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Since regulatory reporting began in the sleepy chalet of Basel in the late eighties with a series of measures aimed at bank capital, regulators have always wrestled with the concept of a singular approach to all facets of risk management, and a single number representing every single risk impacting an organisation.  Senior management too, grapples with several numbers presented for each risk, but are unable to answer the simple question, “what is the total risk to the bank?”

As part of risk and control assessment process, organisations collect a lot of information about risks at various levels across the organisations. However, it is generally difficult to aggregate the detailed information about risks at a business division or group level to create an aggregated view of risk exposure.

Sound risk management in financial firms and risk-sensitive prudential supervision generally are each based on comprehensive assessments of the risks within financial firms. Risk aggregation – the process of combining less-comprehensive measures of the risks within a firm to obtain more comprehensive measures – is fundamental to many aspects of risk management as well as risk-sensitive supervision.  Note that “risk aggregation” in this sense does not refer to the various management and information systems challenges associated with ensuring that risk information is effectively and appropriately reported across the firm or group to the respective responsible management areas; although this is a necessary step for risk management generally.

Risk aggregation provides necessary information that enables effective group-wide or enterprise-wide risk management, as well as a wide variety of other key business decisions and business processes. However, the financial crisis that began in 2007 highlighted at least some degree of failure of risk aggregation methods. Many organisations now acknowledge that “model risk” in this area may be higher than previously recognised. Despite that recognition, there has been surprisingly little movement by most of these firms to reassess or revise risk aggregation practices in significant ways.  An enterprise-wide approach to risk management can make a significant and tangible difference to the bottom line and is becoming increasingly necessary to meet the growing demands for transparency and regulatory oversight.

However, managing risks across large organisations can be a real challenge. In particular the process of identifying the impact of multiple risks on an organisation requires the ability to aggregate risks both vertically and horizontally.  During the course, the participant will understand:

  • Aggregating data at risk level. Data may include incidents, issues, control assessment outcomes, control testing outcomes and key risk indicators.
  • Aggregating data at risk category level. Aggregating exposure of risks owned across different business unit to a single risk category (e.g. External Fraud).
  • Aggregating data at business unit level. Aggregating exposure of different types of risks at the business unit level.
  • Aggregating data at different levels within the organisation structure e.g. Division and Group level.

Attend this two-day interactive course to learn how to create and establish methodologies for gathering data, aggregating data, and for presenting results of data analysis. Also, get updated on the latest from financial regulators, Enterprise Risk think tanks and be introduced to best practices. The focus on data integrity and transparency coupled with management’s reliance and use of data makes this workshop extremely timely.

Discussions will include risks and controls as well as provide management insights into best practices in this area. More importantly, this course will demonstrate the complexities and requirements of organizations in this information age. Data drives decisions and protection and management of data including how to interpret, and aggregate data together are valuable assets for any individual.  Learning objectives include:

  • Identify and classify data
  • Creation of data aggregation methodologies that help management decision making
  • Confirm control design and implementation
  • Share best practices already in place
  • Provide insight to regulatory concerns

The course is aimed both at the student and the practitioner; it is provided in a structured format with exercises for each topic, and covering events from across the world, covering all crises including the current Covid-inspired shortfall.

Regulators, analysts, risk and banking professionals who need to better understand the risk aggregation dynamics, as well as the mathematically curious who wish to understand the intricacies involved in the risk aggregation process.

The course is targeted at an intermediate level and assumes a basic understanding of banking products and services.

Suresh Sankaran

Puesto: HEAD RISK GOVERNANCE

Empresa: METRO BANK (UK)

Con más de 30 años de experiencia y carrera bancarias, Suresh Sankaran ha formado parte de algunas de las organizaciones del sistema financiero con mayor renombre a nivel mundial, entre ellas el Grupo del Banco Mundial, HSBC, ABN-AMRO, KPMG y Fiserv.

Suresh recientemente se incorporó a Metro Bank (UK) como head Risk Governance y previo a ello se retiró de Kamakura Corporation donde fue el Director de Riesgos. Suresh posee un gran conocimiento y una amplia perspectiva sobre los diferentes aspectos del riesgo y en sus diversos roles ha asesorado a jefes de gobierno, bancos mayoristas, comerciales y de inversión, tesorerías corporativas, aseguradoras y gestores de fondos. Su especialidad es el riesgo de liquidez, y es autor de varios documentos sobre el riesgo ajustado por liquidez. Sus trabajos y aportaciones sobre liquidez y su impacto en el mercado y los riesgos crediticios han sido reconocidos por profesionales y colegas de la industria.

Suresh realizó una campaña muy exitosa llamada “Another One Bites the Dust”, en la cual analizó datos de más de 40 países e intentó predecir la próxima gran crisis por default, en ella identificó el camino de default de dos organizaciones antes del evento real en una serie de publicaciones muy bien documentadas en su blog. Suresh se ha destacado como un expositor internacionalmente respetado en asuntos relacionados con el riesgo y ha brindado talleres de capacitación a reguladores de todo el mundo, incluso con el Instituto de Estabilidad Financiera del Banco de Pagos Internacionales, donde es un orador destacado.

Ha impartido talleres de capacitación a la mayoría de los reguladores europeos y asiáticos, la Reserva Federal, así como a varios gobiernos africanos. También se ha desempeñado como catedrático en varias universidades prestigiosas, incluida la London School of Business. Cuenta con una licenciatura en Finanzas con especialización en Matemáticas y Contabilidad y es un Contador Público calificado.

El programa tiene una duración de 20 horas efectivas, divididas en 8 sesiones de 2 horas 30 minutos cada una.

Fechas:

Inicio: Lunes 18 de Abril del 2022

Abril: 18, 20, 25, 27

Mayo: 2, 4, 9, 11

Fin: 21 de Mayo

Horario: 17:00 a 19:30 Horas, Hora Ciudad de México

Duración: 8 días, 20 Horas.

Inversión por persona:

Etapa 1: $19,000.00 MXN + I.V.A.

(precio válido hasta el 14 de enero 2022)

Etapa 2: $22,000.00 MXN + I.V.A.

(precio válido del 15 de enero al 1° de marzo 2022)

Etapa 3: $25,000.00 MXN + I.V.A.

(precio válido del 2 de marzo al 18 de abril 2022)