Stress Testing USA 2018

ST USA 3

6th Annual Stress Testing USA

November 6-7, 2018 | New York

The future of stress testing: Regulatory changes, leveraging technology and moving towards automation

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2018 Highlights Include

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

Risk Management
Reviewing the ability to make stress testing a priority in financial institutions strategy plans

Scenarios
Aligning with regulatory expectations while meeting business needs to ensure relevant outcomes

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

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

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

Machine Learning
How Machine Learning and Artificial Intelligence can boost process efficiency

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

Economic Capital
Integration of stress testing and economic capital: Industry approaches

Hear From 20+ Senior Stress Testing Experts Including
Pending

Lingling Xu
CCAR Audit Head / Director
Credit Suisse

Nabeel Alvie

Nabeel Alvie
Director, CCAR Audit
Credit Suisse

Dennis Bennett hs

Dennis Bennet
Head of Model Risk Management
Federal Home Loan Bank of New York

Prasoon

Prasoon Saurabh
Head of Scenarios and PPNR Modeling
HSBC

nav hs

Nav Vaidhyanathan
Group VP, Head of Model Validation and Governance
M&T Bank

Jian Hu hs

Jian Hu
Executive Director, Risk Analytics
Morgan Stanley

Venkat Iyer

Venkat Iyer
Director of PPNR Forecasting
Santander

Fabrice Fiol Head shot

Fabrice Fiol
Managing Director
Societe Generale

Alex Shenkar

Alex Shenkar
Head of Credit Risk Model Validation, SVP Model Risk Management Group
SunTrust

Julio Rivera

Julio Rivera
Director of CCAR and CECL Model Implementation, Production and Reporting
US Bank

6th Annual Stress Testing USA

Day One | November 6, 2018 | New York City

08:00 Registration and breakfast

08:50 Chair’s opening remarks

PANEL DISCUSSION – COMPLIANCE
09:00 Ensuring compliance across a suite of regulatory expectations and varying interpretations across jurisdictions

  • Comparing different formats, functions and scenarios
  • Holistic approach to improve global operations
  • Utilizing stress testing to enhance collaboration
  • Managing multiple regulations: CECL, stress testing, FRTB etc.
  • Governance around related activities: CCAR vs. CECL governance approaches
  • Heightened regulatory expectations and control environment

Dennis Bennett, Head of Model Risk Management, Federal Home Loan Bank of New York
Alex Shenkar, Head of Credit Risk Model Validation, SVP Model Risk Management Group, SunTrust
Alexey Smurov, SVP – Mortgage Model Development, PNC

CECL
09:50 Loan default analysis: A CECL case study and beyond

  • Strategize through defaults in your loan portfolio
  • Examining loan data from a medium-sized institution and discuss types of models to implement to manage through a default scenario
  • Exploring how data analytics can be used to impact default-adjusted cash flows and values
  • Building models to forecast default-adjusted cash flows for ALM, capital planning, DFAST and CECL.

Guo Chen, PhD, Director, Quantitative Research, ZM Financial Systems

10:30 Morning refreshment break and networking

11:00 CECL under stress: lessons from IFRS 9

  • Expected losses increasing in stress environment
  • Forecasting CECL provisioning in stress testing
  • Consistency in stress testing and the way CECL is calculated on a long-term basis
  • Scenarios impacting capital and resources
    • Perfect foresight assumption
  • Translating economic forecasts into loss forecasts
  • Scenario requirements to incorporate CECL into stress testing
    • Point in time analysis and reporting

Stephane Gagne, Senior Director – Enterprise Stress Testing, RBC

11:40 Forward economic guidance in CECL and impact on CCAR

  • CECL scenario design overview
  • CECL vs. CCAR scenarios, design choices and impact
  • Using CECL in CCAR forecasts

Prasoon Saurabh, Head of Scenarios and PPNR Modeling, HSBC

12:20 Lunch break and networking

RISK MANAGEMENT
1:20 Reviewing the ability to make stress testing a priority in financial institutions strategy plans

