2nd Annual European Stress Testing for Banks
"Linking the credit and liquidity risks"
CONFERENCE & WORKSHOP
- Participation in the end-to-end forum providing the knowledge of stress testing issues
- Ability to benchmark your own processes and compared them with the peers and regulators
- Hands- on workshop to practise your stress testing techniques
- Improvement of the stress testing and scenario analysis skills, liquidity risk measuring techniques reverse stress testing for liquidity risks and solvability position
- Stress testing from bank side and regulator side
- Hear from regulators and central banks: IMF, EBA, ECB, Bank of England
- Half-day, Hands-on Workshop by Leonard Matz, Liquidity Risk Advisors, USA
- Wide range of stress testing covered: Credit, Capital, Liquidity, Market Risk Stress Testing, Regulation as well as the guides on designing and implementing these models
HANDS ON WORKSHOP
SCENARIO ANALYSIS IN STRESS TESTING, METHODOLOGY AND BEST PRACTICE
Liquidity stress tests, contingency plans and balance sheet management are inextricably interconnected and must be used together. The ability to perform a range of institution specific, systemic and combination scenario based stress tests is an essential component for success in today’s global financial industry.
YOUR WORKSHOP LEADER
Liquidity risk Advisors, USA
Participants at this 3.5 hour intensive course will learn:
- How to use stress testing and scenario analysis to evaluate the impact of sudden stress events on their liquidity position
- Integrating stress testing within a bank’s enterprise-wide risk management framework, with specific emphasis on liquidity risk
- How to base scenarios on historic events?
- How to connect stress tests to contingency planning and balance sheet management?
PARTICIPANTS IN 2012 AND THEIR REGIONAL BREAKDOWN
Who will attend:
BANKS: Chief Executive Officers, Chief Risk Officers, VPs, Economists, Global Heads, Regional Heads, GMs, Managing Directors, Executive Directors, Heads of Risk Management Departments, Risk Assessment Heads, Regulatory Compliance Managers, Heads of Stress Testing, Stress Testing Managers, Risk Managers, Risk Strategy Experts.