Banking & FinTech

Why organisations work with Ning Zhu A specific thesis on China, not a country briefing. China’s Guaranteed Bubble argues that implicit state support is the load-bearing feature of Chinese growth, and the source of its systemic risk. Audiences leave with a frame they can actually use. One of the few China-economy voices with peer-reviewed standing in the Journal of Finance and Review of Financial Studies, which means his macro reading is built on disciplined empirical work, not commentary. Operating experience inside Lehman Brothers and Nomura in Hong Kong, so the talk is calibrated to how capital allocators and quantitative desks actually think, not to a classroom audience. Behavioural finance fluency that translates into how Chinese retail investors, regulators and state-owned enterprises behave under pressure. This is rare combined with macro authority on the same market. Faculty Fellow status at Yale’s International Center for Finance and senior faculty roles at SAIF and Tsinghua, which gives him standing across Chinese policy circles and Western financial institutions in equal measure. Biography highlights Deputy Dean and Professor of Finance, Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University. Faculty Fellow, Yale University International Center for Finance. Author of China’s Guaranteed Bubble (McGraw-Hill), The Investors’ Enemy and The Investors’ Friend. Sun Yefang Financial Innovation Book Award, 2018. Named among Elsevier’s “China’s Most Cited Scholars,” 2022. Former Senior Executive at Lehman Brothers and Nomura Securities, Hong Kong, leading quantitative and portfolio advisory teams. Former tenured Professor of Finance at the University of California (Davis) and Chair Professor at Tsinghua University. Biography China’s economy does not behave like a textbook market. Implicit state guarantees underpin large parts of its credit system, shaping how banks lend, how households save, and how risk migrates into shadow channels. China’s Guaranteed Bubble, published by McGraw-Hill, sets out that argument in detail and is the work that defines Ning Zhu’s public profile. Zhu sits at the intersection of academic finance and operating practice. He is Deputy Dean and Professor of Finance at the Shanghai Advanced Institute of Finance, Shanghai Jiao Tong University, and a Faculty Fellow at the Yale International Center for Finance. His peer-reviewed work has appeared in the Journal of Finance, the Review of Financial Studies and Management Science, with a particular focus on behavioural finance and Chinese capital markets. Before returning to academia full-time, he was a Senior Executive at Lehman Brothers and then Nomura in Hong Kong, where he led quantitative strategy and portfolio advisory teams. That period gives his China commentary a useful directness: he has sat on the desk that has to act on the analysis, not only write it. He has also held tenured and chair appointments at the University of California, Davis and Tsinghua University. His work has been recognised with the Sun Yefang Financial Innovation Book Award, considered one of the highest honours in Chinese economics, and inclusion on Elsevier’s list of China’s most cited scholars. For boards and investors, the value is the combination: a researcher whose behavioural finance training shows him how investors and regulators actually behave, applied to the Chinese system he has studied and worked in for two decades. Key speaking topics China’s macroeconomy and financial system Implicit state guarantees and systemic risk Behavioural finance Shadow banking and credit risk in China Global financial order and capital flows Chinese investor and household behaviour Fiscal sustainability and financial reform Ideal for Boards, CFOs and CIOs with material China exposure assessing systemic risk Investment committees, asset managers and family offices allocating to or away from Chinese assets Banking and financial services leadership teams shaping China strategy Policy and regulatory audiences working on cross-border capital and financial reform Audience outcomes A working model for how implicit state guarantees shape Chinese credit, equity and property markets A clearer view of where systemic risk actually sits inside China’s shadow banking and SOE structures A behavioural finance lens applied to Chinese retail investors and institutional decision-makers A more disciplined reading of Chinese policy signals and what they imply for capital allocation Specific questions a board or investment committee should be asking about its China exposure

Why organisations work with Nick Leeson He is the named primary actor in the most studied operational-risk failure in modern banking history, which means his account of how account 88888 was opened, fed and hidden carries weight no consultant can replicate. He breaks the polite fiction that rogue trading is rare. Subsequent losses at Allied Irish, Societe Generale, UBS and others have proved his core point that the conditions which produced Barings are still live in trading-floor and middle-office design. His 2023 appointment to Red Mist Market Enforcement Unit puts him on the investigator side of financial misconduct, giving compliance and audit audiences a rare voice that has worked both sides of the control line. He addresses the human variables that risk frameworks assume away: pressure, ego, fear of admitting a small loss, and the speed at which a contained problem becomes terminal. For boards and senior leaders, he is the named cautionary case, sitting in the room and answering questions, rather than a slide in an audit deck. Biography highlights Caused the £827m collapse of Barings Bank in February 1995 through unauthorised futures and options trades booked to error account 88888 on the Singapore International Monetary Exchange. Convicted in Singapore and held at Changi Prison from December 1995 until July 1999. Author of Rogue Trader (1996) and co-author of Back from the Brink: Coping with Stress (2005, with psychologist Ivan Tyrrell). Subject of the 1999 film Rogue Trader, starring Ewan McGregor, with rights optioned by Sir David Frost. CEO of Galway United Football Club, 2007 to 2011. Investigator at Red Mist Market Enforcement Unit, the London corporate intelligence firm, since 2023, working financial misconduct cases for investors. Biography A 25-year-old derivatives trader on the Singapore International Monetary Exchange held the positions of chief trader and head of settlements at the same time, and used that conflict to bury an initial £20,000 error inside an account numbered 88888. Three years later, that account held £827m of concealed losses, and Barings, the bank that had financed the Louisiana Purchase, was insolvent. The mechanics of that failure remain the most cited operational-risk case study in financial services. The point of hearing it directly from Leeson is not the drama. It is the precision. He can describe the specific control breaches, the cultural signals that allowed them, and the day-by-day choices that kept the losses hidden, including the short straddle on the Nikkei placed the day before the Kobe earthquake of 17 January 1995. Risk and compliance teams use that detail to test their own supervisory architecture. The post-Barings career adds the second half of the argument. Six and a half years in Changi, a colon cancer diagnosis served out in prison, a psychology degree, the CEO seat at Galway United, and the books Rogue Trader and Back from the Brink with Ivan Tyrrell. The last of those titles is the one risk professionals tend to underestimate. Pressure, isolation and the fear of