Day Two: Thursday March 25, 2010
8.15 Registration and Coffee
8.50 Editor’s opening address
9.00 Keynote address: Sanjay Sharma, Chief Risk Officer, Global Arbitrage & Trading, RBC CAPITAL MARKETS
9.30 Plenary: Conclusions from recent loss data collection exercise
- LDCE and Range of Practice results and follow-up
- New developments in this area: statistics and best practices
- Comparison of the implementation approaches
Mark O'Dell, Deputy Comptroller for Operational Risk,
COMPTROLLER OF THE CURRENCY (OCC)
Patrick de Fontnouvelle, Vice President, Supervision and Regulation
Department, FEDERAL RESERVE BANK OF BOSTON
Andrew Sheen, Manager, Operational Risk Policy Team, FINANCIAL
SERVICES AUTHORITY (UK)
10:10 Panel Discussion: Lessons for operational risk managers from recent extreme market conditions
- Operational risk lessons from the mortgage crisis
- Is it better to focus on process/controls rather than on developing operational risk capital
- Operational risk management deficiencies exposed by recent market events
- How have the priorities of operational risk managers changed?
Moderator: Sanjay Sharma, Chief Risk Officer, Global
Arbitrage & Trading, RBC CAPITAL MARKETS
Enrico Dallavecchia, former Executive Vice President, Chief
Risk Officer, FANNIE MAE
Stacy L. Coleman, Banking Supervision and Regulation, THE FEDERAL
RESERVE BANK OF RICHMOND
Mike Haubenstock, Senior Vice President Operational Risk
Management, SUNTRUST MORTGAGES
11.50 Morning coffee and networking break
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Stream One |
Stream two |
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11:20 |
Chairman’s opening remarks |
Chairman’s opening remarks |
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11:30 |
Panel discussion: Getting the balance right between qualitative and quantitative operational risk modeling techniques
Moderator: Marcelo Cruz, Adjunct Professor, NEW YORK
UNIVERSITY |
Panel discussion: Reforming standardized approach betas Moderator: Victoria Tozer-Pennington, Editor, OPRISK & COMPLIANCE Patrick de Fontnouvelle, Vice President, Supervision and Regulation Department, FEDERAL RESERVE BANK OF BOSTON Andrew Sheen, Manager, Operational Risk Policy Team, FINANCIAL SERVICES AUTHORITY (UK) |
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12:10 |
Presentation: New insights in forecasting • Capturing tail risks beyond VaR Andreas Jobst, Economist, Monetary and Capital Markets Department, INTERNATIONAL MONETARY FUND |
Presentation: Board risk management oversight
Scott Baret, Partner, DELOITTE & TOUCHE LLP |
12.50 Lunch and an opportunity to visit the exhibition
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1:50 |
Presentation: Linking operational risk management to performance
Richard Pike, Product Director, CCH SWORD |
Presentation: Basel II Pillar 3 – implementing a coherent disclosure and communication strategy for operational risk
Marta Johnson, Global Markets Operational Risk, BANK OF AMERICA |
2:30 Guest speaker: The effects of climate change on operational risk management
- Likely climate change scenarios
- Implications for business continuity and vitality
- Potential mitigation and adaptation strategies
- Charting a path forward
Mark Abkowitz, Professor of Civil & Environmental Engineering, Director, Vanderbilt Center for Environmental Management Studies, VANDERBILT UNIVERSITY
3:10 Afternoon break
3:30Panel discussion: How can we improve the use and effectiveness of loss data?
- Challenges and pitfalls in measuring operational risk from existing loss data
- The role of data consortia in leading industry wide efforts to improve data quality and availability
- Appropriate uses of loss data and its limitations
- New initiatives to enhance internal and external loss data
Moderator: Jane Yao, Vice President & Director,
Benchmarking & Survey Research Group, AMERICAN BANKERS ASSOCIATION
Preston Thompson, Assistant Vice President, FEDERAL RESERVE
BANK OF BOSTON
William H. Henley, Jr., Director, IT Examinations, OFFICE OF
THRIFT SUPERVISION
Ana Paula Castro Carvalho, Deputy Advisor, Financial System
Regulation Department, CENTRAL BANK OF BRAZIL
Thomas Doughty, Vice President, Corporate Information Security
Officer, PRUDENTIAL FINANCIAL
4:20 Panel discussion: Operational risk challenges for 2010 and beyond
- What are the emerging risks facing the industry?
- How should the industry address the deficiencies in operational risk management exposed during the financial crisis?
- The operational risk manager’s role in protecting their firm against future global pandemics
- Identifying key priorities for operational risk managers
Moderator: Victoria Tozer-Pennington, Editor, OPRISK &
COMPLIANCE
Andreas Jobst, Economist, Monetary and Capital Markets
Department, INTERNATIONAL MONETARY FUND
Andreas Jobst, Economist, Monetary and Capital Markets
Department, INTERNATIONAL MONETARY FUND
Panagiotis Tsaoussis, Senior Vice President, Operational Risk,
ING INSURANCE AMERICAS
Doug Rose, Assistant Vice President, Risk & Capital
Management, SUN LIFE FINANCIAL
5:00 End of conference
Remind me







