Integrated Risk Management

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IntegratedRisk Management
Hans-Kristian Bryn
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Agenda

• Snooze and lose

• What is integrated risk management?

• Journey towards Nirvana

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CSFI, Banana Skins 2000
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Snooze and lose...
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Snooze and lose...
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Snooze and lose...
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Snooze and lose...
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Basel drivers

• Pillar II -
• regulatory scrutiny of internal capital
  assessment
• Expectation of full economic capital process in
  future
• Pillar III - external disclosure of capital
  assessment allocation processes
• Basel Diagnostic Tool

I
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The art of the possible

• Technology

• Methodologies

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The time has come
Dont wait...

• for the next disaster

for the markets to arbitrage you out
for your competitors to overtake you
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What is integrated riskmanagement?
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Integrated executiveinformation
SHAREHOLDERS BOARD
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Strategic risk management
EC
RISK APPETITE
O
OTHER
M
C
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Managing risk on anintegrated basis
pwc
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The data integrationchallenge
Source Data
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Agenda

• Snooze and lose
• What is integrated risk management?

• Journey towards Nirvana

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Where are you now?
INTEGRATION
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From intellectual challengeto reality

• CEO
• CRO
• Economic Capital
• Organisation
• Reporting

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Victor Hugo
pwc
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pwc