Stress Testing Seminar

19/03/2012 - Pinners Hall, 105-108 Old Broad Street, London, EC2N 1EX

Member Price: £270.00 including VAT
Non-Member Price: £390.00 including VAT

Stress testing in the new regulatory environment

Continued turbulence in the financial markets will make it necessary for firms to keep their approaches to stress testing as current as possible. Stress testing will need to be thorough, challenging, and embedded in the risk-assessment process.

The BBA’s Stress Testing Seminar is aimed at providing banks with critical insight into how to develop strong stress testing methodologies.  The event will provide you with a regulatory update on how to meet stress testing requirements, tools to help you improve your stress testing models and information on how to develop a company strategy that will meet the current economic challenges.

Speakers include:

• Nathanaël Benjamin, Senior Risk Advisor - Risk Specialists Division, Financial Services Authority
• Piers Haben, Director - Oversight, European Banking Authority
• Auguste Nguetsop, Co-Head Market Risk Measurement & Modelling, Lloyds Bank
• Christopher Blake, Senior Manager, Liquidity Risk - Group Asset & Liability Management, HSBC Holdings PLC
• Jose Suarez-Lledo, Associate Director, Credit Analytics, Moody’s Analytics
• Juan Licari, Senior Director, Moody's Analytics
• Irving Henry, Policy Director, British Bankers’ Association

Topics include:

• Stress testing liquidity risk
• An update from the EBA on the 2012 EU-wide stress test
• Stress testing and risk management strategy
• Macroeconomic stress testing
• Meeting the FSA’s stress testing requirements

This seminar will be of particular interest those involved in the following areas:

• Stress testing
• Capital management
• Risk
• Prudential policy and/or risk
• Regulatory reporting
• Compliance
• Accounting
• Operational risk
• Credit control
• Treasury
• Basel reporting
• Financial control
• Liquidity management
• Internal audit

Sponsored by:

• See the programme for this event