March 16, New York

Workshop 3: CCAR - a powerful business and risk management tool

Sessions led by:
Filippo Curti,
Financial Economist, Quantitative Supervision and Research, FEDERAL RESERVE BANK OF RICHMOND
Michael Barton,
Director of Operational Risk Quantification and Scenario Analysis, CCAR/EC, AIG

 

PROGRAM

8:30 Registration and breakfast

9:00 CCAR and Stress Testing: How did we get here?

10:00 Morning break and refreshments

10:30 Embedding CCAR in your risk management process

11:30 Preparing for the three Fed-defined scenarios - baseline, adverse, and severely adverse

12:30 Lunch

1:30 Mitigating qualitative objections for Comprehensive Capital Analysis and Review (CCAR)

2:30 Afternoon break and refreshments

3:00 The changing role of scenario analysis in the quantification of operational risk under SMA

4:00 End of workshop

FIND OUT MORE ABOUT REGISTRATION

 

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