Stress Testing & Risk Management - Master D - Master Data Management … · Credit risk Portfolio management Data & Analytics Stress testing and scenario analysis Risk management

in Banking Conference 2015 & Risk Management Stress Testing

• Neil Maree,Acting Deputy Head, South African Reserve Bank• Ronel Lloyd, Head: Corporate Operational Risk Management, ABSA Capital• Annelie Schnaar-Campbell, Head of Regulatory Impact & Strategy, Standard Bank• Gary Alleman, Managing Director, Master Data Management• Colin Hill, Senior Systems Engineer, SAS• Werner Bornman, Head: IT & Risk Governance, STANLIB• Fatima Shaik, Senior Manager: Stress Tests, First Rand Bank• Professor Eben Mare, Portfolio Manager, STANLIB• James Bernstein, Principal: Head of Risk Management Unit, Genesis Analytics• Rudi Sturm, Senior Manager Advisory, KPMG• Claire Coutas, Head: Risk, South African Bank of Athens• Yurika Pistorius, Group Compliance Officer, Clientele• Candice Sutherland, Business Development Consultant, SHA Specialist Underwriters

Meet some of your distinguished speaker panel

topics to be addressed Industry trending

Role of stress testing in financial markets The unaligned IT Risk Profile Utilising stress tests for risk appetite Guidelines for competitive success using analytics Challenges of developing an operational risk management framework

2 & 3 September 2015, Indaba Hotel, Johannesburg

Speaker companies

call us on: (011) 803 1553 or email: [email protected] for more informationtrade conferences international

Fortifying modeling capabilities towards stress testing frameworks in banking

The Banking industry is characterised by fierce competition and rapid pace of change, this nature of the industry has prompted professionals in this sector to increasingly gear their efforts towards managing risk and its implications on organisations as a whole.

Following the depth and duration of the financial crisis, the South African banking sector has been prompted to advance analytical tools to withstand severe economic shocks, such as low growth, high unemployment, high interest rates and heavy portfolio outflow.

In recent years, stress testing has gained avid popularity as an analytical tool for risk management. The implementation of risk management techniques - specifically stress- testing allows for the creation of tangible actions that enable evaluating potential contingency plans to counteract today’s volatile banking environment.

In an article published in the Business Report, South African banks had passed a stress test conducted by the International Monetary Fund during the second half of 2014. According to the Financial Stability Review, released by the Reserve Bank, the South African banking system was found to be able to withstand severe shocks as South African banks were adequately capitalised, with low impairment, or bad payment rates.

The Stress Testing and Risk Management in Banking Conference to be hosted on 02 & 03 September 2015 at the Indaba Hotel-Fourways, Johannesburg, will explore the development of this unique analytical strategy that is gradually becoming a significant risk management practice in the banking sector.

This conference has been structured to include a wide range of discussions on combating risk in the financial sector. In true TCI fashion, the programme will feature insights from the most expert professionals on risk management and applying stress testing techniques in South African banks.

Focusing on disaster recovery, fraud, analytics and information security practices, attending delegates can look forward to comprehensive presentations comprising of in depth knowledge and approaches that can be implemented to effectively overcome risk factors.

It will provide a unique platform for all risk management; stress testing, disaster recovery, fraud, analytics and information security practitioners and professionals from the financial sector, to share latest techniques and insights with our formidable speaker panel in building and implementing stress testing models to develop a holistic approach to risk management practices.

Assimilating stress testing frameworks in overall governance & risk management culture

Who should attend?The event will be targeted towards professionals dealing with:

◆ Credit risk◆ Portfolio management◆ Data & Analytics◆ Stress testing and scenario analysis◆ Risk management and reporting

◆ Risk assessment and modelling◆ Strategic planning and forecasting◆ Regulation, compliance Basell iii and solvency ii reporting◆ Economic capital and capital adeqaucy◆ Market risk and control

◆ Test programming◆ Disaster recovery◆ Statistical modelling◆ Fraud◆ Information security◆ Auditing

Yolisa Nyoka, Project Manager, [email protected]

Risks included in centralbank stress tests

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Not included in stress testsIncluded in stess tests

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Sources: IMF Financial Sector Assessment Program; central bank publications

Hearthe latest techniques and innovation for building effective models for stress testing

Engageand network with leading risk management & stress testing professionals in the industry

Understandthe current macroeconomic conditions in the South African banking sector

Examinebest practices in the risk management framework

Gaininsight into early detection strategies for spotting weak spots for your organisation

1

2

3

4

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Reasons why you should attend this conference...


Looking forward to seeing you there!

