Enterprise-Wide Stress Testing

Enterprise-Wide Stress Testing
Ten years ago, the Global Financial Crisis crystallized the importance of assessing and planning for potential and severe market stresses. Many institutions and markets faced unprecedented volatility and market uncertainties for which most were not prepared. Since the crisis, stress testing has evolved via expanded legislative, regulatory and other stakeholder requirements.

Stress testing is critical to supporting risk identification and control. It provides a complementary perspective to other risk management tools by supporting and improving capital and liquidity management among other functions. Stress testing is particularly important at the end of a credit cycle when the lack of challenging conditions can lead to complacency and under-recognition of risk. Please join PRMIA New York and discover more information.

 

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Agenda Speakers

 

Date:

May 22, 2019

Time:

5:30pm - 8:00pm

Location:
Bloomberg L.P.
731 Lexington Ave., 28th Floor
New York, NY 10022

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

Agenda
  Time   Event
  5:30pm-6:00pm
  Registration and Welcome
  6:00pm-7:00pm
  Panel Discussions with Q&A
  7:00pm-8:00pm
  Networking Reception

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.

Thank You To Our Sponsor
 
 
 


Registration

This event is FREE for members and non-members, although registration is required.  IMPORTANT:  Registration at the door is not an option due to building security requirements. You must be registered in advance to attend this event and your contact information will be shared with Bloomberg for the security process.  Registration closes at 11:59 p.m. EDT on Monday, May 20, 2019. Click "Register Myself" below to reserve your spot. Make sure to click "Continue" to proceed with your registration. (If this is your first time accessing the PRMIA website you will need to create a short user profile to register.)  Become a PRMIA member by registering at becoming a member

 

When
5/22/2019 5:30 PM - 8:00 PM
Where
Bloomberg L.P. 731 Lexington Ave. 28th Floor New York, NY 10022 UNITED STATES
 

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