Course highlights Day 1 • Capital Modelling and the ORM Approaches • Risk management in managing capital planning • Identifying risks and constructing a RSA form • Risk assessment • Self assessment and other qualitative methods • Key data required for event recording

Day 2 • Know the risks of an outsourced activity • Oversight of operational risk management • Purpose and users of risk reporting • Interrelated risks and events • Getting departmental engagement

opriskandcompliance.com/australiatraining

Operational Risk Management in Practice Sydney 5th & 6th November 2009

Operational Risk Management in Practice

Sydney 5th & 6th November 2009

Oprisk & Compliance

About the course The course will provide an insight to the key concepts of operational risk management, and provide tuition on the essential activities which are the foundation points of practical operational risk management in a bank. As well as providing the basic disciplines of risk management it will also coach the operational risk manager on how to implement them in practice in a banking organisation. Many local regulators have now issued minimum requirements for operational risk management, but are still unclear how to value the contribution of ORM to the soundness of the institution. This makes a pro-active ORM approach imperative for all banks that seek to be best of breed, from depositor savings banks, broad based commercial banks to investment companies and internationally active banks in, for example importexport. Nobody can afford to neglect risk and least of all operational risk, which is fast emerging as a stepping stone to comprehensive enterprise risk management. For the Australasia region, APRA has been an important stimulator for the direction of ORM practice. The course will pay extensive attention to the specific approaches taken by APRA, especially in the AMA approach and qualifying criteria.

The Workshop Presented by Marc Leipoldt this course is vital for all operational risk professionals. Against the back drop of the most turbulent market in over a decade, the demands on operational risk managers are ever increasing. It is becoming more imperative for operational risk managers to develop and implement effective operational risk programmes to add value to business and comply with regulations (Basel II). Hosted by Oprisk & Compliance magazine, this course has been researched extensively with local leading industry figures and has been tailored to closely accommodate the needs of the Australasia financial industry. The course will use a combination of prepared tuition, examples, and case studies. Most importantly it will offer participants opportunities to plan such work within small working groups, providing practice in the application of the techniques and tools and building on our experience in generating participation. Participants will be asked to prepare for the course by setting out the state of development of operational risk management in their banks, and the problems they face. At the same time, operational risk management is ready to take the next step. The basic concepts have been tried and tested in many environments now, and it is clearer than ever what works and what doesn’t. Now is the time for all financial institutions to take a pro-active approach to operational risk management and create sound and sustainable organisations. The course will make use of an ORM setting in a fictional Bank (The Novo Bank case) to allow participants to explore how their institution could, would and should react in the ORM space.

Who should attend? This course is relevant to risk professionals and financial executives working in operational risk, enterprise risk management and risk management. It is particularly useful to professionals in the following disciplines: • Heads/managers/analysts of operational risk • Risk managers • Risk controllers • Business analysts • Enterprise risk managers • Heads of corporate governance • Heads of operations • Auditors • Compliance officers • Chief risk officers • Business continuity managers

Certificates of attendance are available upon for all of our training courses

Venue Please check website for updates – opriskandcompliance.com/australiatraining

Book now call— email— web—

+852 3411 4888 [email protected] opriskandcompliance.com/australiatraining

Operational Risk Management in Practice

Sydney 5th & 6th November 2009

Course tutor

Marc is currently Managing Director of Global Risk Advisory Services (GRAS). In that capacity, he is responsible for risk management advice for financial institutions ranging from specific investigations to full scale risk management set up. His current assignments are in Asia and Europe. Prior to setting up RAS, he worked for ABN AMRO for 11 years in various capacities. Latest, he was responsible for Global Operational Risk Review, a new discipline that was then developed. Previously, he was responsible for the Operational Risk Advisory team, covering 15 banks in Asia, Middle East, Europe and South America with a team of 14 people. That work was founded in his earlier work on Compliance, ORM and AMA development within ABN AMRO globally. Before moving into risk management, Marc was project manager for ABN AMRO Bank, running various complex international system and process introductions. He is actively involved in interbank discussions on operational risk, and has practical experience in teaching operational risk concepts and implementation issues across the bank. Marc has been involved in the definition of operational risk loss data specifications for ORX. ORX, is a consortium of then 23 internationally active banks which was created to share operational risk loss experiences. These specifications have become the international standard for Operational Risk loss databases. . Marc has 22 years of working experience. Before he joined ABN AMRO in Amsterdam in 1997, he was head consultant at Origin. He started his working life with research and teaching posts at the Erasmus University of Rotterdam and Delft Technical University. Marc graduated from the Erasmus University of Rotterdam in 1984 with an honors agree in Development Economics.

