Preparing for Company run Stress Testing

New York 15 - 16 May 2014

Course Highlights:

  • Discussion of the most recent regulatory developments in stress testing
  • Practical guidance on how to adapt stress tests for credit, market, liquidity and operational risk
  • Insight from experienced practitioners on emerging methods and practices
  • Consideration of how stress testing can be built into a robust risk management framework
  • Focus on Stress testing as a decision making tool

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 integrate stress testing into a robust risk management framework
  • Appreciation of how stress tests can be used to add value and be more than a compliance procedure
  • Competency in designing appropriately severe stressed scenarios across risk types

Course Tutors

  • Michael Carhill, Director of the Enterprise Risk Analysis Division, Office of the Comptroller of the Currency (OCC)
  • Phillip Chamberlain, Formerly Managing Director, Bank of New York Mellon
  • Andy Spero, Head of Model Risk, Regions Financial Corporation
  • Steven Zhu
  • Scott Smith, Associate Director, Federal Housing Finance Agency
  • Alexander Bogin, Economist. Capital Policy Branch, Federal Housing Finance Agency
  • Karl Chernak, SVP, Director of Operational Risk Quantification, RBS Citizens Financial Group
  • Christian Pichlmeier, Director, Treasury, Mitsubishi UFJ Securities

 

 

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