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European Stress Testing Forum
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European Stress Testing Forum
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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
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