1. Integrated Risk Management
Hans-Kristian Bryn

2. Agenda Snooze and lose What is integrated risk management?
Journey towards Nirvana

3. CSFI, Banana Skins 2000

4. Snooze and lose... CORPORATE GOVERNANCE MARKET OP CREDIT HEAD
HEAD OF RISK?? ?

5. Shareholder value Snooze and lose... CORPORATE GOVERNANCE MARKET OP
CREDIT
HEAD
HEAD OF RISK?? ?
Shareholder value

6. New business model Snooze and lose... CORPORATE GOVERNANCE MARKET OP
CREDIT
HEAD
HEAD OF RISK?? ?
New business model

7. Transparency Snooze and lose... CORPORATE GOVERNANCE MARKET OP CREDIT
HEAD
HEAD OF RISK?? ?
Transparency

8. 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

9. The art of the possible
Technology
Methodologies

10. The time has come Don’t wait... …for the markets to arbitrage you out
…for your competitors to overtake you
…for the next disaster

11. What is integrated risk management?
SHAREHOLDERS
RISK DIRECTOR
BOARD
FINANCE
COMPLIANCE
RISK
INTERNAL AUDIT
STRATEGY
POLICY
STRATEGIC RISK MANAGEMENT
BUSINESS UNITS
IT SYSTEMS & DATA

12. Integrated executive information
SHAREHOLDERS
BOARD
SHV
RAPM
ECONOMIC CAPITAL
OPERATING PROFIT
ECONOMIC PROFIT
IT SYSTEMS & DATA
GROUP INTERNAL AUDIT
GROUP
RISK
GROUP FINANCE
GROUP COMPLIANCE
BUSINESS UNITS

13. Strategic risk managementEC
<
RISK
APPETITE
OTHER O M C

14. Managing risk on an integrated basis
pwc

15. The data integration challenge
Source Data
Processing & Storage
Reporting

16. Agenda Snooze and lose What is integrated risk management?
Journey towards Nirvana

17. Where are you now?
BUILDING VALUE
NIRVANA
LEADERS
THE PACK
INTEGRATION

18. From intellectual challenge to reality
CEO
CRO
Economic Capital
Organisation
Reporting

19. Victor Hugo
pwc

20. pwc