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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:
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Oliver Jakob,
International CRO,
Mitsubishu UFJ
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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
Patricio Contreras,
Head of Stress Testing Methodology
Morgan Stanley
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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
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Jorge Sobehart,
Managing Director, Risk Architecture,

Citi
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Jorge Fonseca,
Head of Enterprise Stress Testing,

HSBC
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
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Jimmy Yang,
SVP, Head of Credit Analytics,

Union Bank
Hamid
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
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Michael Carhill,
Director, Enterprise Risk Analysis,

OCC
  • 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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