Stress Testing Europe 2017


The Leading European Stress Testing Conference
Reviewing stress testing requirements and evolving processes whilst moving towards a more automated approach

Bring the team
3rd colleague half price or fifth colleague for FREE

Contact Us
UK: +44 (0) 20 7164 6582


Stress Testing Europe 2017 

Taking place 26-27 September, 2017 at the Tower – A Guoman Hotel, St Katharine’s Way, London. 

Key Highlights to be addressed

Balancing the management of multiple regulatory and jurisdictional requirements

Utilising stress testing results for making informed business decisions to increase value and the use of stress testing for setting risk appetite

Understanding objectives to utilise as a risk management tool

Current and upcoming political landscape and incorporating political events into internal stress testing processes

Lessons learnt and utilising the process to advance stress testing

Incorporating IFRS 9 into the stress testing process and the synergies between IFRS 9 and stress testing models for a unified approach

Moving towards a more automated stress testing process

Ensuring sufficient data quality with heightened expectations year-on-year

Ensuring adaptability of models to support global changes and developments

How artificial intelligence and machine learning can be used for stress testing

Hear from more than 20 senior stress testing professionals including:

Veleriu Bajenaru

Valeriu Bajenaru Headshot

Managing Director, Head of ERM Stress Testing and Risk Frameworks

Credit Suisse

Volker Weis

Volker Weis Headshot

Head of Group Stress Testing, Enterprise Risk Management

Deutsche Bank

Paul Lloyd-Jones

Paul Lloyd-Jones Headshot

Managing Director, Planning and Stress Testing


Marc Irubétagoyena

Marc Irub Headshot

Head of Group Stress Testing and Financial Synthesis

BNP Paribas

Jeff Simmons

Jeff Simmons Headshot

Managing Director, Head of Enterprise Risk Management

Bank of Tokyo Mitsubishi UFJ

Mario Onorato

Mario Onorato Headshot

Group Head of Financial and Credit Risk


Bruce Tattersall

Bruce Tattersall Headshot

Head, Stress Testing Delivery

Standard Chartered Bank

Cecilia Gejke

Cecilia Gejke Headshot

Head of Stress Testing


CPD Certified Logo

Day One | 26 September 2017

08:00 Morning registration and coffee

08:50 Chair’s opening remarks

09:00 Balancing the management of multiple regulatory and jurisdictional requirements to ensure compliance year-on-year

  • Meeting and aligning different regulatory requirements
  • UK and EBA convergence with CCAR
  • Infrastructural changes to cater to regulatory requests
  • Managing global expectations and inconsistencies
  • Standardised resources, systems and outputs
  • Understanding the end goal

Valeriu Bajenaru, Managing Director, Head of ERM Stress Testing and Risk Frameworks, Credit Suisse
Marc Irubétagoyena, Head of Group Stress Testing and Financial Synthesis, BNP Paribas
Mario Onorato, Group Head of Financial and Credit Risk, Generali
Chris Jaques, Managing Director, Head Portfolio, Stress Testing and Analysis, Deutsche Bank

09:50 Regulatory update on key changes and expectations for 2017/2018

  • Key methodology points
  • Projecting through stress tests
    • Net income; impairments; IFRS 9; trading book loss etc.
  • PRA multiple scenarios: Impact on models, processes and governance
  • Producing robust predictions and projections: Using for decision making
  • Exploratory scenarios: Level of treatment, analysis and focus required
  • Managing automations for active analysis and management
  • Ensuring data can be traced back and is auditable processing power

10:30 Morning refreshment break and networking

11:00 Aligning risk disciplines for a more integrated stress testing approach delivering a firmwide view of risk

  • Alignment of enterprise level risk types
  • Moving away from siloed processes and approach
  • Consistency between controls and methodology
  • Linkages and interdependencies across risk disciplines
  • Integration of additional risks into stress testing framework
  • Selection and bucketing of risks
  • Creating credible scenarios to account for key risks and projections
  • Aligning risk and finance

Marc Irubétagoyena, Head of Group Stress Testing and Financial Synthesis, BNP Paribas

11:40 Utilising stress testing results for making informed business decisions to increase value beyond regulatory compliance

  • Generating value from stress tests
  • Systems, modelling and infrastructure: Addressing and managing the complexity efficiently
  • Utilising investment for strategic decision making
  • Balancing regulatory and internal conflictions
  • Building capability to produce answers

Paul Lloyd-Jones, Managing Director, Planning and Stress Testing, Barclays

12:20 Lunch break and networking

13:20 Assessing the use of stress testing for setting risk appetite to inform strategic decision making

  • How stress testing can help define risk appetite
  • Level of risk willing to take
  • Using stress testing to dictate business model
  • Risk appetite setting for businesses based on stress results
  • Full transparency on methodology, data and limitations to gain business buy-in

Jeff Simmons, Managing Director, Head of Enterprise Risk Management, Bank of Tokyo Mitsubishi UFJ
Volker Weis, Head of Group Stress Testing, Enterprise Risk Management, Deutsche Bank

14:40 Constructing credible and effective scenarios for extrapolating relevant risks inherent in an organisation

  • Quantifying risks on a consistent basis to create credible scenarios
  • Tools to better analyse sensitivities to design stress scenario
  • Factoring in internal and external events
  • Keeping stress testing interesting for senior management: Satisfying regulators and the board
  • Understanding impacts of new scenarios

15:20 Afternoon refreshment break and networking

15:50 Reverse stress testing: Understanding objectives to utilise as a risk management tool

  • Identifying and quantifying key areas in risk types
  • Mitigation of key idiosyncratic risks of the bank
  • Selecting and constructing scenarios: Infinite degrees of freedom
  • Running the process smoothly
  • Constructing realistic scenarios for severe outcomes

Andrea Burgtorf, Head of Group Risk Operating Office, Erste Group

16:30 Assessing the current and upcoming political landscape and incorporating political events into internal stress testing processes

  • Real world risk
  • Supporting the bank in preparing for events
  • Responding to political change
  • Accounting for non-financial risks

Chris Jaques, Managing Director, Head Portfolio, Stress Testing and Analysis, Deutsche Bank
Cecilia Gejke, Head of Stress Testing, Nordea
Andrea Burgtorf, Head of Group Risk Operating Office, Erste Group

17:20 Chair’s Closing Remarks

17:30 End of day one and evening cocktail drinks reception

Day Two | 27 September 2017

08:00 Morning registration & coffee

08:50 Chair’s opening remarks

09:00 Assessing the synergies between IFRS 9 and stress testing models and processes for a more unified approach

  • Forward economic guidance generation
  • Synergies between IFRS 9 and stress testing people and systems
  • Forecasting loan losses under IFRS 9 and stress testing for point in time provisions: Managing the two concepts
  • Consistency across both disciplines
  • Organisational challenges: Similar teams working on stress testing and IFRS 9

Antoine Bezat, Head of Stress Testing Methodologies and Models, BNP Paribas

09:40 Incorporating IFRS 9 into the stress testing process

  • IFRS 9 loan losses and stress testing: Integration and consistency
  • Economic scenarios: Approach and impact
  • Nested scenario: Simulating scenarios under scenarios
  • Impact on impairments and what this means
  • Stress tests under IFRS 9: Impact on execution
  • Organisational challenges: Capitalising on IFRS 9

Arsenie Ciobanu, Senior Quantitative Lead, Credit Risk Modelling, Société Générale

10:20 Morning refreshment break and networking

10:50 Moving towards a more automated stress testing process for a more efficient ‘business as usual’ framework

  • Automating to a degree of quality and speed: Increasing efficiency
  • Constructing scenarios quicker: Improving stress test lead time
  • Managing and analysing multiple scenarios
  • Gaining most value out of stress testing
  • Leveraging of people and systems
  • Data availability, data consistency

Valeriu Bajenaru, Managing Director, Head of ERM Stress Testing and Risk Frameworks, Credit Suisse
Paul Bryan, Head of Provisions and Forecasting, Santander (tbc)
Nigel Milbank, Head of Stress Testing Delivery, Royal Bank of Scotland

11:40 Ensuring sufficient data quality with heightened expectations year-on-year for complete, accurate and timely stress testing results

  • BCBS 239: Achieving compliance for stress testing activities
  • The challenge of big data
  • Standardisation of the process for risk data calculation and aggregation
  • Obtaining unified firmwide data sets
  • Ensuring data lineage, granularity and traceability
  • Cross entity governance

Jothi Philip, Global Stress Testing Data Lead, HSBC

12:20 Lunch break and networking

13:20 Ensuring adaptability of models to support global changes and developments

  • Model validation and calibration
  • Soundness of models amongst regulatory changes
  • Comparability of models and impacts
  • Incorporating different types of stress testing and reflecting global developments
  • Limit setting capabilities for certain businesses
  • Managing individual calculation vs. global approach

Nicolas Guittard, Head of Stress Testing Team, PB & WM, Credit Suisse


14:00 Incorporating the impact on traded risk under the FRTB into stress testing frameworks

  • FRTB modelling
  • FRTB and stress testing
  • Siloe generation expansion
    • Methodologies
  • Internal scenarios for traded risk

14:40 Lessons learnt from CCAR: Utilising the process to advance stress testing

  • Key aspects within CCAR to enhance stress testing practices
  • Approaches and best practices
  • Meeting CCAR from an infrastructural perspective
  • Modelling business stress and measures
  • Implementation of PPNR in Europe and balancing cost pressures
  • Obtaining internal data and peer benchmark data
  • Business buy-in and front office engagement

Ulrich Sauder, Head of Stress Methodology, UBS

15:20 Afternoon refreshment break and networking

15:50 Consideration for stress testing under structural reform and implications on treatment of ring fenced entities

  • Stressing non ringfenced and ringfenced banks
  • Designing what does and does not fit in ringfence: What to stress and not to stress
  • Making the right assumptions on entities
  • Differing approaches in setting up ringfence: Governance
  • Peer review: Different firms using different business models

16:30 The future of stress testing: How artificial intelligence and machine learning can be used for stress testing

  • Replacing human expert judgement with artificial intelligence
  • Benefits of its use: Efficiency and objectivity
  • Obtaining sufficient information
  • Limiting manual input for faster process

Bruce Tattersall, Head, Enterprise Stress Test Delivery, Standard Chartered Bank

17:10 Chair’s closing remarks

17:20 End of Summit

Valeriu Bajenaru Headshot
Valeriu Bajenaru, Managing Director, Head of ERM Stress Testing and Risk Frameworks, Credit Suisse

Valeriu Bajenaru is a Managing Director of Credit Suisse in the CRO function, based in London. He is responsible for Stress Testing and Risk Frameworks within Group Enterprise Risk Management. 
Valeriu’s experience spans across banking and consulting with his most recent roles being with GE Capital where he was Enterprise Stress Testing Leader and, previously, with RBS as Head of Risk Analytics and Head of Corporate & Institutional Banking Risk Operational Effectiveness. Valeriu has an MBA from The University of Chicago Booth School of Business.

Antoine Bezat Headshot
Antoine Bezat, Head of Stress Testing Methodologies and Models, BNP Paribas

My initial background is in quantitative finance for market risk and valuation. I was head of model validation for market activities at Dexia from 2007 to 2009.
I joined BNP Paribas with a transversal role on model risk, worked on the economic capital and stress testing models for credit. In 2013, I built the credit stress testing models for CIB and became global Head of Credit Stress Testing in 2014. I am now head of Stress Testing Methodologies and Models transversally for credit, market, operational risks, revenues and liquidity.

Paul Bryan, Head of Provisions & Forecasting, Santander

Paul will be presenting at the upcoming Stress Testing Europe 2017.

Andrea Burgtorf Headshot
Andrea Burgtorf, Head of Group Risk Operating Office, Erste Group

Andrea Burgtorf joined ERSTE Bank in Vienna in 2014 as Group Risk Operating Officer and Advisor to the CRO. She is responsible for Regulatory Management, Cross Risk Topics and Risk Strategy.  Previously, Andrea worked for Deutsche Bank Enterprise Risk Management as Head of Stress Testing with focus on Group Wide Stress Tests, including regulatory stresstests, benchmark und extreme scenario stresstests as well as Reverse Stress Test and Recovery Planning. Andrea holds a PhD in Finance from the WHU – Otto Beisheim School of Management – in Coblence.

Arsenie Ciobanu Headshot
Arsenie Ciobanu, Senior Quantitative Lead, Credit Risk Modelling, Société Générale

Arsenie Ciobanu joined the Credit Risk Modeling team of the Risk Department at Société Générale in 2017 as Senior Quantitative Lead, working on the IFRS 9 and stress testing methodology. Arsenie has started his career at Société Générale in 2013 as an Inspector and holds a master’s degree in economics from the Kyiv School of Economics/University of Houston.

Cecilia Gejke Headshot
Cecilia Gejke, Head of Stress Testing, Nordea

Cecilia has a background in Material Physics and development of renewable energy sources before joining the world of Finance. Cecilia has spent many years at institutions like Bear Stearns, JP Morgan, Santander and Mizuho prior to joining Nordea to set up the holistic stress testing team, looking across Market risk, IRRBB, Counterparty credit, Liquidity and Capital. She has a broad risk management experience across the various disciplines including Credit, Market and Liquidity with particular focus around stress testing and capital & liquidity scenario analysis.

Nicolas Guittard Headshot
Nicolas Guittard, Head of Stress Testing Team, PB & WM, Credit Suisse

Nicolas was educated at “Grande écoles” in Engineering in France and has a masters in finance. He has worked in Credit Suisse since 2004, with various roles in both London and Zurich including Quant equities, Credit Derivatives trading, Head of Quant Valuation for Traded Zurich Positions and Head of Stress Testing within credit analytics. Nicolas has been a teacher at Skema in Paris and Nice in FMI Master in Finance (10th in the top Masters in Finance from FT list): Credit Derivatives, Credit risk, CVA, VBA pricing. He has also been a speaker at the conference ‘European Stress Testing for Bank’.

Marc Irub Headshot
Marc Irubétagoyena, Head of Group Stress Testing and Financial Synthesis, BNP Paribas

Marc Irubetagoyéna is a member of the Group RISK and Finance Executive Committees of BNP Paribas. In his current role, he is responsible for the global stress testing and financial synthesis platform of BNP Paribas. After his studies of Engineering, Finance and Statistics, Marc started his career in consulting at Arthur Andersen in 1999. He joined BNP Paribas in 2002 within Group the Performance Management team. He drove the implementation of a value creation steering program and contributed to BNL Spa integration. In 2006, he moved to the Global Equity and Commodity business, launching notably a Private Equity offer. In 2009, he came back to Group Finance to ensure the financial synthesis of the Retail Banking division. In 2011, he launched a joint team between Group Finance and Group ALM Treasury to steer the liquidity of the Bank and implement a regulatory liquidity reporting framework. In 2015, he took the role of CFO of the Global Market business line. Marc holds Engineer diplomas from Ecole Polytechnique and ENSAE.

Chris Jaques Headshot
Chris Jaques, MD, Head Portfolio, Stress Testing and Analysis, Deutsche Bank

Chris has worked in Financial Services for over 25 years in a variety of roles across derivatives trading, multi asset fund management and risk management.  Chris has worked at Deutsche Bank for 4 years and runs the Portfolio, Stress Testing & Analysis teams in Market Risk Management.

Paul Lloyd-Jones Headshot
Paul Lloyd-Jones, Managing Director, Planning and Stress Testing, Barclays

Paul Lloyd-Jones is the Head of Group Planning and Stress Testing for Barclays. Over the past 8 years, Paul has held various positions in Business Performance, at Director and Managing Director level, both in group and in the business. Prior to Barclays he worked for Santander and before that as a Performance Management Specialist for Deloitte Consulting.

Nigel Milbank, Head of Stress Testing Delivery, RBS

Nigel will be presenting at the upcoming Stress Testing Europe 2017.

Mario Onorato Headshot
Mario Onorato, Group Head of Financial and Credit Risk, Generali

Mario is Group Head Financial and Credit Risk at Generali and Honorary Professor of the Risk Management Practice at the Cass Business School, City University, London. Previously was Global Practice Leader of Capital and Liquidity Solutions at IBM Risk Analytics former Algorithmics Inc. Prior to joining Algorithmics, Mario was Head of Economic Capital at Misys Banking Systems and Corporate Finance Senior Consultant at Sanwa Bank. Mario has held a number of academic positions in The Netherlands and the UK, he is author of several books and research papers. Mario holds a PhD in Finance

Jothi Philip Headshot
Jothi Philip, Global Stress Testing – Data Lead, HSBC

Jothi Philip has more than 10 years of experience in the banking industry. At HSBC, he is responsible for the data model of the group-wide PRA stress test and lead data governance around stress test submissions to the regulator. At previous roles in PRA and FSA, Jothi lead a work stream to define and collect the data requirements for the 2014 PRA concurrent stress test and was also involved in the review of compliance of large banking groups and insurance firms to data quality and governance principles in BCBS 239 and Solvency II.

Ulrich Sauder Headshot
Ulrich Sauder, Head of Stress Methodology, UBS

Ulrich holds a Masters degree in International Relations from the Institut d’Etudes Politiques de Paris and a Doctorate in Economics from the University of Warwick. He is a CFA charterholder. Ulrich joined UBS in 2007 and, among other roles, was responsible for the development of the firm-wide risk aggregation framework and regular analytics of the UBS risk-based capital model. Since the end of 2014 Ulrich heads the stress methodology team and has a coordination role across stress testing methodologies employed at UBS.

Jeff Simmons Headshot
Jeff Simmons, Managing Director, Head of Enterprise Risk Management, Bank of Tokyo Mitsubishi UFJ

Jeff Simmons joined the Bank of Tokyo Mitsubishi UFJ (“BTMU”) in June 2014 as the Head of Enterprise Risk, tasked with creating the function. Prior to joining the bank he spent some 20 years working in the Risk Management arena, this included Market Risk, Credit Risk, Risk Model Validation and Regulatory Risk consulting. At BTMU his responsibilities include the development of a Regional Risk Appetite Framework, including the design and implementation of a forward looking risk appetite framework which can be used for strategic decision making and control purposes. He is also developing an Integrated Stress Testing framework, and subsequently integrating this with the Risk Appetite framework including the analysis of the Banks forecast under varying macro economic environments. He is now working extensively with both the Tokyo based Head Office and the continental offices to develop a global framework in these 2 areas. He is also responsible for the implementation of an EMEA Risk Governance framework, this involves him working closely with the Regional offices to ensure that there is a standardised and efficient Risk Framework across the region.

Bruce Tattersall Headshot
Bruce Tattersall, Head, Enterprise Stress Test Delivery, Standard Chartered Bank

17 years experience within financial services. Working primarily on stress testing since 2011 for firms including; RBS, Barclays, Credit Suisse, Standard Chartered. Ran the Bank of England Stress Test Programme from 2014 to 2016.

Volker Weis Headshot
Volker Weis, Head of Group Stress Testing, Enterprise Risk Management, Deutsche Bank

Volker Weis is Head of Group Stress Testing within the Enterprise Risk Management department of Deutsche Bank Group (DB) and responsible for the cross-risk stress tests. In his prior positions he was overseeing the derivatives exposure modelling team for the implementation of DB’s counterparty credit risk IMM model, Economic Capital model development as well as Group and Legal Entity ICAAP. Volker joined Deutsche Bank in 2001. Prior to Deutsche Bank, Volker worked at the Massachusetts Institute of Technology. He holds a PhD in Physics.

20th April 2017

Head of Stress Testing Policy & Model Governance

30th September 2016

The role of stress testing in risk and capital management

30th September 2016

A unified regulatory stress testing platform

7th September 2016
trevor wells banner

Incorporating an enterprise wide stress testing framework for a firm wide view across all risk types

6th September 2016

Building effective stress testing framework and robust forecasting process

6th September 2016

Have risk managers been let down by big IT?

31st August 2016
sanjay banner

Implementing an effective governance framework to manage end user computing (EUC) model risk

30th August 2016
Luca new banner

Building an effective stress testing framework and robust forecasting process

16th August 2016

Benefits of embedding stress testing into ‘Business As Usual’ framework

3rd August 2016

Enterprise wide stress testing framework for a firm wide view across all risk types

5th July 2016
Bank of England

Reviewing evolving Stress Testing processes: BAU, data and the practicalities of running a stress test

1st July 2016

Embedding a data framework to support Stress Testing requirements and ensure BCBS 239 compliance

1st July 2016
Christain Hoppe Ohel

Building a CCAR compliant operational risk stress model

17th March 2016
Asset Control Banner

Stress Testing: The case for a central, cross-product function

23rd September 2015
BCS Consulting

Stress Testing and scenario analysis: Riding out the storm

Risk magazine banner


Tower – A Guoman Hotel
St Katharine’s Way, London.

CPD certified available

Earn CPD Points

To claim your CPD points please contact or call (0)20 7164 6582

Frequently Asked Questions

Can I present at Stress Testing Europe Summit?

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at Stress Testing Europe Summit. For further information on this please contact or call us on +44 (0) 20 7164 6582.

Are there any rules on the dress code?

Business attire is requested. The Summit is a formal opportunity to network with like-minded professionals and to gain knowledge from the industry’s finest risk management experts.

What is the cost and what is included in the registration fee?

We offer incentives for ‘early bird’ registrants of the Summit, as outlined on our pricing structure.

Registration includes breakfast, refreshment breaks, lunches, the cocktail reception at the end of the day, full access to the sessions and exhibition area. Presentations from sessions are also available, subject to speaker approval.

Where can I find the Summit documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations after the Summit*

We will work with our presenters to include as many presentations as possible on our Risk Insights App during the Summit.

*Please note that our speakers often have to gain permission from their relevant compliance departments to release their presentations. On rare occasions compliance may not allow presentations to be distributed.

Will breakfast, lunch and refreshment be provided?

Yes. As with all of our events the Center for Financial Professionals will be providing brilliant coffee, breakfast, lunch, refreshments, and smaller bites during the networking breaks.

Will there be opportunities to network with other attendees?

There are ample opportunities for networking and interaction throughout the Summit, such as

  • Breakfast, lunch and refreshment breaks
  • Cocktail reception at the end of the day (Subject to confirmation)
  • Q&A, panel discussions and audience participation technology available through the Risk Insights App
I have several colleagues that would like to attend, is there a group discount?

Certainly! We are pleased to offer you a 50% discount on the third registration or provide a fifth registration for free.

If you would like to register more than five colleagues please contact us on +44 (0) 20 7164 6582

Please note:

  • Registrations must be made at the same time
  • Registrations must come from the organisation
  • The lowest registration will be discounted
Are there opportunities to share my thought-leadership at the Stress Testing Europe Summit?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of Stress Testing Europe Summit and our wider risk professionals community.

At the event
We can distribute your material to the attendees, offer you an exhibition booth, and provide speaking opportunities so that you may enjoy a more prominent presence at the Summit. Visit the Sponsor tab for further information or contact / +44 (0) 207 164 6582.

Risk Insights
Feature your content on our Risk Insights website and supporting Risk Insights monthly newsletter. For further information please download our media pack here.

Are media partnerships available for Stress Testing Europe Summit?

Yes. As part of a media partnership we can offer a variety of options to increase the branding and awareness of your association, company, certificate, publication or media. We are flexible with what we can offer however we usually:

  • Provide a discounted rate to attend
  • Place your logo and profile on the Summit website
  • Place your logo on the Summit brochure
  • Place your logo on promotional content where applicable
  • Distribute your media/marketing at the Summit
  • Promote through social media channels

To discuss this further please contact or call +44 (0) 20 7164 6582.

2016 Co-Sponsors:


4most Europe Ltd is a specialist credit risk analytics consultancy with over 90 staff based in the UK with extensive experience of working within the banking and financial services sector. Our consultants have extensive experience developing and implementing scorecard models through the customer lifecycle in both secured and unsecured lending in the retail banking, credit card and debt management sectors. The company provides a range of products and services across credit risk, fraud and marketing, working with blue chip clients predominantly in the banking, retail and mobile sectors. 4most continues to grow and expand into new markets and new territories, further product investment, and a broader service offering.

Analytic Risk Technology

Analytic Risk Technology is a startup company specialising in stress testing tools and consultancy with a focus on the top level of the process.
Our key product offering is a Capital Management Tool which, as it produces the final results, is the right place to bring together and control the results from the many moving parts that form a complex stress test.

Some banks are still doing this top layer in less controlled ways (e.g. spreadsheets) which is not sustainable given the requirements to scale up to more stress tests and more scenarios, and the significance of the results.
It’s also applicable to regulators, as this level of control at the top level allows for an efficient mixture of internal modelling and benchmarking, making it feasible to run a supervisory stress test initiative with a reasonable regulatory effort.

The company was founded by Timothy Murnaghan who was responsible for the stress test tools and stress testing data collection effort at the PRA/Bank of England leading up to the introduction of the FPC concurrent stress tests, and so the importance of this layer of tooling is informed by that experience.

CIMCON Software

Models and spreadsheets used for financial reporting need to be error-free, properly documented, auditable and protected against cyber attacks or internal fraud.

CIMCON helps minimize the business risks inherent in end-user computing applications. From uncovering hidden errors in models and Excel spreadsheets, to detecting file corruption in file shares, Access or SharePoint repositories, and identifying cybersecurity risks, our software enables you to automatically identify the location and magnitude of these risks. It also provides tools to minimize them in a way consistent with your company’s risk management policy.


ClusterSeven is a leading provider of strategic End User Computing (EUC) Management software. Our market-leading suite of products provide a governance platform for a firm’s spreadsheets, user-built databases and modelling tools. The ClusterSeven suite provides transparency around EUC activity, enables the capture of an inventory of EUCs as well as facilitates a full audit trail of changes to the key spreadsheets and databases in the inventory.

The suite provides businesses and their control functions full confidence in the integrity of their firm’s spreadsheet data, while also offering substantial savings on the time and resources used to check data processes and accuracy.

Founded in 2003 with offices in London, New York and Boston; over a third of the world’s top 30 banks as well as multiple leading insurers, investment managers and energy firms are customers. In June 2015, private equity firm Azini Capital Partners LLP acquired 100% of ClusterSeven and has provided additional investment to promote high quality product development and wider customer engagement.

Copal Amba

Copal Amba is the leading provider of offshore research and analytics services to global financial and corporate sectors. We have consistently been ranked #1 in our space by multiple independent customer satisfaction surveys. Our clients include leading bulge-bracket financial institutions, Fortune 100 corporations, mid-tier companies, boutique investment banks, and funds.

We support over 140 institutional clients through our team of 2,600+ employees. Our 9 delivery centers are located close to our clients and in proximity to scalable talent pools. Our clients have saved over USD1.9 billion over the past 13 years, by using our services to enhance front office efficiency.

Copal Amba is a Moody’s Analytics company.


CRISIL Global Research & Analytics (GR&A) is the world’s largest and top-ranked provider of high-end research and analytics services. We are the world’s largest provider of equity and credit research services. We are also the foremost provider of end-to-end risk and analytics services to trading and risk management functions at world’s leading financial institutions and corporations. We offer corporate strategy, competitive intelligence and key account management support to corporations globally.We operate from research centers in Argentina, China, India and Poland, working with our clients across several time zones and in multiple languages. We are proud to be an organization that has the vision to proactively investing in its people and get them future-ready. We are committed to delivering cutting-edge analysis, opinions, and solutions. This is in line with our goal of ‘making markets function better’.

We have the largest teams of equity and fixed income analysts, quantitative, regulatory, risk and actuarial specialists in the world outside of banks. Our employee base comprises over 2300 people, 75% of whom hold advanced degrees in finance, accounting (CFAs), risk management (FRM etc.), quantitative techniques, pure sciences (PhDs) and management (MBAs).