Meet some members of your speaker panel

Neil MareeSouth African Reserve Bank

Colin HillSAS

James BernsteinGenesis Analytics

Ronel LloydABSA Capital

Annelie Schnaar-CampbellStandard Bank

Yurika PistoriusClientele

Candice SutherlandSHA Specialist Underwriters

Claire CoutasSouth African Bank of Athens

Rudi SturmKPMG

Gary AllemanMaster Data Management

Werner BornmanStanlib

Professor Eben MareStanlib

Why delegates attendTCI Conferences

11% Top class speakers18% Booked by organisation25% Networking possibilities46% Interesting programme and topics

More about the organiserTrade Conferences International was established in 2002 and has since been delivering excellence in financial, IT, marketing and retail conferencing. It has fast become one of South Africa’s leading and most recognised commercial conference companies, and through in-depth and thorough research TCI has mastered the art of organising highly relevant niche industry events.

With the backing of a dedicated team working behind the scene, TCI is committed to bringing delegates exceptionally good quality events. Topics are carefully selected to ensure that attendees are only addressed on subject matter that is solely focused on the opportunities, issues and challenges faced in their specific profession and industry respectively.

TCI’s signature events include the major Mobile Banking and Payments Southern Africa Conferences and Exhibitions, Banking Channel Management Conference and Core Banking Solutions Conference, Private Banking & Wealth Management Conference, Pricing and Billing Conference, Trade Finance Conference, Global Transaction Conference and Cross Border Payments Conference, Mobile Financial Conference and Retail Banking Digitalisation Conference.

Trade Conferences International

Upcoming conferencesVendor Management and Outsourcing Conference- 5 & 6 August 2015, JohannesburgCyber & Mobile Security Conference- 26 & 27 August 2015, JohannesburgTrade and Export Finance Conference- 16 & 17 September 2015, JohannesburgMicro Insurance Conference- 7 & 8 October 2015, JohannesburgAnti-money Laundering Conference- 14 & 15 October 2015, JohannesburgInsurance Data and Predictive Analytics Conference Cape Town- 21 & 22 October 2015, Cape Town


90% OF DELEGATES SAY THAT TCIevents are worth attending

97% OF CONFERENCE ATTENDEES SAY THATTCI events are well organised

350+ TOP CLASS EVENTShave been organised since 2002

10 000 + DELEGATES IN ATTENDANCEover the last 13 years

HAVE A GLANCE AT OUR CONFERENCES

Enquire today! visit www.financialconferences.co.za

Day 1: Wednesday, 2 September 2015 Day 2:Thursday, 3 September 201508:00 Morning tea & refreshments 08:50 Opening remarks

Current stress-testing landscape in banking09:00 Developments in stress testing framework • regulatory philosophy shift • international escalation of stress testing • imperatives for an efficient stress testing framework AnnelieSchnaar-Campbell,Head:financialimpact&strategy, Standard Bank

09:40 Enterprise risk management framework and the high level view of ICAAP • the ermf • why enterprise risk management • ermf explained • background discussion on ICAAP • ICAAP structure • Basel requirements • ICAAP process,ICAAP capital requirements, ICAAP supervisory process Claire Jane Coustas, Head of Risk, South African Bank of Athens

10:20 Assessing the banks system capital adequacy • application of macroeconomic scenarios to explore specific vulnerabilities in the organisation • ensuring asset valuations are appropriately reflected in adequate provisions • translation of scenarios into projection of profit and capital ratios Fatima Shaik, Senior Manager: Stress Tests, First Rand Bank

11:00 Mid-morning refreshments

Stress testing in the banking environment11:20 Macroeconomic stress testing-a regulators perspective • icaap requirements • macroeconomic scenarios • governance • linkage to risk appetite • reverse stress testing Neil Maree, Acting Deputy Head, South African Reserve Bank

12:00 Stress testing in credit risk management • using stress tests as a qualitative and quantitative approach • credit risk impact on available, regulatory and economic capital • estimating future capital requirements • using stress testing to set optimal capital levels • integration of stress testing through the use of software/systems Rudi Sturm, Senior Manager Advisory, KPMG

12:40 Lunch

Risk governance policies & procedures13:40 Exploring best practices to avoid legal risk in the banking sector • identifying legal challenges in your organisation • capitalising on risk assessment with legal and regulatory framework • application of the risk based approach • strengthening the banks transparency and disclosure YurikaPistorius,GroupComplianceOfficer,Clientele

Creating resilience towards market shocks 14:20 Money laundering: preventative strategies • examining regulatory compliance • developing stringent monitoring systems to report on suspicious transactions • creating a confidential reporting system for staff members • examine reporting procedures CandiceSutherland,BusinessDevelopmentOfficer, SHA Specialist Underwriters