admitting a contained loss are the human inputs that no governance framework prices correctly. In 2023 Leeson joined Red Mist Market Enforcement Unit, the London corporate intelligence firm that investigates financial misconduct on behalf of wronged investors. For audiences in banking, insurance and regulated industries, that role is the salient point: the man who once defeated the controls is now being hired to detect the people doing it next. Key speaking topics Operational risk and rogue trading Compliance, supervision and the limits of policy Corporate governance and board oversight of trading risk Internal controls, segregation of duties and concealment behaviour Organisational culture in high-pressure environments Resilience, stress and decision-making under pressure Financial crime detection and investigation Ideal for Boards, audit committees and risk committees in banking, asset management and insurance Chief risk officers, compliance heads, internal audit leads and operational risk teams Regulators, supervisors and financial crime units Senior leaders in any business with material market, trading or treasury exposure Audience outcomes A first-hand account of how concealment actually works inside a trading operation, beyond the textbook description Specific signals that supervisors, risk teams and auditors should treat as warnings rather than reassurance A clearer view of the human conditions, pressure, ego, fear, that turn a recoverable error into a terminal loss A sharpened sense of where a control framework on paper diverges from the behaviour on the desk Renewed attention to segregation of duties, error-account governance and exception handling

Why organisations work with Myron Scholes He co-created the framework. The Black-Scholes model is his own work, used daily by traders and risk managers across global markets to value derivatives. Few academics have lived both the success and the failure of model-driven finance. Scholes was a principal at Long-Term Capital Management when it collapsed in 1998 and was rescued by a Federal Reserve-coordinated bailout. That makes him sharper on leverage and on what quantitative models miss. He still manages money. As Chief Investment Strategist at Janus Henderson Investors, Scholes contributes to real portfolios for institutional clients today. He arrives with credibility already established in senior financial and policy rooms. The 1997 Nobel Memorial Prize and co-authorship of “Taxes and Business Strategy”, a standard MBA text now in its fifth edition, mean audiences engage with the substance straight away. His central argument: risk distributions move over time, and the standard practice of treating them as fixed underestimates what can happen. That position separates his current commentary from most quantitative orthodoxy. Biography highlights Co-creator with Fischer Black of the Black-Scholes options pricing model, published in the Journal of Political Economy in 1973. Recipient of the 1997 Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel, shared with Robert C. Merton. Frank E. Buck Professor of Finance, Emeritus, at Stanford Graduate School of Business; previously held chairs at MIT Sloan School of Management and the University of Chicago Booth School of Business. Chief Investment Strategist at Janus Henderson Investors and Chairman of the Board of Economic Advisers at Stamos Partners. Co-author of “Taxes and Business Strategy”, a Pearson MBA textbook now in its fifth edition. Principal and limited partner at Long-Term Capital Management; member of the American Academy of Arts and Sciences. Biography Most of modern finance runs on a single equation. Published in 1973 in the Journal of Political Economy, the Black-Scholes formula gave traders and corporations a systematic way to price options and other derivatives. It changed how derivatives are priced and how risk is hedged across global markets. Myron Scholes wrote it with Fischer Black. The work earned Scholes the 1997 Nobel Memorial Prize in Economic Sciences, shared with Robert C. Merton. The Royal Swedish Academy cited a method that had opened the way for new financial instruments and more efficient risk management. The Nobel was for the formula. The harder lesson came from what happened next. From 1994 to 1998 Scholes was a principal at Long-Term Capital Management, the hedge fund founded by John Meriwether and staffed with senior academics, Merton among them. Early returns ran above 40 percent a year. After Russia defaulted in 1998, leverage and correlation moved against the fund, and it had to be rescued by a $3.6 billion bailout coordinated by the Federal Reserve Bank of New York. In the years since, Scholes has refined a more cautious view of markets than his early models implied. He argues that the distribution of risk itself moves over time, and that treating it as stable is the central error of much standard practice. As Chief Investment Strategist at Janus Henderson Investors, he applies this view to real portfolios for institutional clients. He remains the Frank E. Buck Professor of Finance, Emeritus, at Stanford Graduate School of Business, and co-author of “Taxes and Business Strategy”, now in its fifth edition. Key speaking topics Risk and uncertainty in financial markets Derivatives pricing and the Black-Scholes framework Investment decision-making and portfolio construction Asset pricing and capital markets Tax planning and corporate financial strategy Incentives and market behaviour Lessons from financial crises and model failure Ideal for Chief Investment Officers and investment committee members at institutional investors and asset managers Boards and risk committees in banking, insurance and asset management Senior policy advisers and regulators responsible for financial stability Corporate treasurers and finance executives responsible for capital allocation and hedging Audience outcomes A way of thinking about risk that treats distributions as moving rather than fixed A grounded view of what financial models do well and where they break down Sharper questions to ask about leverage and tail risk in their own portfolios The historical context of modern derivatives markets, told by someone who built the underlying framework A view of tax planning as a structural input to corporate and investment decisions, not an afterthought

Why organisations work with Mike Harris He has done the actual job, twice. First Direct (1989) and Egg (1998) were both built from scratch into category-defining UK consumer brands while sitting inside or alongside incumbent institutions, Midland Bank and Prudential. That kind of new-business creation inside a large organisation is rare among innovation speakers. He took Egg from concept to a £1bn flotation in under two years. When he talks about pace of execution, it is from a CEO who delivered it under public-market scrutiny. As Chairman of Group Innovation at RBS (2005-2009), he has worked both sides of the innovation problem: building the new business, and governing the innovation portfolio at scale inside a major bank. His operating framework comes directly from First Direct: customer-led, and built around how distinct segments actually want to be served. It is set out in Find Your Lightbulb (Wiley, 2008) and applied through the IconicShift programme across companies in FinTech, pharmaceuticals and consumer health. As co-founder of Monument Partners and a non-executive chairman at FinTech ventures including Monolith, he is still active at the investor and founder edge of financial services. The material is current. Biography highlights Founding CEO of First Direct (1989), the