This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

Menu
keyboard_arrow_right

European Stress Testing Forum

keyboard_arrow_leftSearch & Filter
search

European Stress Testing Forum

search
09:00 - 09:4040 mins
Registration and Refreshments
    09:40 - 09:5010 mins
    Chairperson's Opening Remarks
    • Gary Dunn - Director, Gary Dunn Consulting
    09:50 - 10:3545 mins
    Integrating EBA stress test into balance sheet management practices
    • Imran Mahmood - Senior Consultant, QRM
    • Matthew Miller - Client Relationship Manager, QRM
    10:35 - 11:1035 mins
    EU Wide Stress Test – Governance and Relevance in Today's Modern Bank
    • Jeff Simmons - Chief Risk Officer/Head of Support & Control, Bank of Tokyo-Mitsubishi UFJ
    11:10 - 11:3020 mins
    Morning Coffee
      11:30 - 12:0535 mins
      Stress Testing and Model Risk
      • Peter Quell - Head of Portfolio Modelling for Market & Credit Risk, DZ Bank
      12:05 - 12:4540 mins
      Integrating Climate Risk into Organisational Stress Testing
      • Ying Poikonen - Head of Modelling Group for EMEA Region, SMBC
      12:45 - 13:4560 mins
      Lunch
        13:45 - 14:2540 mins
        Designing Stress Testing for Capital
        • Parmod Garg - Chief Risk Officer - Head of Credit, PNBIL
        14:25 - 14:5530 mins
        Interest Rate Risk and Credit Spread Risk in extreme scenarios - Stress testing and Reverse Stress testing
        • Filipe Lemos - Global Risk Manager, BNIE
        14:55 - 15:1520 mins
        Afternoon Coffee
          15:15 - 15:5540 mins
          Looking to the Future of Stress Testing in the EU
          • David Curtis - Chief Credit Officer, Permanent TSB
          • Jérôme Henry - Principal Adviser, ECB
          15:55 - 16:3035 mins
          Top-down stress testing and scenario analysis in the current crisis
          • Kishore Kamath - Senior Analyst, Swedish FSA
          16:30 - 16:4010 mins
          Chair's Closing Remarks
            Filter
            Formats
            Choose Day