Regulatory Guidance & Industry Case Studies on
Stress Testing
Responding to Recent Market Developments
24 & 25 March 2009 - Zurich, Switzerland
Featuring a presentation from: Roland Goetschmann
SWISS FEDERAL BANKING COMMISSION
…PLUS the Post Conference Workshop:
Optimising & Integrating
Stress Testing for
Risk & Capital Management
26 March 2009 - Zurich, Switzerland
This conference addresses those issues central to meeting regulatory expectations and business challenges within your business:
Obtain updates on…
· Regulatory expectations
· Ratings Agency approaches to evaluation
Access recent developments in…
· Credit Risk stress testing
· Stress testing the Funding Plan
· Market Risk stress testing
· Operational Risk stress testing
Gain new insights into…
· Cyclical Stress Testing for Retail Mortgage Books
· Stress testing to measure Concentration Risk
· Macro economic Wholesale Cyclical Stress Testing
· Integrating stress tests Across Risk Types
Benchmark your approach to…
· Generating Credible Scenarios
· Linking to Economic and Regulatory Capital
· Integration and Use in Business Planning
· Interpretation and Presentation of Results
With practical insights and case studies from
SWISS FEDERAL BANKING – COMMISSION - ING GROUP - BANK OF SCOTLAND TREASURY - DANSKE BANK – UBS - LLOYDS TSB - RAIFFEISEN INTERNATIONAL BANK - DEXIA GROUP - NORDEA BANK - FITCH RATINGS - ERNST & YOUNG – DELOITTE – PRICEWATERHOUSECOOPERS - RISK ADVISORS
Stress Testing for Risk & Capital Management – examine value-adding solutions in this interactive workshop
Through interaction with industry peers and workshop leader, delegates will take away strategies and techniques capable of adding real value to stress testing processes.
Attending this workshop will enable you to:
- Address ICAAP objectives and developing best practice
- Consider alternatives for enhancing stress testing processes across all risk types
- Examine different types of stress tests and their use in: The ICAAP – Business processes
- Distinguish between specific risk and macro economic risks
- Understand key differing assumptions required, including though-the-cycle vs. point-in-time assumptions and uses
- Learn how to make stress tests more transparent and understandable to senior management
Don’t forget, secure your savings by registering before January 9th 2009! |
