Agenda

Agenda

Emerging Trends in Stress Testing | Agenda

Agenda timing is in HKT/SGT

08:4509:00

Registration

09:00 - 09:30

09:0010:00

Embedding stress testing frameworks to inform business decisions

09:00 - 10:00

  • How stress test results can inform business decision making
  • Alignment of stress testing, capital planning and financial planning
  • Best practices of governance
  • Adaptation of stress testing and narrative to the business model
Nihit Mohan

Senior Manager, Credit Risk Stress Testing, Retail and Private Banking

Standard Chartered Bank

12.9 years of experience operating at the intersection of Risk, Retail Banking and Stress Testing within globally recognized Banks in Singapore. Performed confidently within highly regulated environments to recognized standards, and directing collaborations with various Stakeholders. Identified areas for improvement, strategically develops solutions and problem solves through intensive research and in-depth analysis. Skilled at driving operational quality and solidifying risk frameworks to strengthen regulatory reputation along with business integration of stress testing as portfolio management technique. I have spoken in industry conferences on Stress testing and business impacts. To know more, log on to www.nihitmohan.com

10:0010:15

Morning break

11:00 - 11:30

10:1511:15

Credit risk stress testing

09:00 - 10:00

  • Frameworks of credit risk stress testing
  • Understanding regulatory requirements
  • Stress testing fundamental credit drivers
  • Macro-portfolio level stress testing
  • Top down vs bottom up approach
  • Common challenges in credit risk stress testing
Ruchi Sangal

Head of Stress Testing & Risk Appetite

Standard Chartered Bank

18+ years of experience operating at the intersection of Risk, Investment Banking and Stress Testing within globally recognized Banks and Insurance houses in India and Singapore; established as a subject expert for IFRS9, speaking at industry events and demonstrating advanced knowledge of Wholesale, SME and Retail credit risks.

11:1511:15

End of Day 1

17:30 - 17:31

08:4509:00

Registration

09:00 - 09:30

09:0010:00

The impact of stress testing on capital allocation

09:00 - 10:00

  • Stress Testing and influences on Capital demand
  • Generating risk appetite frameworks
  • Stress testing and strategic planning
Viviana Andrea Moreno Soler

Risk Management Managing Partner

HS&Co

Viviana Moreno is an experienced Risk Head and modeling engineer with more than 15 years of experience working in Asia, Europe, United Kingdom and Latin America.  She has lead multicultural and geographically diverse teams, successfully delivering Stress Testing programmes and other risk and finance analyses to support strategy planning across HSBC Asia Pacific, Barclays and Nationwide Building Society.  Her work has exponentially grown in complexity over the years with more demanding and diverse requirements on data management; scenarios and economics; governance and policy across the globe.  Other areas of Viviana’s expertise include stress testing training to executives and analysts in the financial sector; as well as financing structuring and strategic planning, in particular for the agricultural sector and technology companies. 

Viviana has been core assisting organizations to enhance awareness on the integration risk; finance; risk appetite; Stress Testing and Strategic Planning.  Nowadays she continues developing this awareness in the Financial Sector, as well as expanding these concepts outside the Financial industry.  Viviana holds an MSc on Global Finance from HKUST and NYU Universities with additional modules at Tsingua university; various project management and programming trainings from HK and the UK, and an Industrial Engineering degree from University of Los Andes in Colombia.

10:0010:15

Morning break

11:00 - 11:30

10:1511:15

Scenario design

09:00 - 10:00

  • How to identify key risks in the organization
  • What are relevant stress scenarios?
  • How severe should a stress scenario be?
  • Scenario design and implementation
Viviana Andrea Moreno Soler

Risk Management Managing Partner

HS&Co

Viviana Moreno is an experienced Risk Head and modeling engineer with more than 15 years of experience working in Asia, Europe, United Kingdom and Latin America.  She has lead multicultural and geographically diverse teams, successfully delivering Stress Testing programmes and other risk and finance analyses to support strategy planning across HSBC Asia Pacific, Barclays and Nationwide Building Society.  Her work has exponentially grown in complexity over the years with more demanding and diverse requirements on data management; scenarios and economics; governance and policy across the globe.  Other areas of Viviana’s expertise include stress testing training to executives and analysts in the financial sector; as well as financing structuring and strategic planning, in particular for the agricultural sector and technology companies. 