  • Comparing industry behaviours with the fewer regulatory burdens
  • Benefits of unifying risks picture: interest rates risk and operational risk
  • Utilizing stress testing for several business purposes and firm strategy
  • Alternative plans if stress testing is relieved

Chris Smigielski, VP – Director of Model Risk Management, TIAA Bank

SCENARIOS
2:00 Aligning with regulatory expectations while meeting business needs to ensure relevant outcomes

  • Suite of stress testing scenarios
    • Business drivers to support identification of stress factors
    • Practical means to calibrate appropriate shock levels
  • Holistic approach to improve global operations
  • Common scenarios generating intensive work with limited insight
  • Producing reasonable results with severe scenarios
  • Utilizing stress testing to enhance collaboration-

Jian Hu, Executive Director, Risk Analytics, Morgan Stanley

MODEL RISK
2:40 Confronting today’s challenges in managing model risk

  • Developing a comprehensive and holistic approach to model risk governance
  • Establishing model risk as a 4th leg of a firm’s risk framework
  • The challenge of Challenger models
  • Model identification and risk tiering
  • vendor models
  • Minimizing or eliminating inventory risk
  • Data quality
  • Incorporating Machine Learning and Big Data (at last!) into contemporary model development and model risk management processes

Jon Hill, former Managing Director, Global Head of Model Risk Governance, Credit Suisse

3:20 Afternoon refreshment break and networking

3:50 Reviewing potential technology utilization to improve model and data accuracy and effectiveness

  • Use of AI and machine learning in model risk management
  • Using technology to integrate data sets and models
  • Executing stress testing more efficiently
  • Improving the process and implementing from model development
  • Balancing business and risk unit accountability with a centralized function
    • Hi-tech automation
    • Avoiding manual inefficiency
  • Defining key variables and analysing relationships across segments

DATA
4:30 Approaches to incorporate a unified data system to ensure integrity and accuracy of stress testing process

  • Representative of future for forward looking scenarios
  • Utilizing internal and external data
  • Managing volatility and modifications
  • Using big data more effectively
  • Developing expert teams in data engineering and reporting to run
  • Frequent and faster processes to connect data on different platforms
  • Leveraging technology to incorporate risk and multiple regulatory situations

ECONOMIC CAPITAL
5:10 Integration of stress testing and economic capital: Industry approaches

  • Tackling potential modelling problems
  • Firms approaches
  • Leveraging models in capital planning
  • Accurately assessing capital and resources requirements for effective set-up

Tally Ferguson, Director of Enterprise-Wide Risk, BOK Financial

5:50 Chair’s closing remarks

6:00 End of day one and drinks reception

Day Two | November 7, 2018 | New York City

08:15 Registration and breakfast

08:50 Chair’s opening remarks

BAU – PANEL DISCUSSION
9:00 Incorporating stress testing into BAU to make the process more efficient and meaningful: Industry perspectives

  • Adding business value to the process
  • Streamlining budget planning and portfolio strategies
  • Simplifying and taking away meaningful outcomes
  • Linking to risk appetite and to liquidity stress testing
  • Linking business activity with capital processes
  • Understanding stress testing and CECL implications for business decisions

Fabrice Fiol, Managing Director, Societe Generale
Lingling Xu, CCAR Audit Head / Director, Credit Suisse
Arnisa Abazi, Managing Director, Quantitative Risk and Stress Testing, Citibank

INTERNAL ALIGNMENT
09:50 Holistic firmwide risk assessment

  • Benefits of unifying risks picture, from identifying emerging risks to enhancing modelling
  • Utilizing stress testing from a business strategic standpoint
    • Activity level and enterprise-level
  • Aligning global and different types of stress testing
    • CCAR, liquidity, resolution planning, ad-hoc stress testing
  • Leveraging synergies between processes, scenario design and risk drivers mapping
  • Considerations to incorporate non-financial risk drivers and black swan types of events and new technologies

Fabrice Fiol, Managing Director, Societe Generale

10:30 Morning refreshment break and networking

11:00 Utilizing stress testing as a management tool and aligning with business needs for decision making

