In Association With:   
ChartisResearch-2 IBM-2

Stress Testing USA 2014

The recent economic crisis has entirely changed the role of risk management within financial companies. Initially considered as a tactical function to ensure regulatory compliance and minimize losses, risk management has moved to the core of the business and is critical to its very existence. This is particularly true with stress testing.

Although the primary reason for regulatory stress-testing in today's banks is to ensure capital adequacy, the ultimate goal is long-term stability in the financial markets with better-run banks. For that reason, stress testing is an evolving, high-profile risk management requirement subject to additional regulatory burdens and wider scrutiny.

This half day event, in association with IBM, will examine the evolving practice of enterprise stress testing and a number of driving factors, including:

  • How regulatory pressures are expanding and shifting the focus of stress testing (to what?)
  • Key challenges and priorities of enterprise-wide stress testing
  • Technology capabilities and systems that firms need to adopt for this changing environment
  • Primary benefits of enterprise stress testing

Agenda: September 17, New York City

2:30 Registration
 
3:00 Welcome Address
 
3:05 Chief Risk Officers Overview On Stress Testing - A 39,000 Ft Perspective
 
Oliver Jakob, International Chief Risk Officer, Mitsubishi UFJ
 
3:45 IBM Perspective On Stress Testing
 
Mina Wallace, Vice President, Risk Analytics, IBM
 
4:20 Refreshment Break
 
4:35 Chartis Research Study Results
 
Peyman will unveil findings of a new study on Enterprise Stress Testing (one of several research papers in Chartis' The Risk-Enabled Enterprise research program).
 
Peyman Metschian, Managing Partner, Chartis Research
 
4:50 Current State And Future Direction Of Enterprise Stress Testing

Hear from a panel of industry experts including moderator Peyman Mestchian, Managing Partner, Chartis Research on the state of enterprise stress testing and its future. Peyman will unveil findings of a new study on Enterprise Stress Testing (one of several research papers in Chartis' The Risk-Enabled Enterprise research program) and examine a number of driving factors, including:

  • How regulatory pressures are expanding and shifting the focus of stress testing
  • Key challenges and priorities of enterprise-wide stress testing
  • Technology capabilities and systems that firms need to adopt for this changing environment
  • Primary benefits of enterprise stress testing

Moderated By: Peyman Metschian, Managing Partner, Chartis Research

Bob Boettcher, Head of Sell-Side Risk & Collateral Business Line, IBM Risk Analytics
Scott Chastain, Global Head of Model Risk Audit, Goldman Sachs
Patricio Contreras, Head of Stress Testing Methodology, Morgan Stanley
Amit Patni,  Senior Director, Stress Testing, GE Capital
 
5:15 Audience Q&A
 
5:30 Cocktail reception
 
Please Note: Although this event is free-to-attend, pre-registration is required. You will be contacted within 72 hours after requesting to attend to confirm if your request has been successful. Priority will be given to industry practitioners and due to the nature of the event, spaces are limited. Travel and accommodation is the responsibility of the attendee and not that of the organizers.
 
 
 
 
 
 
 
 

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Bob-Boettcher
Bob Boettcher
Head of Sell-Side Risk &
Collateral Business Line
IBM Risk Analytics

Scott Chastain
Scott Chastain
Global Head of Model
Risk Audit
Goldman Sachs

patricio-contreras
Patricio Contreras
Head of Stress Testing
Methodology
Morgan Stanley

Oliver Jakob hi res
Oliver Jakob
International CRO
Mitsubishi UFJ
Securities

Peyman Mestchian Cropped 120 120 s c1
Peyman Metschian
Managing Partner
Chartis Research

Amit-Patni
Amit Patni
Senior Director, Stress
Testing
GE Capital

Mina-Wallace
Mina Wallace
Vice President, Risk
Analytics

IBM