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2nd Annual Stress Testing USA 2014

CFP Events

25 Mar 2014 - 26 Mar 2014

New York

Details: click here

Register: click here

Hear From 20+ Senior Risk Professionals Including:
Oliver Jakob hi res
Oliver Jakob,
International CRO,
Mitsubishu UFJ
Greg Hopper,
Managing Director, Risk,

Goldman Sachs
Other Speakers Include:
  • Head of Enterprise Risk Analytics, CIT Group
  • Head of Quantitative Analytics Group (QAG), Morgan Stanley
  • Director, Global Banking & Markets Risk, Bank of America
  • SVP, Risk Analytics, GE Capital
  • SVP, Capital and Risk Management, HSBC
  • VP, Portfolio Risk Management, Deutsche Bank
  • Director, Model Validation Oversight, Scotiabank
  • FVP, Enterprise Stress Analytics, SunTrust
Patricio Contreras,
Head of Stress Testing Methodology
Morgan Stanley
Sanjay Sharma,
CRO, Global Arbitrage & Trading,
RBC Capital Markets
Critical Discussions On:
  • Understanding what has been learned from CCAR compliance so far and what is to come next
  • Organizing and stressing legal entities to comply with multiple regulators
  • Implementing an enterprise-wide stress testing framework
  • Ensuring the reliability and effectively justifying assumptions made within stress testing
  • Effectively governing the stress testing program
  • Utilizing stress testing as a management process and not just a regulatory requirement
jorge sobehart
Jorge Sobehart,
Managing Director, Risk Architecture,

Jorge Fonseca,
Head of Enterprise Stress Testing,

Reasons To Attend Stress Testing USA 2014:
  • Senior Associate Director at the Federal Reserve Boardprovides an update on stress testing regulation and CCAR
  • FRB, Goldman Sachs, Morgan Stanley and HSBC discuss what has been learned from CCAR compliance so far and what is still to come
  • Gain key insights from Bank of America and Citi on how to effectively comply to CCAR and the quantitative, financial and implementation challenges
Jimmy Yang,
SVP, Head of Credit Analytics,

Union Bank
Hamid Benbrahim,
Managing Director, Chief Data Scientist,

TD Ameritrade
  • Hear the CRO, Global Arbitrage and Trading at RBC Capital Markets deliver an understanding of how to effectively govern the stress testing program
  • Understand how stress testing can be used as a management process and to inform actionable strategies whilst adding value to the institution from the International CRO at Mitsubishi UFJ and SVP, Risk Analytics at GE Capital
  • Learn how to formulate scenarios for uncertain market conditions with the FVP, Enterprise Stress Analytics at Sun Trust
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Tim Clark,
Senior Associate Director,

Federal Reserve Board
Michael Carhill Pic
Michael Carhill,
Director, Enterprise Risk Analysis,

  • Join the Head of Economic Capital at Morgan Stanley as he discusses how far is too far with stress testing
  • Director, Model Validation Oversight at Scotiabank analyzes the inter-linkage and feedback between different risks and risk divisions
  • Deutsche Bank and TD Ameritrade providean understanding on the relevance and usability of historic and available data and effectively using Big Data to better understand risk
  • Gain an understanding of how to manage concentration risks within stress testing at different levels from the Head of Credit Analytics at Union Bank

Register Now US

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