SEMINAR 1:
PRACTICAL APPROACHES TO OPERATIONAL RISK MODELLNG

SEMINAR 2:
MEASURING OPERATIONAL RISK WITH KRI’s AND RCSA’s

8:30

Registration and refreshments

Registration and refreshments

9:00

MODELING TECHNIQUES SUITED TO THE MANAGEMENT OF OPERATIONAL RISK

Philip Umande, Risk Specialist, Operational Risk Department, FINANCIAL SERVICES AUTHORITY (UK FSA)

HOW LOSS DATA, RISK CARTOGRAPHY AND KEY RISK INDICATORS CAN BE COMBINED FOR INTEGRATED OPERATIONAL RISK MANAGEMENT

Christine Estager, Managing Director, Global Head Operational Risk Management, NEWEDGE GROUP

10:30

Morning break

Morning break

11:00

OPERATIONAL RISK CAPITAL ADEQUACY ASSESSMENT & STRESS TESTING FOR NON-AMA BANKS

Patrik Buchmüller, Operational Risk Manager, Group Risk Control, BAYERISCHE LANDESBANK

BEST PRACTICES IN DEVELOPING INDIVIDUAL KEY RISK INDICATORS

Vincent Baritsch, Head of Group Prudential Policy, Group Regulatory and Operational Risk, RBS RISK MANAGEMENT

12:30

Lunch

Lunch

1:30

EFFECTIVE SCENARIO ANALYSIS: DEVELOPING AND EMBEDDING IN AN INTEGRATED (OPERATIONAL RISK) FRAMEWORK

Andreas Merbecks, Managing Director, Group Operational Risk, UBS

ESTABLISHING THE IMPACT OF KEY RISK INDICATORS AND IDENTIFIERS ON CAPITAL

Rob Nagra, Regional Head Operational Risk Management Europe, DEUTSCHE BANK

3:00

Afternoon break

Afternoon break

3:30

EVALUATING THE PERFORMANCE AND LIMITATIONS OF INDUSTRY OPERATIONAL RISK MODELS

Ian Morton, Quantitative Manager, SANTANDER

STRUCTURING RISK CONTROL SELF ASSESSMENTS

Caben Thancanamootoo, Head of Operational Risk, MEDICAPITAL BANK PLC

5:00

End of seminar

End of seminar