BBA Stress Testing Seminar

Full Programme

09.00    Registration & Refreshments

09.25    Chair’s Opening Remarks

Irving Henry, Director, British Bankers’ Association

09.30    What will the Regulator Expect from Banks?

• Outcomes from CP08/24 – “stress and scenario testing”

• The “reverse stress test”
• How to review stress and scenario testing arrangements
• Group risk as a central feature of Pillar II
• How the FSA will implement its recommendations
  

Rory Vaughan, Capital Markets Team, Financial Services Authority

10.00   Improving Approaches to Stress Testing

• Identifying and overcoming the main barriers to successful stress testing
• Integrating liquidity stress testing into risk modelling
• How will stress testing operate in current liquidity scenarios?
• Meeting future regulatory expectations
  

Barry Smith, Managing Consultant, avantage Capita Limited

10.30    Assessing Everyday Stress Testing Scenarios

• Common risks and weak spots
• Incorporating senior management involvement into the decision making progress
• Successfully integrating stress testing into your risk management framework
• Typical stress testing scenarios

Peter Nowlan, European Capital Management, HSBC

11.00   Coffee          

11.20   An International Perspective on Stress Testing

• Reconciling FSA stress testing principles with other regulators

• Guidelines for efficient reporting and documentation

• Managing independent testing from head office

Michael Genser, Risk Analytics and Instruments, Head of RAI-Stress Testing, Deutsche Bank

11.50   How Does Stress Testing Fit In With The Capital Planning Process?

• Marrying objectives, resources and the time frame
• Strategies for maintaining capital levels
• Developing a suitably rigorous assessment of material risks and mitigating management actions
• Liquidity risks vs capital positions
  

Bruce Aitken, Director, Capital Management and Governance, Barclays

12.20    Small Bank Perspective

• How does the supervisory approach differ for smaller banks?
• Assessing priorities and resource allocation
• Lessons to be learned from the smaller banks’ approach
  

12.50    Chair’s Closing Remarks

Irving Henry, Director, British Bankers’ Association

13.00    Close of Seminar and Networking Lunch

For further details and booking please contact the British Bankers' Association.