The 2008 financial crisis, together with the ongoing COVID-19 pandemic, and its impact to the banking industry has drawn unprecedented attention to the expanded role of stress testing. Prior to these tumultuous events, it was common to regard stress testing as a regulatory exercise.

Today, most banks developing their stress testing capabilities to pro-actively identify risk and mitigation, as well as an input into business planning that includes risk appetite and limit settings.

This presentation will discuss issues and challenges of expanding the use of stress testing and offer possible solutions.






Speakers:
Laurie Antioch
Senior Director, Credit Risk Analytics APAC

Antony Wilson
Director - Risk and Finance Solutions APAC

Antoine La (Moderator)
Assistant Director, Credit Risk Solutions


Following the commencement of TRIM in 2016, there are has been a multi phased approach to the ECB’s TRIM exercise. As we are gearing up for a year of further TRIM exercises and transitioning to review of wholesale and low default portfolios, Moody’s would like to host this webinar to provide:

  1. Further insight to the challenges in the market thus far
  2. The common themes across Europe
  3. Remediation and best practice approaches

Following the commencement of TRIM in 2016, there are has been a multi phased approach to the ECB’s TRIM exercise. As we are gearing up for a year of further TRIM exercises and transitioning to review of wholesale and low default portfolios, Moody’s would like to host this webinar to provide:

  1. Further insight to the challenges in the market thus far
  2. The common themes across Europe
  3. Remediation and best practice approaches