The imperative for regulators to demand proper stress-testing and for banks to submit such results to their management
Practical insights into what it takes for a bank to set up a sensible and compliant framework for stress-testing
Interactions between banks and their regulators for extreme risks, taking into account the principles and application of the Basel framework
Factors contributing to the 2007-08 global financial crisis, its possible recurrence as well as the relevant implications and strategies for banks
Tools to counterbalance the overriding power of risk-taking functions
International perspective of risk management and regulation of extreme risks with regards to contingency planning and capital adequacy
Developing an action plan customised for your organisation, involving the integration of all key stakeholders, macro relationships and possible challenges
Interactions between risk takers, information processors and risk managers in matters of extreme risks
Who should Attend
Senior executives from banks with responsibilities in:
Traded Market Risk
Market Risk Management and Analytics
Market Risk Modelling
Correlation Trading
Risk Methodology
Credit Risk Modelling
Model Validation
Risk Analysis
Basel II and III
Regulatory and Economic Capital
Stress-Testing
Counterparty Risk and CVA Risk
Finance and Treasury
Risk Internal Audit — Quantitative Analysis
Financial Institutions Advisory
Regulation & Compliance
Bank Regulation
Bank Supervision
Financial Stability and Economic Analysis
Past Events
Stress-Testing for Banks 2014 - 14-16 Apr 2014, Crown Plaza Hotel Nairobi, Kenya (43087)
Important
Please, check "Stress-Testing for Banks" official website for possible changes, before making any traveling arrangements