Stress testing agenda
We've got a whole stream of content on stress testing on Thursday 6 December. Key topics under discussion include:
- 2018 ACS stress test results
- Harmonising macro and micro prudential stress testing
- Digesting the EBA stress test results
- Stress testing IFRS 9 scenarios
- Building an efficient global stress testing process
- Applied reverse stress testing
- What is the future of CCAR?
Hear From Industry Experts In Stress Testing
Why Not Also Attend:
The Global Risk Regulation Summit
International supervisors join together with heads of regulation from global banks to review the latest regulatory horizon. Themes include rethinking financial stability, the final Basel rules, ECB's priorities, BOE's transition to risk free rates, resolution in Europe, ring fencing banking, EBA's stress testing lessons, adoption of FRTB, regulating innovation, the GDPR journey and dealing with disruption and diversification.
Stress Testing: Theory and Practice Workshop
Workshop leader: Ken Abbott, Former US IHC Chief Risk Officer, Barclays & Professor, Baruch College, CUNY and Thomas Groen, Head of Capital Risk, Barclays
This will be an interactive workshop focusing on the theory and practice of enterprise wide stress testing for banks. It will explain the evolution of stress testing over recent years and define the many different stress tests currently run by banks. It will compare the different approaches of regulators and provide practical guidance for those involved in implementing stress testing programmes within banks.