  • Platforms for weekly and/or monthly accuracy
  • Bridging and leveraging stress testing process into forecasting process
  • Enlarging forecasting numbers to better study macro-economic impacts and stress factors
  • Understanding stress testing and CECL implications for business decisions
  • Utilizing for planning: Yearly financial forecast, mid to long term planning and scenarios
  • Aligning and integrating stress testing with planning exercises

Douglas Hostland, Managing Director, Economics Risk, TD Bank

GOVERNANCE
11:40 Aligning policies for effective governance of the process to incorporate stress testing into wider frameworks

  • Introducing baseline engagement
  • Managing risk in silo vs. enterprise view
  • Linking stress testing into risk capital
    • Setting limits and baseline involvement
  • Incorporating an enterprise approach for a holistic view
  • Developing models and brining in data sources and systems

Lingling Xu, CCAR Audit Head / Director, Credit Suisse

12:20 Lunch break and networking

CCAR – PANEL DISCUSSION
1:20 Streamlining CCAR processes and ensuring effective controls and documentation

  • Identifying risks and controls
  • Centralized vs. decentralized risk and control function
  • Accessing historical data versus expert judgement

Stephanie Cheng, VP, Quantitative Risk Analytics, City National Bank
Elizabeth Braun, Associate Director, Capital Plan Workstream | US Finance, RBC
Arnisa Abazi, Managing Director, Quantitative Risk and Stress Testing, Citibank
Jon Hill,
former Managing Director, Global Head of Model Risk Governance, Credit Suisse

VALIDATION
2:10 Model validation is a necessary but not sufficient condition for effective model risk management

  • Structure and importance of model risk governance compared to the quant side
  • Performance Monitoring of models
    • Back testing, stress testing, challenger models
  • Big Data, Machine Learning, Spreadsheets (EUCs)

Dennis Bennett, Head of Model Risk Management, Federal Home Loan Bank of New York

2:50 Afternoon refreshment break and networking

PPNR – PANEL DISCUSSION
3:20 Reviewing regulatory expectations and feedback for PPNR models and approaches to incorporate processes

  • Software and technology usage
  • Integrating with the broader process
  • Validating results
  • Balancing judgmental and non-judgmental systems
  • Statistical approaches
  • Engaging the business

Venkat Iyer, Director of PPNR Forecasting, Santander
Nav Vaidhyanathan, Group VP, Head of Model Validation and Governance, M&T Bank
Prasoon Saurabh, Head of Scenarios and PPNR Modeling, HSBC
Brandon Von Feldt, Executive Director, Morgan Stanley

AUDIT
4:00 Internal audit and CCAR to ensure efficiency in validation and capital adequacy

  • Demonstrating whole balance sheet inclusion
  • Consolidation of each line into the whole process for analysis
  • Reviewing portfolios with consolidated numbers across portfolios
  • Ensuring completeness and accuracy
  • Review and challenge to enhance transparency

Nabeel Alvie, Director CCAR Audit, Deutsche Bank

4:40 Chair’s closing remarks

4:50 End of Conference

6th Annual Stress Testing USA

Hear from the following senior stress testing speakers
ArnisaAbazi
Arnisa Abazi, Managing Director, Quantitative Risk and Stress Testing, Citi

Arnisa Abazi will be presenting at 6th annual Stress Testing USA 2018

Nabeel Alvie
Nabeel Alvie, Director CCAR Audit, Deutsche Bank

Nabeel Alvie will be presenting at 6th annual Stress Testing USA 2018

Dennis Bennett hs
Dennis Bennett, Head of Model Risk Management, Federal Home Loan Bank of New York

Dennis Bennett will be presenting at 6th annual Stress Testing USA 2018

Elizabeth Braun
Elizabeth Braun, Associate Director, Capital Planning and Documentation, RBC

Elizabeth Braun will be presenting at 6th annual Stress Testing USA 2018

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Guo Chen, PhD, Director, Quantitative Research, ZM Financial Systems

