Second Annual Stress Test Modeling Symposium

June 26-27, 2013
Federal Reserve Bank of Boston
600 Atlantic Avenue
Boston, MA
Directions

  • Overview
  • Hotels
  • Agenda & Presentations
  • Registration

Overview

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:

  • Stress testing within the broad regulatory and supervisory framework for large financial institutions
  • Application and best practices in stress testing
  • Key challenges in stress testing
  • Portfolio-specific modeling  framework, best practices, and challenges
  • Focused discussion for CCAR, CapPR, and $10 - $50 billion banking organizations

For questions or comments, please contact ModelingSymposium@frb.gov

List of Recommended Hotels

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
linda.tran@langhamhotels.com  

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
rlowe@mill-usa.com


Agenda & Presentations

updated July 9, 2013

June 26, 2013

9:00 am

Welcoming Remarks, Morris Auditorium, First Floor

Jim Nolan
Federal Reserve Bank of Boston

9:15   

Federal Reserve’s Stress Testing Philosophy, Auditorium

Lisa Ryu pdf
Federal Reserve Board

10:00 Break
10:30

Role of Stress Testing in Capital Planning, Auditorium

Beverly Hirtle (Moderator)
Federal Reserve Bank of New York

Mark Flannery pdf
University of Florida

Randall King
PNC Bank

Andrew Kuritzkes
State Street Corporation

12:00 pm

Lunch, Connolly Center and New England Rooms, Fourth Floor

1:20

Key Challenges I: Scenario Design, Auditorium

Michael Kiley pdf
Federal Reserve Board

Eduardo Canabarro pdf
Morgan Stanley

Alexander Wolfson pdf
Citigroup

2:20

Break

2:40

Key Challenges II: Consistent Projections of Balance Sheet, Risk-Weighted Assets, and Income, Auditorium

Kimberly DeTrask (Moderator)
Federal Reserve Bank of Boston

Jeff Colson
Bank of America

Anna Kovner pdf
Federal Reserve Bank of New York

3:40

Break

4:00

Key Challenges III: Data Limitations, Auditorium

Marc Saidenberg (Moderator)
Federal Reserve Bank of New York

Gregg Gunselman
JP Morgan Chase

William Lang
Federal Reserve Bank of Philadelphia

John Winsor
SunTrust Banks, Inc.

5:30

Reception

 

June 27, 2013

9:00 am

Breakout Sessions

Session 1A: Residential Mortgages, Auditorium, First Floor

Adam Ashcraft (Moderator)
Federal Reserve Bank of New York

Mark Beardsell pdf
Citigroup

Larry Cordell pdf
Federal Reserve Bank of Philadelphia

Melissa Sim
Wells Fargo Corporation

Session 1B: Operational Risk, AV-1 and AV-4, Third Floor

Patrick de Fontnouvelle (Moderator)
Federal Reserve Bank of Boston

Brian Burk pdf
PNC Bank

Bakhodir Ergashev pdf
Federal Reserve Bank of Richmond

Nicola Wright
Goldman Sachs

10:15

Break

10:45

Breakout Sessions

Session 2A: Corporate Loans, Auditorium

Jose Lopez (Moderator)
Federal Reserve Bank of San Francisco

Brian Gordon pdf
Federal Reserve Bank of Chicago

Sean Keenan pdf
GE Capital Corporation

Randall Miller
Bank of America

Session 2B: Credit Cards, AV-1 and AV-4, Third Floor

Richard Westerkamp (Moderator)
Federal Reserve Bank of Richmond

Jose Canals-Cerda
Federal Reserve Bank of Philadelphia

James Weatherly
Capital One Financial Corp.

12:00 pm

Lunch

1:30

Breakout Sessions

Session 3A: Commercial Real Estate Loans, Auditorium

Steven Durfey pdf(Moderator)
Federal Reserve Bank of Chicago

Joseph Heller
Fifth Third Bank

Joseph Nichols
Federal Reserve Board

Kiran Yalavarthy
Wells Fargo & Co.

Session 3B: Trading/Counterparty Credit Risk, AV-1 and AV-4, Third Floor

Michael Alix (Moderator)
Federal Reserve Bank of New York

Eduardo Canabarro pdf
Morgan Stanley

Stephen Haratunian pdf
Credit Suisse

James Mahoney pdf
Federal Reserve Bank of New York

2:45

Break

3:15

Wrap-Up Sessions: Best Practices and Practical Challenges

Session 4A: CCAR Firms, Auditorium

Lisa Ryu (Moderator)
Federal Reserve Board

Gary Gegick
BNY Mellon

Charles Johnston
Capital One Financial Corp.

Margo Somma
American Express

Session 4B: Firms Transitioning to CCAR (2013 CapPR firms), AV-1 and AV-4, Third Floor

Michael Johnson (Moderator)
Federal Reserve Bank of Atlanta

Ravi Mallela
Bank of Montreal

Michael Michalak
Comerica Incorporated

Rao Surapaneni
Discover Financial Services

Session 4C: $10-$50 Billion Companies, AV-3, Third Floor

Stephen Jenkins (Moderator)
Federal Reserve Bank of Cleveland

Irene Oh
East West Bank

Hammad Pirzada
The PrivateBank

Thomas Whitesel pdf
FNB Corp.

4:30

End of Symposium

 

Registration

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.

Thank you.

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Contacts

For questions or comments, please contact

ModelingSymposium@frb.gov