08.00 REGISTRATION AND BREAKFAST

08.50 Chairperson welcome address: Pieter van der Merwe, Principal - Portfolio Management, ABSA ALTERNATIVE ASSET MANAGEMENT

09.00 Recap of the challenges of optimization using examples in finance

  • Optimisation stability vs sensitivity
  • Mean-variance optimisation enhancement discussions
  • Practical checks to do before delving into the solution Optimisation stability vs sensitivity

Fernando Durrell, Head of Absolute Return, VUNANI

09.40 PRESENTATION: Operational risk - establishing operational resilience in financial institutions

Shresti Bijou, Group Head of Operational Risk, FIRSTRAND GROUP

10.20 Morning break and opportunity to network

10.50 INTERVIEW SESSION: Cyber risk: Building resilience in your organisation

  • The importance of governance and the development of a company security culture
  • An overview of the threats posed by cyber attacks
  • How to develop a cyber security strategy to mitigate risk
  • Detecting, recovering and responding to cyber attacks

Susan Potgieter, General Manager, SABRIC
Horatio Huxham, Former Chief Science and Security Officer (CSSO), VISA and current CSSO at SECURE MOBILE

11.20 PRESENTATION: Banking on a reputation

  • Measuring and quantifying reputational risk to your business
  • The effect of operational loss events on reputation
  • Tools and techniques for actively managing reputational risk

Sue Brooks, Managing Director ,COO, Wealth, Investment Management and Insurance, BARCLAYS AFRICA GROUP

12.00 Chairperson's closing remarks: Pieter van der Merwe, Principal - Portfolio Management, ABSA ALTERNATIVE ASSET MANAGEMENT

12.05 Lunch and networking break. End of conference

Conference Day 1