practitioner then investigator, gives Jack a particular kind of credibility. He has reported from inside major market events, including the 2008 financial crisis across Lehman Brothers, the AIG bailout and the HBOS collapse. He co-presents Good Bad Billionaire for BBC World Service, which won Best Business Podcast at the 2024 British Podcast Awards, demonstrating an ability to make the economics and ethics of extreme wealth engaging for audiences well beyond the specialist. He also presented the BBC Panorama film «A Suicide in the Family» – a personal and investigative piece on male suicide – which established him as a credible voice on mental health in a way that is unusual for a business journalist of his seniority. His value to organisations is not analysis from a distance. It is the perspective of someone who has been inside the financial system, run editorial coverage of it, and understands how the story between those two worlds gets told. Key speaking topics Global financial markets and economic developments Banking, investment banking and institutional risk Media accountability and corporate reputation Business journalism and editorial decision-making Wealth, power and business ethics Male mental health in professional contexts Ideal for Financial services, banking and insurance sector conferences seeking credible external perspective on market dynamics and media coverage Senior leadership and board-level events where understanding the media-corporate interface is strategically relevant Corporate communications, investor relations and policy teams navigating how economic narratives are formed Organisations seeking a facilitator or moderator with genuine financial literacy and broadcast authority Audience outcomes A clearer understanding of how major financial and economic events are selected, shaped and communicated by national media, and what that means for organisational decision-making Insight into the practical gap between financial reality and public narrative, drawn from experience on both sides Greater literacy in reading market events and economic signals, without requiring specialist background A more grounded perspective on how corporate institutions appear under editorial scrutiny, and what factors shape that For events that include the mental health strand: a serious, personally grounded framing of male wellbeing in high-pressure professional environments

Why organisations work with Robert Shiller He provides Nobel-level empirical authority on asset bubbles, housing cycles, and equity valuation, the questions a board faces when deciding whether to commit capital at the top of a cycle. He named the bubbles others missed. Irrational Exuberance warned of the dot-com peak in 2000 and the housing peak before the subprime crisis, both calls now in the public record. He gives leaders the indicators they can actually use, including the S&P/Case-Shiller Home Price Indices and the CAPE ratio, both of which sit inside the standard toolkit of professional investors. His work on Narrative Economics gives boards a structured way to think about how stories move markets and consumer behaviour, which matters when sentiment shifts faster than fundamentals. He is one of the few macroeconomists who built behavioural finance into the mainstream, co-authoring Animal Spirits and Phishing for Phools with George Akerlof. Biography highlights Sterling Professor of Economics at Yale University and Fellow of the International Center for Finance at Yale School of Management. 2013 Nobel laureate in Economic Sciences, shared with Eugene Fama and Lars Peter Hansen. Co-creator of the S&P/Case-Shiller Home Price Indices and the Cyclically Adjusted Price-to-Earnings ratio (CAPE / Shiller PE). Author of Irrational Exuberance, Narrative Economics, Animal Spirits, Phishing for Phools, Finance and the Good Society, and The New Financial Order. Regular Project Syndicate columnist and former New York Times “Economic View” columnist. Narrative Economics named a Financial Times Best Book of 2019. Biography Asset prices have a habit of detaching from fundamentals long before anyone calls it a bubble. The challenge for boards and investors is recognising the moment, separating durable conviction from collective story, and acting on it. That problem has defined Robert Shiller’s working life as an empirical economist. Shiller is Sterling Professor of Economics at Yale and a Fellow at the Yale School of Management International Center for Finance. The 2013 Nobel Memorial Prize in Economic Sciences, shared with Eugene Fama and Lars Peter Hansen, recognised his empirical analysis of asset prices, including the work showing that stock prices move far more than dividends justify. The implication for capital markets has shaped a generation of valuation thinking. His infrastructure sits inside the toolkit of serious investors. The S&P/Case-Shiller Home Price Indices, developed with Karl Case, became the reference series for US housing and the basis for CME futures. The Cyclically Adjusted Price-to-Earnings ratio, built with John Campbell, gave equity investors a long-cycle valuation lens. Irrational Exuberance, first published in 2000, named the dot-com peak in real time and was updated to identify the housing bubble before the subprime crisis. The later work moved into territory most macroeconomists avoid. Animal