15:00 Open discussion 15:30 End of day one

08:00 Morning tea & refreshments 08:50 Opening remarks

Sophisticated approaches to risk management09:00 Trends in risk management-Upping the game • moving towards an enhanced regulatory environment • risk management in the business model of the bank • importance of a stress testing model • elevating the application of behavioural risk management James Bernstein, Head of the Risk Management Unit, Genesis Analytic

09:40 Making risk more transparent in your organisation through stress testing • estimating potential losses on a portfolio in abnormal markets • developing a consistent, enterprise wide-risk culture • making a comparison of risks across different asset classes and exposures • demonstrating potential vulnerability of a particular product or position through stress testing Ronel Llyod, Head: Corporate Operational Risk Management, ABSA Capital

10:20 Enhancing effectiveness of operational risk management • setting up of groups risk management framework • combine & integrate the strategy development and risk identification framework process • capture sufficient data to allow the organisation to assess performance against its risk appetite • providing oversight and independent reporting Colin Hill, Senior Systems, SAS

11:00 Mid-morning Refreshments

Adoption of analytical tools for risk management in banking

11:20 Applying predictive intelligence in risk management practices • changing global and economic uncertainty driving the need for more analytics application in risk management • role of catastrophe modelling in risk management • use of advanced methodological & analytical frameworks • application of early warning systems stringent scenario planning risk indicators across locations & products Professor Eben Mare, Portfolio Manager, Stanlib

12:00 Regulatory reporting: The data imperative • the regulatory burden on financial institutions is ever increasing • new regulations place increasing importance on the quality of risk data underpinning regulatory reports • external regulatory deadlines often cannot be met due to bottlenecks at data aggregation and metrics level • the value of a standardised, self-service data assurance solution for regulatory compliance & stress testing Gary Alleman, Managing Director, Master Data Management 12:40 Lunch

Building the engine for growth: Looking into the future13:40 Guidelines for competitive success using analytics • availability of sufficient volumes of high quality • using sophisticated analytics analytics across multiple aspects of the organisation • assessment of the likelihood of customer attrition • developing broader IT capabilities for extracting, loading and maintaining data • applying analytical models for financial performance & cost management WillemEhlers,ChiefOperatingOfficer,MonocleSolutions

14:20 TheunalignedITRiskProfile • IT risk management challenges • Translating IT risk to business dictionary • Unknown risk chasm IT needs to cross • IT risk at the speed of light-managing for constant change Werner Bornman, Head of ICT Governance, Risk & Compliance, STANLIB

15:00 Open discussion 15:30 End of day two


Comments from previous delegateswho attended our

previous risk related conferences

Sponsoring and exhibiting opportunities at the Stress Testing & Risk Management Conference 2015Trade Conferences International is known for bringing representatives from top companies in Southern Africa together.Ourfinancialeventsinthelast2yearsalonewere attended by more than 1000 professionals - all representatives of top industry players.

TCI offers sponsoring or exhibiting companies the perfect chance to increase awareness, sales leads, exposure amongst our target audience, as well as ranking yourself as an industry leader.

This event creates a unique platform for sponsors and exhibitors to reach high powered delegates and receive maximum exposure to their products and services. Exhibiting your company’s products or services also allows you excellent networking opportunities. It gives the sponsoring companies an opportunity to penetrate the market and position itself as an active participant in the retail and financial sectors in South Africa.

With sponsorship opportunity packages starting at R5 000, there is a cost effective way to penetrate the market while balancing your budget. Sponsorship packages available include, lunch sponsor, sponsorship of delegate bags, folders, conference material etc. If you are a service provider, dealing with retail and financial systems, this is YOUR opportunity to align yourself as a major role player.

YOUIf answer yes to these

5 questionssponsoring/exhibiting at the Stress Testesting in Risk Management Conference 2015 is the right option for

your marketing mix:

1 Do you want to maintain your company’s reputation for being involved and committed to innovation within stress testing in risk management ?

2Do you want to gain direct access to a high quality and niche focused audience?

3 Do you want to provide a permanent reminder to attendees of the services and products provided by your company?

4Do you want to position your company’s profile as a leader in the stress testing arena?

