| 11.35
Developing and implementing an effective enterprise risk management strategy • Enterprise risk management for a vertically integrated utility – developing & implementing RAROC techniques • Defining concepts of enterprise risk management – establishing the distinction between enterprise risk management and integrated risk management • Determining objectives of enterprise risk management • Measuring risk on both a consolidated or disaggregated basis • Examining the application of VAR for effective enterprise risk management Glenn Labhart VP, Chief Risk Officer DYNEGY INC. |
| 12.15
Incorporating applications of RAROC into an enterprise risk management
system • Establishing the aims of RAROC – running VAR in order to run RAROC • Evaluating applications of RAROC Dominic Young Partner DELOITTE & TOUCHE |
| 3.05
Evaluating the effectiveness of insurance as a risk management tool • Analysing the emergence of hybrid contracts • Determining the impact of convergence of derivatives markets and insurance markets on risk management • Establishing the aim of insurance contracts – managing physical outage risk • Mitigating risk through the use of insurance contracts • Assessing the pros and cons of insurance contracts vs derivatives contracts Richard Bernero VP, RHINE RE FINANCIAL |
| 4.15
Latest advances in VAR • Analysing how VAR is really calculated • Determining uses of VAR – C-VAR – RAROC • Incorporating VAR into Monte Carlo • Determining how to use the information from a VAR calculation Ehud Ronn Professor of Finance UNIVERSITY OF TEXAS AT AUSTIN |
| 4.55
Mitigating legal risk through effective contracts • Developing effective documentation to mitigate default risk • Analysing and evaluating the EEI Standardized Master Power Contract • Establishing legal controls l Defining events of default – examining default provisions between counterparties – payment netting – termination payments • Establishing what constitutes force majeure Mark Haedicke Managing Director and General Counsel ENRON NORTH AMERICA |
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Day
One - Stream Two, 9 May 2000
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 Latest
developments in Credit Risk Management*(Move the mouse over the description marked with a star for further details) |
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