Spirits and Phishing for Phools, both with George Akerlof, brought behavioural and psychological forces into mainstream macro. Narrative Economics, a Financial Times Best Book of 2019, made the case that the stories people tell each other about money and markets shape outcomes as much as the numbers do. For senior leaders, that is the practical question: which narratives are moving capital right now, and which ones are about to break. Key speaking topics Asset prices and market valuation Housing markets and price cycles Behavioural finance Narrative economics Bubbles and financial volatility Macroeconomic risk and forecasting Innovation in finance and risk management Ideal for Boards and investment committees making capital allocation decisions under cycle and valuation uncertainty CFOs, CIOs, and treasury leaders in banks, asset managers, and insurers Senior policymakers, central bank audiences, and regulators working on financial stability Real estate, mortgage, and housing finance leadership Audience outcomes A clearer read on where current asset prices sit relative to long-cycle valuation benchmarks like CAPE A working understanding of how narrative and sentiment translate into measurable market behaviour A sharper framework for spotting bubble dynamics before they reverse Behavioural finance applied to specific decisions on housing, equities, and credit Direct exposure to the empirical evidence behind Nobel-recognised work on asset pricing

Why organisations work with Robert Peston He is one of a very small group of UK journalists who have held the top political and economic editorial roles at both the BBC and ITV, and senior banking and political roles at the Financial Times. Few speakers can map Westminster and the City from the inside in the same conversation. He broke the Northern Rock liquidity story in September 2007; the scoop Press Gazette ranks among the greatest in British journalism. Boards get a speaker who has personally reported the front edge of the UK financial crisis, not a commentator describing it. His co-authored 2024 book, How To Run Britain, sets out a specific reform programme for the UK economy and state. He arrives with a published thesis, not a generic talk. He brings a current, weekly read on the government, the opposition and the markets, drawn from his ITV programme Peston and the podcast The Rest Is Money. Briefings are framed for what leadership teams need to decide next quarter, not for general interest. He founded Speakers for Schools, now Futures For All, which has placed thousands of senior speakers into UK state schools. Organisations working with him are working with a journalist who has built an institution. Biography highlights ITV Political Editor and presenter of Peston on ITV. Former BBC Business Editor, 2006 to 2014, and BBC Economics Editor, 2014 to 2015. Former Financial Times Political Editor, Banking Editor and founder of the FT investigations unit. Co-host with Steph McGovern of The Rest Is Money, a leading UK business and economics podcast. Author of seven books, including Who Runs Britain?, WTF?, The Whistleblower and How To Run Britain (with Kishan Koria, 2024). Founder of Speakers for Schools, rebranded Futures For All in 2025. Royal Television Society Journalist of the Year, Specialist Journalist of the Year and twice winner of Scoop of the Year; Wincott Prize winner for financial journalism. Biography The Northern Rock emergency loan from the Bank of England was reported on the BBC on 13 September 2007. The reporter on the story was Robert Peston, then Business Editor of the BBC, and Press Gazette later listed the scoop as one of the greatest in British journalism. It is the moment that defined a career already deep inside UK banking and government. Peston’s editorial track record is unusually broad for a UK journalist. He has held the top business and economics roles at the BBC, the Political Editor and Banking Editor roles at the Financial Times, and now the Political Editor role at ITV, where he also presents the weekly programme Peston. With Steph McGovern, he co-hosts The Rest Is Money, one of the most-listened-to business podcasts in the UK. The published work matters. Seven books, including Who Runs Britain?, How Do We Fix This Mess?, WTF? and the 2024 reform programme, How To Run Britain, written with Kishan Koria, set out a clear and specific argument about how the British government, banking and public finances need to change. He is one of the few national broadcast journalists who has paired live reporting with a substantive policy thesis. Outside journalism, he founded Speakers for Schools, now Futures For All, which has placed senior business, political and cultural figures into thousands of UK state-school talks since 2010. The Royal Television Society named him Journalist of the Year and Specialist Journalist of the Year for his coverage of the credit crunch; he has also won the Wincott Prize for financial journalism. He is among the very few UK speakers who can describe the British political economy from inside the BBC, ITV, the FT and the Treasury press lobby. Key speaking topics UK political and economic outlook Westminster, government and policy direction Banking, financial regulation and financial crisis Public finances, tax and fiscal policy Inequality and the social contract in Britain Geopolitics and UK exposure Leadership in political and institutional reform Ideal for Boards and executive teams setting UK capital allocation, hiring and investment plans Banking, asset management and insurance leadership audiences Public affairs, policy and government relations leads Annual conferences seeking a senior, named UK political and economic read Audience outcomes A current, named read on the UK government, the opposition and the likely policy direction A clear view of where banking, fiscal and regulatory risk sits for UK-exposed organisations An informed sense of the political and social pressures shaping the British economy Direct answers to leadership questions through Q and A with a working political editor

