Pre-Conference Seminar

Pre-conference seminars

Tuesday 21st April, 2009

SEMINAR 1:
A step-by-step guide to building an efficient operational risk framework

Marcelo Cruz, Adjunct Professor, NEW YORK UNIVERSITY

08.30 Registration

9.00 BASIC RISK MANAGEMENT TECHNIQUES

10:30 Morning Break

11:00 MODELLING AN OPERATIONAL RISK DATABASE

12:30 Lunch

13:30 MEASURING OPERATIONAL RISK AND USING ITS OUTPUTS TO MANAGE RISK

15:00 Afternoon break

15:30 CAUSAL MODELS, SIX SIGMA AND HEDGING OPERATIONAL RISK

17:00 End of seminar

SEMINAR 2:
Using scenario analysis in operational risk

Evangelos Sekeris, Financial Economist, FEDERAL RESERVE BANK OF BOSTON

08.30 Registration

9.00 OPERATIONAL RISK MODELLING INPUTS AND CAUSALITY

10:30 Morning Break

11:00 STRUCTURING SCENARIO WORKSHOPS, SCENARIOS AND BIASES

12:30 Lunch

13:30 SCENARIO DATA AS AN INPUT TO MODELLING

15:00 Afternoon break

15:30 BUSINESS ENVIRONMENT AND INTERNAL CONTROL FACTORS (BEICFS)

17:00 End of seminar