ASSESSING THE EFFECTIVENESS OF EUROPEAN
STRESS TESTS BEYOND REGULATION AND AS 
AN EFFECTIVE CAPITAL AND RISK
 MANAGEMENT TOOL


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Reporting Under Multiple Jurisdictions  
Scenario Design
  Data 
Reverse Stress Testing 
Operational Risk • 
Economic Capital

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Stress Testing EMEA 2015

20+ Heads of Stress Testing Presenting at Stress Testing Europe 2015 

2015 Presenters Include                                          2015 Highlights Include
CatherineTD
Catherine Toupin-Dumont,  
Global Head of Stress Testing,  
Nomura
  sanghamitrakarra
Sanghamitra Karra,  
MD, EMEA Head of Stress Testing & Portfolio Risk,  
Morgan Stanley

REPORTING 
Analysing Challenges of Reporting and Submitting Under Different Jurisdictions


SCENARIO DESIGN 
Determining the right shock levels and scenarios for reporting 

INTERNAL STRESS TESTING
Developing internal stress testing process for effective risk management

sushilsrivastava
Sushil Srivastava,
Head of Business Analysis, Credit & Market Risk Stress Testing,
 
Barclays
   BertrandHassani
Bertrand Hassani, 
Group Head of Operational Risk & Non Financial Risk Methodology,
Santander

DATA
Creating an infrastructure for data modelling, complying with regulatory reporting demands to reconcile balance sheets and data sensitivities and ensuring granularity of data


REVERSE STRESS TESTING

Using reverse stress testing as a tool, effective quantification and processes


INTERNAL STRESS TESTING
Developing internal stress testing process for effective risk management

   anant-saxena
Anant Saxena,
Head of Scenario Design And Methodology,

Credit Suisse 
  john fitzgerald
John Fitzgerald,  
Head of Portfolio Models,  
AIB

OPERATIONAL RISK 
Best practices for stress testing operational risk 

ECONOMIC CAPITAL 
Aligning economic capital and stress testing models and ensuring consistency of market risk within capital adequacy

andrew johsnon 
Andrew Johnson,
Executive Director, Head of Market Risk Stress Testing & Economic Capital,

UBS
Chaoxin Zheng 
Chaoxin Zheng,
Head of CCR Stress Testing,
 
Credit Suisse

 

Post Congress Masterclass:

Led by Alexander Denev, Founder, GraphRisk, a leading Risk Professional with over 10 years experience in Finance across different European countries. He is currently involved wih projects preparing major US and Europen banks for CCAR/EBA Stress Testing exercises. 

Stress Testing has become a hot topic since the onset of the financial crisis in 2008-2009 when risk measures such as VaR proved to have major drawbacks in capturing the probability of extreme events. 

Female Silhouette 
Cecilia Gejke, 
Director, Risk Management,

Mizuho International



richard pike 
Richard Pike,  
Non-Executive Director,

Permanent TSB

Since then Central Banks and regulators have issued copious guidelines for how to conduct stress tests in financial institutions with the aim of complementing the traditional risk measures. This Masterclass will offer a new technique to design forward looking scenarios to satisfy both the regulatory requirements and the internal need for better capital planning. 

 

 

 

10 NOT TO MISS HIGHLIGHTS FOR 2015:

1.  Hear from 20+ senior risk professionals and stress testing experts from the leading European FI's Including; Barclays, Morgan Stanley, UBS, Santander, HSBC, Permanent TSB, RBS, Credit Suisse, AIB and many more

2.  Network and engage with experts from across Europe over two-days and more than 18 hours of networking and learning - share ideas, case-studies, best practices and learning's from industry experience

3.  Take-away the latest insights and techniques for data modelling, data sensitivities ensuring granularity of data from AIB & HSBC

4.  Discuss with UBS; determining the right shock levels for scenarios and reporting  and overcoming lack of historical data and parameters around shock levels. 

5.  Keynote panel discussions address challenges reporting under multiple jurisdictions and undertsanding regulatory requirements and improving resilience to change from FI's including; Mizuho International, Barclays, Morgan Stanley, Permanent TSB and Nomura. 

 

6.  Understanding Reverse Stress Testing process, quantification and using as a tool 

7.  Take away best practices for developing internal stress testing process to improve internal risk management from Head of Scenario Design and Methodology, Credit Suisse

8. Key discussion on using Stress Testing as a tool for forward planning and driving business delivered by Executive Director, Risk Management, Mizuho International & Global Head of Stress Testing, Nomura 

9.  Hear from UBS and Santander on aligning economic capital and stress testing and ensuring consistency of market risk within capital adequacy

10. Post Congress Masterclass led by Alexander Denev, Founder, GraphRisk discussing Scenario Analysis and a new way of thinking: the need for an integrated view of risks, scenario analysis, managing a stress scenario. What historical data cannot teach us, introduction to graphical models and revolution in scenario analysis/ how is it going to impact the governance process?
 

2015 SPONSORSHIP & EXHIBITION OPPORTUNITIES:

Advance Your Branding, Awareness, Industry Expertise, Thought-Leadership and Lead-Generation at Stress Testing Europe 2015

Sponsorship and exhibition with CFP Events offers unique networking, brand recognition and thought-leadership deliverance opportunities with senior risk professionals from around the world. Whether you want full branding across the event or simply a well-positioned exhibition stand, our business development team will tailor the right package for you. We do everything we can to help you get your marketing message across and also to benchmark the return on your investment.

For further information about Sponsorship and Exhibition at Stress Testing Europe 2015, please contact This email address is being protected from spambots. You need JavaScript enabled to view it. or +44 (0) 845 680 5172

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