Frankfurt am Main, 14 December 2018
European Central Bank, Main Building
Press Conference Room
Participation is by invitation only.
Registration and coffee
John Fell, Chair, ESRB Task Force on Stress Testing
Discussant-Chair:
Jo Paisley, GARP Risk Institute
Scenario design
Martin Cihak, International Monetary Fund
Design of Scenarios for the Calibration of Macroprudential Policies
Elena Rancoita, European Central Bank
Measuring the severity of stress testing scenarios
Bora Durdu, Board of Governors of the Federal Reserve System
Scenarios for the Climate Stress Tests
Robert Vermeulen, De Nederlandsche Bank
Discussant-Chair:
Miguel Segoviano, International Monetary Fund
The interaction between stress tests and UK bank capital requirements, including the UK CCyB strategy
Caspar Siegart, Bank of England
Stress Testing in the USA
Kathleen Johnson, Board of Governors of the Federal Reserve System
M-PRESS-CreditRisk
Natalia Tente, Deutsche Bundesbank
Discussant-Chair:
Christian Winkler, European Securities and Markets Authority
Multi-Agent Risk Simulation Model – MARS 1.0
Benjamin King, Bank of England
Simulating fire-sales in a banking and shadow banking system
Susanna Calimani, European Central Bank
Interconnections between the French asset management sector and the rest of the French financial system
Dilyara Salakhova, Banque de France
Towards a map of the EU financial system
Jose Fique, European Systemic Risk Board Secretariat
Moderator:
John Fell, Chair, ESRB Task Force on Stress Testing
Panellists:
Jo Paisley, Miguel Segoviano, Christian Winkler
This programme may be subject to change without notice.
European Central Bank
Main building, Press Conference Room
Sonnemannstrasse 20
60314 Frankfurt am Main
English
John Fell
Deputy Director General, Macroprudential Policy & Financial Stability, European Central Bank, and Chair of the ESRB Task Force on Stress Testing
Rand Fakhoury
Senior Economist, Bank of England
Roberta Fiori
Senior Financial Economist, Banca d’Italia
Jose Fique
Financial Stability Expert, ESRB Secretariat
Christoffer Kok
Deputy Head of Division, European Central Bank
Elena Rancoita
Financial Stability Expert, European Central Bank
Robert Vermeulen
Senior Policy Advisor, De Nederlandsche Bank
Olaf Weeken
Adviser, ESRB Secretariat
ESRB Secretariat
Eva Harangozo, Tel.: +49 69 1344 5389
Jose Fique, Tel.: +49 69 1344 95453