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The financial services industry
has now absorbed some 30,000 of pages of consultation on new risk
management approaches. Few stones have been left unturned. Of
all the challenges, new research shows aggregating data across
risk types and business lines to be the most difficult.
The regulatory imperatives for better funds transfer
pricing, stress testing and detailed capital and liquidity
ratios will drive the need for integration throughout a firm’s
many databases so that trading desks can be allocated their fair
share of the bank’s exposure in real time ... or will they?
 Which
aggregated risks do I need to know and how dynamic must this
information be?
What level of detail is required to make actionable decisions?
How do we prove that we have priced risk correctly?
What is required to generate correct baseline and stressed
cash flows?
How often do we need to price aggregated risks?
Who needs to be involved in risk transfer pricing?
How are costs made transparent and shared inter and intra
firm?
Is there a competitive advantage in being faster, better
risk managers?
Thanks to Thomson Reuters, employees of financial
institutions can attend a 2.5 hour seminar that will bring you
up to speed on the industry’s latest thinking.
Who should attend?
Trading desk heads
Treasury
Finance
Risk
IT risk management
Come and learn what research from the FSA -
and from JWG in collaboration with over two dozen firms - reveals
about what will be in store for you next year and share your views
with our expert panel.
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Venue: Institute of Directors,
New Broad Street House, 35 New Broad Street, London EC2M 1NH
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5 October 2010 |
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1500 |
Coffee and registration |
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1530 |
Welcome and introduction
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Thomson Reuters/JWG
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1540 – 1600
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JWG’s COO risk priority
survey results: The aches and pains of working with risk data
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PJ Di Giammarino, CEO, JWG
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1600 – 1630
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“Dear Treasurer: Are
you clearly attributing liquidity costs, benefits and risks to
line management?”
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Colin Lawrence, Director Prudential
Supervision, Financial Services Authority
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1630– 1735
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Panel discussion:
FSA
Deutsche Bank Treasury
Thomson Reuters
UBS, CVA desk |
Chair: PJ DI
Giammarino
Colin Lawrence
Geert Tuinema
Alexander Dorfmann
Myles Wright |
1735 – 1745
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Q&A and close
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1745 |
Drinks and networking
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Attendees will also receive a free
pass to the Capital Markets Chamber debate
on ‘The nuts and bolts of systemic risk’ being held
at 1830 in the same venue.
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