Stress Testing USA 2017

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The Leading Stress Testing Congress in North America
Thank you for those who joined us at the Stress Testing USA Congress, we are pleased to say this was a successful event. If you would like to keep updated on information for our Stress Testing 2017 Congress, please sign up to our event mailing list here.

4th Annual
Stress Testing USA:
CCAR & DFAST

KEY HIGHLIGHTS FOR 2016 – MOVE FREELY BETWEEN FOUR FOCUSED STREAMS


STREAM ONE: CCAR COMPLEXITIES

PROCESSES AND CONTROLS
Overview of the process for new filers and existing ones: Controls and best practices

REVIEWING RESULTS
Developments in regulatory reporting templates and infrastructure required to comply

DATA
Data challenges specific to CCAR to ensure accurate data inputs

SR15-18
Overview of requirements as determined under regulation SR15-18

REGULATORY GUIDANCE
Reviewing global regulatory guidance and consistency in requirements


STREAM TWO: DFAST REQUIREMENTS

REQUIREMENTS
Understanding the requirements for organizations moving towards CCAR compliance

SR15-18 & 19
Comparing SR 15-19 to15-18 as a Guide for What is to Come for DFAST Banks

ANNUAL PROCESS
DFAST as a full year process

PRIORITIZING
Prioritizing DFAST improvements for 2017 DFAST

EVOLUTION
Reviewing the evolution of DFAST processes from past tests and looking forward

GOVERNANCE
Top 5 governance challenges for stress test program




STREAM THREE: QUANTITATIVE FOCUS

DEVELOPING MODELS
PPNR model development: Understanding the requirements to create accurate models

DATA REQUIREMENTS
Reviewing challenges in data requirements for full stress test submission

MODELING OPERATIONAL RISK
Modeling practices for operational risk under stress testing requirements

RWA
Overview of inclusion for RWA in stress testing reporting

QUANT METHODS
Industry overview of quantitative methods and frustrations

PPNR MODELING
Best practice for PPNR model back testing to satisfy regulatory scrutiny


STREAM FOUR: QUALITATIVE FOCUS

EVOLUTION OF REQUIREMENTS
Taking a step back to the future

RISK APPETITE
Using stress testing alongside risk appetite for more informed decisions

CAPITAL PLANNING
Reviewing capital planning tools and incorporating stress testing results

BUSINESS AS USUAL
Effectively incorporating stress testing into business as usual practices across the business

ALIGNING RISK & FINANCE
Aligning risk and finance departments for finance reporting of results

GOVERNANCE
Top 5 governance challenges for stress test program

RISK IDENTIFICATION
Using stress testing as a tool for better risk management and improved reporting practices

27th April 2017
Michael R guglielmo

Effective challenge – Beyond the validation

16th March 2017
Tae Kang

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

14th February 2017
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The role of internal audits in capital adequacy planning and stress testing

1st February 2017
TheComingRegulatoryWave1

Stressing over stress testing: Introduction to the components

28th November 2016
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Reviewing the 2016 CCAR & DFAST stress tests and looking towards 2017

28th November 2016
ST USA skyline

Stress testing: Current problems and the path ahead

3rd November 2016
Jeremy Condie copy

Data & technology as it relates to model governance

1st November 2016
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Improving usefulness of PPNR CCAR stress test models: Adding 30+ years of rate data to deposit balance models

24th October 2016
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Addressing imperfect results in your PPNR CCAR Models

14th October 2016
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Overview of the process for new filers and existing ones: Controls and best practices

5th October 2016
Axiom SL

CCAR: Tackling stress testing with AxiomSL’s enterprise-wide integrated platform

30th September 2016
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Data challenges specific to CCAR to ensure accurate data inputs

27th September 2016
Ed Young, Senior Executive

Comparing SR 15-19 to 15-18 as a guide for what is to come for DFAST banks

23rd September 2016
Unknown

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

22nd September 2016
Joseph Breeden

One model to rule them all

19th September 2016
Robert Chan

Understanding the requirements for organizations moving towards CCAR compliance

14th September 2016
Screen Shot 2016-09-14 at 11.47.35

Modeling deposit portfolio rates: Combining replicating portfolio concepts with regression analysis to improve PPNR stress testing and ALM accuracy

7th September 2016
Tally Ferguson

Using stress testing alongside risk appetite for more informed decisions

7th September 2016
manan banner

Effectively incorporating stress testing into business as usual practices across the business

31st August 2016
Keith banner

The challenge of the challenger model

30th August 2016
agus banner

Developing efficient models at Stress Testing USA 2016

26th August 2016
situs the heart of bank stess tests

The heart of bank stress tests: Data

23rd August 2016
Aaron sayles banner

Taking a step back to the future: What does the future hold for the evolution of regulatory expectations

22nd August 2016
Ken FUTONGPENG

Sound model risk practice for effective stress testing

16th August 2016
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Benefits of embedding stress testing into ‘Business As Usual’ framework

26th July 2016
Stress Testing

CCAR and DFAST: Understanding expectations and moving towards an automated process

30th March 2016
David Ingram Risk Americas

Challenges, pitfalls and opportunities for effective PPNR modelling

25th February 2016

Stress Testing Beyond Regulatory Compliance

28th January 2016
Soner Tunay - Risk Anlaytics

How Stress Testing is Compared to Economic Capital

14th October 2015
Andrei Egorov

To Stay DFAST or to Become CCAR: Understanding the Gains and Losses for Institutions on the Verge of Crossover

Risk magazine banner

2017 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 analytics).

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.

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.

FIS


FIS is a global leader in financial services technology, with a focus on retail and institutional banking, payments, asset and wealth management, risk and compliance, consulting and outsourcing solutions. Through the depth and breadth of our solutions portfolio, global capabilities and domain expertise, FIS serves more than 20,000 clients in over 130 countries. Headquartered in Jacksonville, Florida, FIS employs more than 55,000 people worldwide and holds leadership positions in payment processing, financial software and banking solutions. Providing software, services and outsourcing of the technology that empowers the financial world, FIS is a Fortune 500 company and is a member of Standard & Poor’s 500® Index.
About FIS’ BancWare
BancWare helps banks to gain a centralized view of risk, liquidity, capital and profitability across the enterprise so banks can be prudent in their decision making, yet strategic for maximized returns. BancWare offers modular solutions for ALM, liquidity risk, capital management, operational risk and credit management.
For more information about FIS, visit www.fisglobal.com

Media Partnerships

All About Risk
ComplianceEx
FTSE-GM-LOGO 180x110
GBAF 180x110
Global Risk Community 180x110
IT-GRC-Forum 180x110


Pre-agenda rate Register Now
Main Congress:
Stress Testing USA: CCAR & DFAST 2017
$999 Register
Group Bookings:

Group rates are available for 2 or more attendees from the same organisation, 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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2017 Co-Sponsors


DCG 245x 150
ZMFS 245x150
McGuire and Mountain view
FIS 245x150

Cefpro

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