- finance/insurance sector
-
4th Annual Capital Allocation and Stress Testing
Increasing capital adequacy with an emphasis on proactive risk management and improved stress testing
Event Date: 28-29 Jan 2010
Location: Millennium Broadway Hotel, Times Sqaure, New York, NY, USA
- key conference speakers
-
Michel Araten Managing Director, Global Credit Risk Management, JP Morgan Chase Bogie Ozdemir Vice President, Economic Capital, Stress Testing and Basel Analytics, Bank of Montreal Michael Carhill Director of Risk Analytics Division, Office of the Comptroller of the Currency, US Treasury Department Brian Peters Senior Vice President, Risk Management Function, Bank Supervision Group, Federal Reserve Bank of New York Philip Chamberlain Managing Director of Portfolio Management, Bank of New York Mellon
- key conference topics
-
- Reviewing how Capital Adequacy was Assessed and Where Opportunities Exist in Light of Current Economic Stress
- Defining a Risk Appetite that Makes Sense for Your Business Structure
- Sharing Lessons Learned from the Supervisory Capital Assessment Program (SCAP) Testing
- Looking at the Future of Regulatory Concerns for Capital Allocation
- Managing and Mitigating Counterparty Credit Risk
- key conference features
-
- Analyze how the economy has continued to drive capital adequacy planning throughout the industry
- Identify ways to mitigate key areas of risk within your organization
- Discover where regulation may be headed, and what changes may be afoot
- Learn how top companies view macroeconomic factors in their capital planning
- conference focus
-
The past twelve months have brought unprecedented changes to the US financial system The past twelve months have brought unprecedented changes to the US financial system. The need for all financial institutions to discuss the impact of the credit crisis, share practices and assess how to re-evaluate their models in light of market turmoil and recent regulation is significant. As economic capital models evolve, a constant focus on effective risk management is paramount to ensure adequate capital allocation.
The convergence of risks, the diversification benefit of risks, and some of the more intangible, and often hard to quantify risks such as liquidity risk, reputation risk, concentration risk, business risk, etc. have come to the forefront. Regardless of whether companies will fall under Basel II supervision, regulators will be looking to ensure that banks have sufficiently modeled their enterprise risks, and will focus on stress testing these models under much more stringent conditions than in the past.
This conference will investigate how leading banks have been innovating their economic capital models to more truly reflect the challenges that today’s marketplace presents. It will also focus on how regulators are and will be taking a more strict approach to their risk assessments, their capital assessments and their stress testing of banks across the country.