world’s first major 24/7 telephone bank, launched as a subsidiary of Midland Bank Founding CEO of Egg (1998); floated on the London Stock Exchange in 2000 at a £1.3bn valuation Chief Executive of Mercury Communications (1991-1995), the first major competitor to BT in UK telecoms Chairman of Group Innovation at Royal Bank of Scotland, 2005 to 2009 Co-founder and Chairman of Garlik, sold to Experian in 2011; Tim Berners-Lee on its advisory board Author of Find Your Lightbulb (Wiley/Capstone, 2008); winner of the BT Flagship Award for Innovation, 2008 Co-founder of Monument Partners (2012), a FinTech-focused advisory firm; regular speaker at the MIT Sloan School mid-career MBA programme between 1996 and 2008 Biography First Direct launched in 1989 as a 24/7 telephone bank, owned by Midland but kept far enough away from it to behave differently. The result was a brand that has spent decades at or near the top of UK customer service rankings across every industry. The CEO who built it was Mike Harris. He left Midland to run Mercury Communications, the first major competitor to BT in UK telecoms, where turnover grew from £1bn to £1.6bn during his tenure. In 1995 he founded Prudential Banking, which became Egg in 1998. Egg floated on the London Stock Exchange in 2000 at a £1.3bn valuation, less than two years from launch. After leaving Egg, he turned to innovation governance. As Chairman of Group Innovation at Royal Bank of Scotland from 2005 to 2009, he built a group-wide innovation programme inside an institution then under acute strategic pressure. His book Find Your Lightbulb (Wiley, 2008) set out the operating principles. The IconicShift mentoring programme has since applied them across companies in FinTech, pharmaceuticals, food, fashion, law and consumer health. Most innovation speakers have either built a new business or governed innovation portfolios. Harris has done both, and continues to do both. He is co-founder of FinTech advisory firm Monument Partners, and a non-executive chairman at FinTech ventures including Monolith. Key speaking topics Innovation strategy and execution Customer-led growth Building new businesses inside large organisations Brand and proposition design FinTech and financial services innovation Entrepreneurship and scale-up leadership Digital identity and consumer trust Ideal for CEOs and group strategy leads in financial services and telecoms wrestling with category disruption Chief Innovation Officers and heads of new ventures who need to sponsor breakthrough propositions inside legacy structures Boards and ExCos of established consumer-facing organisations under pressure to reinvent the customer relationship FinTech founders and corporate venture investors looking for current operating perspective Audience outcomes A clearer view of why most innovation programmes produce activity instead of new customers, and what to do about it Operating principles for taking a new proposition from concept to revenue at speed, drawn from First Direct, Egg and Garlik A diagnostic for whether the current organisation can house the new business it is trying to build, and what to change if it cannot How chairmen and CEOs can use innovation governance to back the right bets without smothering them

Why organisations work with Michael Wilson He has interviewed chancellors, central bank governors, FTSE chief executives and finance ministers on live television for more than three decades, which is the exact skill set a panel on macro policy or market structure needs in the chair. He was a founder of Sky News in 1989 and built its business unit from scratch, which gives him an operator’s read on how a story moves between newsroom, market and boardroom. He co-authored Fixing Britain: The Business of Reshaping Our Nation with Lord Digby Jones, so he can speak with authority on UK industrial policy, productivity and reform rather than only commenting on it. The World Economic Forum named him Business Broadcaster of the Year, recognition that travels well with international investor and corporate audiences. Inside FTSE 100 and 250 boards he has worked as a media coach and mentor, which means a moderating brief comes with an instinct for what a CEO will say, will not say, and needs help saying. Biography highlights Founder member of Sky Television, 1989, and creator of the channel’s business unit. Business Editor of Sky News for around twenty years, anchoring Budget specials and major financial events through to 2009. Co-author with Lord Digby Jones of Fixing Britain: The Business of Reshaping Our Nation (Wiley, 2011). Voted Business Broadcaster of the Year by the World Economic Forum. Made a Freeman of the City of London in 2006. Visiting Fellow at Cranfield School of Management; currently Director of Business and Economics Editor at Arise News with regular commentary on GB News. Biography Sky News did not have a business unit when it launched in 1989. Michael Wilson built it. As a founder member of the channel, he set up the desk, the contact book and the editorial line that turned Sky into a credible voice on markets, the City and the British economy through the Lawson boom, the ERM crisis and the long period of growth that followed. He stayed for two decades as Business Editor, anchoring Budgets, rate decisions and the financial reporting cycle from the floor of the exchange to the steps of the Treasury. Before Sky he worked at Thames Television and helped found The City Programme in 1987. Since 2009 he has broadcast across BBC, ITV, Fox News, Al Jazeera and LBC, and he now serves as Director of Business and Economics Editor at Arise News with regular commentary slots on GB News. His authority on the substance, not only the craft, is documented. He co-wrote Fixing Britain: The Business of Reshaping Our Nation with Lord Digby Jones, published by Wiley in 2011, an argument for industrial reform rooted in conversations with British business leaders. He holds a Visiting Fellowship at Cranfield School of Management and was made a Freeman of the City of London in 2006. What corporate buyers tend to commission is the chairing and hosting work that sits on top of all this. He has run media training and mentoring inside FTSE 100 and 250 companies for years, which is why he can move between a serious investor Q and A, a panel of finance ministers, and a thousand-person black-tie audience without changing register, and bring each one back on time. Key speaking topics Business and economics broadcasting craft UK economic policy and the City Financial markets and monetary policy Corporate communications and media performance Conference moderation and on-stage interviewing After-dinner business commentary Industrial policy and productivity reform Ideal for Annual conferences, investor days and corporate AGMs that need a chair across macro, markets and corporate strategy. CEO and CFO communications teams looking for media coaching from a working broadcaster. Financial services and City audiences at flagship events, awards dinners and member functions. International investor and policy audiences where a recognised business broadcaster adds credibility to the chair. Audience outcomes A live read on the day’s market and policy news from someone who has spent decades interpreting it on air. A chairing performance that keeps panels on time, on subject and audible to a non-specialist room. A working briefing on how the City, the Treasury and the broadcast newsroom interact. A grounded view of UK industrial policy and reform drawn from his book with Lord Digby Jones. An after-dinner perspective that treats markets and economics as stories, not slides.

