Implement best practices within regulatory, climate and internal stress testing, adapt to macroeconomic conditions, and effectively manage and utilise data to build a best-in-class stress testing framework

Stress testing continues to be a top priority for financial institutions, both from a regulatory standpoint and from a business strategy perspective. The challenging macro environment with changing interest rates and inflation are all driving more focus on stress testing. Banks want to be able to have a forward-thinking strategy based on stress testing results. Adhering to the regulatory stress testing requires a lot of investment for financial institutions, in both technology, people and time. This comes across areas such as credit risk, liquidity, and climate risk. Climate stress testing in particular has been a highly relevant topic with exercises being undertaken under the supervision of the PRA, ECB, and other national regulators.   

The marcus evans 2nd Annual Stress Testing for Financial Institutions conference taking place in London, UK on 20-22 September, 2023, will look into how to improve the current performance of financial institutions in the stress testing space. Beyond just the regulatory framework, there will also be an assessment into how best to conduct climate stress testing, as well as how to utilize stress testing frameworks and scenario analysis to further business strategy and generate value. Attendees will also gain an understanding of how to adapt their stress testing to the current volatile macroeconomic environment.

Topics Covered:

• Evaluate current regulatory expectations and priorities within stress testing

• Transition Delayed: is image inaction really a significant financial risk, and if so how should you model it?

• Stress Testing under the Mortgage Hybrid IRB Rating Systems

• Stress Testing for Counterparty Risk

• Understand the importance of having agile stress testing practices within financial institutions

• Analyse how to integrate stress testing into your strategy and risk management framework  

Best Practices and Case Studies from:

• Christoffer Kok, Head of Stress Testing, European Central Bank

• Jouni Aaltonen, Managing Director, Prudential Regulation, AFME

• Zsolt Jaczko, Head of Retail IRB Modelling, Nationwide Building Society

• Imran Syed, Head Counterparty Risk Stress Testing, Credit Suisse

• Markus Kantor, Head of Credit Risk Control Unit - Conceptual Team,  OP Financial Group

• Marc Irubetagoyena, Head of Group Stress Testing and Financial Simulations, BNP Paribas

For more information and registration discounts please contact: Ms Ria Kiayia, Digital Media and PR Marketing Executive at riak@global-fmi.com or visit: https://bit.ly/42Rf0nC