10.20 Data infrastructure in an ERM implementation project
- Centralizing and consolidating companywide risk data
- Improving data quality
- Reconciling data with external sources
- Building a golden source of data
»» Victor Pinto, Director – Soutions Specialist, Moody’s Analytics
11.00 Break
11.20 What to do with all this data?
- Regulation has forced banks to collect lots of data.
- Risk managers can use this data to help answer important questions such as:
- How much should we trust our models?
- How can we help our lenders make better decisions?
- How much does it cost to lend more during a downturn?
»»Jamie Stark, Director – Regional Practice Leader, Moody’s Analytics
12.00 Forecasting the Unlikely: Macro Stress-Testing of Financial Variables
- What Do Banks Think About Stress-Testing?
- Macroeconomic Scenarios and Stress-Testing
- Examples of Financial Variables
- What Are the Next Challenges
»» Andrea Appeddu, Economist, Moody’s Analytics
12.40 Lunch
13.40 Streamed sessions for insurance and banking: Perspectives on enterprise risk management
Banking Stream:
- Moody’s Analytics perspective
»»Victor Pinto, Director – Solutions Specialist, Moody’s Analytics (banking stream)
Insurance Stream:
- CRO perspective
- Moody’s Analytics perspective
»»Victor Pinto, Director – Solutions Specialist, Moody’s Analytics (banking stream)
15.10 Break
15.30 Panel discussion - Making ERM work in South Africa;
- Putting theory in to practice
- Opportunity or insurmountable challenge?
»»Charles Stewart, Senior Director, Moody’s Analytics
16.30 Wrap up
»»Metin Epozdemir, Director – Relationship Manager, Moody’s Analytics
16.45 Drinks reception
