Stress Testing Europe 2017

Day One | 26 September 2017

08:00 Morning registration and coffee

08:50 Chair’s opening remarks

KEYNOTE ADDRESS – EUROPEAN CENTRAL BANK
09:00 Stress testing euro area banks

Sebastian Scheffler, Principal Supervisor, Risk Analysis Division, European Central Bank

KEYNOTE PANEL DISCUSSION
09:30 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, Professor Management, Finance and International Business, University of Bergamo, Italy, Former Group Head of Financial and Credit Risk, Generali
Chris Jaques, Managing Director, Head Portfolio, Stress Testing, Deutsche Bank

10:15 Morning refreshment break and networking

10:45 Past, Present, Future – lessons learned from 10 years, discussion between regulators, risk managers and the business side

• Why it pays to look back and why some fundamental challenges remain the same
• The early stages of stress testing and stress testing culture – focusing on market risk
• Efforts to reach Minimum capital standards and recognising risk as a banking business
• Lessons learned from crises – Testing the Limits of resilience and developing stress testing frameworks
• Ensuring efficiency, coverage and adequacy of stress testing processes
• Integration of stress testing into core banking and financial reporting
• External and global stress testing supervision
• From stress testing to business intelligence

Bernhard Kessler, Partner, Head of Risk Advisory, SKS

11.25 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

12:05 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

12:45 Lunch break and networking

DOUBLE SESSION
13:45 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

14:55 A staged approach to stress testing

• Challenges faced in adopting a Best in Class Stress Testing Framework
• Various stages a typical organization goes through in adopting such a Framework
• Siloed approach
• Top down approach
• Bottom-up approach
• Dynamic bottom-up approach
• Enterprise-wide integrated approach
• Leveraging stress testing for strategic decision making

Savaiz Khawaja, Co-Lead European, Middle East and Africa (EMEA) Client Management team, Quantitative Risk Management
JL Drew, Senior Consultant, Quantitative Risk Management

15:35 Afternoon refreshment break and networking

REVERSE STRESS TESTING
16:05 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

PANEL DISCUSSION
POLITICAL ENVIRONMENT
16:45 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, Deutsche Bank
Cecilia Gejke, Head of Stress Testing, Nordea
Andrea Burgtorf, Head of Group Risk Operating Office, Erste Group

17:30 Chair’s Closing Remarks

17:40 End of day one and evening cocktail drinks reception

Day Two | 27 September 2017

08:15 Morning registration & coffee

08:50 Chair’s opening remarks

IFRS 9 AND STRESS TESTING
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

PANEL DISCUSSION
AUTOMATION
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
Nigel Milbank, Head of Stress Testing Delivery, Royal Bank of Scotland
Pawel Makowski, Director – Enterprise Risk, Bank of Tokyo Mitsubishi UFJ

11:40 Stress Testing Architecture

• An overview of the overall stress testing process
• Deciding on the stress testing programme scope
• Breaking the problem down and data interfaces
• The role of the regulators’ definitions in data architecture
• Managing and monitoring process execution
• Conclusions in selecting system components.

Tim Murnaghan, CEO, Analytic Risk Technology

12:20 Lunch break and networking

DATA
13:20 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

14:00 Artificial Intelligence, Simulation and Stress Testing

• Agent Based Modelling and System Dynamics
• The importance of Stress Testing in near real time
• Engineering challenges of large scale simulations
• Utilising the Hadoop technology stack
• A platform to collaborate across teams
• Combining multi-agent reinforcement learning with massive simulations

Justin Lyon, CEO, Simudyne

14:40 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

15:20 Afternoon refreshment break and networking

CCAR AND PPNR
15:50 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
• Implementation of PPNR in Europe and balancing cost pressures
• Obtaining internal data and peer benchmark data
• Business buy-in and front office engagement
• Key directions for future stress testing based on CCAR experience

Ulrich Sauder, Head of Stress Methodology, UBS

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

In his current role, Antoine Bezat is responsible for stress testing models and methodologies transversally for credit, market, operational risks, revenues and liquidity for BNP Paribas. After his studies in statistics and quantitative finance, Antoine started is career at Dexia in 2001, with various positions on quantitative market risk. He became head of model validation for market activities in 2007. Antoine joined BNP Paribas in 2009 with a transversal role on model risk, and worked on the economic capital and stress testing models for credit. In 2013, he designed the credit stress testing models for CIB and became global Head of Credit Stress Testing in 2014.

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, 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.

JL Drew, Senior Consultant, Quantitative Risk Management 

JL Drew, CPA is a Senior Consultant at Quantitative Risk Management (QRM) with over 10 years of experience. He currently is the lead consultant on Stress Testing and CECL/IFRS 9 engagements. JL also participates in projects related to credit loss forecasting, asset and liability management, Value-at-Risk (VaR), Response Surface Modeling, strategic planning, among others. Since 2016, he is a regular speaker at QRM’s Annual Balance Sheet Management Conference in Chicago.

