On June 26 and 27, 2013, the Board of Governors of the Federal Reserve System and the Federal Reserve Bank of Boston will jointly host the Second Annual Stress Test Modeling Symposium. This year’s Symposium, which will be held at the Federal Reserve Bank of Boston, will focus on best practices and challenges related to stress test modeling and its application. The primary goal of the Symposium is to bring together experts from the regulatory community and the banking industry to share diverse views and experiences in stress test modeling and to help improve the general understanding of stress test modeling practices and applications.
Some of the topics that will be discussed during this year’s Symposium include:
For questions or comments, please contact ModelingSymposium@frb.gov
Given the summer travel season and the high demand for hotel reservations during this period, please mark you calendar and make your travel arrangements as soon as practical.
Note: all rooms blocked for this conference are occupied.
If you need to make a reservation, you may wish to do so at one of these nearby hotels:
The Langham Boston
250 Franklin Street
Boston, MA 02110
Distance from Boston Fed: 0.03 mile
Contact: Linda Tran
Senior Conference Service Manager
T (617) 422-5134
F (617) 482-5684
Millenium Bostonian Hotel
26 North Street
Boston, MA 02109
Distance from Boston Fed: 0.05 mile
Contact: Rebecca Lowe
Conference Services Manager
T (617) 557-3656
F (617) 523-2454
updated July 9, 2013
Welcoming Remarks, Morris Auditorium, First Floor
Federal Reserve’s Stress Testing Philosophy, Auditorium
Role of Stress Testing in Capital Planning, Auditorium
Lunch, Connolly Center and New England Rooms, Fourth Floor
Key Challenges I: Scenario Design, Auditorium
Key Challenges II: Consistent Projections of Balance Sheet, Risk-Weighted Assets, and Income, Auditorium
Key Challenges III: Data Limitations, Auditorium
Session 1A: Residential Mortgages, Auditorium, First Floor
Session 1B: Operational Risk, AV-1 and AV-4, Third Floor
Session 2A: Corporate Loans, Auditorium
Session 2B: Credit Cards, AV-1 and AV-4, Third Floor
Session 3A: Commercial Real Estate Loans, Auditorium
Session 3B: Trading/Counterparty Credit Risk, AV-1 and AV-4, Third Floor
Wrap-Up Sessions: Best Practices and Practical Challenges
Session 4A: CCAR Firms, Auditorium
Session 4B: Firms Transitioning to CCAR (2013 CapPR firms), AV-1 and AV-4, Third Floor
Session 4C: $10-$50 Billion Companies, AV-3, Third Floor
End of Symposium
Registration is invitation only.
If you would like to request an invitation, please email ModelingSymposium@frb.gov.
Additional participants may be allowed if space permits.
For questions or comments, please contact