Stress Testing: Regulation and Risk Management
New York 6 - 7 May 2015
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.
- 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
- 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.