Description This two day course developed by Risk Training will provide all the tools needed to construct a best practice approach to stress testing Location New York, New York, United States Event Type Conference Industry Education Regions Greater New York Area, East Coast, Northeastern US Event Organizers Marc Humphrey Start Date Jun 13, 2018 End Date Jun 14, 2018 Venue Name Downtown Conference Center Event URL go.evvnt.com/219231-0 Registration URL Click here to register
Day one of the course will begin with a comprehensive regulatory update on CCAR, the sessions that follow will then discuss in the depth the use of models under CCAR and addressing specific model risk related challenges, risk appetite and scenario design in the stress testing process and DFAST requirements. Sessions on day two will focus on issues
of market and liquidity risk, alongside specific governance challenges and integrating CECL.
This training course will provide attendees with a comprehensive understanding of the stress testing process and give best practice examples from leading financial institutions. The event is held under the Chatham House Rule to promote an open and discussion based learning environment.
Prices:
Super Early Bird - Single Ticket ( Ends 20th April): USD 1999.0
3 for 2 Super Early Bird Ticket ( Ends 20th April): USD 1332.0
Early Bird - Single Ticket ( Ends 18th May): USD 2199.0
3 for 2 Early Bird Ticket (Ends 18th May): USD 1466.0
Standard Price: USD 2399.0
Speakers: Lourenco Miranda, Managing Director, Societe Generale, Tally Ferguson, Senior Vice President, Director of Risk Management, Bank of Oklahoma , Kevin J Clarke, Executive Director, Group Regulatory and Governance, Americas, UBS, Ashish Dev, Principal Economist, Federal Reserve Board
Time: 9:00 am to 5:00 pm
