19 March 2014
With the submission date of stress test results to the PRA only two months away, this one-day event aims to bring together practitioners and academics in order to discuss a variety of methodological and other issues in the conduct of stress tests.
Venue Auditorium, University of Edinburgh Business School
Confirmed speakers include:
- Will Cook: Prudential Regulation Authority. Stress Testing – Managing the Uncertainty
- Alexander Denev: Stress Testing: A Way to Create Forward-Looking Scenarios
- Manuele Iorio: Moody’s Analytics. EU Stress Testing from a Bank Perspective
- Colin Burke: Lloyds Banking Group. Stress Testing Counterparty Risk
- Thomas Breuer: FHV. Systematic Stress Testing and Model Risk
- Tony Van Gestel: Dexia Bank. Credit Risk Stress Tests
- Jonathan Crook: University of Edinburgh. A Framework of Stress Testing Methodologies
- Phillip Kozoil: Deutsche Bundesbank. Stress Testing at the Deutsche Bundesbank
Fees and Registration
There will be a nominal fee of £25 for each delegate to cover costs including all refreshments and a sandwich lunch. This fee will be subsidised for external PhD/MSc students to £10 each.
Registration can be made via the University of Edinburgh’s Online Store and may be accessed from our event webpage.