Why organisations work with Jeremy Siegel He wrote the book the industry uses as its reference point on long-run equity returns. “Stocks for the Long Run”, now in its sixth edition, is on The Washington Post’s list of the ten best investment books ever written, and his dataset on equities versus bonds since 1802 remains the standard citation in the field. His MIT training under Samuelson, Solow, and Modigliani gives him an unusual depth of macroeconomic reasoning behind every market call. He reads Fed minutes and inflation data the way they were intended to be read, not as headlines. He has been interpreting Federal Reserve policy in public for more than fifty years, and his CNBC commentary is treated by professional investors as a primary signal rather than punditry. His role as Senior Economist to WisdomTree means his thinking is already operationalised in live model portfolios, so audiences engage with a practitioner whose views translate directly into asset allocation decisions. Most macro speakers offer either history or forecasts. Siegel does both, anchored to a dataset that pre-dates the Civil War, which is why investment committees keep bringing him back through every cycle. Biography highlights Russell E. Palmer Professor Emeritus of Finance, Wharton School, University of Pennsylvania. PhD in economics from MIT, where he studied under Paul Samuelson, Robert Solow, and Franco Modigliani. Author of “Stocks for the Long Run” (six editions) and “The Future for Investors”, both Crown Business titles. Senior Economist to WisdomTree, with a co-branded family of model portfolios used by financial advisers. Regular contributor on CNBC, Kiplinger’s Personal Finance, and Yahoo Finance. Recipient of the Nicholas Molodovsky Award from the CFA Institute and the Graham and Dodd Award from the Financial Analysts Journal. Biography Most public commentary on markets is built on a few quarters of memory. “Stocks for the Long Run” is built on two centuries of data. The book first appeared in 1994, is now in its sixth edition, and remains the standard reference for the question that anchors every investment committee meeting: across full cycles, what do equities actually return, and what does the historical record say about the next allocation decision? The work has authority because of where it comes from. Jeremy Siegel earned his PhD in economics at MIT under Paul Samuelson, Robert Solow, and Franco Modigliani, three of the defining macroeconomists of the twentieth century. He taught at the University of Chicago before joining Wharton, where he held the Russell E. Palmer chair in finance for more than four decades and is now Professor Emeritus. His second book, “The Future for Investors”, made a more contrarian argument: that the fastest-growing companies and sectors tend to disappoint long-term investors, while disciplined dividend-paying stalwarts compound returns more reliably. The thesis, which he called the “growth trap”, has aged well through the dot-com cycle, the FAANG decade, and the current AI boom. Siegel has been reading Federal Reserve policy in public for over fifty years and now serves as Senior Economist to WisdomTree, where his analysis sits inside a family of co-branded model portfolios. The Washington Post named “Stocks for the Long Run” one of the ten best investment books ever written; the CFA Institute awarded him the Nicholas Molodovsky Award in 2005, recognising work that has changed how the profession thinks. Key speaking topics Long-run equity returns and historical asset class performance Federal Reserve policy and interest rate paths Inflation, monetary policy, and capital markets Portfolio construction and asset allocation Dividend investing and the growth trap US economic outlook and market cycles The role of valuation in long-term investing Ideal for Investment committees, asset allocators, and CIOs of institutional funds Boards and CFOs making capital allocation decisions under rate uncertainty Wealth managers, financial advisers, and private bank client events CFA society events and capital markets conferences Audience outcomes A historically grounded view of what equities have returned across cycles and what that implies for current allocation A sharper read on Federal Reserve policy direction and the data points that actually move it A framework for distinguishing durable dividend-compounding businesses from over-priced growth stories Practical anchors for portfolio discussions when short-term volatility is dominating the conversation

Why organisations work with Jean-Claude Trichet Organisations gain access to the actual reasoning behind the ECB’s decisions during the 2008 global financial crisis and the Eurozone sovereign debt crisis – including what monetary policy can and cannot do when sovereign risk becomes systemic. His career spans the full architecture of international financial governance: sovereign debt rescheduling at the Paris Club, European monetary union design as Governor of the Banque de France, and macroprudential oversight as founding Chair of the European Systemic Risk Board. No other available speaker holds that range from a single career. In the late 1990s, he introduced the “Principles for stable capital flows and fair debt restructuring” into international debt strategy – a specific policy contribution to the rules governing sovereign exposure that remains directly relevant to current debates about emerging market risk and debt sustainability. He remains active in the forums where the next financial crisis is being anticipated: honorary Chairman of the G30 in Washington, Special Advisor to the Systemic Risk Council, and twice appointed to G20 expert panels on financial governance and pandemic risk financing. His analysis of central bank behaviour, inflation trajectories, and sovereign risk appears regularly on Bloomberg and CNBC – he is not a retrospective commentator on events that closed in 2011, but a current voice in the financial policy conversation. Biography highlights President of the European Central Bank (2003-2011) and Governor of the Banque de France (1993-2003), serving across two consecutive financial crises Chair of the European Systemic Risk Board (2010-2011); Chairman of the Group of Ten Central Bank Governors; President of the Global Economy Meeting in Basel Director of the French Treasury (1987-1993); Chairman of the Paris Club of sovereign debt creditors (1985-1993) Financial Times “Person of the Year” (2007); Euromoney “Central Bank Governor of the Year” (2008); Charlemagne Prize for contribution to European unity (2011); NABE Lifetime Achievement Award for Economic Policy (2014); inaugural class of the European Order of Merit, conferred by the European Parliament (2026) Honorary Chairman, Group of Thirty (G30), Washington; former European Chairman, Trilateral Commission; Honorary Chairman, Bruegel Institute, Brussels Member, Institut de France (Académie des Sciences Morales et Politiques); President of the Académie (2023); regular contributor to Bloomberg and CNBC Biography Few financial decisions carry higher stakes than the ones that determine whether a currency union holds together. Jean-Claude Trichet chaired the institution making those decisions for eight years. As ECB President from 2003 to 2011, he simultaneously led the Group of Ten Central Bank Governors and the European Systemic Risk Board. His presidency covered the 2008 global financial crisis and the early Eurozone sovereign debt