Crowd Reviews Partnered with marcus evans Announces marcus evans to Host the 11th Annual Capital Allocation & Stress Testing Conference on June 14-15, 2017 in New York
Naples, FL, March 08, 2017 --(PR.com)-- marcus evans will host the 11th Annual Capital Allocation & Stress Testing Conference on June 14-15, 2017 in New York, NY. This conference will bring together industry peers to discuss and share best practices in qualitative and quantitative capital planning, implementing CECL and IFRS 9 guidelines, defining accounting elements in SMA proposal changes, vendor models and non-model tools, feedback from the regulators post-2017 CCAR and DFAST assessments, deposit modeling, economic capital calculations, and more.
Key Topics Include:
· Provide Guidance on How to Prepare for CECL and Reviewing the Default and Charge-Off Based Construct for Expected Credit Loss Estimate
· Identifying the Proposal Changes in the Standardized Measurement Approach (SMA) to Eliminate the Gray Areas of Accounting Elements
· Overcome Qualitative Risk Management Struggles Through Risk Identification, Requirements for Capital Planning and Improvements in Model Design
· Communicate Bank’s Challenges within Stress Testing and Capital Planning by Implementing Quantitative Methods and Data Integrity
· Leverage Best Practices and Key Takeaways in CCAR and DFAST
Key Speakers Include:
· Rongsheng Gong, Managing Director, Head of Risk Analytics, State Street
· Carsten Heiliger, Head of Risk Research, SunTrust
· Jeff Colson, Head of Capital Adequacy, Wells Fargo
· Bricklin Dwyer, Senior US and Canada Economist & Head of CCAR Scenario Generation, BNP Paribas
· Timothy Shore, SVP, Manager of Market Risk, Bank of the West
For more information, please visit http://bit.ly/2mYMnlj or you can contact Amanda Pink at amandap@marcusevansch.com
marcus evans conferences annually produce over 2,000 high quality events designed to provide key strategic business information, best practice and networking opportunities for senior industry decision-makers.
Key Topics Include:
· Provide Guidance on How to Prepare for CECL and Reviewing the Default and Charge-Off Based Construct for Expected Credit Loss Estimate
· Identifying the Proposal Changes in the Standardized Measurement Approach (SMA) to Eliminate the Gray Areas of Accounting Elements
· Overcome Qualitative Risk Management Struggles Through Risk Identification, Requirements for Capital Planning and Improvements in Model Design
· Communicate Bank’s Challenges within Stress Testing and Capital Planning by Implementing Quantitative Methods and Data Integrity
· Leverage Best Practices and Key Takeaways in CCAR and DFAST
Key Speakers Include:
· Rongsheng Gong, Managing Director, Head of Risk Analytics, State Street
· Carsten Heiliger, Head of Risk Research, SunTrust
· Jeff Colson, Head of Capital Adequacy, Wells Fargo
· Bricklin Dwyer, Senior US and Canada Economist & Head of CCAR Scenario Generation, BNP Paribas
· Timothy Shore, SVP, Manager of Market Risk, Bank of the West
For more information, please visit http://bit.ly/2mYMnlj or you can contact Amanda Pink at amandap@marcusevansch.com
marcus evans conferences annually produce over 2,000 high quality events designed to provide key strategic business information, best practice and networking opportunities for senior industry decision-makers.
Contact
CrowdReviews.com
Samuel Powers
800-256-5813
http://www.crowdreviews.com/
Contact
Samuel Powers
800-256-5813
http://www.crowdreviews.com/
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