VISIT OUR WEBSITE: www.flemingeurope.com “Linking the credit and liquidity risks” EXPERT ADVISORY BOARD nd ANNUAL DR. ANDREA BURGTORF Deutsche Bank, Germany, Head of Stress Testing HOP Governance, Risk Analytics and Instruments EUROPEAN S DR. LINda SLEDDENS Aegon Bank, Netherlands Senior Financial Risk Manager SUsaNNE HUGHES & WORK Lloyds Banking Group, UK STRess CE Senior Manager Stress Testing N PETER QUEll E R DZ Bank, Germany, Head of Portfolio Modelling E for Market and Credit Risk TESTING EXCLUSIVE SPEAKER PANEL CONF HEIKO HEssE for Banks IMF, USA, Economist, Monetary and Capital Markets Department 23-24 October 2013, Netherlands IaIN DE WEYMARN Bank of England, UK, Head of Banking System Division, Financial Stability Radisson Blu Hotel Amsterdam CAROLINE LIESEGANG EBA, UK, Senior Stress Testing Expert JEROME HENRY CONFERENCE & WORKSHOP ECB, Germany, Head of Financial Stability Assessment Division 2 Market conditions are in turmoil and a regulatory or risk management JAVIER VIllaR BURKE no one can be sure of the reaction. perspective. Moreover, you will be European Commission – DG ECFIN One of the ways of calming things able to benchmark your processes Statistical Officer down is reassuring the Financial and methodologies with your peers, environment about your ability regulators and gather diversity of ALEXANDER VasYUTOVIch to react promptly, safeguard your insights for your internal processes Promsvyazbank, Russia, Co-Chief Risk Officer clients’ interests and cope with improvement. Head of Financial and Retail Risk Management liquidity squeeze during stressed PETER QUEll periods. By incorporating stress To practice your stress testing DZ Bank, Germany, Head of Portfolio Modeling testing into your risk management techniques, we have prepared an for Market and Credit Risk methodologies, you are taking one intensive hands-on workshop called of the more important steps of doing Scenario Analysis in Stress Ewa RENZ so. Your institution should stress test Testing, Methodology and Best BRE Bank, Poland, Deputy Director – Credit Risk not only for compliance purposes, Practice. Attending will improve DERK VAN DEN BOS but also for your risk management understanding of the use of stress ING, Netherlands, Senior Risk Analyst framework to function properly. testing and scenario analysis, By attending Fleming Europe’s liquidity risk measuring techniques, FRANka LIEDEROP 2nd Annual European Stress you will listen to specific case Dutch Central Bank, Netherlands, Senior Policy Testing Forum for Banks, studies, get involved in a hands-on Advisor in the Financial Stability Division you will participate in a forum exercise or better understand the FRANCO STRAGIOTTI providing end-to-end knowledge connection between stress testing Université Catholique de Louvain - Louvain of stress testing issues, either from and contingency planning. School of Management, Belgium WILLIam ThOmsON Experian, UK, Chief Economist YOUR WORKSHOP LEADER FlaVIO COccO Prometeia SpA, Italy, Partner LEONARD MATZ DR. JUAN LIcaRI Liquidity Risk Advisors, USA Moody‘s Analytics, UK, Senior Director, Head of Economic & Consumer Credit Analytics in Europe Principal Silver Sponsors: Bronze Sponsor: Knowledge Partner: Endorsing Partners: BOOKING LINE: tel: + 421 257 272 232, / fax: + 421 255 644 490 EMAIL: [email protected], www.flemingeurope.com • Hands-on Workshop BENEFITS OF ATTENDING TURES • Hear from IMF, EBA, ECB, Bank of England A E • Learn how to effectively combine Credit, Liquidity & Market Stress Tests Understand challenges of stress AL F • INTERACTIVE ELECTRONIC POLLING & E-NETWORKING easy on-line testing, including reverse stress I C accessible networking system for on-line voting, live polling, interactive testing, and how to communicate E P feedback & simply more fun! results to management, the board, S and regulators Experience continuous resilience assessment through regular stress PAST YEAR‘S CONFERENCE testing ATTENDANCE IN NUMBERS Identify, analyse and address key risks in the EU banking sector JOB TITLE BREAKDOWN Complete guide to loss absorbtion in a crisis and leaving taxpayers off VPs, Deputy VPs and Chairmen 19% the hook C-level 15% WHO WILL ATTEND Directors & Managers 38% BANKS: Chief Executive Officers, Chief Risk Officers, VPs, Economists, Global Heads of Departments 28% Heads, Regional Heads, GMs, Managing Directors, Executive Directors, Heads of Risk Management Departments, Risk Assessment REGIONAL BREAKDOWN Heads, Regulatory Compliance Managers, Heads of Stress Testing, Stress Testing CIS & rest 31% Managers, Risk Managers, Risk Strategy Experts SEE 9% VISIT OUR WEBSITE: CEE 13% www.flemingeurope.com CONFERENCE & WORKSHOP 26 - 28 September 2012 S CO Novotel Amsterdam City, Netherlands Western Europe 47% STRESS-TESTING 2.0 