Global Financial Markets Intelligence

Global Financial Markets Intelligence

4th Annual Capital Adequacy, Strategy and Stress Testing

Rising above the challenges posed by the stress testing process and incorporating the regulatory demands into business as usual

17-18 Sep 2015
Downtown New York Conference Center - New York City, NY, United States of America

Conference Workshop

Workshop Title: Developing Effective Backtesting to Optimize Capital Management

Workshop Moderator: Jonathan G. Harris, Vice President, Quantitative Modeling Balance Sheet Management & Kevin Hou, CFA, Senior Manager, Quantitative Analysis, AL Analytics & Modeling
Company: Capital One

Why You Should Attend

4th Annual Capital Adequacy, Strategy and Stress Testing

This GFMI conference will help banks understand what is expected from them when it comes to the capital management regulations and DFAST/CCAR stress testing, and provide them with a greater strategic insight into how to rise above the challenges that the process poses to them. Attendees will also take away from the meeting key strategies to incorporate stress testing into business as usual, helping them better connect capital management with their overall business goals.

The practical case study presentations will focus on the operational and infrastructural issues around stress testing, as well as on the effective alignment of regulatory and economic capital to achieve capital optimization. Our thought-provoking panel discussions will examine how to incorporate RWAs into capital management and address the business usefulness of CCAR and DFAST when looking onto the future of capital adequacy.

Key Topics

  • Learn how to overcome the main challenges posed by the stress testing process
  • Master how to prepare for DFAST & CCAR if you are an FBO
  • Know how to best comply with US regulations if you are an FBO
  • Understand how to reconcile economic capital with capital planning
  • Examine how to optimize capital to incorporate stress testing into business as usual
  • Previous Attendees Include

    The Federal Reserve Bank of Richmond, BB&T, Statestreet Corporation, Desjardins, Citigroup, GE, Deutsche Bank, Associate Banc Corp., RBC Capital Markets, Bank of Montreal, F&M Bank, Bridge Bank, PNC Financial SVCS, RBS Citizens Bank, Sovereign Bank, Banco Leon, Bank of America, Scotiabank, TD Bank Group, Union Bank

    Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

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    Event Partners

    Practical Insights From

    Haibo Huang, PhD, CFA
    Executive Director, Credit Risk Methodology
    Morgan Stanley

    Joseph A. Donat, CFA
    Managing Director and Head of the CCAR Office
    BMO Financial Corp

    James J. O'Brien
    Senior Vice President, Model Development Quality Assurance
    Regions Financial Corp

    Atul Gupta
    Managing Director, Risk Capital and Stress Testing
    MUFG Americas

    Joseph Silverberg, CFA
    Capital Lead, Enterprise Stress Analytics

    Steve Li
    Senior Vice President, Economic Capital Quantitative Analysis
    RBS Citizens Bank

    Sharon Hamilton
    Senior Vice President, Director of Capital Planning
    BBVA Compass

    Click Here For Full Agenda

    Voice of Our Customers
    • “The conference is a great way to learn how other companies are addressing the regulations and see best practices that can be applied in one's own organization.” - Liberty Mutual
    • “I have enjoyed all marcus evans conferences but this was the best use of my time compared with all the other conferences I've attended. Every session gave me something to take home.” – BOK Financial
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Nicolette Fiordirosa GFMI

    The NBC Tower
    455 North Cityfront Plaza Drive (9th Floor)
    Chicago, IL 60611

    Fax: 312 540 3020