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RPC Sharing insight and best practices in risk management 12 - PDF document

Jul 01, 2023 •196 likes •292 views

MOODYS ANALYTICS RISK PRACTITIONER CONFERENCE 2012 RPC Sharing insight and best practices in risk management 12 Monday, October 15 6:30 PM Welcome Reception & Dinner Terrace, fmoor 16 Perspectives on Banking: Thriving in Risk

  1. MOODY’S ANALYTICS RISK PRACTITIONER CONFERENCE 2012 RPC Sharing insight and best practices in risk management 12 Monday, October 15 6:30 PM Welcome Reception & Dinner Terrace, fmoor 16 Perspectives on Banking: Thriving in Risk Management a highly regulated from Non-Financial STREAMS SESSIONS: world Institutions TUESDAY GRAND BALLROOM, SALON I, FLOOR 17 FLOOR 16 11:00 AM – 12:00 PM Ensuring Portfolio Modeling ‘Originate & Hold’ Management as a Core Portfolios in RiskFrontier TM Competence Within Enterprise Risk Management 12:00 – 1:00 PM LUNCH - Skyline Room and BIRDS OF A FEATHER ROUNDTABLES - 1:00 – 2:00 PM Driving Successful Risk Keeping It Arm’s Length: Technology Projects Determining credit worthiness in a transfer pricing context 2:00 – 2:30 PM BREAK BREAK 2:30 – 3:30 PM From the Trenches: Risk Management in Implementing Basel II and Corporates: How Basel III beyond changes the landscape 3:30 – 4:00 PM BREAK BREAK 4:00 – 5:00 PM Effjcient Risk Transfer Credit Impairment Between Institutions: Back Framework and Using Public to the future? EDFs for Accounting

  2. Tuesday, October 16 7:00 – 9:00 AM Open Breakfast Skyline Room, fmoor 16 8:00 AM Solutions Café Opens Grand Foyer, fmoor 16 9:00 – 10:30 AM GENERAL SESSION Grand Ballroom, fmoor 16 10:30 –11:00 AM Break 11:00 AM – 5:00 PM STREAM SESSIONS (see below) 12:00 – 1:00 PM LUNCH and BIRDS OF A FEATHER ROUNDTABLES (see below) 5:00 PM Happy Hour at the Solutions Café Grand Foyer, fmoor 16 “Working Together to Make a Difference” Volunteer Project 7:00 PM Risk Practitioner Networking Dinner 10pin Bowling Lounge Current Trends and Broader Product Highlights Modeling & Insights Risk Practitioner & Strategy Perspectives GRAND SALON, SALON II, FLOOR 17 SALON III, FLOOR 17 FLOOR 17 Modeling ‘Originate & Hold’ Forecasting and Stress Value Investing in Credit Regulatory Capital and Testing Retail Credit Risk Markets Liquidity Risk Compliance TABLES - Solutions Café (lunch provided) Grand Foyer, fmoor 16 A Dynamic Approach to CCAR Stress Testing Public Firm EDFs TM: Loss Forecasting and Stress: and Its Implications for Innovations for credit Testing bank retail credit Risk Measurement and investing and stress testing cash fmows Management BREAK BREAK BREAK New Capital Regime and New Risk Management Commercial Real Estate Enterprise-wide Stress Tests Techniques That Improve Strategic Planning BREAK BREAK BREAK A Credit Stress Testing Modeling Credit Innovations in RiskCalc TM Using Public Framework: Uses and Correlations Using (Private Firm PD Model) challenges within bank Macroeconomic Variables management

  3. Wednesday, October 17 7:00 – 9:00 AM Open Breakfast Skyline Room, fmoor 16 7:30 AM Solutions Café Opens Grand Foyer, fmoor 16 9:00 – 10:15 AM GENERAL SESSION Grand Ballroom, fmoor 16 10:15 – 11:00 AM Break 11:00 AM – 5:00 PM STREAM SESSIONS (see below) 12:00 – 1:00 PM LUNCH and BIRDS OF A FEATHER ROUNDTABLES (see below) 6:00 PM Closing Reception Grand Foyer, fmoor 16 Risk Management Banking: Thriving in Perspectives from a highly regulated the Wider Risk STREAMS SESSIONS: world Community WEDNESDAY GRAND BALLROOM, SALON I, FLOOR 17 FLOOR 16 11:00 AM – 12:00 PM RAROC or REGROC? A Marriage Made in Heaven: Linking fjnancial statement spreads with loan exposures 12:00 – 1:00 PM LUNCH - Skyline Room and BIRDS OF A FEATHER ROUNDTABLES - 1:00 – 2:00 PM Challenges and Rewards of Practitioner’s Perspective: Implementing a Dual Risk Stress testing a CRE Ratings Infrastructure portfolio 2:00 – 2:30 PM BREAK BREAK 2:30 – 3:30 PM Tail Wagging the World: Best Practices in Credit Financial crisis, new Portfolio Risk Management regulation and effective tail for Buy-side Managers risk management 3:30 – 4:00 PM BREAK BREAK 4:00 – 5:00 PM The US Financial Regulatory Economic Capital Modeling Reform Agenda: Where are Implementation at we and what comes next? Insurance Groups

  4. Thursday, October 18 9:00 AM – 12:00 PM Credit Assessment and Origination Salon I, fmoor 17 Roundtable (registration required) Current Trends and Broader Product Highlights Modeling & Insights Risk Practitioner & Strategy Perspectives GRAND SALON, SALON II, FLOOR 17 SALON III, FLOOR 17 FLOOR 17 : CCAR: Current regulator Measuring Bank Risk: A new Insurance Risk Management t and practitioner approach and new insights s perspectives TABLES - Solutions Café (lunch provided) Grand Foyer, fmoor 16 Stress Testing for Capital Advances in Public EDF RiskFrontier TM and the Adequacy Model Research Evolving Role of Economic Capital BREAK BREAK BREAK The Validity of Validation Loss Given Default as a Beyond Spreading: Data olio Risk Management Function of the Default Rate management, regulatory compliance, stress testing, and more BREAK BREAK BREAK Capital Modeling The Evolution of US Basel II The Financial Patterns of Consumer and Retail Credit Operational Risk Advance Distressed Commercial Forecasting Measurement Approach Properties & The Borrower (AMA) Behavior

  5. FLOOR PLAN: 16TH FLOOR 16

  6. MOODY’S ANALYTICS RISK PRACTITIONER CONFERENCE 2012 RPC 12 Sharing insight and best practices in risk management

  7. MOODY’S ANALYTICS RISK PRACTITIONER CONFERENCE 2012 RPC 12 Sharing insight and best practices in risk management

  8. FLOOR PLAN: 17TH FLOOR 17

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