Finsbury Solutions Ltd

Finsbury Solutions is a world leading provider of spreadsheet risk management solutions and software. We specialize in governance and risk management control solutions in financial institutions, with over 300 customers globally. Our management team has decades of experience in transforming business operations and solving risk issues in banks, insurance companies, asset management firms, broker/dealers and regulatory institutions. We understand the challenges that managers face and can offer practical solutions to business problems and have been doing so successfully since Finsbury Solution’s inception in 2006.

Moodys Analytics

Moody’s Analytics helps capital markets and risk management professionals worldwide respond to an evolving marketplace with confidence. The company offers unique tools and best practices for measuring and managing risk through expertise and experience in credit analysis, economic research and financial risk management. By providing leading-edge software, advisory services and research, including proprietary analyses from Moody’s Investors Service, Moody’s Analytics integrates and customizes its offerings to address specific business challenges.


For more than 40 years, MSCI’s research-based indexes and analytics have helped the world’s leading investors build and manage better portfolios. Clients rely on our offerings for deeper insights into the drivers of performance and risk in their portfolios, broad asset class coverage and innovative research.
Our line of products and services includes indexes, analytical models, data, real estate benchmarks and ESG research. MSCI serves 97 of the top 100 largest money managers, according to the most recent P&I ranking. For more information, visit us at


Quantitative Risk Management (QRM) is the world’s premier enterprise risk management consulting firm. QRM develops industry-leading risk management principles, practices, and models, and provides clients with the advice, knowledge, and tools necessary to leverage those innovations into higher risk-adjusted returns. Since 1987, we have partnered with our clients to enhance their ability to measure risk, identify profitable opportunities, and make sound financial decisions. With offices in Chicago, London, and Singapore, QRM has established over 250 long-term engagements with top financial institutions from the banking, finance, and insurance industries worldwide.



EVMTech is a leading provider of analytic risk management solutions to financial services industry. Our stress testing solution Sceneco supports our clients in three key areas of data management, scenario design, and loss & revenue model integration. This ensures a swift and end-to-end approach to managing stress testing process. Data owners submit the data they are responsible for. Business users and economists review projections of macro and financial variables and may enhance them with their forecasts. Stress scenarios are defined for several variables and expanded to all the remaining ones. The results are passed to loss & revenue models to project income and expense items.
The team behind Sceneco enjoys significant recognition from industry thought leaders. Robert Engle, Nobel Prize winner in economics, has endorsed books published by our lead quant. Piotr Karasinski, one of the two minds behind the Black-Karasinski interest rate model, has endorsed the technical superiority of Sceneco.
Please visit our exhibition stand for a brief demo.

Media Publications

We are happy to support publications, associations and organisations at this event. From a simple company listing with your logo to taking advantage of some of our sponsor benefits listed above. To discuss a media partnership further please email or call +44 (0)20 7164 6582.

All About Risk
FTSE-GM-LOGO 180x110
Financial IT
GBAF 180x110
Global Risk Community 180x110
IT-GRC-Forum 180

 Stress Testing Europe 2017   Launch Special Rate
Register by 19 May
 Super Early Bird
Register by 30 June
Summer Special Rate
Register by 11 August 
Early Bird Registration
Register by 8 September 
 Standard Rate  
Save £800
Save £700 
Save £500 
Save £300
 £1599 Register Here

All prices subject to UK VAT, currently 20%

Group Bookings:

Group rates are available for 2 or more attendees from the same organisation, when registering at the same time. The current rate allows every third colleague to come along for half price! or a fifth colleague to attend for free

Credit card payments: 

Please ensure that you have informed your credit card issuer that you will be making this transaction

Other ways to register

1. Save Time – Register by Email

Simply email us with your e-signature – and we will do the rest for you!

2. Contact Us Directly

3. Download the PDF Registration Form









Keep Updated


Interested in Stress Testing Europe but not ready to register? Click here to keep updated.

Download the Risk Insights App

2016 Co-Sponsors

4most 245x150
ArtLogo 245x150
CIMCON Software
cluster seven 150
Corporate-logo copy
Finsbury Solutions
MA & Copal Amba Combined Logo copy

QRM 245x150


evmtech-logo 245x150


Connect With Us | #StressTestingEurope

TwitterLinkedInFacebookYouTubephone icon 50px