MINIMIZING DATA AND MODELING CHALLENGES TO MAXIMIZE THE EFFECTIVENESS
OF STRESS TESTING FOR STRATEGY AND BUSINESS BEYOND CCAR & DFAST
CCAR & DFAST  Data Quality, History & Consistency  Next-Level Stress Testing  Risk
Appetite 
• Governance  Scenario & Model Design  PPNR Forecasting  Model Risk


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Stress Testing USA 2014

LIMITED PLACES AVAILABLE: Over 65 different financial institutions and over 200 attendees already confirmed 

HIGHLIGHTS IN 2015 INCLUDE: HEAR FROM 25+ SENIOR RISK EXPERTS:

CCAR & DFAST
Analyze the challenges and successes seen by large, regional and new entrant FBO's

DATA QUALITY, HISTORY & CONSISTENCY
Understand how to improve CCAR controls of data and improve data quality

NEXT-LEVEL STRESS TESTING
Hear the latest innovations and best practices for integrating stress testing into strategic planning and supporting business decision-making

RISK APPETITE
Examine innovative strategies for integrating stress testing into the risk appetite framework

GOVERNANCE & COMMUNICATION
Assess the level of review and oversight required and how to govern and communicate

SCENARIO & MODEL DESIGN
Best-practices for building effective models with limited data, identifying firm-specific risk factors and designing enterprise-wide scenarios

PPNR FORECASTING
How to develop a holistic approach, establish a governance model, develop and consolidate results

MODEL RISK & VALIDATION
The latest innovations for measuring, managing and monitoring model risk

Click here to view the full agenda

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Scott-Chastain-2
Scott Chastain 
Global Head Model Risk Audit
Goldman Sachs 

Priyotosh-Mukherjee
Priyotosh Mukherjee 
Head Challenger Analytics
JP Morgan
 

atul-gupta
Atul Gupta
SVP, Risk and Capital
Union Bank

H.Walter-Young
H. Walter Young
Chief of Data & Analytics, CCAR Office
M&T Bank

Abhinav-Anand
Abhinav Anand
Chief Model Risk Officer
Discover

Peter-Aerni
Peter Aerni
Head Counterparty Credit Risk & Portfolio

Bank of America

patricio-contreras
Patricio Contreras
Head of Stress Testing Methodology

Morgan Stanley 

Candace-Bocci
Candace Bocci
Head US Credit Stress Testing CCAR
 
BMO

Andy-Spero
Andy Spero
EVP, Head Of Model Development

Regions

sanjaysharmapicture-120x120
Sanjay Sharma
CRO, Global Arbitrage & Trading
 
RBC Capital Markets

  Click here to view the full speaker line-up
10 NOT TO MISS HIGHLIGHTS FOR 2015:

1. Hear from 25+ senior risk professionals and stress testing experts from the leading large, regional and new entrant FBO's including Goldman Sachs, Morgan Stanley, JP Morgan, Bank of America, Wells Fargo, M&T Bank, BBVA, BMO, Regions, Discover, Deutsche Bank and many more

2. Network and engage with more than 200 experts from around the globe across two-days and more than 18 hours of networking and learning - share ideas, case-studies, best practices and learning's from industry experience

3.  Take-away the latest insights and techniques for building effective models for stress testing with limited data, improving CCAR controls of data and improving data quality from Regions and M&T Bank

4.  Understand the differences in CCAR & DFAST challenges and successes between large, regional and new entrant FBO's from Goldman Sachs, SunTrust and Regions

5 Examine the best practices for effectiely integrating stress testing and risk appetite with Bank of America

6 Hear how to effectively incorporate liquidity into the stress testing program and prepare for the inclusion of the Liquidity Coverage Ratio (LCR) from BBVA

7. Take away best practices for modeling and forecasting PPNR from heads of PPNR and stress testing at JP Morgan, Deutsche Bank and HSBC

