Stress Testing USA 2018



Pre-agenda rate ONLY $999


2017 Keynote Highlights

2017 stress tests
Leveraging lessons learnt from 2017

Insight from the regulator
Understanding the end vision for stress testing

Risk management in a changing regulatory environment

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

CCAR Complexities

– 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

– 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

– 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

– Upcoming CECL requirements and qualitative adjustments

13th December 2017

New Fed regulatory chief eyes shift in US bank stress tests

12th December 2017

Basel Committee releases ‘Basel IV’ Capital Framework

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

By Robert Chan, SVP, Head of Quantitative Analytics, City National Bank.
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

The synergies between IFRS 9 and stress testing models and processes

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

2018 Co-Sponsors

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 tools).

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.

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.

2017 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 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 or call +1 888 677 7007.

Media Partners:

Stress Testing USA 2018 | Venue

DoubleTree by Hilton Metropolitan, 569 Lexington Ave, New York, NY 10022, USA

CPE Credits

To claim your CPE Credits please contact or call +1 888 677 7007

 Stress Testing USA 2018   Pre-Agenda Rate  
 £999 Register Here
Group Bookings:

Group rates are available for three or more attendees from the same organization, 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.

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Back due to popular demand!
The Center for Financial Professionals are proud to announce the 2nd Edition CECL 2018, which will take place October 24-25, in New York City.

After the 1st Edition sold out, the 2nd Edition CECL 2018 Congress looks to provide both an update on progress made towards final CECL implementation, and review the potential impacts thereafter. CECL continues to shake up the industry and divide opinion on interpretation and implementation variations and strategies.


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.

This is just one of many events for 2018. For the full list with further information, please click HERE

Up to 22.5 Credits

15 for the main congress

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

2018 Co-Sponsors

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