Pre-conference workshop 2, March 23, New York

Pre-conference workshop 2, March 23rd

WORKSHOP 2: Data quality and data integrity - trends in simplifying operational risk and obtaining a better quality data - Implications for foundation risk management

Chairman: Diane Maurice, Operational Risk, FEDERAL RESERVE BANK OF SAN FRANCISCO

8:30 Registration and breakfast

9:00 Catching the right data and developing models for all data issues

  • Developing risk metrics to track drivers of operational risk (i.e. volatility and strategic change measures)
  • Data sources, limits of ILD, capturing Risk Control Self Assessments and other metrics
  • Alignment - operational and market risk data trends

Speaker to be confirmed

10:30 Morning coffee break

11:00 Financial metrics, risk appetite metrics and data for scenario analysis

  • Tracking volatility trends and alignment with strategic risks
  • Risk appetite, financial trends, back to basics

Speakers to be confirmed

12:30 Lunch

1:30 Loss data and RWA

  • Regulatory influence
  • Data tracking and quality control measures
  • Validation and identifying pockets of underreported ‘hidden risk' - the rise of SPV and Structured products

Speaker to be confirmed

3:00 Afternoon coffee break

3:30 Big data analytics and how do you use it for operational risk

  • Quality assurance, engaging business perspective
  • Technology tracking and automation of trending
  • Lessons from market risk - does VaR matter for operational risk

Speaker to be confirmed

5:00 End of workshop

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