crisis – two events that defined how governments, regulators, and boards understand systemic financial risk. The depth of that perspective was not built at the ECB alone. As Director of the French Treasury, Trichet was instrumental in the anti-inflationary franc fort policy that made European monetary union structurally viable. As Chairman of the Paris Club from 1985 to 1993, he negotiated sovereign debt restructurings across Latin America, Africa, and the Middle East. He chaired the European Monetary Committee during the years in which the Maastricht Treaty’s fiscal framework was being constructed. In the late 1990s, he introduced the “Principles for stable capital flows and fair debt restructuring” into international debt strategy – a policy contribution to the governance of sovereign debt that remains relevant in current debates about emerging market exposure. After the ECB, Trichet moved into the forums where the long-term architecture of financial governance is debated and contested. He became European Chairman of the Trilateral Commission and honorary Chairman of the Group of Thirty in Washington. He has been appointed to G20 expert panels on financial governance and pandemic risk financing, and continues to appear regularly on Bloomberg and CNBC with practitioner analysis of central bank behaviour, inflation dynamics, and sovereign risk. The Financial Times named him Person of the Year in 2007. Euromoney named him Central Bank Governor of the Year in 2008. The Charlemagne Prize followed in 2011 for his contribution to European integration. The National Association of Business Economists awarded him its Lifetime Achievement Award for Economic Policy in 2014. He is a member of the Institut de France and served as President of the Académie des Sciences Morales et Politiques in 2023. In May 2026, the European Parliament appointed him to the inaugural class of its newly established Order of Merit, conferred at the Strasbourg plenary alongside Angela Merkel, Lech Wałęsa, Volodymyr Zelenskyy, and Mary Robinson. Key speaking topics Monetary policy and central bank decision-making European economic governance and integration Sovereign debt and global financial stability Geopolitical risk and the international financial order Inflation, macroprudential policy, and systemic risk The future of the eurozone and EU institutional architecture Ideal for Boards and risk committees navigating macroeconomic and geopolitical uncertainty in their long-range strategy CFOs, treasury leaders, and finance committees at major international organisations Central bank, financial regulator, and supervisory authority audiences International investment conferences and economic policy forums Audience outcomes A practitioner’s account of how central banks make decisions under crisis conditions – drawn from direct decision-making authority, not retrospective analysis Clearer understanding of the relationship between monetary policy, sovereign risk, and systemic financial stability A framework for anticipating how geopolitical fragmentation affects capital flows, interest rate trajectories, and credit conditions Informed context for how the European institutional architecture and the international financial order are evolving Direct analysis of current inflation and debt dynamics from someone who managed a price stability mandate at the highest institutional level

Why organisations work with Sir Howard Davies He is the only person to have both designed the UK’s single financial regulatory architecture – merging nine agencies into the FSA between 1997 and 2003 – and then governed a major commercial bank as its chair. That double vantage point is not replicable by any other speaker in this space. His 2022 book The Chancellors (Polity Press), based on direct interviews with UK Chancellors of the Exchequer, provides boards with a forensic account of how fiscal and monetary policy decisions are actually made under political constraint – directly relevant to any organisation calibrating its exposure to policy risk. He maintains current, published views on global regulatory fragmentation, ESG retreat in financial services, and the direction of financial supervision through his Project Syndicate column and Financial Times contributions – his perspective is live, not retrospective. His tenure as Director-General of the Confederation of British Industry gives him a period in his career where he represented the commercial case in dialogue with regulators and government – meaning he understands regulatory negotiation from the business side as well as the supervisory side. As Chair of Inigo Limited at Lloyd’s of London and a member of a Chinese securities regulatory advisory council, he brings active, multi-jurisdictional board-level experience to questions about how regulatory divergence is reshaping global financial markets. Biography highlights Founding Chairman, UK Financial Services Authority (1997-2003) – created the UK’s single financial regulator by merging nine separate agencies Deputy Governor, Bank of England (1995-1997) Chair, NatWest Group (2015-2024) Director, London School of Economics and Political Science (2003-2011) Professor of Practice, Sciences Po, Paris – teaches financial regulation and central banking at master’s level Six published books on finance and economic policy, including Banking on the Future (Princeton University Press, 2010) and The Chancellors (Polity Press, 2022) Regular contributor to Project Syndicate and the Financial Times Director-General, Confederation of British Industry (1992-1995) Chair, UK Airports Commission (2012-2015) Knight Bachelor (2000) Biography Financial regulation is not a technical discipline that sits at the edge of the boardroom. It is a political process that reshapes the commercial options available to every regulated institution – and boards that treat it as a compliance matter, rather than a strategic one, tend to be late to the table when the framework shifts. Sir Howard Davies has operated at the centre of that process for three decades. As founding Chairman of the UK Financial Services Authority, he created the country’s single financial regulator from scratch between 1997 and 2003, merging nine separate agencies into one body. That work – designing supervisory architecture under political instruction, negotiating between commercial interests and public mandates – gives him a form of institutional authority that no amount of academic or advisory work can replicate. His earlier role as Deputy Governor of the Bank of England, and his preceding three years as Director-General of the Confederation of British Industry, adds the monetary policy and business lobby dimensions to a perspective that is genuinely triangulated across the full regulatory relationship. From 2015 to 2024 he served as Chair of NatWest Group, guiding the bank through a nine-year transformation from a state-aided institution to a commercially independent one. Governance under political scrutiny, board accountability in a regulated environment, and reputational risk in real time are not abstractions in his work – they are operational experience. His six published books, among them The Chancellors (Polity Press, 2022), based on direct interviews with UK Chancellors of the Exchequer, bring the same analytical rigour to economic policymaking that his regulatory career brought to financial supervision. He is currently Chair of Inigo Limited at Lloyd’s of London, a member of