Chapter Meeting

Chicago, Illinois

Say Yes to the Stress? Buy-Side Perspectives on Stress Testing

November 1, 2023

This chapter meeting has passed.

Overview

Technological advancements have made running stress tests easier than ever for buy-side risk managers. But building stress testing frameworks that deliver actionable insights to decision makers remains a challenging undertaking. In the face of expanding options for how to both conduct and present analyses, how should a risk manager proceed?

The GARP Chicago Chapter has assembled a panel of experienced buy-side practitioners to share their perspectives on the use of stress testing in institutional investing. Topics discussed will include:

  • Scenario analysis vs. sensitivity testing
  • Best practices in scenario design
  • Designing a framework that works for your organization
Attendees qualify for 1 GARP CPD credit.

Details

November 1, 2023
12:00 PM - 1:00 PM

Online
Link Emailed Upon Registration

View on Demand

Speakers

Andrea Shaeffer, CFA

Andrea Shaeffer, CFA
Managing Director, Risk Management, PPM America

Julie Austin, CFA

Julie Austin, CFA
Managing Director, Risk & Liability Management, Constellation Energy

Viktor Tsyrennikov Ph.D

Viktor Tsyrennikov Ph.D
Lead for Market Risk, Stress-Testing and Systemic Impact Modeling and Co-head of Quantitative Services Practice, Promontory Financial Group

Yury Dubrovsky, CFA

Yury Dubrovsky, CFA
Former Chief Risk Officer, Lazard Ltd

Chapter Directors

Daniel Brown
Head of US AIRB CIBC Bank USA

Cary Lyne
President and Founder at CJL Risk Enterprises LLC



Committee Members

John Zerolis
Associate Director & Lecturer Program on Financial Mathematics University of Chicago

Megan Preiss
Senior Manager EY

Eliza Tainton
Vice President Goldman Sachs

Allen Xiao
Deputy Chief Risk Officer Amundi US

Monique Thanos
Manager Portfolio Analysis Kabouter Management LLC @ FERMILAB

Rachel Sacco
Managing Director Strategic Initiatives

Andrea Shaeffer
Managing Director Risk Management

Joe McDermott
Managing Director

Marc Mazzuca
Director Corporate Risk Management

Mark Shore
Executive Director Arditti Center for Risk Management

Michele Wucker
Founder & CEO

Deborah Hill
Board Member Arditti Center for Risk Management

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