Available on Demand
Duration: 1 Hour
In this webinar you will gain a better understanding of the current state of industry best practices for stress testing.
The presenter will:
- Review best practices for Expected Loss (EL) and PPNR forecasting
- Describe how to integrate stress testing into your existing business architecture
- Identify techniques for transforming stress testing from a regulatory exercise to a strategic management tool
Senior Director, Risk Solutions
In his role within Moody's Risk and Advisory Solutions group, Thomas works to solve difficult stress-testing, capital planning, and risk management problems across complex portfolios and product sets for financial organizations worldwide. Day’s primary areas of focus include CCAR/DFA stress testing, pre-provision net revenue (PPNR) calculations, systems, and methodologies, advanced liquidity risk quantification and reporting, capital planning, performance and balance sheet management. As a former Board member and Vice-Chairman of the membership driven Professional Risk Managers’ International Association (PRMIA), Day is a recognized industry expert with over twenty-two years of increasingly senior roles with multifaceted experience in financial risk management, corporate governance, business development and leadership.
There is a Q&A session at the end of the presentation.