Marsh Webcast October 24—Taking a Portfolio Approach to Managing Supply Chain Risk
New York, October 19, 2012
Managing supply chain volatility in today’s global economy requires risk mitigation and financing strategies that are flexible, data-driven, and closely monitored. Taking a portfolio approach—where risks are spread efficiently across a portfolio of insurance products, retention options, and other financial tools, and actively managed—can help to protect companies and their risk stakeholders from a range of potentially severe supply chain disruptions.
On Wednesday, October 24 at 11:00 am ET, Marsh will hold a one-hour webcast to examine the value and flexibility of the portfolio approach to managing supply chain risk and how such a portfolio can be built and optimized. The panel of experts will also explore how captives can be used as a supply chain risk finance option and how analytic models can be used to allocate resources to supply chain risk management strategies to deliver appropriate return on investment.
“By actively managing a supply chain risk mitigation and financing portfolio, companies can more successfully plan for and recover from supply chain shocks,” said Gary Lynch, global leader of Marsh Risk Consulting’s Supply Chain Risk and Resiliency Solutions Practice. “This approach enables an organization to diversify and leverage its supply chain risk management in the same manner as it diversifies and leverages its financial investments, and can help to retain and reinforce competitiveness in the face of a disruption.”
In addition to Mr. Lynch, scheduled panelists include Steve Cobourn, vice president of finance and treasurer, Otsuka America Pharmaceutical, Inc.; Ben Fidlow, North American leader of Marsh Global Analytics; Arthur Koritzinsky, Marsh’s US Captive Advisory leader; John Merkovsky, chairman of Marsh Risk Solutions and director of Marsh's Office of Innovation; and Ben Tucker, a senior vice president in Marsh's Property Specialized Risk Group.
To register for the webcast please click HERE.