Why organisations work with Robert C. Merton Co-developer of the Black-Scholes-Merton options pricing model. The framework on which the modern derivatives market is priced and risk-managed; few speakers in capital markets can credibly claim authorship of the underlying theory. Architect of Managed DC at Dimensional, a retirement-funding system that measures success in lifetime income. The answer to the question every pension board now confronts. 1997 Nobel Memorial Prize in Economic Sciences. The credential carries weight with regulators, central banks, and sovereign wealth funds in a way few academic credentials do. Two frameworks finance practitioners use daily, continuous-time finance and Functional and Structural Finance, were built by him. Audiences engage with the original thinking from the source. Biography highlights Awarded the 1997 Alfred Nobel Memorial Prize in Economic Sciences with Myron Scholes for a new method to value derivatives. School of Management Distinguished Professor of Finance, MIT Sloan; University Professor Emeritus at Harvard. Resident Scientist at Dimensional Fund Advisors and creator of Managed DC, an integrated retirement-funding system used as the operational basis for income-driven pension design. Past President of the American Finance Association, member of the US National Academy of Sciences, and Fellow of the American Academy of Arts and Sciences. Author of Continuous-Time Finance and co-author of Principles of Finance (Cambridge University Press) and The Global Financial System: A Functional Perspective. Author of “The Crisis in Retirement Planning” (Harvard Business Review, 2014), the article that reframed pension success around lifetime income rather than asset accumulation. Biography Most defined-contribution pension plans measure success by the size of the asset pool. The members measure it by the income that pool will produce. That gap defines a generation of retirement policy debate. The framework for closing it came largely from Robert C. Merton. His 2014 Harvard Business Review article “The Crisis in Retirement Planning” set out the case for a liability-driven investment strategy that targets retirement income directly. The size of the pot at retirement is the wrong success measure. As Resident Scientist at Dimensional Fund Advisors, he built the operating version of that argument: Managed DC, a retirement-funding system designed to deliver guaranteed lifetime income. The same intellectual move, taking financial theory and pushing it into the institutional plumbing of how markets and pensions actually work, runs through his career. With Fischer Black and Myron Scholes he co-developed the Black-Scholes-Merton options pricing model, the framework that made modern derivatives markets functional. He shared the 1997 Nobel Memorial Prize in Economic Sciences with Scholes for that work. With Zvi Bodie he developed Functional and Structural Finance, a framework regulators and finance ministries use to analyse financial systems by their economic functions. He is School of Management Distinguished Professor of Finance at MIT Sloan and University Professor Emeritus at Harvard. He is past President of the American Finance Association, a member of the US National Academy of Sciences, and a Fellow of the American Academy of Arts and Sciences. The Black-Scholes-Merton model still prices most of the world’s traded options. The frameworks senior finance audiences work inside are, in a literal sense, his. Key speaking topics Derivatives valuation and modern risk management Continuous-time finance Retirement systems and lifetime income design Functional and Structural Finance Capital markets and financial innovation Macro-financial systemic risk Lifecycle investing and portfolio choice Pension reform and DB-to-DC transition Ideal for Pension trustees, defined-contribution plan sponsors, and the asset managers building DC default solutions Boards and CFOs of banks, insurers, and asset managers with material exposure to derivatives and risk-transfer markets Central banks, regulators, and finance ministries working on systemic risk and pension policy Chief investment officers and treasury teams at sovereign wealth funds and large institutional investors Audience outcomes Why retirement income is the right measure of success for any DC pension system, and the design implications for trustees and sponsors The economic logic underneath derivatives and risk-transfer markets, in language that lets a senior non-quant push back on a hedging proposal Functional and Structural Finance as a tool for analysing systemic risk, with examples of how regulators and finance ministries are applying it The case for liability-driven investment in pension and insurance balance sheets, and how it changes asset allocation decisions

