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.