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Agenda Speakers

Highlights:
 
* Enterprise Stress Testing: lessons from the Global Financial Crisis and recent history
* Key considerations for keeping your stress-testing program up to date
* Session includes focus on regulatory, modeling, forecasting, and technological perspectives

Speakers
		Eugene Stern, Bloomberg, Moderator Business Manager, Enterprise Risk Eugene Stern is head of market risk products at Bloomberg, working on the firm's enterprise risk services business. He helped start the business and has held a number of different leadership roles in product management, implementations, and client services.  Previously, Eugene spent ten years at RiskMetrics, where he led the product management team overseeing all offerings across the risk business. Eugene holds degrees in math from UC Berkeley (Ph.D.) and Harvard (B.A.) and worked at the University of Pennsylvania as a lecturer in mathematics before beginning to work in risk.
		Gideon Magnus, State Street Corp. GX Quantitative Analyst Gideon is an economist working for State Street Global Exchange in New York. Previously he worked at Morningstar in Chicago. Gideon received his Ph.D. in economics from the University of Chicago and a masters degree in econometrics from the University of Amsterdam. His main areas of expertise are macroeconomics, finance,  and (Bayesian) econometrics.
		Didier Blanchard,  Societe Generale Managing Director, Head of Enterprise Risk Management for the Americas Didier Blanchard started at Société Générale in 2009, where he was Head of the Global Risk Measurement department in Paris, before moving to New York as Head of Enterprise Risk Management for the Americas. Previously, Didier had performed the Basel 2 validation of BNP Paribas Group, and then structured regulatory and accounting solutions at that bank’s Fixed Income department in London. Didier had started his career in 1995 at Commission Bancaire, the French banking supervisor.
		Erdem Aktug, UBS Director Erdem received his Ph.D. in Financial Economics from Lehigh University/PA. Erdem has publications in the area of Sovereign Risk Analysis and recently taught at Baruch College MS in  the Risk Management Program. Previously Erdem was the Lead Quant Examiner in Wholesale Credit Risk/CCAR, MRM, and Basel Exams at the Federal Reserve Bank of New York. He is currently the Director/Team Leader at UBS in IB Risk Methodology - Model Development. Views expressed are his own and do not necessarily represent the views of his employer.
		Asad Naqvi, Goldman Sachs Global Head of Risk Economic Stats, Managing Director Asad is responsible for Scenario Design and Loan Loss projections for regulatory and BAU stress testing. Additionally, he is also in charge of modelling for Allowance for Loans and Lease losses including development of all models for CECL. He has a PhD in Theoretical Physics and a Bachelors in Physics and Electrical Engineering from MIT.

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