Washington DC, March 1-2
Implementing Stress Tests into the Risk Management Process
Santa Fe, NM | January 22, 2007 – Strategic Analytics will sponsor an important conference on Stress Testing on March 1 & 2 in Washington DC. This unique event will provide insights into industry best practices in stress testing for credit risk, regulator and supervisor concerns, different approaches to effective stress testing, and most importantly how to integrate stress tests into the risk management process.
Dr. Joseph Breeden, President and COO of Strategic Analytics, will address the conference, outlining approaches to retail portfolio stress testing, including how to extract information on vintages, consumer lifecycles, credit quality, seasonality, management actions and macroeconomic impacts from historical data.
Michael Carhill, Director of Risk Analysis at the Office of the Comptroller of the Currency, will be chairing the conference which will focus on how to create effective scenarios for stress testing and how to integrate stress testing into the risk management process. The conference will provide essential guidance from supervisors to help clarify the regulatory requirements as well as an opportunity to benchmark against leading financial institutions. Expert speakers include, but not limited to, Jorge Sobehart from Citigroup, Brian Peters from the Federal Reserve Bank of New York, Jimmy Yang from Wachovia Corporation, and Jonathan G. Harris from Fannie Mae. Marcus Evans Ltd. is the conference organizer. Download conference brochure.
Marcus Evans provides and promotes of global summits, strategic business conferences, professional training courses, and business-to-business congresses. They publish market analysis reports, on-line subscription products and business publications and B2B internet products. More details at www.marcusevans.com.
Strategic Analytics develops and markets innovative analytical software applications that enable banks, consumer finance companies and mortgage lenders to build and manage more profitable and less volatile loan portfolios. Our software products are used for scenario-based loss and revenue forecasting, portfolio stress testing, and economic capital. Each application is designed specifically for the unique modeling considerations found in retail lending. SA's software installations analyze over $1 trillion in retail loans worldwide. |
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