Stress Testing USA 2018

 

STRESS TESTING USA 2018

Pre-agenda rate ONLY $999

MAIN CONGRESS: NOVEMBER 7-8 2017

2017 Keynote Discussions

2017 stress tests
Leveraging lessons learnt from 2017

Insight from the regulator
Understanding the end vision for stress testing

Regulation
Risk management in a changing regulatory environment

Model risk
Recognizing the scope of model risk as an integral aspect of stress testing

CCAR Complexities

BAU
– Building a sustainable BAU modeling process
– Increasing efficiency in stress test

Model risk
– Approaches towards model benchmarking
– Understanding PPNR model requirements
– Effective model validation methodologies
– Effective review and challenge practices

Scenario design
– Setting parameters for idiosyncratic scenario design
– Utilizing results from idiosyncratic stress tests

DFAST Requirements

Move towards CCAR
– Understanding heightened expectations under CCAR

Model risk
– Effective challenge beyond validation
– Classifying a model vs. a tool

Strategy
– Application of model risk to strategy
– Idiosyncratic scenario design and using results

Insurance perspective
– Strengthening best practice beyond compliance

Quantitative Elements

Analysis tools
– Practical application for data and modeling
– Analysing tools for alignment to capabilities

System capabilities
– System infrastructure to improve data and modeling

Regulation
– Integrating CECL and leveraging infrastructure
– Understanding the impact of FRTB

Model risk
– Building a strong model risk aggregation framework

Qualitative Considerations

Bridging the gap
– Applying qualitative methods when numbers can’t be applied

Aligning teams
– Aligning with strategic planning teams
– Aligning risk appetite with strategic initiatives

Incorporating into strategy
– Utilizing results and including in business plans
– Using stress testing for risk identification of current and emerging risks

CECL
– Upcoming CECL requirements and qualitative adjustments

8th November 2017

How to avoid regulator inquiries: Regulators perspective on submissions

By Udayan Dekhtawala, Associate Managing Director, Argus Information & Advisory Services.
7th November 2017

Stress test models – A framework for model rationalization

By Soner Tunay, Principal Director, Quantitative Analytics Lead, Accenture Consulting.
2nd November 2017

Stress Testing Validation: Effective review and challenge framework

By Mabel Wong, SVP, Head of Model Risk Operations Assurance and Management, Citizens Bank.
25th October 2017

Balancing Conceptual Soundness Review with Independent Testing

By James L. Glueck, CFA,FRM, SVP, Analytics and Della Zheng, Ph.D., FRM, Vice President, Analytics from MountainView-McGuire.
4th October 2017

Reflections on stress testing

By Tally Ferguson, SVP, Director of Market Risk Management at the Bank of Oklahoma.
4th October 2017

Aligning stress testing and strategic planning teams

By George Lin, Quantitative Modeling Lead at Santander.
28th September 2017

Classifying a model vs tool for an effective model risk framework

By Elizae Dalvi, VP of Model Risk Management at BankUnited. 
21st September 2017

Moving towards CCAR compliance and understanding the implications for DFAST institutions

6th September 2017

2017 stress tests and leveraging lessons learnt towards 2018

29th August 2017

Scenario design under new supervisory guidance

29th August 2017

CCAR efficiency

10th August 2017

What are the top areas of concern for the next round of stress testing?

14th June 2017

Banking on resilience: putting stress to the test

27th April 2017

Effective challenge – Beyond the validation

16th March 2017

Designing an integrated stress testing framework and combining risk framework for better efficiency

14th February 2017

The role of internal audits in capital adequacy planning and stress testing

1st February 2017

Stressing over stress testing: Introduction to the components

28th November 2016

Reviewing the 2016 CCAR & DFAST stress tests and looking towards 2017

28th November 2016

Stress testing: Current problems and the path ahead

3rd November 2016

Data & technology as it relates to model governance

2017 Co-Sponsors

Accenture


Accenture is a leading global professional services company, providing a broad range of services and solutions in strategy, consulting, digital, technology and operations. Combining unmatched experience and specialized skills across more than 40 industries and all business functions—underpinned by the world’s largest delivery network—Accenture works at the intersection of business and technology to help
clients improve their performance and create sustainable value for their stakeholders. With more than 401,000 people serving clients in more than 120 countries, Accenture drives innovation to improve the way the world works and lives.

