Joint PRMIA and RMA  roundtable:

Principles for Sound Stress Testing Practices and Supervision

The theme of this roundtable is "Principles for Sound Stress Testing Practices and Supervision". The discussion is in response to the paper with the same title published by the Basel Committee on Banking Supervision (BCBS) in May 2009 and to the Draft Guidelines on Stress Testing recently published by OSFI in August 2009, and is an extension of the response to BCBS prepared by a group from the RMA including the moderators and three of the panelists, Bryan Osmar, Murray McIntosh and Anand Borawake. 

There will be a cocktail reception following the roundtable.

Moderators:

Joseph Masri, VP and Head of Investment Risk Management, CPPIB

Edward B. Dumas, Head of Risk Solutions North America, DST Global Solutions

Panelists:

Bryan Osmar, SVP, Market and Trading Credit Risk, RBC Financial Group

Murray McIntosh, SVP, Trading Credit Risk, CIBC

Dave Donais, VP, Enterprise Risk Management & Reporting, The Bank of Nova Scotia

Anand Borawake, AVP, Risk Capital Assessment, TD Bank Financial Group

Jamie Wilson, Director, Market Risk Stress Testing, BMO Financial Group:

Introduction:

Gavin Watson, Head of Asset Management Business, RiskMetrics Group

PRMIA and RMA would like to thank RiskMetrics Group for sponsoring this event.

 J. Masri, E.B. Dumas, B. Osmar and M. McIntosh are members of RMA’s Market Risk Council.

J. Masri was co-director of the San Francisco-Bay Area Chapter of PRMIA.

E.B. Dumas is the regional director of the Boston Chapter of PRMIA.