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

STREAMS SESSIONS: TUESDAY

Banking: Thriving in a highly regulated world Perspectives on Risk Management from Non-Financial Institutions

GRAND BALLROOM, FLOOR 16 SALON I, FLOOR 17 11:00 AM – 12:00 PM Ensuring Portfolio Management as a Core Competence Within Enterprise Risk Management Modeling ‘Originate & Hold’ Portfolios in RiskFrontier

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12:00 – 1:00 PM LUNCH - Skyline Room and BIRDS OF A FEATHER ROUNDTABLES - 1:00 – 2:00 PM Driving Successful Risk Technology Projects Keeping It Arm’s Length: Determining credit worthiness in a transfer pricing context 2:00 – 2:30 PM BREAK BREAK 2:30 – 3:30 PM From the Trenches: Implementing Basel II and beyond Risk Management in Corporates: How Basel III changes the landscape 3:30 – 4:00 PM BREAK BREAK 4:00 – 5:00 PM Effjcient Risk Transfer Between Institutions: Back to the future? Credit Impairment Framework and Using Public EDFs for Accounting

RPC 12

MOODY’S ANALYTICS RISK PRACTITIONER CONFERENCE 2012

Sharing insight and best practices in risk management Monday, October 15 6:30 PM Welcome Reception & Dinner Terrace, fmoor 16

Current Trends and Broader Risk Practitioner Perspectives Modeling & Insights Product Highlights & Strategy

GRAND SALON, FLOOR 17 SALON II, FLOOR 17 SALON III, FLOOR 17 Modeling ‘Originate & Hold’ Forecasting and Stress Testing Retail Credit Risk Value Investing in Credit Markets Regulatory Capital and Liquidity Risk Compliance TABLES - Solutions Café (lunch provided) Grand Foyer, fmoor 16 A Dynamic Approach to Loss Forecasting and Stress: Testing bank retail credit cash fmows CCAR Stress Testing and Its Implications for Risk Measurement and Management Public Firm EDFs

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Innovations for credit investing and stress testing BREAK BREAK BREAK New Capital Regime and Enterprise-wide Stress Tests New Risk Management Techniques That Improve Strategic Planning Commercial Real Estate BREAK BREAK BREAK Using Public A Credit Stress Testing Framework: Uses and challenges within bank management Modeling Credit Correlations Using Macroeconomic Variables Innovations in RiskCalc

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(Private Firm PD Model) 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

STREAMS SESSIONS: WEDNESDAY

Banking: Thriving in a highly regulated world Risk Management Perspectives from the Wider Risk Community

GRAND BALLROOM, FLOOR 16 SALON I, FLOOR 17 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 Implementing a Dual Risk Ratings Infrastructure Practitioner’s Perspective: Stress testing a CRE portfolio 2:00 – 2:30 PM BREAK BREAK 2:30 – 3:30 PM Tail Wagging the World: Financial crisis, new regulation and effective tail risk management Best Practices in Credit Portfolio Risk Management for Buy-side Managers 3:30 – 4:00 PM BREAK BREAK 4:00 – 5:00 PM The US Financial Regulatory Reform Agenda: Where are we and what comes next? Economic Capital Modeling Implementation at Insurance Groups 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

Current Trends and Broader Risk Practitioner Perspectives Modeling & Insights Product Highlights & Strategy

GRAND SALON, FLOOR 17 SALON II, FLOOR 17 SALON III, FLOOR 17 : t s CCAR: Current regulator and practitioner perspectives Measuring Bank Risk: A new approach and new insights Insurance Risk Management TABLES - Solutions Café (lunch provided) Grand Foyer, fmoor 16 Stress Testing for Capital Adequacy Advances in Public EDF Model Research RiskFrontier

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Evolving Role of Economic Capital BREAK BREAK BREAK

• lio Risk Management

The Validity of Validation Loss Given Default as a Function of the Default Rate Beyond Spreading: Data management, regulatory compliance, stress testing, and more BREAK BREAK BREAK Capital Modeling The Evolution of US Basel II Operational Risk Advance Measurement Approach (AMA) The Financial Patterns of Distressed Commercial Properties & The Borrower Behavior Consumer and Retail Credit Forecasting Thursday, October 18 9:00 AM – 12:00 PM Credit Assessment and Origination Roundtable (registration required) Salon I, fmoor 17

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FLOOR PLAN: 16TH FLOOR

RPC 12

MOODY’S ANALYTICS RISK PRACTITIONER CONFERENCE 2012

Sharing insight and best practices in risk management

RPC 12

MOODY’S ANALYTICS RISK PRACTITIONER CONFERENCE 2012

Sharing insight and best practices in risk management

17

FLOOR PLAN: 17TH FLOOR