An update on CP6/22 from the PRA | Kisaco Research

In the keynote the PRA will:

  • Share their objectives for MRM
  • Elaborate on the rationale for proposing broad and overarching expectations for MRM
  • Discuss the proposed plan to support raising the standards of MRM in general
Session Topics: 
Regulation
Speaker(s): 
Speaker

Author:

Diederick Potgieter

Risk Specialist
PRA Bank of England

Diederick is a senior technical specialist in capital management at the Prudential Regulation Authority (PRA), Bank of England.

His role, as part of the Supervisory Risk Specialists at the PRA, is to provide technical expertise and support to the supervision of UK regulated banks through risk & capital adequacy assessments (ICAAPs/SREPs), the Bank’s financial stability objective through the modelling & analysis of stress test results in the Bank’s annual stress test programme, and support to the further development & enhancement of prudential policy.

He holds a Ph.D. in Mathematical Statistics and his specialties include credit risk, operational risk, concentration risk, model risk management, capital management practices, stress testing and economic capital frameworks. Before joining the FSA/PRA in 2011 he was Director of Capital Modelling at Barclays bank.

 

Diederick Potgieter

Risk Specialist
PRA Bank of England

Diederick is a senior technical specialist in capital management at the Prudential Regulation Authority (PRA), Bank of England.

His role, as part of the Supervisory Risk Specialists at the PRA, is to provide technical expertise and support to the supervision of UK regulated banks through risk & capital adequacy assessments (ICAAPs/SREPs), the Bank’s financial stability objective through the modelling & analysis of stress test results in the Bank’s annual stress test programme, and support to the further development & enhancement of prudential policy.

He holds a Ph.D. in Mathematical Statistics and his specialties include credit risk, operational risk, concentration risk, model risk management, capital management practices, stress testing and economic capital frameworks. Before joining the FSA/PRA in 2011 he was Director of Capital Modelling at Barclays bank.