JL obtained his undergraduate degree in Finance and Accounting (with high honors) from DePaul in 2004. Upon graduation, he worked as a Consultant at Deloitte leading private equity and hedge fund tax accounting engagements. He then attended the Northwestern University Kellogg School of Management for his MBA, where he specialized in Strategy and Finance, graduating in 2014. During and after his time as a student at Kellogg, JL worked as a Senior Risk Management Consultant at the Federal Reserve Bank of Chicago where he participated as a manager for the Comprehensive Capital Analysis and Review (CCAR) and the Coordinated Liquidity Review (CLR), as well as served as a subject matter expert on the Current Expected Credit Loss Model (CECL).  JL has been a registered Certified Public Accountant since 2007.

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, 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 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, MD, Head Portfolio, Stress Testing, 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.

Bernhard Kessler, Partner, Head of Risk Advisory, SKS

Studied mathematics & economics, started consulting with KPMG Basel II/ IFRS 7, Credit risk models, Credit Portfolio Models, credit risk & ICAAP reporting projects for 5 years.
Afterwards 2 years IT consulting with NTT Data and since more than 5 years in different areas of risk models and IT risk architecture in international context.
Since 5 years more in Germany for SKS -specialised in consulting for banks (mainly risk & Regulatory reporting). 2014 became Head of Risk Advisory, and 2016 Partner.
Actual projects are in the area of stress testing, risk data warehouses, non-financial risk frameworks /processes and models.

Savaiz Khawaja, Co-Lead European, Middle East and Africa (EMEA) Client Management Team, Quantitative Risk Management

Savaiz Khawaja co-leads QRM’s European, Middle East and Africa (EMEA) Client Management team. He is responsible for assisting clients to develop best practices in asset-liability management, funds transfer pricing, capital management, and stress testing. Based in London, he has been working in the financial services industry for more than 20 years, and employed by QRM in various capacities for more than 15 years. He holds a bachelor’s degree in Electrical Engineering from Illinois Institute of Technology, and a master’s degree in Quantitative Finance from ICMA Centre, Henley Business School.

Andrew Lakin, Co-Head of Client Management for the Americas, Quantitative Risk Management

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.

Justin Lyon, CEO, Simudyne

Justin Lyon, CEO of Simudyne, is one of the world’s leading experts in artificial intelligence (AI) and simulation technology. He has a strong track record in the technology industry, with two companies that successfully exited.

While at MIT, Justin realised that we were entering a new era of profound change and he wanted to be at the forefront of that revolution. His companies have used advanced data analytics and artificially intelligent simulation platforms to model some of society’s most complex problems. In the aftermath of 9/11, for example, he provided advanced analytics to the U.S. Department of Defense as part of their counter-terrorism efforts.

Justin is a thought leader who can explain the applications of AI, simulation and machine learning to inform decision-making. Throughout his career, he has examined the ways in which these technologies will enable the world’s business, government and civic leaders to shape a better world for the next generation.

Justin has presented at Bloomberg, FT Innovate, Leadersin Tech, World Cities Conference and TEDx. He has also appeared on CNBC and BBC World Service and been featured in publications including Wired, The Guardian, ITProPortal, TechUK, The Risk Universe and Dow Jones.

Pawel Makowski, Director – Enterprise Risk, Bank of Tokyo Mitsubishi UFJ

Pawel Makowski is a Director in The Bank of Tokyo-Mitsubishi UFJ. He is responsible for Integrated Stress Testing and Risk Appetite for the EMEA region. Before joining BTMU, Pawel worked in the consulting industry in the UK and Europe, focusing on prudential regulation, capital management and risk modelling. Pawel is a Professional Risk Manager (PRM) certificate holder.

Tim Murnaghan, CEO, Analytic Risk Technology

Timothy Murnaghan is the founder of Analytic Risk Technology Ltd a company specializing in stress test tools, with a particular focus on controlling the data and overall process, and Capital Modelling.

Previously he was the senior manager at the Bank of England’s PRA, responsible for the stress testing systems and Firm Data Submission Framework (FDSF) that supported the 2014 and 2015 FPC stress testing exercises.

Nigel Milbank, Head of Stress Testing Control Management, RBS

Nigel is a Chartered Accountant and Cambridge graduate. Nigel has held previous senior roles in Internal Audit, Operational and Enterprise Risk at Swiss, Spanish and UK banks. In the last 6 years Nigel has been at RBS responsible for ICAAPs, and has held various roles in Enterprise Risk including Stress testing Control and Delivery. Currently focussed on Stress Testing target state, Change management and controlling end to end stress testing.

Mario Onorato, Professor Management, Finance and International Business, University of Bergamo, Italy, Former 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, 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, 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.

Sebastian Scheffler, Principal Supervisor, Risk Analysis Division, European Central Bank

Sebastian Scheffler is a Principal Supervisor in the Risk Analysis Division of the ECB Banking Supervision. He is involved in the preparation and execution of supervisory stress tests for significant institutions in the euro area, thereby focusing on credit risk, non-interest income and available capital.
Before joining the ECB in 2016, Sebastian worked as a management consultant in the private sector. He supported financial service sector companies and supervisory authorities in several European countries on engagements related to stress testing, internal models and capital adequacy.
Sebastian holds a Ph.D. in physics from the Technical University of Darmstadt and an MSc in physics from the University of Heidelberg.

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, 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, 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.

Venue

Tower – A Guoman Hotel
St Katharine’s Way,
London
E1W 1LD
UK

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