SEMINAR 1:
PRACTICAL APPROACHES TO OPERATIONAL RISK MODELING

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

9:00

COMBINING DATA ELEMENTS IN THE AMA FRAMEWORK

Evan Sekeris, Assistant Vice President, FEDERAL RESERVE BANK OF RICHMOND

METHODOLOGY TO BUILD AND APPLY RCSAs AND KRIs ACROSS YOUR BUSINESS

Kate Leibfried, GWM Senior Global Operational Risk Director, CITIGROUP

10:30

Morning break

Morning break

11:00

MODELING TECHNIQUES SUITED TO THE MANAGEMENT OF OPERATIONAL RISK

Evan Sekeris, Assistant Vice President, FEDERAL RESERVE BANK OF RICHMOND

BEST PRACTICES IN DEVELOPING INDIVIDUAL KEY RISK INDICATORS

Jack Gomez, Head of Operational Risk Management, BNY MELLON
David Thompson, Chief Operational Risk Officer, BNY MELLON

12:30

Lunch

Lunch

1:30

DEVELOPING EFFECTIVE SCENARIO ANALYSIS AND STRESS TESTS

Evan Sekeris, Assistant Vice President, FEDERAL RESERVE BANK OF RICHMOND

1:30 PRACTICAL CONSIDERATIONS IN DEVELOPING KRI HEAT MAPS

Neil Roth, Vice President, 2OPC, BNP PARIBAS

2:15 KRIs – AND CAUSE. A TOOL TO FOCUS MANAGEMENT ON MANAGING THE PROBLEM BY FOCUSSING ON THE CAUSE OF RISK

Jonathan Davies, Managing Director, Managing Director, RISKBUSINESS INTERNATIONAL LIMITED

3:00

Afternoon break

Afternoon break

3:30

EVALUATING THE PERFORMANCE AND LIMITATIONS OF INDUSTRY OPERATIONAL RISK MODELS

Evan Sekeris, Assistant Vice President, FEDERAL RESERVE BANK OF RICHMOND

EVALUATING AND MANAGING ACTIONABLE INFORMATION FROM YOUR KRI PROGRAM

Eric Holmquist, President, HOLMQUIST ADVISORY, LLC

5:00

End of seminar

End of seminar