Deriving Value from Operational Risk Modelling

Day one will commence with an overview of op risk and the regulatory scope. The BCBS intentions and proposals through their SMA will be explained and comprehensively covered, moving on to an explanation of sources of new data and how best to prepare these and ensure your strategies will hold up. Following <br /> this, a substantial scenario analysis overview, going through the steps and how to mitigate unconscious behavioural biases.<br /> <br /> Day two continues with methods for dealing with operational loss data, moving on to stress testing in operational risk modelling and how to develop the best possible methodologies and ensure consistency in your practices. The course will end with an overview of current and future ‘new&#039; risks and what&#039;s next for op risk modelling.

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Deriving Value from 
Operational Risk Modelling
London, 2018

Day one will commence with an overview of op risk and the regulatory scope. The BCBS intentions and proposals through their SMA will be explained and comprehensively covered, moving on to an explanation of sources of new data and how best to prepare these and ensure your strategies will hold up. Following 
this, a substantial scenario analysis overview, going through the steps and how to mitigate unconscious behavioural biases.

Day two continues with methods for dealing with operational loss data, moving on to stress testing in operational risk modelling and how to develop the best possible methodologies and ensure consistency in your practices. The course will end with an overview of current and future ‘new' risks and what's next for op risk modelling.

Radisson Blu Portman Hotel

22 Portman Square 
W1H 7BG 
London 
United Kingdom 
Tel: +44 207 2086000

Venue information

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