Events

This 9th edition marcus evans conference identifies the main challenges in stress testing, offer practical case studies informing delegates how to address them, and then goes one step beyond this to look at how the resolution of these challenges can be leveraged for the benefit of the bank. Addressing topics such as setting risk appetite, reverse stress testing, stress testing liquidity and operational risk, and scenario generation, this event is designed for banks who are looking to take the next step with their stress testing functions, to go beyond mere box-ticking towards an active role in driving risk management practice and policy

Attending this premier event will enable you to:

• Maximise the value that stress testing provides to banks by focusing on how it can be used for day-to-day risk management
• Compose effective cross-risk stress tests that look at the dynamics between risk types
• Discover what kinds of scenarios banks should be looking at: minor losses versus systemic risks
• Attain best practice in stress testing for liquidity and operational risk, as well as reverse stress testing
• Hear what the take on stress testing is in national and international regulations, such as Basel III