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English spoken conference

Stress testing for banks Event 2018

Determine relatable scenarios, calculate them and make it part of your day-to-day operations

On the 29th of November 2018, the Stresstesting for banks Event took place. During the event, the results of the EBA stress test 2018 were discussed. The following topics were also part of the programme:

  • The best practices from The Netherlands (including ING, Rabobank and Aegon) and other European countries
  • Learnings from the experiences of the US leader (CCAR)
  • The impact of regulation like IFRS 9 and ICAAP

For whom is the course intended?

This event is best suitable for anyone working at a bank within Capital Planning & Risk Managing, Credit Risk managing,  Risk managing, Funding and Risk Managing, Corporate Directing, Asset Liability Managing (ALM), Audit Managing, Legal counseling and Manager Accounting

Speakers 2018

Tickets

Tickets are no longer available.

Programme

Do you have any tips or ideas for the programme? Please contact Cathelijn Kloeze via c.kloeze@iir.nl

“Het belang van stress testing is duidelijk. De uitdaging is om de inzichten uit de stress test te integreren in de sturing van de bank. Beschikbaarheid van juiste data, tegen de achtergrond van nieuwe regelgeving, vormt ook permanent een belangrijk aandachtspunt”
– Frank van Bergem, Integrated Risk-Streamlead Stress Testing Execution bij Rabobank

08:50 - 09:00

Opening by your chairman

Michiel Hopman

Owner / Lecturer

Data and Risk Solutions / VU

09:00 - 09:30

STRESSTESTING AS INTEGRAL PART OF YOUR RISK FRAMEWORK
Dealing with uncertainty in risk management

Remco Bloemkolk

Head of Risk Integration & Control

Nationale-Nederlanden Bank

09:30 - 10:00

Stress testing from a regulatory perspective – The case of DNB

Clemens Bonner

Senior Policy Advisor

De Nederlandsche Bank (DNB)

10:00 - 10:30

ICAAP and the risk planning and control cycle

Bart Vrancken

Directeur Enterprise Risk Management

de Volksbank

10:30 - 11:00

LEARNING FROM STRESS TESTING IN AMERICA (CCAR)

Stress testing US (CCAR) versus stresstesting Europe: what can you learn from this?

Gregoire Babin

Executive Director - Wholesale Credit Analytics & Solutions

JP Morgan

11:00 - 11:30

Coffee break

11:30 - 12:00

EBA 2018 stress test: Analysis of the results of the EBA 2018 EU-wide stress test

Angel Monzon

Head of Risk Analysis and Stress Testing

EBA

12:00 - 12:30

INTERNAL ALIGNMENT

Results EBA-stress tests 2018

Gaia Becheri

Senior Quantitative Analyst

OSIS

12:30 - 13:00

Integrating stress testing into financial forecasting and business planning

Richard van Tilborgh

Head of Capital Analytics

ING

13:00 - 14:00

Lunch

14:00 - 15:00

Interactive break-out sessions (30 minutes each)
pick 2 specific topics of your choice

Break-out session 1How do you make a scenario sufficient enough for the concerning institution?

Frank van Bergem

Integrated Risk-Streamlead Stress Testing Execution

Rabobank

Break-out session 2Better stress tests through IFRS 9?

Marcel den Hollander

Senior Financial Riskmanager

Achmea Bank

Break-out session 3Stress test in capital plan

Bram Kauer

Senior Analyst Strategic Risk

ABN AMRO

Lars van der Meer

Strategic Risk Specialist

ABN AMRO

15:00 - 15:30

Coffee break

15:30 - 16:00

Results of 2018 EBA stress test

Marco Folpmers

Professor of Financial Risk Management

Universiteit van Tilburg en Tias Business School

16:00 - 16:30

What is good stress testing in real life?

Ebbe Negenman

Chief Risk Officer

Aegon Bank

16:30 - 16:45

Wrap up by your chairman

16:45

Drinks and bites

Speakers 2018

Gaia Becheri

Senior Quantitative Analyst OSIS

Marco Folpmers

Professor of Financial Risk Management Universiteit van Tilburg en Tias Business School

Gregoire Babin

Executive Director - Wholesale Credit Analytics & Solutions JP Morgan

Partners

Event Partner

Logo-OSIS
Zanders logo | IIR
Credo logo | IIR

Media partner

Would you like to become partner at this event? Please contact our partnership manager Liselotte Jager via l.jager@iir.nl or 020-580 5466.

Location

Zilveren Toren Stationsplein 51 1012 AB Amsterdam Nederland

A10 to Amsterdam Central Station

Take the A10 and follow the route to Amsterdam Central Station. The Zilveren Toren is next to it. You can park at P1 across the station.

Bus

Bus lines: 65, 74 and 77.

Tram

Express tram lines: 60 and 61.

Impression

Stresstesting voor banken Event | IIR

Would you like to know more?

Do you have any other questions, or would you like personal advice? Feel free to contact one of our advisers.

Liselotte Jager
Would you like to become a spreaker or partner?

Please contact Liselotte for more information 020 - 580 5466 Email Liselotte Jager