divider line Stress Testing Legal Entities  Implementing
An Enterprise-Wide Framework  Governance 
& Communication  Scenario Design & Choice
Next Generation Stress Testing • CCAR


Stress Testing USA 2014

Missed Stress Testing USA 2014?

RA14 CoverRisk Americas 2014: America's premier risk management and regulation Summit takes place in New York City, May 12 - 13. Featuring presentations and discussions from 70+ CROs and Heads of Risk across two-days and 6 streams. Join 300+ attendees and hear critical discussions, the latest insights and best practices for Model Risk, Stress Testing, Liquidity Risk, Capital Management, Operational Risk, Counterparty Credit Risk, CCAR, ORSA, Dodd-Frank & the Volcker Rule, Data Management and much more.

Click here for the full agenda and speaker line-up for Risk Americas 2014

Plus, don't miss the Post-Summit Forum and Masterclasses on May 14:
Stress Testing For Capital Adequacy Programs (CCAR & DFAST): Contributions from the Federal Reserve Board, Sovereign Bank, SunTrust, HSBC, Citigroup, Moody's Analytics and JP Morgan - Click here to view the full Stress Testing Forum agenda

Credit Risk Masterclass: Effective Modeling & Measuring - Led by Michel Araten, Former MD, Credit Risk, JP Morgan - Click here to view the full Credit Risk Masterclass agenda

Operational Risk Masterclass: Effective Operational Risk Management - Modeling & Measuring - Led by Marcelo Cruz, New York University Professor & Editor-in-Chief of the Journal of Operational Risk - Click here to view the full Operational risk Masterclass agenda

2014 Speakers Include:

Stanley Talbi

Jacob Rosengarten
Chief Enterprise Risk Officer
XL Group

Adam Gilbert
Head of Regulatory Policy
JP Morgan

Paige Wisdom
Chief Enterprise Risk Officer
Freddie Mac

Nicholas Silitch
Prudential Financial, Inc.

Victor Ng
MD, Global Head of Corporate Risk & Chief Risk Architect, Market Risk
Goldman Sachs

Click here to view the full speaker line-up for 2014

Attendees Heard From 20+ Senior Risk Professionals Including:
Patricio Contreras,
Head of Stress Testing Methodology
Morgan Stanley
Greg Hopper,
Managing Director, Risk,
Goldman Sachs
Other Speakers Included:
  • Head of Enterprise Risk Analytics, CIT Group
  • Head of Quantitative Analytics Group (QAG), Morgan Stanley
  • SVP, Risk Analytics, GE Capital
  • SVP, Capital and Risk Management, HSBC
  • VP, Portfolio Risk Management, Deutsche Bank
  • Director, Model Validation Oversight, Scotiabank
  • FVP, Enterprise Stress Analytics, SunTrust
Hamid Benbrahim,
MD, Chief Data Scientist,
TD Ameritrade
Sanjay Sharma,  
CRO, Global Arbitrage & Trading,  
RBC Capital Markets 
Critical Discussions On:
  • Understanding what has been learned from CCAR compliance so far and what is to come next
  • Organizing and stressing legal entities to comply with multiple regulators
  • Implementing an enterprise-wide stress testing framework
  • Ensuring the reliability and effectively justifying assumptions made within stress testing
  • Effectively governing the stress testing program
  • Utilizing stress testing as a management process and not just a regulatory requirement
jorge sobehart
Jorge Sobehart,
Managing Director, Risk Architecture,

 Oliver Jakob hi res
Oliver Jakob,  
International CRO,  
Mitsubishu UFJ Securities
What You Missed At Stress Testing USA 2014:
  • Senior Associate Director at the Federal Reserve Board provides an update on stress testing regulation and CCAR
  • FRB, Goldman Sachs and Morgan Stanley discuss what has been learned from CCAR compliance so far and what is still to come
  • Gain key insights from Bank of America and Citi on how to effectively comply to CCAR and the quantitative, financial and implementation challenges
Jimmy Yang,
SVP, Head of Credit Analytics,
Union Bank
michael dupin
Michael Dupin,
Head of Capital & Stress Testing Model Validation,
RBS Citizens
  • Hear the CRO, Global Arbitrage and Trading at RBC Capital Markets deliver an understanding of how to effectively govern the stress testing program
  • Understand how stress testing can be used as a management process and to inform actionable strategies whilst adding value to the institution from the International CRO at Mitsubishi UFJ and SVP, Risk Analytics at GE Capital
  • Learn how to formulate scenarios for uncertain market conditions with the FVP, Enterprise Stress Analytics at Sun Trust
Omer Samikoglu,
Head of Enterprise Risk Analytics,
CIT Group

Michael Carhill Pic
Michael Carhill,
Director, Enterprise Risk Analysis,
  • Join the Head of Economic Capital at Morgan Stanley as he discusses how far is too far with stress testing
  • Director, Model Validation Oversight at Scotiabank analyzes the inter-linkage and feedback between different risks and risk divisions
  • Deutsche Bank and TD Ameritrade providean understanding on the relevance and usability of historic and available data and effectively using Big Data to better understand risk
  • Gain an understanding of how to manage concentration risks within stress testing at different levels from the Head of Credit Analytics at Union Bank

Register Now US










Related Event
RA14 150x150 copy
Download Brochure
  STU Prog web

Gold Sponsors

SP Capital IQ

Accredited by