Learning outcomes:

By the end of the two days of sessions, delegates will have new or improved knowledge of:

• Why stress testing remains important to the business
• The requirements and expectations of regulators in this area
• Designing adequate scenarios for stress testing
• Techniques useful for securing senior management buy-in
• How risk silos can be integrated for firm wide stress tests
• The strong links between stress tests and capital adequacy

New York Tutors

Principle Tutor:

• Fred Vacelet, CEO FVacelet

Facuty also includes:

• Auguste Nguetsop, Head Market Risk Change, Lloyds Banking Group
• Adolfo Montoro, Vice President, Head of Traded Market Risk Economic Capital Methodology, Deutsche Bank
• Eduardo Vilela, Economic Capital ad Stress Testing, Barclays Capital
• Neil Bowman, Senior Vice President Treasury, Citigroup
  

London Tutors

Principle Tutor:

• Philip Chamberlain, Financial Risk Engineer, Former Managing Director, BNY Mellon

Faculty also includes:

• Stephen Zhu, Senior Vice President, Bank of America
• Michael Carhill, Director, Enterprise Risk Analysis Division, Office of the Comptroller of the Currency
• Michael Jacobs, Senior Financial Economist, Credit Risk Analysis Division, Office of the Comptroller of the Currency
• Jan Dash, Head of Straegic Risk Research, Bloomberg LLP