Stress-Testing for Banks 2014

Key Topics

• 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

Who should Attend

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