Guo Chen will be presenting at the forthcoming Stress Testing USA Congress 2018

Stephanie Cheng pic
Stephanie Cheng, VP, Quantitative Risk Analytics, City National Bank

Stephanie Cheng has over 15 years of Financial Services experience and leads internal controls and documentation within the capital planning and stress testing team at City National Bank, a subsidiary of Royal Bank of Canada.  Prior to CNB, Stephanie was a KPMG consultant focused on capital planning and stress testing initiatives for financial institutions including the largest U.S. Banks.  At Bank of America, she provided model risk and loss forecasting policy oversight with an emphasis on the bank’s use of loss forecasting models within the consumer real estate portfolio.  She holds a B.S. from MIT and an M.B.A. from the Anderson School at UCLA.

Brandon
Brandon Von Feldt , Executive Director, Morgan Stanley

Brandon is an Executive Director at Morgan Stanley where he leads PPNR model development.  Prior to joining Morgan Stanley, Brandon was a Director at Deutsche Bank where he helped to design an automated model execution platform used for balance sheet, PPNR, and other related models.  He also spent time in roles primarily related to PPNR, credit loss, and allowance for loan loss modeling at PWC, Washington Mutual, JP Morgan Chase, and GMAC-RFC.

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Tally Ferguson , Director of Enterprise-Wide Risk, BOK Financial

Tally Ferguson will be presenting at 6th annual Stress Testing USA 2018

Fabrice Fiol Head shot
Fabrice Fiol, Managing Director, Societe Generale

Fabrice Fiol is a Managing Director and Deputy Head of the Enterprise Risk Management Americas division. In this capacity, he co-manages a team responsible for risk appetite statement and reporting, risk identification, enterprise wide stress testing and governance including regulatory oversight for the Americas.

He was previously in charge of the market risk cross-asset team overseeing regional limit framework, Market Risk Stress Testing and various regulatory market risk initiatives. His prior role was heading the Equity/Fixed Income/Commodity market risk teams for SG in the Americas, including NY, Canada and Brazil trading platforms. This included risk oversight of the Primary Dealer desk, Agency MBS desk, Swap/Swaption activities as well as structured portfolios and Equity Derivatives activities.

Fabrice Fiol joined Societe Generale NY in 2009. Prior to SG, Mr. Fiol was a Senior Vice President at NATIXIS- NY in charge of Trading Risk Management on a U.S Agency MBS portfolio.

Prior to Natixis, Mr. Fiol was a Vice President at the reinsurance company SWISSRE-NY where he was initially in charge of front-office quantitative pricing and subsequently joined the U.S Rates Derivative Desk trading. He was responsible for swaptions/cap market-making, while executing the firm hedging strategy in US Treasury, US Swaps as well as Bond/I.R future options.

He graduated from ENSAE (National School of Statistics and Economics) and holds a Graduate Degree (DEA) from Paris VII University.

Stephane Gagne
Stephane Gagne, Senior Director – Enterprise Stress Testing, RBC

Stephanie Gagne will be presenting at the 6th Annual Stress Testing USA 2018

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Jon Hill, former Managing Director, Global Head of Model Risk Governance, Credit Suisse

Jon Hill, Ph.D., is Global Head of Model Risk Governance at Credit Suisse. Jon has over twenty years of experience in various areas of quantitative finance. Prior to joining Credit Suisse as a Managing Director in January of 2017, he was the founder and global head of the Morgan Stanley’s global market and operational risk validation team; his team of 7 Ph.D. and Masters level quants in New York and Budapest is responsible for the validation (second-line-of-defense) of Morgan Stanley’s global market risk models, including Value at Risk (VaR), Stressed VaR, Incremental Risk Charge, Comprehensive Risk Measure and all firmwide Operational Risk models. Jon is a frequent speaker at professional conferences
Before joining Morgan Stanley in 2010, Jon was an Associate Director of model validation at the consulting firm Protiviti. Prior to that Jon was a member of the model validation group at Citigroup for six years, concentrating on equity, fixed income, foreign exchange, credit and market risk models. Before joining the Citigroup model validation team he worked for eight years on model development and general quantitative risk analytic methodologies as a member of the Quantitative Analysis Group at Salomon Smith Barney, which merged with Citibank in 1998 to form Citigroup. Jon began his professional career as a research scientist at AT&T Bell Laboratories in Holmdel, NJ, and worked for in such diverse areas as systems engineering, data mining, micro-processor design and operations research. Jon holds both a Ph.D. in Biophysics and a bachelor’s of Electrical Engineering degree from the University of Utah, as well as bachelor’s of Engineering Science degree from the University of Florida. Jon is a frequent speaker on the topics of model risk, risk analytics and model validation methodologies at professional conferences and seminars and is based in New York City.

