2nd Annual
European Stress Testing for Banks

PAST EVENT, Amsterdam, Netherlands

actual event: 3rd Annual European Stress Testing for Banks

 
BAFC219
 

 
We would like to thank all participants and partners for making the European Stress Testing for Banks Forum such a wonderful event. If you have any feedback, question or you are just already looking forward to what we are preparing for you in 2014, don’t hesitate to contact us at
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See all our upcoming FINANCIAL CONFERENCES.


2nd Annual European Stress Testing for Banks
"Linking the credit and liquidity risks"

CONFERENCE & WORKSHOP
Event Focus
  • 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
Key Features
  • 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


Check the HIGHLIGHTS OF THE PROGRAM of the event.


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.

matz european stresstesting for Banks                         YOUR WORKSHOP LEADER 

Leonard Matz

Liquidity risk Advisors, USA
Principal
 
 
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

graf 01 European stresstesting for Banks

 

 

 

 

 

 graf 02 european stresstesting for Banks








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.
 
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CONTACT US
 IvanaIvana Rovnakova
Marketing Manager

Fleming Europe

T: 
+421 257 272 144
or send an email
Attendees will have a unique opportunity to use sli.do
Eligible for CPD credits
CPDS-CERTIFIED stress testing
time to event
Fleming Finance