Why organisations work with Raghuram Rajan The Fault Lines framework – winner of the 2010 FT-Goldman Sachs Business Book of the Year – gives organisations a specific, named diagnostic for distinguishing structural economic imbalance from cyclical volatility. That is a different tool from scenario planning or macroeconomic outlook, and more useful at board level. He is the only prominent economist to have publicly and formally predicted the 2008 financial crisis in advance – at the Federal Reserve’s Jackson Hole symposium in 2005 – and been dismissed at the time. That track record is a credential no other economics speaker holds. He governed a major central bank through a period of acute currency stress and capital flight, giving senior audiences access to decision-making insight from inside a monetary authority under pressure – not retrospective academic analysis of one. His Third Pillar argument – that markets and states, operating without healthy communities, produce the political backlash that now defines operating risk for global organisations – provides a structural explanation for the instability that most business risk frameworks treat as noise. As Chairman of the Group of Thirty, the senior body that shapes global monetary and financial policy thinking, his analysis is current and policy-facing, not retrospective. Biography highlights Katherine Dusak Miller Distinguished Service Professor of Finance, University of Chicago Booth School of Business 23rd Governor of the Reserve Bank of India (2013–2016); Vice-Chairman, Board of the Bank for International Settlements (2015–2016) Chief Economist and Director of Research, International Monetary Fund (2003–2006) Presented research at the Federal Reserve’s Jackson Hole symposium in 2005 warning of structural financial risk – widely recognised as a prescient forecast of the 2008 global financial crisis Author of Fault Lines (FT-Goldman Sachs Business Book of the Year, 2010) and The Third Pillar (shortlisted, FT/McKinsey Business Book of the Year, 2019); co-author of Breaking the Mould (Princeton University Press, 2024) Chairman, Group of Thirty; Chairman, Per Jacobsson Foundation; Member, American Academy of Arts and Sciences Fischer Black Prize, American Finance Association (inaugural, 2003); Deutsche Bank Prize for Financial Economics (2013); Euromoney Central Banker of the Year (2014); Banker Magazine Central Banker of the Year (2016) Regular contributor to Project Syndicate on global economic and monetary policy Biography Financial crises don’t arrive without signals – they arrive without being believed. In 2005, at the Federal Reserve’s annual Jackson Hole symposium, Rajan presented research identifying structural risks in the financial system that could, if unaddressed, precipitate a major crisis. The then-US Treasury Secretary Lawrence Summers dismissed the analysis publicly. Three years later, the 2008 financial crisis unfolded. That episode anchors Rajan’s central argument, developed in Fault Lines – the 2010 FT-Goldman Sachs Business Book of the Year – that global financial crises are rooted in structural political and economic imbalances, not isolated market failures. He applied this framework at the level of actual policy: as Chief Economist at the IMF from 2003 to 2006, shaping global economic analysis across a period of significant financial stress; and as the 23rd Governor of the Reserve Bank of India from 2013 to 2016, managing monetary policy through currency pressure and capital outflows that tested emerging market resilience. His 2019 book The Third Pillar, shortlisted for the FT/McKinsey Business Book of the Year, extends the argument into political economy. The conventional debate between markets and the state, Rajan contends, ignores the community as a third and equally necessary foundation of economic stability. When that pillar erodes – as globalisation concentrates gains and disperses costs – the political backlash follows. That dynamic now constitutes a primary operating risk for organisations across every sector. As Chairman of the Group of Thirty, a regular contributor to Project Syndicate, and co-author of Breaking the Mould (Princeton University Press, 2024) – which proposes a new economic development path for India as the traditional manufacturing-led growth model becomes less viable – Rajan continues to work at the intersection of economic analysis and practical policy, where the consequences of getting the diagnosis wrong are most clearly visible. Key speaking topics Global macroeconomics and financial stability Structural risk and the conditions that precede financial crises Central banking and monetary policy Emerging markets and economic development Political economy: globalisation, populism, and community India’s economic trajectory and structural reform ESG, corporate disclosure, and responsible capitalism Ideal for Boards and executive leadership teams at multinational organisations assessing macroeconomic and geopolitical risk Senior leadership in financial services – banking, asset management, insurance, and central banking institutions Chief strategy officers and chief risk officers stress-testing global market assumptions Government bodies, policy forums, and international economic organisations Audience outcomes A specific framework for reading structural fault lines in the global economy, distinct from standard macroeconomic forecasting Grounded understanding of how central banks weigh political pressure against policy mandates – from someone who managed that tension in office A clearer account of why globalisation generates political backlash, and what that means for organisations operating across different political environments Context for emerging market risk – particularly India – built on policy experience rather than external analysis A more rigorous basis for stress-testing the macroeconomic assumptions embedded in corporate strategy and investment decisions

