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, inflation, war, and extreme weather events are all driving more focus on stress testing. Results were recently released by the regulators on CCAR and this is causing an increased amount of discussion around stress testing for many institutions. Adhering to this regulatory stress testing requires a lot of investment for financial institutions, in both technology, people and time, and the regulations continue to develop (SAS, 2021). This event will look into these results and the current performance of financial institutions in the stress testing space. Beyond just the regulatory framework, there will be a heavy focus on how to utilize stress testing frameworks and scenario analysis to further business strategy and generate value.

This premier GFMI event will bring together leading industry experts in stress testing and risk management to address the current challenges and best practices for improving stress testing applications and capabilities across institutions. There will be discussions on how to adapt existing regulatory frameworks for BAU and idiosyncratic purposes to drive value and the challenges concerning the development of climate stress testing and the implications of this on stress testing models going forward. The event will also inform on the best practices regarding the acquisition and validation of data for stress testing. 

Attending This Premier GFMI Conference Will Enable You to:

1. Adopt Stress Testing Within Bau To Streamline Operations 
2. Climate Stress Testing: How To Prepare For The Unprecedented
3. Utilize Idiosyncratic Stress Testing To Enhance Performance Across Different Departments Within Your Institution
4. Review The Current Regulation Surrounding Stress Testing Frameworks And How Future Changes In This Space Would Impact Your Institution
5. Employ Machine Learning Techniques In Stress Tests Effectively To Improve Efficiency

Best Practices and Case Studies from:

1. TD Bank - Generate scenarios for unforeseen macro factors such as climate and geo-political risks
2. BNY Mellon- Combine liquidity and solvency stress testing to accurately determine the position of your portfolios
3. BNP Paribas - Evaluate transition risks and factor these into your stress-testing frameworks
4. Mashreq Bank - Improve the assessment of physical risks to better understand the threat they pose to your institution
5. IMODX - Road to strong EWST in smaller and large-size banks
6. Citi Bank - Key Challenges in execution and utilization of the climate stress testing programs to navigate net zero transition for financial institutions

For more information and registration discounts please contact: Ayis Panayi, Digital Media and PR Marketing Executive at ayisp@global-fmi.com or visit: https://bit.ly/3N57zmh.