Stress-Testing for Banks 2014 is a conference that covers topics such as:
- The imperative for regulators to demand proper stress-testing and for banks to submit such results to their management
- Practical insights into what it takes for a bank to set up a sensible and compliant framework for stress-testing
- Interactions between banks and their regulators for extreme risks, taking into account the principles and application of the Basel framework
- Factors contributing to the 2007-08 global financial crisis, its possible recurrence as well as the relevant implications and strategies for banks
- Tools to counterbalance the overriding power of risk-taking functions
- International perspective of risk management and regulation of extreme risks with regards to contingency planning and capital adequacy
- Developing an action plan customised for your organisation, involving the integration of all key stakeholders, macro relationships and possible challenges
- Interactions between risk takers, information processors and risk managers in matters of extreme risks
Stress-Testing for Banks 2014 brings together senior executives from banks with responsibilities in:
- Traded Market Risk
- Market Risk Management and Analytics
- Market Risk Modelling
- Correlation Trading
- Risk Methodology
- Credit Risk Modelling
- Model Validation
- Risk Analysis
- Basel II and III
- Regulatory and Economic Capital
- Stress-Testing
- Counterparty Risk and CVA Risk
- Finance and Treasury
- Risk Internal Audit — Quantitative Analysis
- Financial Institutions Advisory
- Regulation & Compliance
- Bank Regulation
- Bank Supervision
- Financial Stability and Economic Analysis