Argus


Argus Risk & Regulatory capabilities include solutions for data management, risk and loss modeling including financial & capital planning & reporting.

• Expertise in global regulations: DFAST, CCAR, ALLL/ CECL/ IFRS9, AML, IRRBB, FRTB, Basel, Liquidity & Credit Risk, Solvency II & other regulations
• Data aggregator for US regulators (Fed, OCC, CFPB) in supporting their efforts for risk-based bank supervision
• Provide FI’s with services and products which are modular, scalable:

á Technology agnostic data management platform which seamlessly integrates data from disparate sources, multi-tier data quality engine, data lineage & audit trail

á Proven track record of developing industry-leading forecasting solutions for over $ 5T assets across clients in 40+ countries (across retail products, C&I, treasury, real estate & leverage industry data from Argus consortia & partners) to support forecasting for:

• Compliance, Marketing
• P&L optimization
• Strategic planning
• LLP/ Delinquency
• Impairment models

á Reporting solution with workflow management with functionalities like CFO attestation, business & management overlay, MIS reporting with drill-down capability providing the same view as regulators

á Consulting and operational support (i.e., crafting MRI response, model recalibration, new portfolio/product integration)

Darling Consulting Group


Darling Consulting Group (DCG) is a leading independent provider of balance sheet risk management services and solutions for the financial institution industry. DCG’s Quantitative Risk Analysis & Strategy Group provides specialized end-to-end validation for credit stress testing models (DFAST/CCAR) which includes an evaluation of the mathematical approaches employed to project credit losses and PPNR forecasts, as well as ALM model integration, governance, controls and documentation.
For over 30 years DCG has helped financial institutions of all sizes make better strategic and risk management decisions. Services include comprehensive asset/liability management and strategy advisory, balance sheet risk modeling, broad-based model validation (e.g. ALM, liquidity, credit, ALLL, MSR, capital, operational risk models), behavioral studies (deposits, prepayments), credit stress testing and challenger models, and liquidity management (including contingency planning, monitoring and stress testing analytics).

FIS Risk Solutions


FIS’s solutions for risk management cover pre- and post trade risk management; integrated, enterprise-wide market, liquidity, credit and operational risk management; asset liability management; and trade surveillance. These solutions can be used across trading and clearing platforms and around multiple asset classes to help organizations better understand their exposure, improve the visibility and understanding of risk across the enterprise, and comply with regulations globally. FIS Risk Solution’s customers include banks, broker dealers, securities firms, clearing houses, hedge funds, pension funds, asset managers, insurance companies, corporations and government entities of varying sizes, geographical locations and organizational complexities.
www.fisglobal.com

McGuire Performance Solutions


MountainView-McGuire has provided innovative compliance solutions for financial institution balance sheet management since 1995. Services include financial model validations (ALM, Liquidity, Capital Stress Testing, Mortgage Servicing Rights, Loan Prepayments, etc.); statistical analyses of deposit supply, pricing, term behavior and value; and statistical analyses of loan prepayments.

Quantitative Risk Management


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.

SAS


SAS is the leader in analytics. Through innovative analytics, business intelligence and data management software and services, SAS helps customers at more than 83,000 sites make better decisions faster. Since 1976, SAS has been giving customers around the world THE POWER TO KNOW®.

ZM Financial Systems


We bring practical solutions to your difficult financial problems. Offering on-line and in-house solutions in securities and fixed-income analytics, credit-adjusted ALM, liquidity, risk management, budgeting and funds transfer pricing, we can help you better manage your risk and profitability.

Lanyard Sponsor:

Empyrean Solutions


Fast and accurate results drive our efforts at Empyrean. Our system was
designed and developed by Finance and Risk practitioners with years of
experience in the industry, built with ease of use and speed of
calculations as primary considerations for its model. It is the fastest
growing solution in the market today. For these reasons and more, banks of
all sizes turn to us for finance and financial risk management products
that help them increase efficiency, reduce operational costs, and more
easily manage financial performance. Our customers love working with
Empyrean solutions. And more importantly, they are happy to tell you why.

