The marcus evans 6th Annual Best Practices for Stress Testing in Financial Institutions conference taking place on 18-20 November, 2024 in New York will provide a critical analysis of the evolving landscape of stress testing and risk management. Attendees will delve into the latest regulatory updates post-election, while looking at the broader global standards and their implications for the upcoming CCAR cycle. The event will focus on the integration of market and geopolitical risk into comprehensive stress scenarios, alongside preparing for the systemic impacts. Key sessions will highlight advancements in scenario generation, touching on AI and automation with the aim to boost the accuracy and efficiency of risk assessments. Participants will also discuss innovative approaches to data management to embed and support a holistic and dynamic risk management framework, allowing for industry professionals to refine their strategies and stay ahead in a complex regulatory environment throughout 2025.
Key Topics include:
- Advance Stress Testing through the integration of market risks
- Account for indirect impacts to prepare for global threats in stress testing
- Customize BAU risk management strategies for stress testing
- Enhance transparency and creativity through scenario design
- Integrate social and political scenarios into stress testing risk management
- Strengthen forecasting prediction accuracy through sanitized data
Best Practices and Case Studies from:
- Alberto Scalari, PhD, Head of Market and Counterparty Credit Stress Testing, BMO
- Jorge Segura, Senior Director, Head of IRRBB/ALM in Risk Oversight, Santander
- Mitchell Chad, Senior Managing Director, Stress and Impairment - Modelling and Analytics, RBC
- Hakan Danış, Head of Macro Scenario Design, Citi
- Sean Keenan, Executive Director Stress Testing & Portfolio Analytics, Sumitomo Mitsui Banking Corporation
- Santosh Mishra, Group Head, Quantitative Modeling & Advanced Analytics, KeyBank
For more information please contact Ria Kiayia at riak@marcusevanscy.com or visit: https://bit.ly/4e7lTaF
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