ESG Stress Testing - EU edition MasterClass
18-21 September, 2023
In this course attendees will gain a comprehensive overview of popular stress testing quantitative techniques.
Delegates will explore the impact on the macro economy and financial risk factors and simulate potential changes in EVE, Capital, LCR and NSFR on a simple bank balance sheet.
18-21 September, 2023, Virtual
Time Zone: UTC/GMT+1 /CET
Policy change and subsequent regulations, as well as emerging risks mean that incorporating ESG factors into stress tests is becoming ever more important. Many types of risk can be exposed by stress testing that may not be apparent using models that are only calibrated to recent historical data. In addition, stress testing is a forward looking analytical exercise whereas other risk modelling approaches tend to be rather more data driven and backward looking. In this course attendees will gain a comprehensive overview of popular stress testing quantitative techniques, and will also be provided with examples of how these techniques have been applied to ESG risks.
The aim of this course is to learn by doing rather than simply to listen to PowerPoint presentations. Delegates will have the opportunity to work in small teams on spreadsheetbased examples, including the use of a comprehensive example model developed by the trainer, to simulate ESG events overlaid with a CO2 emissions scenario. Delegates will explore the impact on the macro economy and financial risk factors and simulate potential changes in EVE, Capital, LCR and NSFR on a simple bank balance sheet. Plenty of PowerPoint slides will of course also be provided with the intention that these are primarily for background reading but the trainer will spend as much time as delegates wish presenting the slides and the theoretical content.
GUARANTEED CPD POINTS
#masterclass #glceurope #crossindustry #globalleadingconferences #environmentsocialgovernance #esgstresstesting #esg
Gary then ventured into the private sector where he spent a further 10 years as a proprietary trader. Following that he joined the FSA in 2005 where his main responsibility was reviewing regulatory market risk models (CAD models including VaR and IRC).
From 2010, as a senior manager at HSBC, Gary participated in many dialogues between industry and regulators covering topics such as FRTB, central clearing, margining, liquidity risk and IRRBB (interest rate risk in the banking book), as well as working on internal projects such as stress testing, IRC development, regulatory interactions and CRD IV submissions. Finally, before moving into consultancy and training, Gary took on an MD role at Morgan Stanley where he was head of risk analytics for the EMEA region.
Who should attend?
Analysts, Vice Presidents, Directors, Senior Managers in:
• Treasury Functions: ALM, Liquidity, FTP
• Capital Management
• Regulatory Compliance
• Risk Analytics
• Market Risk Management
• CRO’s & CFO’s
• Enterprise Risk
• Stress Testing
• Quantitative Research
Our success stories
"High attention to detail in course content and very well delivered"
Product Development Manager
Our success stories
"Very good training led by two knowledgeable and open experts. Excellent insight given on many complex topics. Interactive and highly useful"
USP PD Team Manager
Our success stories
"Great course, impressed with the knowledge of the trainers and ability to answer wide variety of questions!"
Manager, Senior Investigator
MT Sword Laboratories (BMS)
Global Leadership Conferences began as an ambitious dream by three founders ten years ago. Today it’s an international series of interactive events, exploring the hottest topics in critical fields. Each year, thousands of professionals join us to challenge the status quo and learn innovative ways to create new solutions in Finance, Pharmaceutical, HR, Health & Safety, and Energy.know more >
Years of experience
Other events you may like
Signal and Risk Management in Pharmacovigilance - EU edition MasterClass
06-07 June, 2023
The focus of this two days pharma online masterclass will be on providing an update of ongoing activities regarding medicines’ risk and signal management.learn more >>
Advanced E-Pil and E-Leaflet - EU edition MasterClass
08-09 June, 2023
This training provide attendees with the building blocks for the establishment & delivery of an e-PIL strategic initiative.learn more >>
Process Validation for Biotechnological Products - EU edition MasterClass
14-15 June, 2023
This MasterClass will provide best understanding on how process validation for biotechnological processes.learn more >>