Stress Testing 2018 - USA | Center for Financial Professionals (CFP) | 6 November 2018 | DoubleTree by Hilton Metropolitan, 569 Lexington Ave, New York, NY 10022, USA

Highlights:

• Compliance
Ensuring compliance across a suite of regulatory expectations and varying interpretations across jurisdictions

• CECL
Incorporating CECL into stress testing and leveraging existing infrastructure to align practices

• Risk Management
Reviewing the ability to make stress testing a priority in financial institutions strategy plans

• Scenarios
Aligning with regulatory expectations while meeting business needs to ensure relevant outcomes

• Model Risk
Approaches to incorporate a unified data system to ensure integrity and accuracy of stress testing process

• Data
Approaches to incorporate a unified data system to ensure integrity and accuracy of stress testing process

• BAU
Incorporating stress testing into BAU to make the process more efficient and meaningful

• Machine Learning
How Machine Learning and Artificial Intelligence can boost process efficiency

• PPNR
Reviewing regulatory expectations and feedback for PPNR models and approaches to incorporate processes

• Economic Capital
Integration of stress testing and economic capital: Industry approaches

2018 Speakers

Arnisa Abazi
Managing Director, Quantitative Risk and Stress Testing, Citi

Nabeel Alvie
Director CCAR Audit, Deutsche Bank

Dennis Bennett
CEO & Founder, MRMIA, Former Head of Model Risk Management, Federal Home Loan Bank of New York

Elizabeth Braun
Associate Director, Capital Planning and Documentation, RBC

Guo Chen, PhD, Director, Quantitative Research
ZM Financial Systems

Stephanie Cheng
VP, Quantitative Risk Analytics, City National Bank

Brandon Von Feldt
Executive Director, Morgan Stanley

Tally Ferguson
Director of Enterprise-Wide Risk, BOK Financial

Fabrice Fiol
Managing Director, Societe Generale

Stephane Gagne
Senior Director – Enterprise Stress Testing, RBC

Jon Hill
former Managing Director, Global Head of Model Risk Governance, Credit Suisse

Douglas Hostland
Managing Director, Economics Risk, TD Bank

Jian Hu
Executive Director, Risk Analytics , Morgan Stanley

Venkat Iyer
Director of PPNR Forecasting, Santander

Prasoon Saurabh
Head of Scenarios and PPNR Modeling, HSBC

Alex Shenkar
Head of Credit Risk Model Validation, SVP Model Risk Management Group, SunTrust

Chris Smigielski
Vice President, Director of Model Risk Management, TIAA Bank

Alexey Smurov
Senior Vice President, Mortgage Model Development, PNC

Nav Vaidhyanathan
Group Vice President, Head of Model Validation and Governance, M&T

Lingling Xu
CCAR Audit Head / Director, Credit Suisse

2018 Sponsors

CO-SPONSORS:
• DCG DARLING CONSULTING GROUP
• incisive
• QRM Quantitative Risk Management
• ZM Financial Systems

MEDIA PARTNERS:
• bobsguide
• GLOBAL BANKING & Finance review
• MRMIA Model Risk Managers International Association
• SmartMoneyMatch