21
November
8:30 — 17:00
Codanhus
Gammel Kongevej 60, København
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Risk Conference

FRTB – Alternative Investments – Operational Risk

Program

8.30  Registrering

8.50 Velkomst

FRTB – Fundamental Review of the Trading Book

9.00 In English

Dr. Christian Schmaltz, Associate professor for banking, Århus University
The FRTB -program: interdivisional challenges

Marcus Cree, FRM, Risk Specialist, Misys
Fundamental approach to re-architecting market risk rules – a technical perspective

10.30 Kaffepause

10.45 Bo Boisen, Director FRTB & Risk Platform
Group Market and Counterparty Credit Risk, Nordea
Practical Operational Implementation of FRTB – Journey from A to B

11.30 Panel Discussion
Dr. Christian Schmaltz – Bo Boisen – Marcus Cree
Moderator: Kenneth Brandborg, Capital Market Partners

12.00 Frokost

Alternative Investments from a Risk-Management Perspective

13.00 Søren Plesner, cand.polit., CFA, PRM & FRM, ekstern lektor på CBS
Risk Management under AIFMD

Thomas Meyer, Managing Partner, LDS Partners
The private equity risk conundrum – risk measurement and the role of the risk manager

14.30 Kaffepause

Operational Risk

14.45 Jakob Hermansen, CRO i VP
Operationel risiko – faldgruber og svagheder ved silotankegangen

15.30 Martin Falk Leisner
Operationelle risici og systemiske virkninger – behov for (bayesianske) neurale netværksmodeller?

15.45 Pause

16.00 Key note: Jesper Berg, direktør, Finanstilsynet
Alternative investeringer – er der styr på risikoen?

16.45 Networking, øl og sandwiches på nærliggende bar.

Priser

Risk-Netværksmedlemmer: inkl. i netværkskontingent
Medlemmer: kr. 1.875
Særtilbud for ikke medlemmer: kr. 1.875

Downloads

Dr. Christian Schmaltz, Århus University

Marcus Cree, Misys

Bo Boisen, Nordea

Søreb Plesner, CBS

Thomas Meyer, LDS Partners

Jakob Hermansen, VP

Martin Falk Leisner

Jesper Berg, Finanstilsynet

Details

Date:
21. November 2016
Time:
8:30 - 17:00
Event Category: