The Leading European Stress Testing Conference
Reviewing Evolving Stress Testing Processes And Requirements And Moving Towards The Next Phase Of Development
Stress Testing Europe 2016
Thank you to all who participated at the Stress Testing Europe Summit, we trust that you had a insightful event with a lot of key takeaways. Event presentations will be made available within the next week, all details will be sent to you via email. If you have any further questions, please contact firstname.lastname@example.org and we will be happy to help.
Key highlights Addressed in 2016
EUROPEAN CENTRAL BANK KEYNOTE ADDRESS
An ECB perspective on stress testing at the SSM with Phillip Koziol (Deputy Team Leader Credit Risk Stress Testing Team, SSM Risk Analysis Division)
BANK OF ENGLAND KEYNOTE ADDRESS
Bank of England’s Head of Risk Architecture, Supervisory Risk Specialists, will discuss the UK stress tests and take a look at future requirements.
EMBEDDING STRESS TESTING INTO ‘BUSINESSES AS USUAL’
The benefits of embedding stress testing into ‘business as usual’ framework for effective risk management
DATA AND BCBS 239
Reviewing regulatory data requirements and using data as a tool for effective stress testing
BUSINESS PLANNING AND RISK MANAGEMENT
Incorporating stress testing into a broader business planning and risk management framework
ENTERPRISE STRESS TESTING
Incorporating an enterprise wide stress testing framework for a firm wide view across all risk types
PROCESS AND CONTROLS
Building an effective stress testing framework and robust
Encouraging general engagement across departments and senior management for early buy in across the board
Reviewing the evolving model risk and requirements to ensure accurate reporting of stress test outcomes
Building a CCAR Compliant operational risk stress model
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.
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 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.
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.
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.
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).
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 www.msci.com.
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.
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.
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