Stress Testing USA 2018

 

STRESS TESTING USA 2018

Pre-agenda rate ONLY $999

PRELIMINARY TOPICS TO BE ADDRESSED AT THE 2018 CONGRESS:

COMPLIANCE

CECL

RISK MANAGEMENT

SCENARIOS

INTERNAL ALIGNMENT

BAU

GOVERNANCE

ECONOMIC CAPITAL

MODEL RISK

CCAR

PPNR

EVOLUTION

2017 SPEAKERS INCLUDED:

Director of Enterprise-Wide Risk, BOK Financial | Senior Business Director, Capital One | SVP, Head of Quantitative Analytics, City National Bank | EVP – Head of US Model Risk Management, HSBC | US Head of Stress Testing, HSBC ED, Regulatory Capital Management Office, JP Morgan | CCAR Director, MUFG Securities Model Risk Director, TIAA Director, PPNR and Balance Sheet Modelling, RBC

 

2017 AGENDA HIGHLIGHTS INCLUDED:

CCAR COMPLEXITIES | DFAST REQUIRMENTS | QUANTITATIVE ELEMENTS | QUALITATIVE CONSIDERATIONS

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

Please note: This is a preliminary agenda of what we have researched to date.  We will be finalizing and releasing the full agenda soon.

Register your email for the full copy of the agenda | Register pre-agenda for the lowest rate

Stress Testing USA

Day One | November 6, 2018 | New York City

Registration and breakfast

Chair’s opening remarks

PANEL DISCUSSION – COMPLIANCE

Ensuring compliance across a suite of regulatory expectations and varying interpretations across jurisdictions

CECL

Incorporating CECL into stress testing and leveraging existing infrastructure to align practices

Morning refreshment break and networking

Reviewing the impact of CECL lifetime losses on capital when incorporated into stress testing

Understanding the impact of CECL on the business and aligning teams to increase communication

Lunch break and networking

RISK MANAGEMENT

Addressing changes to stress testing requirements and utilizing the process for effective risk management

SCENARIOS

Aligning with regulatory expectations whilst meeting business needs to ensure relevant outcomes

MODEL RISK

Developing an effective internal process to enhance model accuracy

Afternoon refreshment break and networking

Reviewing potential technology utilization to improve model and data accuracy and effectiveness

DATA

Approaches to incorporate a unified data system to ensure integrity and accuracy of stress testing process

VALIDATION

Ensuring implementation of a cohesive validation framework to enhance model simulations and back testing

Chair’s closing remarks 

End of day one and drinks reception

Stress Testing USA

Day Two | November 7, 2018 | New York City

Registration and breakfast

Chair’s opening remarks


INTERNAL ALIGNMENT – PANEL DISCUSSION

Unification of stress tests to ensure consistent approaches to independent activities

BAU

Incorporating stress testing into BAU to make the process more efficient and meaningful

Morning refreshment break and networking

Utilizing stress testing as a management tool and aligning with business needs for decision making

GOVERNANCE

Aligning policies for effective governance of the process to incorporate stress testing into wider frameworks

Lunch break and networking


ECONOMIC CAPITAL

Integration of stress testing and economic capital: Industry approaches

CCAR

Streamlining CCAR processes and ensuring effective control and documentation

Afternoon refreshment break and networking

PPNR

Reviewing regulatory expectations and feedback for PPNR models and approaches to incorporate processes

EVOLUTION – PANEL DISCUSSION

Reviewing the evolution of stress testing to increase value proposition and pre-empt future changes

Chair’s closing remarks 

End of day one and drinks reception

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 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 | Venue

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

CPE Credits
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To claim your CPE Credits please contact info@cefpro.com 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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Up to 22.5 Credits

15 for the main congress

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2018 Co-Sponsors


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