Pre-conference seminars, OpRisk Europe, 7th June 2011, London

Note: This seminar is separate to the conference and you need a separate registration for it

You can bring your own laptop to the seminar (run on battery)

	SEMINAR 1: Examining practical methods for operational risk stress testing Seminar speakers: José L. Fillat, Financial Economist, FEDERAL RESERVE BANK OF BOSTON Evan Sekeris, Assistant Vice President, FEDERAL RESERVE BANK OF RICHMOND	SEMINAR 2: Metrics and KRI Seminar - Delivering "metrics as a service" to identify, assess control and mitigate operational risks Seminar speaker: Cathy Hampson, Executive Director, Operational Risk, MORGAN STANLEY Assisted by Megan Speranza, Vice President, MORGAN STANLEY
8:30	Registration and refreshments
9:00	The future in operational risk modelling	Business case and apprach to provide "metrics as a service"
10:30	Morning break
11:00	Useful techniques in applying macroeconomic stress-testing	Examples of Implementation and Roll Out of RCSAs
12:30	Lunch
13:30	Maximizing value of stress-testing in the ICAAP process for operational risk	Evaluating Individual Key Risk Indicators (KRIs) and Integrating With Risk and Control Self Assessments (RCSAs)
15:00	Afternoon break
15:30	New methods being used or proposed in stress testing	Practical Examples on How to Deal with Existing KRIs
17:00	End of seminar