Deriving Value from Operational Risk Modelling

London, September 19 & 20

Operational risk modelling has a lot to offer financial institutions even if the regulatory future is unclear. The debate over AMA and SMA has given way to discussions on different modelling options and assessing what op risk modelling framework is right for which company, rather than a one-size fits all approach. This course will address the current landscape and key learning points as well as suggesting opportunities for companies to derive more value from their op risk modelling.

Course Highlights:

  • Industry experts and experienced practitioners make up a multi-speakers format
  • Update on the latest op risk modelling developments and regulatory landscape
  • Understand the benefits of modelling to your company and how to derive value from different modelling options
  • Find out what the BCBS changes are, what they mean for your company and why there has been a shift
  • Insights on collecting and preparing data for op risk modelling
  • Discussion of operational loss data processing 
  • Learn about scenario analysis and stress testing within op risk modelling; developing a methodology and best practice 
  • Discussion of potential future directions for op risk modelling 

Who Should Attend:

  • Operational Risk Modellers
  • Heads of Operational Risk 
  • Operational Risk Managers
  • Enterprise Risk Managers
  • Op Risk Data Analysts
  • Stress Testers 
  • CROs
  • Consultants
  • Regulators 

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Learning Outcomes:

  • The Op Risk modelling playing field; the different options available and how they can help you and your company 
  • What the regulatory landscape means for op risk modelling and how it has changed 
  • Data preparation and internal & external loss data 
  • Applying the loss distribution approach 
  • Quantitative vs. qualitative models for stressing operational risk 
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