Operational Risk Stress Testing – Workshop

Date(s) - Thursday, September 29, 2011
All Day


Stress Testing - Operational Risk Conference


The workshop will be led by Directors from ERNST & YOUNG and will focus on answering the question: what does a best practice operational risk scenario assessment and stress testing process look like? It will consider all the critical input components (internal loss data, external loss data, industry scenario categories, expert knowledge of workshop participants, and business environment and control factors), and look at the roles they can play in designing the scenario process. The workshops will also touch on the use of scenarios in approaches to operational risk modelling both in the Pillar I and Pillar II contexts.

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