Mastering Stress Testing Asia 2011
Singapore,
30 November – 02 December 2011
Practitioner-focused and comprehensive analysis on the latest developments in advanced stress-testing for financial institutions.
Stress testing tends to be a “box-checking” activity at most financial institution with little real impact on management-decision making. Part of the problem lies in the ad-hoc nature of most stress testing.
Increasingly, banks are integrating stress testing into their risk management and business planning processes, yet most still find implementing stress testing effectively very challenging.
This workshop will allow participants to leverage on stress testing to actively drive management actions and increase confidence in risk management and business planning. Regulations will be easier to comply with along with increased transparency, adding crucial advantage in a market characterised by lack of confidence and turbulence.
This workshop will guide participants through the models and approaches that can be used to create a comprehensive stress testing platform to produce stress tests that will provide meaningful input to management decision making.
In this workshop, we will focus on the concepts, methodologies and tools for undertaking comprehensive stress testing at a bank or large financial institution with exposure to market, credit and liquidity risks. We will consider stress testing both assets and liabilities as well as stressing the drivers of profit/loss (P&L). We will take the time to discuss implications and highlight examples when relevant.
Participants will develop a better understanding of state-of-the art stress-testing approaches and see actual examples of the component estimation processes needed for stress testing.
- Get the market view you can’t get from a textbook
- Understanding of key components of a comprehensive stress testing system
- How to organize the estimation process of necessary models
- Learn state-of-the-art technique for doing quantitatively-based stress testing
- Understand the theory and practice of stress testing
- Learn how to approach comprehensive Balance Sheet and Profit and Loss stress testing
- Gain insight on how to begin planning an end-to-end stress testing process
- Spend time with an instructor who both teaches and does stress testing at financial institutions
For full agenda, please email us your detail contact information toenquiry@neo-edge.com. Please indicate subject title “Mastering Stress Testing Asia 2011″.
About Your Expert Trainer
Dr Jeffrey R. Bohn
CEO & Head of Research
Soliton Financial Analytics
Dr Bohn is co-founder, CEO and Head of Research of both Soliton Financial Analytics (SFA) in Hong Kong and Soliton Japan in Tokyo. SFA is a financial technology firm that offers products and services designed to improve the way banks manage risk, capital and business performance.
Formerly, he worked as Head, Portfolio Analytics and Economic Capital at Standard Chartered Bank in Singapore. At Standard Chartered, Dr. Bohn was responsible for the analytics used in bank wide portfolio calculations and advised senior management, the risk group and the business lines on allocation of economic capital. His group managed the systems and models used to calculate the bank’s economic capital and to generate stress loss scenarios. He also conducted research in private and public firm risk assessment, correlation estimation, portfolio risk assessment, collateralized debt obligation risk assessment, credit instrument valuation, credit-trading strategies, bank funding strategies, bank capital management and management of financial institutions.
Prior to Standard Chartered, he led the Financial Strategies group at Shinsei Bank in Tokyo where he supervised implementation of best-practice risk and capital analytics to support capital management, active credit portfolio management, risk capital attribution, and performance management.
Before moving to Asia, he led Moody’s KMV’s (MKMV’s) Global Research group and MKMV’s Credit Strategies group out of their offices in San Francisco. During his time at MKMV, he also managed MKMV Asia. Dr. Bohn has been directly involved in developing several of the models and products currently sold by MKMV. His research group developed, maintained, and improved the models underlying MKMV’s product offerings.
Dr Bohn often conducts seminars on topics ranging from credit instrument valuation to active credit portfolio management. He has published widely in the area of credit risk. He co-authored with Roger Stein the book Active Credit Portfolio Management in Practice (Wiley, 2009). Dr. Bohn regularly teaches a credit risk modeling course in the Masters of Financial Engineering program at the University of California, Berkeley and at Tokyo University. Until recently, he served on the board for the International Association of Credit Portfolio Managers (IACPM).
Who Should Attend
- Head of Analytics departments
- Risk Managers
- Risk Analysts
- Risk Controllers
- Operational Risk Managers
- Credit Analysts
- Quantitative Analysts
- Financial Engineers
- Regulators
- Software Engineers
- Anyone responsible for advising management on stress testing results and applications
This workshop will guide participants through the models and approaches that can be used to create a comprehensive stress testing platform to produce stress tests that will provide meaningful input to management decision making.
Participants will learn the very latest in stress testing in terms of the latest techniques, variables, scenarios, simulations and actual case studies
This will provide participant with meaningful input to advise management in making strategic decisions such as adequate capital, intensity of investment portfolios and economic planning.
Led by an extremely experienced market practitioner and academic, we will focus both on the concepts and the tools used to develop comprehensive stress tests at financial institutions.
Participants will develop a better understanding of state-of-the art stress-testing approaches and see actual examples of the component estimation processes needed for stress testing.
- Get the market view you can’t get from a textbook
- Understanding of key components of a comprehensive stress testing system
- How to organize the estimation process of necessary models
- Learn state-of-the-art technique for doing quantitatively-based stress testing
- Understand the theory and practice of stress testing
- Learn how to approach comprehensive Balance Sheet and Profit and Loss stress testing
- Gain insight on how to begin planning an end-to-end stress testing process
- Spend time with an instructor who both teaches and does stress testing at financial institutions
Delegate Fee
Please contact us at enquiry@neo-edge.com or customer service hotline at +65 6557 9166 for details.
Payment Terms
Payment must be made within 5 working days upon your registration in order to guarantee your seat. All payments must quote the delegate name and event code.
Payment can be made via the following ways:
Cheque
Made payable to NeoEdge Pte. Ltd.
Credit card
We accept Mastercard, Visa and American Express
Bank Transfer
Please refer to the Invoice for our Bank A/C detail. All bank charges to be borne by payer. Please ensure that NeoEdge receives the full invoiced amount.
Unpaid registrations will be billed 40% of the registration fee if you do not attend the event. A complete set of the conference documentation in CD-Rom will be post to you.
Substitutions & Cancellations
Should you be unable to attend, you may substitute delegates at any time before the event at no extra charge. Alternatively, you may choose to credit the full value of your registration towards another NeoEdge event for up to 18 months from the date of issuance. No refunds will be available for cancellations.
Mastering Stress Testing Asia 2011 offers you the most effective platform to demonstrate your thought leadership and showcase your products and services. This will be an event for financial risk specialists including senior management and decision makers from both private and public sectors.
We will tailor packages to suit your exact marketing requirements helping to make sure that your company is front of mind during any decision-making process.
Don’t miss! Please discuss with us today at sponsorship@neo-edge.com or call us at Tel: +65-6557 9166.
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To find out the potential benefits, please contact us today at: rilla.eas@neo-edge.com or marketing@neo-edge.com or call us at Tel: +65-6557 9183 or +65-6557 9166.
This event will be held at Grand Park City Hall, Singapore on30 November – 02 December 2011.
Grand Park City Hall
10 Coleman Street
Singapore 179809
Contact Person: Christina Tan
Banquet Sales Co-ordinator
DID: (65) 6432 5518
Tel: (65) 6336 3456
Fax: (65) 6333 1574
www.parkhotelgroup.com
Please quote “Mastering Stress Testing Asia 2011 organised by Neoedge Pte Ltd” to enjoy Corporate Rate.
Please enter the following information for each delegate. All fields marked with an asterisk are required. Upon receiving your submission, we will contact you within one working day to confirm your participation.
Event Name: Mastering Stress Testing Asia 2011
Venue: Singapore
Dates: 30 Nov – 02 Dec 2011