Stress Testing: Regulation and Risk Management

New York 6 - 7 May 2015

Course Highlights:

  • Hear from Industry practitioners on latest stress testing practices
  • Discuss regulatory expectations and benchmark the work of your organisation against that of peers
  • Consider the data challenges involved in stress testing and receive guidance on how to overcome these
  • Understand best practices for stress testing across a number of risk types; market, counterparty credit, operational and liquidity
  • Gain an insight on the importance of the qualitative aspects of stress testing and how to make improvements in this area.

Learning Outcomes:

  • In depth understanding of the methods which can be applied to stress testing and the benefits and drawbacks of each
  • Ability to adjust stress test to suit individual risk types and how to combine the results to assess risk across categories
  • Knowledge of how to carry out stress testing on an enterprise wide scale
  • Appreciation of how stress tests can be used as an effective risk management tool and be more than a compliance procedure
  • Competency in designing appropriately severe stressed scenarios across risk types
  • Understanding of the data demands of stress testing and the challenges which occur as a result
  • Ability to identify weaknesses in stress testing models and take remedial action

Speakers

  • Michael Carhill, Director of the Enterprise Risk Analysis Division, Office of the Comptroller of the Currency (OCC)
  • Martin Goldberg, Model Validation, CME
  • Andy Spero, Executive Vice President, Head of Model Development, Regions Financial Corporation
  • Christian Pichlmeier, Director, Treasury, Mitsubishi UFJ Securities
  • Sabeth Siddique, Chief of Regulatory Affairs and Capital Adequacy, M&T Bank
  • Brian John Clark, Senior Economist, Enterprise Risk Analysis Division, Office of the Comptroller of the Currency, (OCC)
  • Philip Chamberlain, Vice President, Enterprise Risk Management, The Prudential Insurance Company of America
  • Manal Rawal, Senior Vice President, CCAR & Stress Testing, Head of Scenarios and Modelling, HSBC
  • Alexander Shklyarevsky, Director, Enterprise Risk Management, AIG.

Further speakers to be confirmed. Please check back for updates.

 

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