Why organisations work with Paul Lewis He is the voice UK consumers associate with personal-finance scrutiny. For a pensions provider, bank or platform, putting him in front of customers, advisers or regulators is borrowing the most trusted editorial brand in retail finance. Three decades inside Money Box and Money Box Live means he reads regulatory shifts, scam patterns and adviser conduct from the perspective of the person being affected, not the firm being affected. He is a working broadcaster, not a retired one. Panels, fireside conversations and after-dinner sessions land in the same register listeners hear on Radio 4 every Saturday lunchtime. His record on consumer protection is recognised by the industry itself. The Association of British Insurers gave him a lifetime achievement award; the Association of Investment Companies named him Best Broadcast Journalist; the University of Essex awarded an honorary doctorate citing journalism in defence of consumers. He brings a journalist’s discipline on questions: pension providers, life companies, asset managers and intermediaries are interrogated on the substance their customers actually feel. Biography highlights Presenter of BBC Radio 4’s Money Box and Money Box Live, the BBC’s flagship personal-finance programmes, since 2000. Author of Money Box: Your Toolkit for Balancing Your Budget, Growing Your Bank Balance and Living a Better Financial Life, published by Penguin Random House. Monthly Money Works columnist for Saga Magazine and longstanding columnist for Money Marketing. Lifetime achievement award, Association of British Insurers, 2006. Best Broadcast Journalist, Association of Investment Companies, 2011. Multiple Headline Money Awards Broadcast Journalist of the Year, including 2013. Honorary doctorate, University of Essex, 2013, for journalism defending consumers. Biography The pension freedoms reforms of 2015, the long pull of auto-enrolment, scam epidemics targeting older savers and the slow remediation of bad advice have made retail finance one of the most contested editorial territories in Britain. Money Box on BBC Radio 4 is where the issues land first, and Paul Lewis has been the programme’s presenter since September 2000. Three decades of independent journalism sit behind that chair. Lewis began reporting on personal finance in the 1980s and joined Money Box in the 1990s before returning to present it. He writes the monthly Money Works column for Saga Magazine, contributes to Money Marketing, and remains a regular voice on BBC Breakfast, Today, Woman’s Hour and You and Yours when consumer-finance stories break. The industry has recognised the work on its own terms. The Association of British Insurers gave him a lifetime achievement award in 2006. The Association of Investment Companies named him Best Broadcast Journalist in 2011. The University of Essex awarded an honorary doctorate in 2013, citing his journalism in defence of consumers. He is also the author of Money Box, published by Penguin Random House, a practical handbook drawn from years of listener questions on tax, pensions, debt, property and investing. For financial services audiences, the commercial value is editorial credibility most senior leaders cannot manufacture in-house. When Lewis questions a chief executive on a panel, or chairs a regulatory roundtable, or speaks after dinner to a firm’s adviser network, he carries the listening relationship he has built with retail savers into the room. Key speaking topics Personal finance and consumer money Pensions, retirement income and pension scams Personal taxation and tax policy Financial services regulation and conduct Fraud, scams and consumer protection Banking and savings Financial journalism and the consumer voice Ideal for Financial services firms: banks, insurers, life and pensions providers, asset managers, platforms. IFA networks, wealth managers and advice firms commissioning panels, conferences or adviser events. Regulators, trade bodies and consumer organisations working on retail conduct, scams or pension policy. Boards and senior leadership teams in retail-facing financial services who want a journalist’s pressure-test on customer experience. Audience outcomes A clearer read on what retail customers actually hear, miss and mistrust about pensions, tax and savings. Concrete recent cases of scams, mis-selling and conduct failure, drawn from Money Box reporting. A working journalist’s framing of how regulatory change lands with consumers, not with compliance teams. A view of the trust gap between financial services and the public, and where it can realistically be closed.