Davis Polk partner Luigi De Ghenghi will be among the speakers at The Clearing House’s Annual Conference. De Ghenghi will moderate the “Building a Better Stress Test” panel. Topics discussed will include:

• Changes that could be made to the US supervisory stress tests that would make them much more integrated with the point-in-time framework for capital requirements and banks’ own internal capital management approaches
• Trade-offs of having banks’ own models playing a key role in determining their:
  • post-stress regulatory capital ratios
  • evaluation of sources of uncertainty in stress testing
  • challenges in transparency of banks’ ratings
  • controls around data quality
  • frequency in banks’ submission of capital plans

The program will be held November 6-8, 2017, in New York.

For more information, please visit the event website.