doug hostland v2
Douglas Hostland, Managing Director, Economics Risk, TD Bank

Doug oversees TD Economics’ role in stress testing exercises for regulatory requirements in the US (CCAR / DFAST) and Canada (EWST / MST). TD Economics plays a central role in risk identification, scenario design and scenario generation process. The Economic Risk team generate projections of key macroeconomic and financial variables for baseline and stress scenarios using a suite of models developed internally.

Prior to joining TD, Doug held positions at the Bank of Canada, the Department of Finance Canada, World Bank, IMF and the Institute of International Finance.

Jian Hu hs
Jian Hu, Executive Director, Risk Analytics , Morgan Stanley

Jian Hu will be presenting at 6th annual Stress Testing USA 2018

Venkat Iyer
Venkat Iyer, Director of PPNR Forecasting, Santander

Venkat Iyer will be presenting at 6th annual Stress Testing USA 2018

Julio Rivera
Julio Rivera, Director of CCAR and CECL Model Implementation, Production and Reporting, U.S. Bank

Julio Rivera will be presenting at 6th annual Stress Testing USA 2018

Prasoon
Prasoon Saurabh, Head of Scenarios and PPNR Modeling, HSBC

Prasoon Saurabh will be presenting at 6th annual Stress Testing USA 2018

Alex Shenkar
Alex Shenkar, Head of Credit Risk Model Validation, SVP Model Risk Management Group, SunTrust

Alex Shenkar will be presenting at 6th annual Stress Testing USA 2018

Chris SMigielski
Chris Smigielski, Vice President, Director of Model Risk Management, TIAA Bank

Chris Smigielski has been with TIAA FSB’s Enterprise Risk Management Group for approximately five years; in his current role as Model Risk Management Director and previously as Enterprise Risk Manager – Capital Markets and Treasury. Chris has over 25 years of financial services industry experience, primarily in Asset/Liability Management (ALM), market risk modeling, financial model development and model validation. As VP & Sr. Quantitative Analyst at HSBC (US), Chris’ responsibilities included market risk modeling and reporting. His prior experience includes working as a Sr. Consultant at Diebold and Fiserv, two leading bank service providers, as SVP of Finance for a community bank, and as an ALM Analyst and ALCO member at First Niagara.

Alexey Smurov
Alexey Smurov, Senior Vice President, Mortgage Model Development, PNC

Alexey Smurov will be presenting at 6th annual Stress Testing USA 2018

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Nav Vaidhyanathan, Group Vice President, Head of Model Validation and Governance, M&T

Nav Vaidhyanathan will be presenting at 6th annual Stress Testing USA 2018

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Lingling Xu, CCAR Audit Head / Director, Credit Suisse

Lingling Xu is the Audit head of Capital planning/CCAR in Credit Suisse, where she is responsible for Capital planning audit program covering end to end capital planning processes within the firm.

Before this role, she was leading Capital planning audit program in JP Morgan for 4 years, American Express audit program of risk management function and Citigroup Basel audit program for 5 years. She started her career in Big 4 public accounting firms.

6th Annual Stress Testing USA

Latest stress testing insights
16th August 2018
Guglielmo Migliori article banner

CeFPro research: What does the future hold for stress testing?

