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Chapter Meeting

Stress Testing: Prepare for the worst (to hopefully never) come

September 24, 2025 5:30 PM | Switzerland Chapter | In-Person

Details

September 24, 2025
5:30 PM - 8:30 PM |

In-Person

UBS, Uetlibergstrasse 231, Zurich, 8045

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Zurich: This session provides an overview of the key stress testing concepts as applied in major banks. Participants will gain insights into how stress testing supports risk management, regulatory compliance and bank-internal preparation. The session will also showcase major risk types - including credit, market, and operational risk - and explore the unique modelling challenges associated with each. 

  • Central role of stress testing for banks and supervisors 
  • Different types and objectives of regulatory and internal stress testing exercises 
  • Connection of capital and liquidity stress testing 
  • Impact of stress testing on strategic capital and liquidity planning 
  • Overview of major risk types and their modelling approaches 

Agenda

5:30 – 6:00 pm: Registration 

6:00 – 6:05 pm: Welcome remarks 

6:05 – 6:50 pm: Presentation/Panel discussion with Audience Q&A 

6:50 – 7:00pm: Q&A 

7:00 – 8:30 pm: Networking reception. Drinks and light refreshments will be served .

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Topics: Conduct & Ethics

Speakers

Dr. Stephan Wiehler

Dr. Stephan Wiehler

Managing Director, UBS Global Risk Control
Dr. Stephan Wiehler

Dr. Stephan Wiehler

Managing Director, UBS Global Risk Control

Stephan is the Head of Firmwide Stress Testing Models at UBS, based in Zürich. In this capacity, he oversees model ownership across a range of Pillar 2 frameworks, including Stress Testing and Economic Capital Models, which are integral to UBS’s internal risk appetite, strategic planning, and regulatory ICAAP processes (LPA, CCAR, ECB ST). He is also a member of the UBS GRC People Development Forum.

Prior to this, he served as Head of Divisional ERM for Private Banking and Head of ERM for CS Switzerland, where he led methodology oversight, digital transformation of portfolio dashboards, and climate and sustainability governance initiatives. His earlier tenure at Credit Suisse included global leadership of AIRB modeling and credit scenario analysis engaging with Swiss and European regulators.

Stephan began his career in public sector consulting, advising ministries of labor in Switzerland, Germany, and Austria. He holds a Ph.D. in Economics from the University of St. Gallen.
Marcel Kikiernicki

Marcel Kikiernicki

Principal / Associate Partner, Oliver Wyman
Marcel Kikiernicki

Marcel Kikiernicki

Principal / Associate Partner, Oliver Wyman

Marcel is a Principal in Oliver Wyman’s Zurich office focusing on banking. He combines experience of working within a GSIB bank (head of liquidity risk stress testing and interim head of IRRBB stress testing) with expertise as a consultant for banks, insurance companies and regulators. 

Marcel is a member of the Finance & Risk practice group and focuses on target operating models for treasury, finance and risk functions, recovery & resolution planning, risk modelling, risk management practices, finance transformation, strategic & operational planning, benchmarking and cost management. 

Chapter Directors

Alessandro Mauro, FRM
Director - Head of Risk department, BGN

Jing Lue Gramespacher
Head of Methodology and Governance for Market and Liquidity Risk, Credit Suisse Switzerland AG

Committee Members

Thierry Schnyder
Head of Risk Assessment, Bank for International Settlements – BIS

Savvas Stampolloglou
Group Data Management Product Manager, UBS AG

Alexandros Sanos
Global Director Sales Strategy & Execution, Commodities, Refinitiv

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