TRESS “Gearing up for 2013” NF OUR EXPERT ADVISORY BOARD ERE Adolfo Montoro Syed Ali Deutsche Bank, UK Deutsche Bank, UK STRESS TESTING 2.0 BRINGS YOU SPECIAL FEATURES Vice President, Head of Market Risk Senior Basel III Liquidity SME Multiple Case Studies • Necessary Regulatory Economic Capital Methodology Irving Henry, British Bankers Insights • Empirical Application Sessions • Full Day Laurie Mayers Association, UK, Director Financial Services Authority NC Interactive Workshop • Two-Stream Afternoon Ivelina Nilsson UK, Manager Lloyds Banking Group T Capital Management Team UK, Head of Business Risk In light of recent experiences both within the EU and beyond, significant lessons have been highlighted in relation to stress testing practices. OUR WORKSHOP LEADER ESTI COMPANIES The recent crisis also demonstrated that stress testing can serve as an Hakan Yar E & important macro - prudential tool for restoring confidence in financial Head of Risk Control, SEB Poland systems, increasing transparency and reducing market uncertainty... & Senior Risk Analyst, SEB Germany On the other hand, the crisis also revealed the need for better, more comprehensive stress testing in the financial industry. Even though Adolfo Montoro Leonardo Salvagnini traditionally stress testing referred to asset portfolios, currently it is Deutsche Bank, UK, Vice UniCredit, Italy, Head of Credit being applied to entire banks, banking systems and financial systems. President, Head of Market Risk Scenarios and Stress Testing Fleming Europe‘s Stress Testing 2.0 Conference and Workshop Economic Capital Methodology Colin Burke is a first class learning & networking platform bringing the latest, W Jerome Henry, ECB, Germany Lloyds Banking Group, UK most up-to-date information & updates on stress testing at multiple Head of Financial Stability Head of Technical Validation and levels: regulatory requirements, capital, credit, liquidity & market N ATTENDED IN THE PAST Assessment Division Market Risk Model Approval risk stress testing. Focusing on both system-wide and company-wide approaches, full of special features, 2 streams and a full day workshop, Claus Puhr, ONB, Austria Peter Quell ORKS this is a unique opportunity to prepare for 2013 stress testing in the Head of Systemic Risk Assessment DZ Bank, Germany best way possible... Unit in the Financial Markets Head of Portfolio Modelling for C G 2012 Analysis and Surveillance Division Market and Credit Risk O NF WHO WILL ATTEND Christopher Blake, HSBC, UK Arno van Eekelen ABN Amro • Aegon Bank • Alogrithmics • Amsterdam Trade Bank • Austrian National Senior Manager, Liquidity Risk - IR SNS REAAL, Netherlands Banks: Chief Executive Officers, Chief Risk Officers, VPs, Group Asset & Liability Management Risk consultant Economic Capital M Economists, Global Heads, Regional Heads, GMs, Managing Assoc. Prof. Dr. Alper Özün & Stress testing E Directors, Executive Directors, Heads of Risk Management D HSBC Turkey, Head of Asset- Departments, Risk Assessment Heads, Regulatory Compliance Vijay Krishnaswamy liability & Capital Management S Managers, Heads of Stress Testing, Stress Testing Managers, Risk Hymans Robertson LLP, UK P Bank • Banco Portugal • Bank of England • Banka Kombetare Tregtare • Bre Bank • E Department Partner and Head of Enterprise Managers, Risk Strategy Experts AK Krzysztof Czerkas, Bre Bank Risk Management H Hipoteczny, Poland, Advisor to the ERS Alexander V. Vasyutovich Chairmen of Management Board Promsvyazbank,Russia CITCO • Credit Europe Bank • Deutsche Bank • DZ Bank • European Central Bank • REASONS TO ATTEND Ewa Renz, Bre Bank Head of Financial and Retail Risk Hipoteczny, Poland Management, Co-Chief Risk Officer O Get the most up-to-date information from your peers Deputy Director – Credit Risk Richard Reeves Understand your regulatory obligations Petr Jakubik, Czech Republic Algorithmics an IBM Choose your conference stream: Credit & Capital or Liquidity President of the Czech Economic Company, Senior Director P HCBG Holding • HSBC • HSBC Turkey • Hymans Robertson LLP • ING • KBC • KBC Stream? Society and Lecturer at Charles Business Intelligence Group (BIG) Listen to a variety of discussions and get solutions University in Prague Ziauddin Ishaq Enhance your knowledge on stress testing infrastructure Ernst Eichenseher, HVB - Oracle Financial Services Gain empirical experience UniCredit, Germany, Head of Credit Global Solutions Lead for Take part in the Day 3 exclusive interactive workshop Bank NV • Lloyds Banking Group • Mortgage and Land Bank of Latvia • Norges Bank Risk Control and Economic Capital Liquidity Risk • ORACLE • Privredna Banka Zagreb • PROGNOZ • Prosmvyazbank • Raiffeisen Bank Silver Sponsors: Exhibitor: International • Santander • SEB • Slovenska Sporitelna