Exhibitor:

Autera


Autera provides solutions and services in the Capital Markets and Investment Banking space, with extensive domain expertise in Risk Management and Stress Testing. Autera’s product suite covers Market Risk, Credit Risk and Stress Testing. Autera’s stress testing platform is a niche product specific to the requirements of executing Global Market Shock and Macroeconomic scenario projections covered in US and European regulations such as CCAR/DFAST, PRA, EBA etc.

Highlighted product features include: Scenario Management, Scenario Projection and Expansion, Balance sheet and Income Statement modeling, Analytics and MIS Risk Reporting (incl. Trading and Counterparty Credit Risk), Regulatory Reporting (incl. template population) and Automated system integration and workflow.

Paradatec


Paradatec’s core competence is document analysis. Paradatec’s software provides high performance character recognition. It analyses the content of documents, generates document classification and data extraction.

A tradition of excellence. For more than two decades the Paradatec engineering Team in Braunschweig, Germany invents solutions for automated document classification and data capture from unstructured or free-form documents and brings such to perfection.
Respected as the intelligent market leader in the enterprise content management (ECM) marketplace. Paradatec solutions are highly intelligent, flexible and state of the art. Paradatec delivers the highest performance anywhere at any time in time-critical processes of many industry leaders in the insurance and finance verticals in Europe and the USA.

Vena Solutions


Vena Solutions redefines how companies manage their budgeting, planning and revenue forecasting. Vena combines a centralized database, sophisticated workflow, reporting and advanced analytics with Excel to create a cloud-based corporate performance management solution. Vena is the fastest growing cloud CPM company and the only one to embrace – not replace – Excel.

Endorsed By:

New York Institute of Finance


The New York Institute of Finance (NYIF) located in the heart of Wall Street is a global leader in training for financial services and related industries. Started by the New York Stock Exchange in 1922, it now trains 50,000+ professionals in over 120 countries. NYIF courses cover everything from investment banking, asset pricing, insurance and market structure to financial modeling, treasury operations, and accounting. The institute has a faculty of industry leaders and offers a range of program delivery options, including self-study, online courses, and in-person classes. Its US customers include the SEC, the Treasury, Morgan Stanley, Bank of America and most leading worldwide banks. In 2017, NYIF launched two new financial designations, now includes Chartered Investment Banking Analyst™ and CFRE™. Chartered Financial Risk Engineer™ (CFRE™) will compete with other credentials in the financial risk management space, as well as with graduate programs in finance and risk management offered by top universities.

Media Partners:

Global Banking & Finance Review


Global Banking & Finance Review is one of the world’s leading online and Print Magazine covering Global News, Videos, Analysis, Opinion, Reviews and Interviews from the world of Banking, Finance , Wealth Management, Trading, Business, Technology and much more. Read in over 200 different countries and ranked below 20,000 globally by Alexa across millions of websites.

Global Risk Community


The GlobalRisk Community is a thriving community of risk managers and associated service providers. Our purpose is to foster business, networking and educational explorations among members. Our goal is to be the worlds premier Risk forum and contribute to better understanding of complex world of risk.

Can your organization contribute at our Stress Testing USA 2018?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. Below is an outline of what we can offer, but please contact sales@cfp-events.com or call us on +1 888 677 7007 where a member of the team will be happy to tailor the right package for you.

Media Publications

We are happy to support publications, associations and organizations 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 jesse.hopkins@cefpro.com or call +1 888 677 7007.

Media Partners:


 Stress Testing USA 2018   Pre-Agenda Rate  
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Following the release and progress towards the European IFRS 9 standard, the focus moves towards the US edition of CECL, hear from 20+ presenters and panellists providing an overview of what the standard is, what it means for FIs moving forward and action points over the coming year.


Up to 22.5 Credits

15 for the main congress

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2017 Co-Sponsors


Lanyard Sponsor

Exhibitors:

Endorsed by:

New York Institute of Finance

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