Presentation Handouts and Recordings

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McKinsey & Company

Workshop 1 - Operational Risk Management
Wed. March 28

Session 1: Defining and Classifying Operational Risk

Session 2: Talent Management—The Soft Component of Operational Risk

Session 3: Getting Started: Structuring a Robust Operational Risk Management Framework and Process for Your Company

Session 4: Connecting Operational Risk Management and Strategic Risk Management
Workshop 2 - Banks and Insurers: Separate Paths but a Common Destination—Practical Tools Shared Between Financial Service Industries
Wed. March 28

Session 1: ERM Basics for Banks and Insurers

Session 2 & 3: Banking/Insurance Tools and Techniques—Building Blocks of Success

Session 4: Roundtable—What Have We Learned and Where Do We Go Now?
Workshop 3 - ERM Essentials for Decision Makers
Wed. March 28

Session 1: Lecture: ERM Fundamentals

Session 2: Case Study: Critical Factors in ERM Implementation

Session 3: ERM Tools and Techniques— Building Blocks of Success

Session 4: Case Studies: ERM Implementation
Opening Remarks 
Thurs. March 29 | 8:00 - 8:10 a.m.
General Session 1 - Convergence of ERM Practices: The Global Business Perspective 
Thurs. March 29 | 8:10 – 9:40 a.m.
Concurrent Sessions 1
Thurs. March 29 | 10:00– 11:15 a.m.

ERM: The State of the Art Track L

Economic Capital: Market Perspective Track RCM

ERM in Banking Track E

Defining Risk Appetite Track CI

Seeking Standardization in Fair Value, Risk Measures and Simulation Track A1

Risk-Adjusted Profitability by Line of Business Track A2

Hedge Funds Under a Regime-Switching Model Track R
Concurrent Sessions 2
Thurs. March 29 | 11:45 a.m. – 1:00 p.m.

Environmental Impact Track L

Economic Capital: Company Perspective Track RCM

ERM in Energy Track E

Corporate Strategy Impact on ERM Track CI

Economic Scenario Generation Track A1

Status of ERM Initiatives Track A2

Enterprise Risk Management, Value Maximization, and Market Frictions Track R
General Session 2 - View from the Top
Thurs. March 29 | 2:15 – 3:45 p.m.
Concurrent Sessions 3
Thurs. March 29 | 4:15– 5:30 p.m.

Terrorism/Extreme Event/Emerging Risk: Decision Making Under Extreme or Emerging Risks Track L

Reinsurance for Risk and Capital Management Track RCM

ERM in Asset Management Track E

Optimizing ERM Through Integrated Governance, Risk Management, and Compliance Track CI

Parameter Risk, Credit Risk Analysis Track A1

Beyond Basel II – Leveraging Economic Capital to Achieve Strategic Objectives Track A2

Measuring Operational Risk Interdependencies using Interpretive Structural Modeling Track R
General Session 3 - The Role of ERM in Regulation 
Fri. March 30 | 7:45 – 9:10 a.m.
Concurrent Sessions 4
Fri. March 30 | 9:35 – 10:50 a.m.

ERM in Insurance Track L

New Rating Agency Capital Models for Property Casualty Insurance Companies Track RCM

Case Studies of ERM in Financial Regulation Track E

Value of ERM Track CI

Scientific Paper 1 Track A1

Scientific Paper 2 Track A2

Alphas, Not Just Betas, Drive Economic Capital Calculations Track R
Concurrent Sessions 5
Fri. March 30 | 11:15 a.m. – 12:30 p.m.

Interdisciplinary Panel Track L

Economic Capital Based on Stress Testing Track RCM

Corporate Risk Management Track E

Technical Innovations: Dashboards Track CI

Scientific Paper 3 Track A1

Challenges to ERM Operations for Insurers Track A2

Risk Terminology and Measurement Modeling—Differences and Commonalities Across Organizations and Industries Track R
Featured Speaker - Behavorial Financial Implications for ERM—Valuation Evolution from Efficient Markets 
Fri. March 30 | 12:30 – 1:50 p.m.
General Session 4 - ERM Perspectives 
Fri. March 30 | 1:50 – 3:15 p.m.