Day 2

DAY 2

08:30 Registration and refreshments
09:00 Chairman's opening remarks
09:10 International Keynote presentation

Sanjay Sharma, Chief Risk Officer, Global Arbitrage and Trading, RBC CAPITAL MARKETS (USA)

09:50 Presentation: Gas and oil - the risks and opportunities they present to the region

Correlation of economic growth and oil prices
The effects that the USD has on the economy
Can the region hedge its commodity exposure?

Dr. Wichai Turongpun, Head of Economics and Research, ARAB PETROLEUM INVESTMENTS CORPORATION (APICORP)

10:30 Morning break

11:00 Case study: Practical applications of stress testing and scenario analysis

Establishing the framework for the stress test
Creating the scenarios for stress test
How to use insights of stress testing for: capital adequacy;
risk profiling and reporting; and impacting investment decisions
Dr. Sunando Roy, Adviser, Inspection Directorate, CENTRAL BANK OF BAHRAIN and Global Board Member, PRMIA

11:00 Panel Discussion: Ensuring you have your corporate governance structure up to scratch

Building a roadmap towards compliance with the latest governance regulation
Obtaining the support from the Board of Directors
The role of the Board Secretary
Evaluating the importance of independent directors

Moderator: Deepa Chandrasekhar, Senior Vice President, Chief Compliance Officer, UNITED GULF BANK
Syed Reza, Chief Audit Executive, SAUDI INDUSTRIAL SERVICES CO
Hesham Hamdy, General Manager, Chief Compliance Executive Officer, ALEXBANK
Inuwa Affa, Compliance Officer, KUWAIT FINANCE HOUSE
Simon Padgett, Group Risk and Internal Audit Manager, AL FAHIM GROUP

11.40 Risk management for portfolio construction

Determining the investment mandate and evaluating risks across assets
Using and re-evaluating the tools of portfolio risk management (VaR, Backtesting, Simulation, etc.)
Overcoming the challenges of managing a portfolio across time

Jean-Alain Dicoum, Vice President of Market Risk, ARAB BANKING CORPORATION

11:40 Money laundering prevention: Profiling the modern money launderer

Is there a stereotypical money launderer?
Understanding the circuit of money in the underground economy
Methods and tools to prevent money laundering

Simon Padgett, Group Risk and Internal Audit Manager, AL FAHIM GROUP

12:20 Lunch
13:20 Presentation: Taking an holistic approach to Risk, across Credit, Market and Operational Risk Management

Thinking about risk at an enterprise level
Integrating credit, market and operational risk: is there a case for it?
To what extent is a holistic approach to risk attainable?

Feroz Noorani, Chief Risk Officer, AL-HILAL BANK

14:00 Panel Discussion: Business meets Risk: How does the board understand risk management?

Can risk be a business driver?
Involving risk managers in new product development
Can there be “too much” risk management?

Moderator: Feroz Noorani, Chief Risk Officer, Al-HILAL BANK
Sanjay Sharma, Chief Risk Officer, Global Arbitrage and Trading, RBC CAPITAL MARKETS (USA)
Torsten Kleine Buening, Head of Group Economic Capital & Risk Strategy, EMIRATES NBD
Marc Bonnassieux, Director of Risk Management, ARCAPITA

15:00 End of the Conference