This Event Has Ended 
Overview
On June 25 and 26, 2014, the Board of Governors of the Federal Reserve System and the Federal Reserve Bank of Boston will jointly host the Third Annual Stress Test Modeling Symposium.
This year's Symposium will focus on best practices and challenges related to stress test modeling and its application. The primary goal 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.
Topics that will be discussed during this year’s Symposium include:
- A question and answer session on supervisory expectations for stress testing and range of practices
- Stress testing for interest rate risk
- Scenario design and risk assessment in the presence of emerging risks
- Breakout sessions on model validation and model risk, modelling asset and liability balances, residential mortgages, counterparty credit risk, commercial and industrial loans, and noninterest income and expense.
For questions or comments, please contact ModelingSymposium@frb.gov
Agenda & Presentations
last updated: July 28, 2014
Wednesday June 25, 2014
| 9:00 am |
Welcoming Remarks Lisa Ryu, Board of Governors of the Federal Reserve System |
| 9:15 |
Keynote Address Governor Daniel K. Tarullo, Board of Governors of the Federal Reserve System |
| 10:00 | Break |
| 10:30 |
Supervisory Expectations and Range of Practices for Stress Testing (Q&A Session) Moderator: Panelists: John Beebe, Board of Governors of the Federal Reserve System Timothy Clark, Board of Governors of the Federal Reserve System Paul Sternhagen, Federal Reserve Bank of San Francisco |
| 12:15 pm | Lunch |
| 1:45 |
Key Challenges I: Interest Rate Risk Moderator: Panelists: Skander Van den Heuvel, Board of Governors of the Federal Reserve System Jake Zelnick, Wells Fargo |
| 3:15 | Break |
| 3:45 |
Key Challenges II: Scenario Design and Risk Assessment: Accounting for Emerging Risks Moderator: Panelists: Matthew Pritsker, Federal Reserve Bank of Boston David Yowan, American Express |
| 5:15 | Adjourn and Reception |
Thursday June 26, 2014
| 9:00 am |
Breakout Sessions Session 1.A: Asset and Liability Balances and Risk-Weighted Assets Moderator: Panelists: Matthew Nagowski, M&T Jason Schmidt, Federal Reserve Bank of Minneapolis Session 1.B: Model Validation and Model Risk Moderator: Panelists: David Palmer, Board of Governors of the Federal Reserve System Huan Yang, Goldman Sachs |
| 10:15 | Break |
| 10:45 |
Breakout sessions Session 2.A: Counterparty Credit Risk Moderator: Panelists: Gary Gegick, Bank of NY-Mellon Session 2.B: Residential Mortgages Moderator: Panelists: PJ Petersen, Huntington Michael Szwejbka, U.S. Bancorp |
| 12:00 pm | Lunch |
| 1:30 |
Breakout sessions Session 3.A: Commercial and Industrial Loans Moderator: Panelists: Mark Lueck, Federal Reserve Bank of Chicago Sanjiv Talwar, BMO Session 3.B: Noninterest Revenues and Expenses Moderator: Panelists: Anna Kovner, Federal Reserve Bank of New York Brian Margulies, Goldman Sachs |
| 2:45 | Adjourn |