Enterprise Risk Management 2.0 – Looking to the Future
Thought Leadership Webinar: Over the last year, we have seen a number of regulatory changes and exercises in the forward-looking area of Enterprise Risk Management and Enterprise Stress Testing. Banks now have to deal with these new and demanding expectations and incorporate them into their existing business and regulatory processes. A particularly notable experience last year was the EBA 2018 Stress Test. Join this webinar to learn about these recent regulatory and industry trends in the area of forward-looking Enterprise Risk Management and Enterprise Stress Testing.
Webinar Experts CRL Credits
Principal Risk Management Advisor
May 22, 2019
10:00 - 11:00 a.m. US EDT
2:00 - 3:00 p.m. GMT
Financial Institutions around the world have been exposed to increasing regulatory scrutiny and complexity over the last few years. Satisfying regulatory requirements on historical performance (Pillar 1) is no longer sufficient. Banks now have to spend increasing effort to demonstrate to regulators and stakeholders that they can satisfy these performance requirements also in the future periods. In addition, the adoption of the IFRS 9 Expected Credit Loss Impairment model last year introduced additional complexities and considerations for banks in the forward-looking performance management area. In this webinar, we will discuss the key aspects of banking performance management and will zoom into the latest developments relevant for the forward-looking Enterprise Risk Management and Stress Testing in particular.
Key topics addressed in this webinar:
- Historical vs forward-looking performance and Enterprise Risk Management
- The latest regulatory and industry developments in the area of forward-looking Enterprise Risk Management and Enterprise Stress Testing
- Lessons learned from the 2018 EBA EU wide Stress Test exercise
- Implications and complexities introduced by IFRS 9 into forward-looking performance management and stress testing
- Future outlook
|About Our Experts
Peter Plochan is Principal Risk Management at Advisor at SAS Institute assisting institutions in dealing with their challenges around finance and risk regulations, enterprise risk management, risk governance, risk analysis and analytics. Peter has a finance background (Master’s degree in Banking) and is certified Financial Risk Manager (FRM) with 12+ years of experience in risk management within financial sector. He has assisted various banking and insurance institutions with large-scale risk management implementations while working both internally and also externally as a risk management advisor (PwC).
|Continued Risk Learning Credits: 1
PRMIA Continued Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee. The CRL program is open to all Contributing, Sustaining, and Risk Leader members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center. To request CRL credits, please email [email protected].
| Membership Type
| Sustaining, Corporate, and RIM Members
| Contributing Member
| Non Member
If this is your first time accessing the PRMIA website you will need to create a short user profile to register. Save on registration by becoming a member.
Online registration not available.