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Capital Modelling and Stress Testing

Hear how the best in the industry are modelling their economic and regulatory capital and linking it to stress testing initiatives

6-7 November 2014
Marriott Marble Arch Hotel, London, United Kingdom

Conference Workshop

Modelling Operational Risk Capital

The workshop will will enable participants to learn more about the challenges of modelling and stress testing operational risk


Why You Should Attend

Capital Modelling and Stress Testing

This premier marcus evans conference will show banks how their peers are navigating the choppy waters of the current regulatory environment to not just meet the requirements of their regulators but make commercial use of the modelling and stress testing activities that they need to carry out.

Best practice in capital modelling and stress testing will be demonstrated in detailed case studies by leading institutions, whilst regulatory participation will allow delegates to hear firsthand the impact of the forthcoming ECB takeover. This is currently the only event which brings together the twin challenges of capital modelling and stress testing and addresses them in a practical, hands-on manner.

In the turmoil of a rapidly changing regulatory environment, banks’ capital models and stress testing programs have been subjected to continuous regulatory restrictions, changes, and challenges. With the coming changes in European banking supervision, this shows no signs of abating. Banks are constantly being asked to carry out new stress testing activities and hypothetical portfolio exercises and the strain on their resources is beginning to show. Now, more than ever, it is essential for banks to ensure not only that they are complying with these regulatory requests but also that they are coping with these demands in the most efficient manner possible and also making the most of the results in the context of the business.

 


Key Topics

  • Standard Chartered look at how RWA and LRD constraints affect modelling and what you can do to tackle them
  • UBS discuss the latest practices in stress testing and what we have learned from the year’s exercises
  • Credit Suisse demonstrate how banks can use stress tests to monitor portfolios and influence business decision making
  • Metro Bank show how models can be made more user friendly for the business
  • Previous Attendees Include

    BaFin, Banca IMI, Bank od America Merrill Lynch, Bank of England, Bank of Ireland, Banque de France, Barclays, BBVA, Belfius Bank, BNP Paribas, Credit Suisse, Danske Bank, Deka Bank, Dexia, HSBC, ING Bank, La Caixa, Lloyds Banking Group, Mizuho International, Nedbank, Nordea, Rabobank, RBS, Tesco Bank, UBS, UniCredit Group


    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.




    Event Partners


    Practical Insights From

    Stephan Wiehler
    Head Rating Models and Stress Testing
    Credit Suisse

    Alexei Kondratyev
    MD, Head of Risk Analytics
    Standard Chartered

    Trevor Wells
    MD, Global Head of Stress Testing
    UBS

    Otto ter Haar
    Head of Credit Risk Regulations and Capitals
    ING

    Doriana Iovino
    Head of Risk Analytics
    Metro Bank

    Ying Hu
    Head of Risk Analytics, Credit Risk Planning Group
    Sumitomo Mitsui Banking Corporation

    Delphine Cassart
    Lead Senior Stress Testing Manager
    BNY Mellon

    Philipp Koziol
    Deputy Head of Stress Testing
    Deutsche Bundesbank

    Click Here For Full Agenda

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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Kristiyan Sokolov


    PO Box 24797
    CY-1304 Nicosia
    Cyprus

    Telephone:
    +357 22 849 408
    Fax: +357 22849 394
    Email: KristiyanS@marcusevansuk.com