the International Advisory Council of the China Securities Regulatory Commission, and Professor of Practice at Sciences Po in Paris, where he teaches financial regulation and central banking. For boards in regulated sectors trying to read the direction of travel in financial supervision – across jurisdictions, not just domestically – his vantage point is without direct equivalent. Key speaking topics Financial regulation and regulatory reform Banking governance and board oversight Central banking and monetary policy Economic policy and the role of the Treasury Regulatory risk and political risk in financial services Global financial markets and cross-border regulatory divergence ESG strategy in financial services Ideal for Boards and audit/risk committees in banks, insurers, and asset managers Financial regulators, policymakers, and supervisory bodies CHROs and general counsel in highly regulated sectors navigating governance reform Senior leaders in institutional investment and sovereign wealth management Audience outcomes A clearer understanding of how financial regulatory frameworks are made and how they change under political pressure – not just what the current rules are Practical framing of the governance responsibilities that sit above compliance, drawn from direct board experience at a major UK bank Perspective on the direction of global regulatory divergence, including between US, EU, and UK supervisory approaches A more calibrated view of how monetary policy decisions interact with fiscal policy, and what that means for strategic planning in financial institutions Insight into how the regulator-board relationship works in practice – and where it typically breaks down

Why organisations work with Eugene Fama He is the architect of the efficient markets hypothesis and co-author of the Fama-French three-factor model, two of the handful of frameworks that genuinely shape how serious institutions set investment policy. His 2013 Nobel Memorial Prize in Economic Sciences, shared with Lars Peter Hansen and Robert Shiller, was awarded specifically for empirical analysis of asset prices, the exact question committees face when they debate active versus passive, factor exposures, or long-run return assumptions. He has sat inside the practitioner world for more than four decades as a founding director of Dimensional Fund Advisors, so the perspective he brings to a room has been stress-tested against real portfolios, not just published papers. As chairman of the Center for Research in Security Prices at Chicago Booth, he oversees the dataset that underpins modern empirical finance, which gives his reading of current market behaviour an evidential weight few others can match. Before him, “what works in markets” was largely opinion. After his research, it became a testable claim. Institutions that care about fiduciary defensibility value that shift directly. Biography highlights Nobel Memorial Prize in Economic Sciences, 2013, for empirical analysis of asset prices. Robert R. McCormick Distinguished Service Professor of Finance, University of Chicago Booth School of Business. Chairman of the Center for Research in Security Prices (CRSP) at Chicago Booth. Founding director and member of the Investment Research Committee at Dimensional Fund Advisors. Author of more than 100 journal articles and the books “The Theory of Finance” (with Merton Miller), “Foundations of Finance”, and “The Fama Portfolio”. First recipient of the Deutsche Bank Prize in Financial Economics (2005), the Morgan Stanley AFA Award for Excellence in Finance (2007) and the Onassis Prize in Finance (2009). Biography Most of what financial markets look like from a trading floor was, until the 1960s, a matter of opinion. “Efficient Capital Markets: A Review of Theory and Empirical Work”, published in the Journal of Finance in May 1970, reframed the question as an empirical one and forced the industry to answer it with data. Eugene Fama wrote that paper while on the Chicago faculty he has now held for more than five decades. The body of work that followed is the intellectual spine of evidence-based investing. The 1992 paper with Kenneth French, “The Cross-Section of Expected Stock Returns”, established that exposure to market, size and value factors explained the overwhelming share of historical returns in diversified portfolios. That result is why index and factor strategies now dominate institutional allocation, and why active managers are held to a much harder standard than they were a generation ago. The Royal Swedish Academy of Sciences awarded the 2013 Nobel Memorial Prize in Economic Sciences jointly to Fama, Lars Peter Hansen and Robert Shiller for their empirical analysis of asset prices. At the University of Chicago Booth School of Business he holds the Robert R. McCormick Distinguished Service Professorship and chairs the Center for Research in Security Prices, the dataset underneath most serious empirical finance. Since 1981 he has served as a founding director of Dimensional Fund Advisors, where the research has been deployed inside real portfolios at institutional scale. For boards and investment committees, the value is specific. He is the person who built the framework they are implicitly using when they debate active fees, factor tilts, or long-horizon assumptions, and he has stayed close enough to practice to speak to those debates with current evidence rather than historical summary. Key speaking topics Market efficiency and the empirical behaviour of asset prices The Fama-French factor models and expected returns Evidence-based and index-driven investment strategy Portfolio construction, diversification and long-horizon risk Active versus passive management under fiduciary constraints Empirical methods in financial economics Ideal for Boards, investment committees and trustees of pensions, endowments and sovereign funds CIOs, CFOs and heads of treasury setting long-horizon capital policy Asset managers, wealth managers and financial services executives refining their investment philosophy Academic and policy audiences engaged with capital markets research Audience outcomes A sharper read on what the empirical record actually says about predicting and beating markets A clearer basis for evaluating active managers, factor strategies and fee structures Language and evidence to defend long-horizon, diversified policy choices to stakeholders Direct engagement with the researcher whose frameworks sit underneath modern portfolio policy Grounded perspective on where current market debates diverge from, or align with, the empirical evidence

