8th Annual Stress Testing Europe

Topics

• Determining the right shock levels and scenarios for reporting
• Analysing challenges of reporting and submitting under different jurisdictions
• Data modelling, regulatory reporting, data sensitivities and granularity of data
• Regulatory requirements - understanding requirements and improving resilience to change
• Best practices for stress testing operational risk
• Developing internal stress testing process for effective risk management
• Economic capital and stress testing models and consistency of market risk within capital adequacy
• Using reverse stress testing as a tool, effective quantification and processes