Luigi De Ghenghi to Speak at The Clearing House Annual Conference
November 6-8, 2017
New York, NY

 

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.

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