Why organisations work with Dominique Strauss-Kahn His account of the 2008 global financial crisis comes from inside the institution that managed it – not from research or observation, but from running the IMF through its most consequential period in decades. He chaired the multilateral process that produced the IMF’s early call for a coordinated global fiscal stimulus. The practical mechanics of that coordination – and its limits – are not recoverable from any published analysis. He has developed an analytical framework that maps the structural tensions between national sovereignty, democratic accountability, and deep global economic integration – giving organisations a precise vocabulary for the governance dilemmas that now shape trade strategy, capital allocation, and regulatory planning. He has worked on both sides of the government-institution relationship: as a national finance minister who negotiated with international bodies, and as the head of the body those ministers negotiated with. That dual vantage point is genuinely rare. Post-IMF, he has advised governments on sovereign debt restructuring, giving him current applied knowledge of how creditors, debtors, and international institutions interact under financial pressure. Biography highlights Managing Director of the International Monetary Fund (2007-2011), selected by consensus of the IMF Executive Board with the backing of the European Union, the United States, China, and most of Africa Led the IMF’s institutional response to the 2008 global financial crisis, including its influential early call for a coordinated global fiscal stimulus French Minister of Economy, Finance and Industry (1997-1999), responsible for national economic policy during France’s transition to the euro; also served as Minister of Industry and Foreign Trade (1991-1993) Member of the French National Assembly across multiple terms; chaired the parliamentary finance committee (1988-1991) Professor of Economics at Sciences Po (Paris Institute of Political Studies) and the University of Paris (Nanterre) PhD in economics from the University of Paris (Nanterre); graduate of HEC Paris and Sciences Po Biography The international monetary system was not designed for the world it now governs. Capital moves faster than treaties can be renegotiated. Sovereign debt crises spread before early warning systems respond. Dominique Strauss-Kahn served as IMF Managing Director during the 2008 global financial crisis, the sharpest test the institution had faced in decades. Under his leadership, the IMF moved early to advocate a coordinated global fiscal stimulus, placing the institution at the centre of the crisis response. He led quota reforms that gave emerging economies a larger voice in IMF governance. He also supervised a significant reversal of the institution’s longstanding position on capital controls, recognising them as a legitimate tool of macroeconomic management. These were not technical adjustments but substantive shifts in how the world’s principal international financial institution understood its own role. Before the IMF, Strauss-Kahn served as France’s Minister of Economy, Finance and Industry, overseeing national economic policy during France’s transition to the euro. He also held the portfolio of Minister of Industry and Foreign Trade, and chaired the National Assembly’s finance committee across an earlier parliamentary term. Few speakers have held senior responsibility on both sides of the relationship between national governments and international economic institutions. He has held academic positions at Sciences Po and the University of Paris, and holds a doctorate in economics from the University of Paris. He has developed a publicly presented analytical framework – drawing on the Mundell-Fleming impossible trinity, the Rodrik globalisation trilemma, and the European fiscal-monetary dilemma – that gives organisations a structured way to map the governance tensions that now affect trade, investment, and regulatory strategy. Key speaking topics International economic governance and its limits Sovereign debt, financial crisis, and multilateral response The international monetary system and its reform Global fiscal and monetary policy coordination European economic integration Geopolitical risk and economic stability Emerging economies and the shifting balance of global economic power Ideal for CFOs, treasurers, and investment committees at global organisations managing currency, sovereign, and systemic risk Board-level and C-suite audiences at banks, financial institutions, and multinational corporations Government, central bank, and regulatory audiences engaged in international policy Economic policy forums, sovereign wealth fund conferences, and global business summits Audience outcomes A clearer understanding of how the IMF and comparable institutions make decisions under pressure, and what those decisions cannot achieve Practical insight into the mechanics of sovereign debt negotiation and cross-border financial crisis management A framework for mapping structural tensions between national economic policy and global integration, and what those tensions mean for corporate and government strategy Context for how international monetary reform debates – over reserve currencies, capital controls, and fiscal coordination – are likely to develop A sharper grasp of where global economic governance is most fragile, and why

Why organisations work with David McWilliams He publicly forecast the 2008 financial crisis, Brexit, and the rise of US trade nationalism – while the institutional consensus pointed elsewhere. That track record changes how boards receive his analysis. Money: A Story of Humanity was named Economics Book of the Year by the Financial Times and Book of the Year by The Economist in the same year. That combination of endorsements is rare and signals intellectual authority, not just popular appeal. He frames monetary and economic forces as historical and civilisational patterns rather than cyclical fluctuations, giving leadership teams a much longer analytical lens than conventional macro forecasting provides. His podcast has passed 40 million downloads across 130 countries – which means his frameworks have already been tested against non-economist audiences, and translate directly into board conversations without requiring prior economic knowledge. His festival Kilkenomics was described by the Financial Times as “simply, the best economics conference in the world” – a peer endorsement that signals the quality of dialogue he convenes and the seriousness with which other economists take his work. Biography highlights Adjunct Professor of Global Economics, Trinity Business School, Trinity College Dublin; Masters in Economics, College of Europe, Bruges Former economist at the Central Bank of Ireland; subsequently Senior European Economist at UBS and Head of Emerging Markets Research at Banque Nationale de Paris Author of six books, including Money: A Story of Humanity – named Economics Book of the Year by the Financial Times, Book of the Year by The Economist and The Observer, Waterstones Non-Fiction Book of the Year, and an international No.1 bestseller (2024) Weekly columnist, The Irish Times; regular contributor, Financial Times; contributor to TIME magazine TED2023 main stage speaker; “The Power of Unconventional Thinking” has exceeded one million views Founder of Kilkenomics; co-founder of the Dalkey Book Festival; World Economic Forum Young Global Leader Biography When organisations need economic foresight, they typically turn to the same institutions – banks, consultancies, research houses – whose consensus forecasts missed the 2008 crash, Brexit, and the rise of trade nationalism. David McWilliams, Adjunct Professor of Global Economics at Trinity College Dublin, was among the very small group who called all three in advance. He trained at Trinity College Dublin and the College of Europe in Bruges, and worked as an economist at the Central Bank of Ireland before moving to UBS and Banque Nationale de Paris, where he held senior roles in European and emerging markets research. His most recent book, Money: A Story of Humanity, argues that money is not a financial instrument but a civilisational technology – the primary force shaping power, politics, and social structure