Date:
October 18, 2022
Time:
10:00 - 11:00 a.m. EDT
Presented By:
Dr. Alex Shipilov, IMODX
Dr. Niall Whelan, Risk Executive
Dr. Etienne Hofstetter, The AnalytiX Boutique
Bogie Ozdemir, Corporate Director and Risk Executive
Location:
Virtual Event
In this webinar, we will discuss key findings and observations described
in the PRMIA-IMODX EWST Global Survey Report. Our industry panelists will share their
insights into various topical issues related to major challenges and proven
stress testing solutions. The conversation will include practices of how banks
approach climate change stress testing, try to reconcile what "makes sense
to do" with the requirements and expectations expressed in national and
international regulatory guidelines, and increase agility of conducting EWST
exercises. We will also review practical
approaches to upgrading EWST systems given recent developments in cloud
technology and big data management. in a
practical manner, which might be a challenge for some banks given the
comprehensive nature of the survey.
Enterprise-Wide Stress Testing IMODX-C & PRMIA Survey Report
Banking Practices and Trends
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10:00 - 11:00 a.m.
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Discussion of key findings and observations described in the PRMIA-IMODX EWST Global Survey Report
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Moderator:
Dr. Alex Shipilov, CEO, IMODX
Alex Shipilov has held executive positions with banking, insurance and accounting firms and led risk management, internal audit functions, and quantitative risk advisory practices. He has also consulted financial institutions, cryptocurrency exchanges and corporate treasuries in Canada, the U.S., the U.K., Spain and Russia. Alex is a co-founder of PRMIA and IMODX.
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Dr. Niall Whelan, Risk Executive
Niall Whelan is a risk executive with over 20 years’ experience implementing new and emerging industry practices and regulations. He is a trusted change agent, adept at leading large cross-functional initiatives and is skilled at translating abstract requirements into concrete business processes. Niall is a thought leader in the Canadian financial community: teaching, presenting in industry forums, and publishing peer-reviewed papers. Areas of particular specialization include climate scenario modelling, enterprise stress testing, credit modelling for IFRS 9 and CECL, and models for market and counterparty credit risk. He holds a PhD in theoretical physics from Yale University.
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Bogie Ozdemir, Corporate Director and Risk Executive
Bogie Ozdemir is a Financial Services Risk Management Senior Executive, Professional Corporate Director, Consultant and Researcher.
Bogie has extensive experience as a practitioner, corporate director and consultant, having worked in the banking, insurance, and credit union industries where he held senior risk leadership roles including as the CRO. As a thought leader and innovator, Bogie authored and co-authored three books on Capital and Risk Strategy/Business Mix Optimization, ICAAP/ORSA and Basel Implementation, and published 20+ research articles in peer reviewed risk journals. |
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Dr. Etienne Hofstetter, Director at The AnalytiX Boutique and a Partner at True North Partners
Etienne Hofstetter has 25 years of risk management experience spanning the banking industry, consulting and academia. He was a Partner in the Enterprise Risk Management practice at Hymans Robertson where he worked with several banks before transferring to True North Partners. He worked on a range of engagements including stress testing, portfolio and capital management, ICAAP, ALM/market risk, counterparty risk and liquidity. Prior to that he worked at KPMG, where he was a Director in the Credit Portfolio Management team where he led the development of a stress testing and profitability framework. He also provided a strategic view, business expertise and solutions to clients. Before this, Etienne’s experience includes Barclays (Head of Quantitative Analytics and Stress Testing for Corporate), Santander and Abbey National. He has undertaken and led key projects related to: Stress testing, (integrated) framework and model development, reporting and dialogue with regulator, integration with business strategy and risk appetite; IFRS9 implementation; Risk reviews, model validation, economic and regulatory capital, ICAAP, Portfolio management, performance and profitability. Etienne has worked in UK, Europe, Middle East and South Africa. He holds a PhD (Germany) and an MSc (Switzerland) in Physics. He was also a researcher at the Centre for Quantitative Finance at Imperial College, London.
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Thank You To Our Sponsor |
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| Continued Risk Learning Credits: 1 |
PRMIA Continued Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee. The CRL program is open to all Contributing, Sustaining, and Risk Leader members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center. To request CRL credits, please email [email protected].
This event is FREE for members and non-members, although registration is required. Click "Register Myself" below to reserve your spot. Make sure to click "Continue" to proceed with your registration. (If this is your first time accessing the PRMIA website you will need to create a short user profile to register.) Support events like this by becoming a member.