8. Assess how to effectively design dynamic enterprise-wide scenarios and incorporate macro risks and trading portfolios with Morgan Stanley

9. Ally, Discover and RBS Citizens analyze how to measure, manage and monitor model risk as well as measure consistency across models and scenario design

10Engage with experts from MUFG Union Bank and Wells Fargo to indentify firm-specific risk factors for scenario design
 

Click here to find out further information

2015 SPONSORSHIP & EXHIBITION OPPORTUNITIES:

Advance Your Branding, Awareness, Industry Expertise, Thought-Leadership and Lead-Generation at Stress Testing USA 2015

Sponsorship and exhibition with CFP Events offers unique networking, brand recognition and thought-leadership deliverance opportunities with senior risk professionals from around the world. Whether you want full branding across the event or simply a well-positioned exhibition stand, our business development team will tailor the right package for you. We do everything we can to help you get your marketing message across and also to benchmark the return on your investment.

For further information about Sponsorship and Exhibition at Stress Testing USA 2015, please contact This email address is being protected from spambots. You need JavaScript enabled to view it. or +1 888 677 7007

UNABLE TO MAKE STRESS TESTING USA? JOIN 300+ ATTENDEES AT AMERICA'S PREMIER RISK MANAGEMENT SUMMIT:

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Over 85 CROs And Risk Heads Presenting In 2015

CFP's 4th Annual Risk Americas Summit, America's premier risk management and regulation Summit, will be bringing together more than 300 CROs and Risk Heads from the world's leading buy and sell-side institutions to focus on the latest risk management innovations, developments, best practices and opportunities.

Join 48 Keynotes, presentations and panel discussions from over 85 CROs and Risk Heads across 25 sell side nad 15 buy side institutions including 21 C-Suite presenters and 6 government/regulators.

Attend more than 17 hours of learning and networking with over 300 senior risk experts and like-minded individuals including the evening drinks reception and luncheon roundtable discussions.

Click here to see an overview of the agenda

BANKING HIGHLIGHTS:

RISK AND REGULATION
Join critical discussions and developments with Basel III, Dodd-Frank, Volcker, CCAR, DFAST, LCR, NSFR, Leverage Ratio and much more

STRESS TESTING AND MODEL RISK
Hear key discussions on stress testing governance, modeling, capital and liquidity integration and model risk management. PLUS, the one-day Stress Testing Forum returns for 2015

CONDUCT RISK AND CULTURE
Join Chief Risk Officers from Ally, AQR Capital, Lazard Ltd, XL Group and RBC Capital Markets to discuss how to implement and monitor conduct and culture

CYBER AND VENDOR RISK
Hear experts from the US Dept. of Homeland Security, US Bank and JP Morgan Chase discuss the latest cyber challenges on the horizon and how to keep up-to-date

ENHANCED PRUDENTIAL STANDARDS
Take away key insights on the Enhanced Prudential Standards and building a risk oversight function in an intermediary holding company

TRADING BOOK REVIEW
Learn the latest developments and impacts of the Fundamental Review and what is still to come - Insights from the FRB, Goldman Sachs and Citi

INSURANCE HIGHLIGHTS:

RISK AND REGULATION
Hear the requirements of state, federal and international regulators as well as a review of the challenges and progress with ORSA before the final deadlines

ORSA
Understand how the ORSA is changing governance and reporting structures and lines and how to implement a risk governance and risk management group

ECONOMIC CAPITAL
Gain insights from Prudential, Brookfield Life Assurance and AIG on the challenges with economic capital and implementation enterprise-wide

REPORTING AND COMMUNICATION
Learn how to present information coherently and concisely and the challenges with bringing the information all together

MODEL RISK GOVERNANCE
Join the discussion on how to build an effective model governance program in the US insurance industry and how to develop a robust model policy

STRESS TESTING
Prepare for stress testing under Solvency II and ORSA - understand what regulators want to see and whether the program will be regulator decided

For further information, please visit http://www.risk-americas.com

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