Implement best practices within regulatory, climate and internal stress testing, adapt to macroeconomic conditions, and effectively manage and utilise data to build a best-in-class stress testing framework
The marcus evans 2nd Annual Stress Testing for Financial Institutions conference taking place on 20-22 September, in London, UK will look into how to improve the current performance of financial institutions in the stress testing space. Beyond just the regulatory framework, there will also be an assessment into how best to conduct climate stress testing, as well as how to utilize stress testing frameworks and scenario analysis to further business strategy and generate value. Attendees will also gain an understanding of how to adapt their stress testing to the current volatile macroeconomic environment.
Attending This Premier marcus evans Conference Will Enable You to:
- Evaluate current regulatory expectations and priorities within stress testing
- Understand how to optimize stress testing practices under the recent ECB and EBA exercise
- Explore ways to enhance transition planning within climate stress testing
- Assess the data issue within climate stress testing
- Understand the importance of having agile stress testing practices within financial institutions
- Explore potential use cases of Machine Learning and AI within stress testing
Best Practices and Case Studies from:
- Christoffer Kok, Head of Stress Testing, European Central Bank
- Markus Kantor, Head of Credit Risk Control Unit - Conceptual Team, OP Financial Group
- Marc Irubetagoyena, Head of Group Stress Testing and Financial Simulations, BNP Paribas
- Rajiv Choudhary, Head of Stress Testing Modelling, Virgin Money
- Jouni Aaltonen, Managing Director, Prudential Regulation, AFME
- Zsolt Jaczko, Head of Retail IRB Modelling, Nationwide Building Society
For more information please contact: Ria Kiayia, Digital Media and PR Marketing Executive at riak@marcusevanscy.com or visit: https://bit.ly/3GybjdJ
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