By Guglielmo Miglioro, Senior Research Executive, CeFPro. 
16th August 2018

Scenario design over the business cycle

By Doug Hostland, Managing Director, Economic Risk, TD Bank Economics
10th August 2018

CECL Survey: Benchmarking industry progress ahead of implementation

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

6th Annual Stress Testing USA

Meet our sponsors and partners

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. Please contact sales@cefpro.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.

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.

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:


6th Annual Stress Testing USA

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

Book accommodation online here or by calling +1-212-752-7000. You may also seek alternative nearby accommodation using booking.com or Expedia

ST USA WEBSITE HEADER Further information

CPE Credits
CPE_logo_200-100x100

To claim your CPE Credits please contact info@cefpro.com or call +1 888 677 7007

FAQs

Can I present at Stress Testing USA

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at the Congress. For further information on this please contact alice.kelly@cefpro.com

Are there any rules on the dress code?

Business attire is requested. The Congress is a formal opportunity to network with like-minded professionals and to gain knowledge from the industry’s finest risk management experts.

What is the cost and what is included in the registration fee?

We offer incentives for ‘early bird’ registrants of the Congress, as outlined on our pricing structure.

Registration includes breakfast, refreshment breaks, lunches, the cocktail reception at the end of day One, full access to the Congress sessions and exhibition area. Presentations from sessions are also available, subject to speaker approval.

Where can I find the Congress documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations*

All available documentation will be provided after the Congress has taken place. However we will work with our presenters to make these available before the Congress where possible.

*Please note that our speakers often have to gain permission from their relevant compliance departments to release their presentations. On rare occasions compliance may not allow presentations to be distributed.

Will breakfast, lunch and refreshment be provided?

Yes. As with all of our events the Center for Financial Professionals will be providing brilliant coffee, breakfast, lunch, refreshments, and smaller bites during the networking breaks.

Will there be opportunities to network with other attendees?

There are ample opportunities for networking and interaction throughout the Congress, such as

  • Breakfast, lunch and refreshment breaks
  • Drinks reception at the end of the first day of the Congress (subject to confirmation)
  • Q&A, panel discussions and audience participation technology at the event and during the sessions
I have several colleagues that would like to attend, is there a group discount?

Certainly! We are pleased to offer you a 50% discount on the third registration or provide a fifth registration for free.

If you would like to register more than five colleagues please contact us on +1 888 677 7007.

Please note:

  • Registrations must be made at the same time
  • Registrations must come from the organization
  • The lowest registration will be discounted
Are there opportunities to share my thought-leadership at Stress Testing USA?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of Stress Testing USA and our wider risk professionals community.

At the event
We can distribute your material to the attendees or even offer you an exhibition booth so that you may enjoy a more prominent presence at the Congress. Visit the Sponsor tab for further information or contact sales@cefpro.com / +1 888 677 7007.

Risk Insights
Feature your content on our Risk Insights website and supporting Risk Insights monthly newsletter. For further information please download our media pack here.

Are media partnerships available for Stress Testing USA?

Yes. As part of a media partnership we can offer a variety of options to increase the branding and awareness of your association, company, certificate, publication or media. We are flexible with what we can offer however we usually:

  • Provide a discounted rate to attend
  • Place your logo and profile on the Congress website
  • Place your logo on the Congress brochure
  • Place your logo on promotional content where applicable
  • Distribute your media/marketing at the Congress
  • Promote through social media channels

To discuss this further please contact amy.greene@cefpro.com or call +1 888 677 7007.

6th Annual Stress Testing USA

ST USA WEBSITE HEADER Registration rates
Launch Special
Register by August 24

$1,099
SAVE $700

Super Early Bird
Register by September 21

$1,199
SAVE $600

Early Bird
Register by October 26

$1,399
SAVE $400

Standard Rate
Registrations after October 26

$1799

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.

Credit Card Payments

Please ensure that you have informed your credit card issuer that you will be making this transaction

Other ways to register

1. Save Time – Register by Email

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

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2018 Co-Sponsors


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