Stress Testing USA 2017

The Leading Stress Testing Congress in North America
If you would like to keep updated on information for our Stress Testing 2017 Congress, please sign up to our event mailing list here.

Register here for the pre-agenda rate of only $999

5th Annual
Stress Testing USA

KEY HIGHLIGHTS TO BE ADDRESSED – MOVE FREELY BETWEEN FOUR FOCUSED STREAMS


STREAM ONE: CCAR

CCAR requirements that can be incorporated into BAU
Increasing efficiency in the CCAR program
Reviewing approaches towards model benchmarking
Idiosyncratic scenario design: Setting parameter of how far to go
Building CCAR compliant PPNR models
Executing an effective review and challenge framework for stress testing validation
Model validation framework and methodologies to challenge models and tools


STREAM TWO: DFAST

Potential removal of qualitative review across to DFAST
Moving towards CCAR compliance
Understanding the implications for DFAST institutions
Using stress testing to increase value and drive strategic decision making

Acquisition culture for smaller banks
Idiosyncratic scenario design
The role of internal audit in stress testing
Ensuring quantitative expertise for effective review



STREAM THREE: QUANTITATIVE REVIEW

Practical application of stress testing data and modelling requirements
Quantitative analysis tools: Analysing tools for right alignment to capabilities
Developing data management to manage complexities of models and ensure accurate outcomes
Integrating CECL with CCAR/DFAST
The impact of FRTB on model inventory and implications
Model risk management


STREAM FOUR: QUALITATIVE CONSIDERATIONS

Bridging the gap between quantitative models and qualitative methods
Utilising stress testing results for a broader understanding of risk
Strengthening stress testing framework for risk identification of current and emerging risks
Aligning departments for enterprise stress testing to gain insights into aggregate across the institution
CECL requirements and the increased qualitative requirements and adjustments 

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

1st November 2016

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

24th October 2016

Addressing imperfect results in your PPNR CCAR Models

14th October 2016

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

5th October 2016

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

30th September 2016

Data challenges specific to CCAR to ensure accurate data inputs

27th September 2016

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

23rd September 2016

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

22nd September 2016

One model to rule them all

19th September 2016

Understanding the requirements for organizations moving towards CCAR compliance

14th September 2016

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

7th September 2016

Using stress testing alongside risk appetite for more informed decisions

7th September 2016

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

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).

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

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.

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.

Media Partnerships



Venue

Hilton Midtown New York
1335 Avenue of the Americas
New York City
NY 10019

Preferential rates are available to attendees at only $379++ per night per room. To book online please visit https://aws.passkey.com/go/d0f41d48 or alternatively you can book over the phone by calling +1-800-445-8667 and quoting code CFPST.

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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Simply email us with your e-signature – and we will do the rest for you!

2. Contact Us Directly

3. Download the PDF Registration Form

Up to 22.5 Credits
15 for the main congress

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2017 Co-Sponsors


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