The VII Annual Conference "Operational Risk Management Op|Risk|2019" was held on March 19, 2019 in Kyiv, Ukraine.
The purpose of the Conference was to exchange experience in managing operational risks in accordance with the best international practices and requirements of the NBU Resolution No. 64, as well as in countering cyber threats and fraud in the Digital era and the use of modern information technologies in these areas.
Program
0830-0900 Delegates Registration. Welcome Coffee
0900-0910 Conference Opening
0910-1100 Session: Corporate Governance and Risk Management
* Session Moderator: Igor Frantskevich, Chairman of Steering Committee, GARP Ukraine
1. Resolution of the NBU No. 64 assigned the Bank’s Supervisory Board the full responsibility for creating a comprehensive, adequate and efficient risk management system.
o What are the major risk KPIs used by the Supervisory Board for oversight risks?
2. The Risk Management and Compliance Division should now report directly to the Supervisory Board of the bank.
o How to efficiently organize interaction and reporting between the Risk Management Divisions and the Compliance Division on the one hand, and the Supervisory Board and the Management Board of the bank on the other?
3. Why are independent directors obligatory in the Supervisory Boards of banks?
o Case studies: How did the independent directors of the Supervisory Board help strengthen the risk management function and avoid major threats to the banks?
0910-1000 The Role of the Supervisory Board in Risk Management of PrivatBank
o Steven Seelig, Independent member of the Supervisory Board, Chairman of Risk Committee, member of Audit Committee, PrivatBank
1000-1030 Is It Possible to Ensure the Effective Work of a Member of the Supervisory Board in Building a Risk Management System Subject to Non-Interference in Operational Activities?
o Yuriy Blashchuk, Independent member of the Supervisory Board, Ukrgasbank
1030-1100 What Are the Major Risk KPIs Used By the Supervisory Board for Oversight Risks?
o Taras Prots, Chief Risk Officer, Board Member, OTP Bank
1100-1130 Coffee Break
1130-1300 Session: Methodology and Models of Operational Risk Assessment and Management. Part One
* Session Moderator: Igor Budnyk, Chief Risk Officer, National Bank of Ukraine, Member of Steering Committee, GARP Ukraine
1. Key risk indicators (KRIs) - methods, correctness of determination, complexity.
2. Automation of data collection on events and losses of operational risk: maximum use of the bank's ODB / ABS.
3. Self-assessment of operational risk. Examples of how and by whom your bank conducts an operational risk self-assessment. The role of self-esteem; How to get the complexity of self-esteem with adequate costs?
4. Stress testing of operational risk. Examples
5. Models of a monetary assessment of operational risk (using also statistical models).
6. Information risk assessment models
7. Risk appetite for operational risk: a reasonable number of indicators. The balance between quantitative and qualitative indicators.
8. Risks of third parties (outsourcing).
1130-1200 Operational Risk Management at Raiffeisen Bank Aval
o Julia Savulyak, Director of Integrated Risk Management Department, Raiffeisen Bank Aval
1200-1230 Operational Risk Assessment Model and Approach to Determining Appetite Risk for Operational Risk
o Rostislav Kiryanenko, Head of Operational Risk Management, Alfa-Bank
1230-1300 Automation of the Operational Risk Management Process: Maximum Use of Bank ABS Data
o Lyubov Kvach, Head of Active Banking Operations and Risk Assessment, CS Ltd, Yuriy Antonenko, Head of Risk Assessment Team, CS Ltd
1300-1400 Lunch
1130-1300 Session: Methodology and Models of Operational Risk Assessment and Management. Part Two
1400-1430 Information Risk Management: Approaches and Issues
o Vyacheslav Nekhoroshikh, CISM, Head of Information Security, PrivatBank
1430-1500 Operational Risk Management in the Insurance Company. Qualification and Quantification
o Sergii Mikulov, CFE, CIA, Fraud Control Officer, AXA Insurance
1500-1530 Model Risk as the Newest Challenge for Risk Management
o Yaroslav Nevmerzhytskyi, FRM, ERP, CFA, Deputy CRO, Naftogaz Ukraine
* Model Risk Management (MRM): from Concept to Present
* MRM framework and its basic elements.
* MRM tools (validation, performance analysis, etc.) and their application. Best practice and regulatory impact.
* Recent trends in model risk management.
* Immersion in MRM: a live-example.
1530-1600 Coffee Break
1600-1800 Session: Anti-Fraud in Electronic Channels. Cyber ??Risks and Cyber Security
* Session Moderator: Eugeny Plotitsa, Advisor, Bank Familny, СОО, Tonik Bank (Philippine)
1600-1630 Targeted Cyber Attacks on Financial Institutions: A Review of Trends and Methods of Protection
o Oleg Starodubov, Cisco Talos researcher, Cisco, Volodymyr Ilibman, Security Business Development Manager, Cisco
1630-1700 The Use of Graph Analytics in Identifying Suspicious Financial Transactions and Finding Customer Connections
o Alexander Sokolovsky, Head of Fraud Management Department, PrivatBank
1700-1730 The Current Challenges in Identification of Bank Customers
o Olexander Gorinov, Head of Banking Security, Kredobank
* Identification of clients and paperless - how to implement the ETSP and EP in the process of identifying clients?
* Experience of banks in using BankID: what works and what does not? What are the bottlenecks?
* Prospects for the work of the BOT in 24/7 mode and the related changes in business processes: 24/7 customer service and operational risks of such a service mode.
1730-1800 The Practice of Countering Fraud in Online Lending
o Roman Shevtsyv, Co- founder and CEO, Crediton
1800-1810 Conference Closing
1810-1930 Cocktail and Networking
The Program is subject to change
Back to list of conferences
