Topic:

Designing and Implementing a Comprehensive Stress Testing Framework for a Universal Bank

Synopsis:

The speakers will discuss integrated stress testing and the most common elements of stress testing methodology. Drawing from their experiences, they will examine a range of typical challenges and decisions that may arise over the course of the implementation process.

Venue:

British Bankers' Association Enterprises (BBAE)
105-108 Old Broad Street, Pinners Hall, London EC2N 1EX - UK

Speakers:

Dr. Joerg Behrens, Managing Partner, Fintegral Consulting
Dr. Leif Boegelein, Partner, Fintegral Consulting

Time:

6:00PM - 8:30PM

GARP Members can access the BBA starting at 6:00PM. Registration will run until 6:30PM.

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For more information, please contact:

Adolfo Montoro, FRM, Vice President and Head of Traded Market Risk Economic Capital Methodology, Deutsche Bank AG and GARP Director, London, UK Chapter - adolfo.montoro@db.com

Ludovic Lelegard, Wholesale and Market Risk, HSBC and Chapter Committee Head, GARP London, UK Chapter - ludovic.lelegard@hsbc.com