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European Stress Testing Forum (last year's agenda)

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European Stress Testing Forum (last year's agenda)

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European Stress Testing Forum (last year's agenda) 08:00 - 09:0060 mins
Registration and Refreshments
    European Stress Testing Forum (last year's agenda) 09:00 - 09:1010 mins
    Chairperson's Opening Remarks
      European Stress Testing Forum (last year's agenda) 09:10 - 09:4030 mins
      An updated macro prudential overview
      • Jérôme Henry - Principal Adviser, ECB
      European Stress Testing Forum (last year's agenda) 09:40 - 10:2545 mins
      Modernising stress testing
      • Evgueni Ivantsov - Chairman, European Risk Management Council
      • Adrian Mackaay - Head of Prudential Risk EMEA, BlackRock
      • Filipe Lemos - Credit Risk Reporting, Banco BNI Europa
      European Stress Testing Forum (last year's agenda) 10:25 - 10:5025 mins
      Morning Coffee
        European Stress Testing Forum (last year's agenda) 10:50 - 11:2535 mins
        Towards the integration of market risk with credit risk
        • Assad Bouayoun - xVa and Credit Derivative Quant, Daiwa Capital Markets
        European Stress Testing Forum (last year's agenda) 11:25 - 12:0035 mins
        Evolving trends in scenario design
        • Imran Syed - Head, Market Risk Stress Testing – Equities and UK, Credit Suisse
        European Stress Testing Forum (last year's agenda) 12:00 - 12:3535 mins
        Credit risk modelling
        • Antoine Bezat - Head of Stress Testing Methodologies & Models, BNP Paribas
        European Stress Testing Forum (last year's agenda) 12:35 - 13:3560 mins
        Lunch
          European Stress Testing Forum (last year's agenda) 13:35 - 14:2045 mins
          Implementing learnings from stress testing across the organisations
          • Dmitry Lobaskin - Executive Director, Nomura
          • Andrew Wedlock - Head of Prudential Risk, Hargreaves Lansdown
          • Michael Macedo - Managing Director of Risk Management, Europe & Asia, Cantor Fitzgerald Europe
          • Gregoire Babin - Executive Director, JP Morgan
          European Stress Testing Forum (last year's agenda) 14:20 - 14:5535 mins
          Outputs from the Eurozone benchmarking surveys
          • David Gruenberger - Head of Section, Regulatory Policy & Accounting, European Central Bank
          European Stress Testing Forum (last year's agenda) 14:55 - 15:2025 mins
          Afternoon Coffee
            European Stress Testing Forum (last year's agenda) 15:20 - 16:0545 mins
            Climate stress testing
            • Nigel Milbank - Senior Lead, Climate Programme, RBS
            European Stress Testing Forum (last year's agenda) 16:05 - 16:1510 mins
            Chair's Closing Remarks
              NextClimate Risk Stress Testing workshop
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