SFRA Risk Colloquia

A series of 6 biannual colloquia will run from autumn 2010 until the end of 2012.

Fourth SFRA Risk Colloquium - Stress Testing Institutions and Financial Systems

The SFRA's fourth Risk Colloquium will take place in central Edinburgh on 8 March 2012.

The Colloquium will address the theme of "Stress Testing Institutions and Financial Systems" and bring together industry experts, academics and regulators. In the first of two sessions, the focus will be on some of the modelling problems to be overcome in implementing stress testing solutions in individual banks. The second session will broaden out the discussion to look at country risk and systemic risk, including the risk posed to insurance groups. We will hear the perspective of serving and former senior regulators on current and future issues in stress testing.

The Colloquium Agenda

Session I - Stress Testing of Institutions

  • Welcome – Philip Grant, Lloyds Banking Group
  • Introduction to Colloquium Themes - Professor Alexander McNeil, Scottish Financial Risk Academy
  • Top Down Stress Testing – Agus Sudjianto, Lloyds Banking Group
  • Model Risk in the Banking Book – Christian Duesterberg, Royal Bank of Scotland Group
  • Q&A

Session II - Country and Systemic Stress Tests

  • Stress Testing Banking Systems - Rama Cont, Université Paris
  • Systemic Bank Stress Tests and Rebuilding Confidence - Thomas Garside, BlackRock
  • Regulatory Perspectives and Perceptions – Colin Lawrence, FSA, and Alan Cathcart, HSBC
  • Q&A and Discussion

Previous Colloquia

The Inaugural Risk Colloquium took place on 4 November 2010 and addressed the theme of "Risk Lessons from the Financial Crisis".

The Second Colloquium, held on 17 March 2011, explored themes related to "Absolute Returns and Hedge Funds".

The Third Colloquium, held on 28 September 2011, focused on the theme of "Solvency II - Overcoming the Obstacles to Success".

Details of these events, and presentations from guest speakers, can be found here.



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