New York‚ USA and Virtual Event

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Event Date Mon Jan 31 EST - Wed Feb 2 EST (in 8 days)
Location New York‚ USA and Virtual Event
Region Americas

This GFMI conference will allow financial institutions to assess how they can leverage their stress testing frameworks beyond regulatory drivers such as CCAR to ensure that they can generate more business value from current infrastructures and develop more idiosyncratic scenarios. Additionally, delegates will understand how to adapt and update their models with post-COVID data points and reflect on any model downfalls during the pandemic. Best practices for managing the expected increase in regulation surrounding climate risk and overcoming challenges of the longer horizons for these stress tests will be discussed. Assessments of the latest developments in ad hoc stress testing will also be benchmarked alongside innovations within technology and data frameworks within stress testing.


2022 Speakers

Ming Fan
Global Head of Risk Capital and Risk Appetite Analytics, Citi

Lingling Xu
Audit Head of Capital Planning and CCAR, Credit Suisse

Daniel Baum
Executive Director, Capital Management and Strategy, JP Morgan

Brian Gordon
Senior Vice President, Head of Credit Stress Testing, Wells Fargo

Laura Parisi
Team Lead, ECB Climate Change Center, European Central Bank

Julio Rivera
SVP, Head of CECL & CCAR Model Implementation and Data Analytics Solutions, US Bank

Juan Calcagno
Managing Director, Risk Capital and Stress Testing, MUFG

Sam Elnagdy
Head of Internal Audit, Mashreq Bank


Francisco Covas
Head of Research, Bank Policy Institute

Andy Spero
President, CEO, Spero Risk

John O'Keefe
Independent Consultant