across five millennia of human history. Named Economics Book of the Year by the Financial Times and Book of the Year by The Economist in 2024, it became an international No.1 bestseller translated into 21 languages. Its central argument – that the stability of today’s monetary system is largely illusory, built on mechanisms most decision-makers do not understand – speaks directly to organisations navigating interest rate risk, currency exposure, or fiscal stress. A weekly columnist in The Irish Times and regular contributor to the Financial Times, McWilliams has built one of the broadest non-specialist economics audiences of any working economist. His podcast has passed 40 million downloads across 130 countries. His TED2023 main stage talk has exceeded one million views. The reach matters in leadership settings: his frameworks have been tested against audiences who are not economists, which means they translate directly into board conversations. He founded Kilkenomics on the premise that the best economic thinking happens when it is challenged from outside the discipline – a view the Financial Times endorsed by calling it “simply, the best economics conference in the world.” The same argument runs through his TED talk, “The Power of Unconventional Thinking”: that institutions which reward consensus produce the overconfidence that precedes every major economic failure. For leadership teams navigating the current period of monetary, geopolitical, and structural instability, that is not an abstract point. Key speaking topics Monetary systems and the history of money Global macroeconomic trends and forecasting Geopolitics and the political economy of trade Financial market dynamics and systemic risk The future of currencies and digital money Economic nationalism and the fracturing of global trade Unconventional thinking and institutional groupthink Ideal for Board-level and C-suite leadership conferences focused on strategic risk, long-range planning, or capital allocation in conditions of macro uncertainty Financial services and banking audiences navigating monetary policy, interest rate cycles, and regulatory change Corporate strategy and scenario planning forums requiring grounded macroeconomic and geopolitical context Economic policy and public affairs conferences where eurozone dynamics, EU-UK relations, or global trade architecture are on the agenda Audience outcomes A structured understanding of how monetary systems and debt cycles create predictable patterns of economic stress – and what indicators to watch for A longer historical lens for interpreting current macro conditions, including inflation, currency risk, and fiscal instability Practical context for the geopolitical and structural forces driving trade nationalism, eurozone tensions, and dollar dependency Confidence in interrogating economic consensus rather than deferring to it uncritically A framework for communicating economic complexity to non-specialist boards, investors, or stakeholders

Why organisations work with Christer Holloman He built the playbook he now teaches. As founder and CEO of Divido, he scaled a white-label Buy Now Pay Later platform to 10 countries and an exit into NatWest, raising roughly $50 million from American Express and Sony along the way. His book “Transactional to Transformational: How Banks Innovate” is built on named case studies from Bank of America, BBVA, Citi, Deutsche Bank, ING, J.P. Morgan, Lloyds and Santander, not generic frameworks. He has been on the bank side as HSBC’s first Entrepreneur in Residence, so he speaks to incumbents from inside their own constraints, not as an outsider throwing stones. He works at the live edge of fintech: digital assets, open banking as a commercial play rather than a compliance exercise, and the shift from agentic AI into agentic commerce. Swedish by background, London and New York by career, multilingual, and at ease in a boardroom with both a retail CEO and a risk committee. Biography highlights Founder and CEO of Divido (2014-2022); company acquired into NatWest in 2024. Author of “Transactional to Transformational: How Banks Innovate” (Wiley, 2021). Author of “The Social Media MBA” series and “How to Sell Online” (Wiley). Entrepreneur in Residence, HSBC (2022-2023). Co-founder and CEO of sustainable finance platform Credential. MBA, Said Business School, University of Oxford. Forbes contributor on fintech; former tech writer for Sky News. Biography Buy Now Pay Later looked like a retail feature before it looked like an asset class. Divido, the company Christer Holloman founded out of an Oxford MBA thesis in 2014, was one of the first platforms to treat it as infrastructure: a white-label product that banks and lenders could plug into any merchant, in any country, without rebuilding their own stack. By 2022 the business had raised around $50 million from investors including American Express and Sony, operated in 10 markets, and counted Mastercard, BMW and HSBC among its clients. In 2024 it became part of NatWest. That operator experience is the spine of everything he now teaches. After Divido, HSBC made him their first Entrepreneur in Residence, an unusual role that put a founder inside one of the world’s largest banks to challenge how it builds, buys and partners on new technology. It is also the reporting line behind his Wiley book “Transactional to Transformational: How Banks Innovate”, a collection of case studies drawn from named executives at Bank of America, BBVA, Citi, Deutsche Bank, ING, J.P. Morgan, Lloyds, Santander, Standard Chartered and others. The thesis is unsentimental: incumbents can innovate, but only when the operating model, not the PR team, gets redesigned. He has since moved to New York, co-founded the sustainable finance platform Credential, and continued to write for Forbes on fintech. Earlier in his career he launched Glassdoor in Europe for Rich Barton and ran digital product at The Times and The Sunday Times, which gives him a media-trained way of explaining complex regulated products to non-specialist audiences. What senior audiences get is someone who has raised the money, signed the bank partnerships, lived with the compliance questions and then written the book. He is particularly sharp on where AI, digital assets and embedded finance are about to collide inside balance-sheet businesses, and on the specific question of what serious incumbents should do about it. Key speaking topics Fintech and the future of banking Open banking as commercial strategy Digital assets and tokenisation Agentic AI and agentic commerce Buy Now Pay Later and embedded finance Innovation inside regulated industries Scaling a venture from founder to exit Ideal for Bank and insurance executive committees, innovation boards and retail banking leadership CDOs, CIOs and heads of innovation in financial services and large regulated enterprises Fintech, payments and retail finance conferences Corporate venture and M&A teams assessing fintech partnerships or acquisitions Audience outcomes A clear read on how incumbent banks are actually innovating right now, drawn from named case studies rather than consulting templates. Practical judgement on when to build, when to partner with a startup, and when to acquire. A working view of where open banking, digital assets and agentic commerce are converging into the next retail financial product. Founder-level honesty about what it takes to sell into, partner with and exit to a large bank.