Can’t find what you’re looking for? Incisive Training values our delegate feedback and is always looking for new ideas and suggestions for interesting topics you would like to see produced as a training course. If you would like to submit a subject area or have a topic you would like to see covered at one of our training events please contact Sarah Doyle on [email protected]

Forthcoming courses in 2009 Advanced Stress Testing Sydney, 26 & 27 August asiarisk.com.hk/stresstestingsydney Hong Kong, 22 & 23 September asiarisk.com.hk/stresstestinghk Generation Asset Analytics and Risk Management Hong Kong, 8th & 9th September 2009 energyrisk.com/asiatraining Interest Rate Modelling Hong Kong, 10 & 11 September asiarisk.com.hk/irmhk Sydney 14 & 15 September asiarisk.com.hk/irmsydney Counterparty Risk Management Hong Kong, 24 & 25 November 2009 Stochastic Calculus for Derivatives Hong Kong, 3 & 4 December 2009

Book now call— email— web—

+852 3411 4888 [email protected] opriskandcompliance.com/australiatraining

Oprisk & Compliance

Marc Leipoldt, Managing Director, Global Risk Advisory Services (GRAS)

Operational Risk Management in Practice

Sydney 5th & 6th November 2009

Sydney, 5 November 2009

Oprisk & Compliance

Day

13.30

1

8.30

Registration and coffee

9.00

Expectations of Operational Risk management • The Basel II requirements for ORM • Pillar 1 – Capital modelling and the operational risk management approaches • Pillar 2 – Risk management in managing, decision-making and capital planning • Simplified Risk management cycle (identify, control, monitor, report) • The crucial role of corporate governance and compliance

10.30

Morning break

11.00

Risk Identification

12.30

• • • •

The purpose of identifying risks The ways of risk identification Creating a risk register The role of loss measurement and the relation to the bank’s objectives

Risk Identification continued • The use of RSA • Risk assessment • Self assessment and other qualitative methods • Importance of business continuity planning for operational risk • Assessing and making business continuity plans • Developing the metrics/classification of impact for use in RSA • Case study and break-out to work on identifying risks and constructing a RSA form

15.00

Afternoon break

15.30

Monitoring – Event Recording

17.30

• • • •

The purpose of event recording Key data required for event recording The usage of such recordings Examination of a pro-forma requirements • Organisation of event recording in the bank End of day one

Lunch

Book now call— email— web—

+852 3411 4888 [email protected] opriskandcompliance.com/australiatraining

Operational Risk Management in Practice

Sydney 5th & 6th November 2009

Sydney, 6 November 2009 13.30

2

8.30

Registration and coffee

9.00

Risk Reporting • • • •

Purpose and users of risk reporting Sources of information Development of Indicators Break-out to work on developing a reporting scheme based on the case study

10.30

Morning break

11.00

Linkage to Capital Modelling

12.30

• • • •

Organisation of Operational Risk Management • Involvement of managers, departmental staff • Roles and responsibilities • Oversight of operational risk management

The position of the Operational Risk Manager • Strategies for getting personal engagement, personal development

15.00

Afternoon break

15.30

Special Risk Topic: Uncertainty

AMA Economic capital planning Scenario analysis Interrelated risks and events

• Know the risks of an outsourced activity

Gaining Support and Cooperation • Establishing the banks’ aims in operational risk management • Senior level support • Getting departmental engagement

Lunch

17.00

End of course

Book now call— email— web—

+852 3411 4888 [email protected] opriskandcompliance.com/australiatraining

Oprisk & Compliance

Day

Operational Risk Management in Practice

Sydney 5th & 6th November 2009

Registration & payment details

Oprisk & Compliance

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Operational Risk Management in Practice

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