What's happening with AMA? SMA, Pillar 2, ICAAP and other capital assessment issues

The training will take place on the 28 & 29 September 2016 and will be presented by Dr Ariane Chapelle, a long time practitioner, consultant and, more recently, University College London Faculty member. This course aims to answer every question practitioners may have on how and why operational risk is modelled.

Course Highlights:

  • Update on the latest developments in the AMA debate
  • Guidance on operational risk modelling designed specifically for non-quantitative practitioners
  • Discussion of new and emerging methods in operational risk measurement 
  • Insights on collecting neccesary data for operational risk modelling
  • Overview of loss distribution, scenario analysis and hybrid models
  • Delivered by experienced operational risk trainer, consultant and academic Ariane Chapelle

Who Should Attend:

  • CROs
  • Heads of Operational Risk 
  • Entreprise Risk Managers
  • Operational Risk Managers
  • Operational Risk Modellers
  • Model Validators
  • Operational Risk Analysts
  • Internal Auditors
  • Consultants
  • Regulators/Supervisors



Learning Outcomes:

  • Update on the Basel Committee's position on the AMA method, and additional regulatory guidance on operational risk modelling
  • Understanding of the techniques used to model operational risk and the challenges therein; including awareness of data requirements
  • Insight on industry wide practices and opinions on operational risk measurement together with knowledge of new and emerging practices
  • Awareness of loss distribuition, scenario analysis and hybrid approaches
  • Ability to analyse model results and use them more effectively in decision making
  • Overall increased knowledge of Operational risk modelling and measurement which will enable greater understanding of the field as a whole.

Operational Risk Measurement Brochure
Risk Calendar Q3