Viviana has been core assisting organizations to enhance awareness on the integration risk; finance; risk appetite; Stress Testing and Strategic Planning.  Nowadays she continues developing this awareness in the Financial Sector, as well as expanding these concepts outside the Financial industry.  Viviana holds an MSc on Global Finance from HKUST and NYU Universities with additional modules at Tsingua university; various project management and programming trainings from HK and the UK, and an Industrial Engineering degree from University of Los Andes in Colombia.

11:1511:15

End of Day 2

12:00 - 13:00

08:4509:00

Registration

09:00 - 09:30

09:0010:00

Non-financial risk and stress testing

09:00 - 10:00

  • SSM requirements related to stress testing
  • Non-financial risks and their characteristics
  • Stress testing methodology for non-financial risk
  • Stress testing for specific non-financial risk
    • Operational risk
    • Cyber risk
    • Pandemic risk
Vuyo Nkambule

Enterprise Risk Manager

Johannesburg Stock Exchange

An established professional with over 6 years’ experience in Risk Management, with solid risk management, financial management and training background, with the ability to articulate and interpret complex technical concepts to simple business management understanding. Additionally, her experience includes working with governance, risk and compliance systems (Risk Management) where she gained experience as the Account Manager, specializing in Enterprise Risk Management for Isometrix, a company that provides integrated enterprise risk management software. Prior to this, she was the Training Team Lead at IsoMetrix (Training the companies’ clients on the software). Her experience in Enterprise Risk Management (ERM) started at IDI Technologies, where she worked with the BarnOwl Risk Management software as Technical Trainer & System Support Consultant back in 2013.

Over the years, She has gained a good understanding of the process that needs to be followed when managing Risk at a company and business unit level, applying the Risk frameworks / guidelines such as COSO and ISO31000. She joined the JSE ERM team in December 2019.

10:0010:15

Morning break

11:00 - 11:30

10:1511:15

Challenges in stress testing: market risk and counterparty credit risk

09:00 - 10:00

  • Stress testing overview
  • Overview of stress testing lifecycle for market risk and counterparty credit risk
  • Case study
  • Stress testing and COVID-19: emerging trends
  • Summary and challenges in stress testing: planning and  execution
Xiaojing Yu

Partner

Deloitte

Xiaojing Yu has almost 15 years' experience in financial services and risk management focusing on strategy, enterprise wide risk management, Basel II and Basel III, regulatory compliance, risk modelling and reporting.

11:1511:15

End of Day 3

12:00 - 13:00

08:4509:00

Registration

09:00 - 09:30

09:0010:00

Stress testing for climate risk

09:00 - 10:00

  • Governance, roles and responsibilities
  • Effect on the balance sheet due to transition paths
  • Challenges around acquiring and normalizing data
  • Environmental risks and quantitative metrics
  • The journey so far and next steps
Wei Chen

Director, global risk consulting risk research and quantitative solutions

SAS institute

Wei Chen has led several program initiatives including enterprise stress testing and IFRS 9/CECL in the recent years. He has worked closely with major financial institutions around the world on business process and requirements, methodology, solution design and implementation. Wei has more than fifteen years of banking and insurance experience in the areas of credit risk, market risk, asset and liability management and liquidity risk from both regulatory and internal management perspectives.  In the recent years he is active in the risk and finance integration subjects such as IFRS, risk appetite framework, capital planning and recovery and resolution planning. AI/ML analytics application in risk management is another emerging subject for him. His publications have appeared in several journals such as Journal of Risk and Journal of Risk Management in Financial Institutions. Most recently he co-authored a Wiley Finance Series book, “Financial Risk Management – Applications in Market, Credit, Asset and Liability and Firmwide Risk”. 

 

Wei is an associate editor of the Journal of Risk Model Validation and a certified Financial Risk Manager. He holds a PhD from The University of Iowa.

10:0010:15

Morning break

11:00 - 11:30

10:1511:15

Enhancing stress testing with AI and machine learning

09:00 - 10:00

  • Artificial Intelligence (AI) vs. machine learning (ML)
  • Model development lifecycle: Traditional vs. AI
  • Simulate the effects for Accounting and Regulatory Purpose
  • Stress testing is a risk management tool
  • Analytical challenges of stress testing and how ML can help
  • Between AI and Automation
  • Models in a trustworthy automation perspective
Quek Chue Tee

Director

Ernst & Young Advisory Sdn Bhd

Chue Tee is a director in the Financial Services Risk Management domain. She has more than 20 years of combined experience in banking industry and consulting. She was a recipient of National University of Singapore Scholarship, and she holds a MSc (Statistics and Applied Probability) from NUS and a first class degree in BSc (Mathematics).

11:1511:15

End of course

17:30 - 17:31