Reference Data & Risk; Enterprise-Wide Risk Management Complimentary Webinars
Improved management of reference data and better firm-wide controls of risk are two ways buy-side and sell-side firms are looking towards to get a better handle on risk but also meet new regulatory rules including reporting requirements. In two separate and complimentary webinars, we have experts discussing ERM strategies and reference data to help members learn more about how these strategies are crucial to improving risk management for today and tomorrow.
Risk management is at the top of the list of immediate concerns voiced by DerivSource members in recent surveys. In order to evaluate the various ways in which firms are improving operational processes and related functions to create more robust risk management practices, we are offering two complimentary webinars to look at risk management from two angles: the role of reference data and also the use of enterprise-wide strategies. Collectively, derivatives, risk and operational professionals that make up our membership will have a better handle on how other firms are improving risk management from both a strategic and practical level.
Below are the briefs for both events as well as registration details. Please register early to reserve your spot as space is limited.
Finally, if you have any questions for either webinar panel ahead of the event please feel free to email us the questions directly at events@derivsource.com
I hope you can join us and find the content useful.
Thank you.
Julia Schieffer
DerivSource Founder
A New View of Risk: Managing Risk Mitigation Practices and an ERM Culture in a New Regulatory Environment (Sept 29th)
Sponsored by SunGard
The view of risk, its reach and its function has shifted since the crisis hit in 2008. In a webinar, a panel of experts will explain how the risk culture has shifted post crisis and review how firms are building holistic risk management operations to gain greater controls of credit, market and liquidity risk and to support the new profit-making activities such as collateral trading.
Risk remains on the forefront of agendas for financial institutions as ongoing market volatility and regulatory reform in the US and Europe calls for investment in risk management practices capable of meeting the short-term risk mitigation needs and long-term compliance requirements. To do so requires the establishment of a firm-wide risk strategy capable of managing risks in various departments and across the entire organisation.
Out-dated methods of improving risk mitigation practices have been overtaken by larger, integrated risk management strategies which are supported by a shift from silo-based risk management culture to one focused on enterprise-wide risk management. The new integrated risk management strategies, which is more commonly supported at the executive level of financial institutions, is rapidly becoming the way forward for firm eager to establish a solid risk management foundation capable of resolving revealed inefficiencies in specific risk areas, such as credit or market risk, as well as providing the platform to adopt more sophisticated risk mitigation tools, such as advanced stress testing. A firm-wide view of risk and interrelation of various risk types across a firm also supports the development of risk-based profit-making activities such as collateral trading via credit valuation adjustment (CVA) practices.
In an interactive webinar, a panel of experts including risk managers and CROs will explain how both the risk culture, priorities and practices are changing to meet the new demands of 2011 and including new regulation and the need for a firm-wide view of risk. The audience will also learn about new trends and technologies available to support an enterprise-wide strategy and improve existing practices in managing specific risk types.
Speakers:
- Marcus Cree, Vice President – Market and Credit Risk Solutions at SunGard (Sponsor)
- Ed Hida, partner and global leader of our Risk & Capital Management service line and a partner with Deloitte & Touche LLP
- Sanjay Sharma, Chief Risk Officer, Global Arbitrage & Trading, RBC Capital Markets
Moderated by Julia Schieffer, Founder & Editor in Chief, DerivSource
More speakers announced shortly!
To register: https://uk-eval.webex.com/uk-eval/onstage/g.php?d=702859439&t=a
Webinar Sponsored by Interactive Data
New regulation forces financial institutions to invest in reference data to meet new reporting requirements but are firms missing an opportunity to improve data management as a means to strengthen risk mitigation practices?
Reference data is an integral part of changes required to comply with the new regulatory reporting requirements but increasingly firms are seeing the opportunity to centralise reference data, especially entity data, to better understand risk exposures and to support more robust, enterprise-wide risk management practices.
In a live webinar, a panel of data and risk experts will review the new regulatory reporting requirements and discuss how financial institutions can improve the management of reference data to comply with the new rules and better enable the firm to understand, monitor and respond to risk exposures including credit counterparty, concentration and operational risks.
Speakers:
Darren Marsh, Business Manager, Risk Management & Compliance Services at Interactive Data
Gert Raeves, TowerGroup
Moderated by Julia Schieffer, Founder & Editor in Chief, DerivSource
More speakers to be announced shortly!
To register: http://bit.ly/oXc7KT
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