Do you want to generate sales leads and add possible clients to your database?5

Recent sponsors and exhibitors include:


“Thank you for the good conference, I really learned a lot from it. Also the workshop, good presenter you had

organised there!” Nonhlanhla Mahlambi, Registrar of Insurance &

Retirement Funds

“Organizer was very helpful and professional” NobusiMabuto,SouthAfricanPostOffice

“Good conference”Tinus Oberholtster, Evesis Software

“An excellent selection of speakers on the various topics,obtained invaluable information and processes when

deploying cloud computing! A well-structured conference.”Roopchand Maharaj, Umgeni Water

“Great networking platform” Keith Alexander, Principa

“Well planned and all speakers had a wealth of knowledge”

Alice Nkuna, Nedbank

“Very good quality of speakers and presentations, TCI was also very accommodating”

Amanda le Roux, Mascom

“What I liked most about the event is that it covered a wide range of topics” Brian Smit, Nedbank

ABSA * Stanlib * FNB Namibia * Standard Bank * RMCS * Engen Petroleum * Ubank * Capco * Nedbank * Direct Axis * SA Post Office * Real People * Business Connexion* FNB * Fundamo * Capitec Bank * Nokia * Investec * Altech Nu Pay * Postbank * Bridge * Sabric * Old Mutual * Debiti Data * Pepstores * Standard Lesotho Bank * Bank Windhoek * SARB * FNB Credit Card * Setcom * CPW Systems * Paycorp Holdings * Kingdom Bank Zimbabwe * African Bank * Blue Label One * Cabs * Carteira Movel SA * Shoprite * Tele Tech * Mobile Money Africa * Pocit * ACI Worldwide * NCR Corporation * Bayport Financial * Services * SC Group * Afrisam * Department Of Science And Technology * City Of Tshwane Municipality * Medscheme * Eskom * Land Bank * Monentum Investments * Registrar Of Insurance And Retirement Funds * Cell C * Vela Cash Loans * Debt Tec * Pic Solutions * John Craig * Talking Tech * Blackbird Group * Nics * National Housing Finance Corporation * Onesys * Expert Decision Systems * The Foschini Group * Eyenza Mobile Money * Pasa * Tips * Bankserv Africa * Payments Association Of Namibia * Gijima * Bozza * FNB Botswana * Western Union Financial Services * Telesure Group Services * Namclear * Bank Of Namibia * FinChoice * Metropolitan Life * Bank Seta * Seriti Institute * Beyond Payments * Total SA * C & R Brand Solutions * Sanlam * Liberty Life * Waterlinx Pool & Spa * Flight Centre

Companies which have recently attended our conferences include:

2 & 3 September 2015, Johannesburg

in Banking Conference 2015 & Risk Management Stress Testing

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Please note: Upon receiving the registration form, an invoice will be issued electronically. When payments are made, please supply the bank with your company name as reference.Fees include lunch, refreshments and conference documentation. The organisers reserve the right to make necessary changes to the programmes, speakers, venue or the dates should the need arise.

CANCELLATIONS will only be permitted within 5 days of registration. Thereafter your organisation will be held liable for payment of the full amount with no exceptions. Cancellations must be done in writing and forwarded to Trade Conferences International at [email protected] or faxed to 086 582 2981.

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SPONSORSHIP AND EXHIBITION REGISTRATION FORMThe size of your budget doesn’t matter. TCI will create the right branding opportunity for you

Please tick the option/s you are interested in and either fax or email the form back to TCI: Fax: 086 582 2981, or e-mail to [email protected]

Take note: All sponsorship, promotional values, packages are priced without Value Added Tax (VAT). Packages and prices are not final and can be tailored to suit your needs. Prices and packages are subject to change from either the organisers or the sponsoring company pending on agreement, with or without prior notice. Prices are dependant on number of pro-jected attendees, promotional items, design, material, and or manufacturing and printing costs per event. Prices do not include any form of logistics in South Africa or globally. Prices quoted are the promotional value and does not necessarily include the promotional or marketing items. Prices stated are minimum.Upon receiving the signed sponsorship form, an invoice will be issued electronically which must be processed within five days after forwarded. Once the sponsorship form has been completed, the company will be held responsible for payment. When payment is made please supply the company name. The organisers reserve the right to make necessary changes to the venue or programme should the need arise.

GOLD/ SILVER/ BRONZE SPONSORSHIP PACKAGES (Details on request) DELEGATE GIFTS: R8 000 DELEGATE FOLDERS: R8 000COFFEE & REFRESHMENT AREA: R25 000 NAME BADGES: R8 000BRANDING OF REGISTRATION AREA: R35 000 BEVERAGE SPONSOR: R5 000VISITORS & DELEGATES CARRY BAGS: R10 000 PROMOTIONAL INSERTS: R8 000 PROMOTIONAL GIFTS: R10 000+ OPEN EXHIBITION SPACE: R12 500All the above prices are quoted without VAT. (Open exhibition space includes lunch for two)

4 Simple ways to registerE-mail: [email protected] Tel: 011 803 1553/0009

Trade Conferences InternationalPO Box 665, Fourways, 2055 Fax: 086 582 2981

REGISTRATION DETAILS:

Documents

Stress Testing & Risk Management - Master D - Master Data Management … · Credit risk Portfolio management Data & Analytics Stress testing and scenario analysis Risk management