Stress Testing and Scenario Generation

Chapter Description

This chapter addresses topics of interest for specialists working in the area of stress testing and scenario generators. Among other, it aims to answer and launch a discussion around questions like:

  • What is stress testing trying to achieve and how is it evolving?
  • How shall it add value for the financial community as well as to regulated industries?
  • Is the way stress testing is applied today efficient and effective?
  • How would stress testing look like if the key players would not be regulated?
  • What can be learned from and leveraged across industries?

Team

Prof. Dr. Erich Walter Farkas

Board Member
Chapter Chair Stress Testing

University and ETH Zurich

SFI Faculty,
Professor of Quantitative Finance

Dr. Markus Mocha

Chapter Manager Stress Testing

UBS

Stress Testing Events

PUBLIC - Flagship Event

Monique Jeanne Morrow

Roger Halbheer

Tom Schmidt

SFI Prof. Andrea Barbon

Carolin Roth

4th National Cyber Security Event 2023

5. December 2023   18:00 - 20:30 SIX Convention Point

AI reshapes cybersecurity with evolving hacking methods. Explore AI's dual role: hacking enabler and security fortifier. Join the discussion and 4th edition of the National…

Monique Jeanne Morrow Chief Technology Strategist
Roger Halbheer Microsoft
Tom Schmidt EY Switzerland
SFI Prof. Andrea Barbon HSG
Carolin Roth Moderator
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CRO Forum

Dinner on 22.11.23

22. November 2023   20:30 - 22:30 Restaurant uniTurm

We would like to invite you to an exclusive dinner event with selected CROs, UBS Group CEO Sergio Ermotti, SRA Board Members and the winner…

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CRO Forum

Serena Fioravanti

Prof. Dr. Alexander F. Wagner

Claude F. Moser

Oliver Buschan

Jaques Piasko

Dr. Andreas Ita

Prof. Dr. Yvan Lengwiler

Dr. Hans Kuhn

Dr. János Blum

CRO Forum – Liquidity Risk post Credit Suisse fall

22. November 2023   15:00 - 18:00 University of Zurich AULA

Join us at the first CRO Forum, exclusively designed for CRO Circle members and senior professionals. We will explore Liquidity Risk post Credit Suisse, delving…

Serena Fioravanti CS, SRA
Prof. Dr. Alexander F. Wagner UZH
Claude F. Moser Credit Suisse
Oliver Buschan SwissBanking
Jaques Piasko Julius Baer
Dr. Andreas Ita Orbit36
Prof. Dr. Yvan Lengwiler University of Basel
Dr. Hans Kuhn Lawside Attorneys-at-Law KLG
Dr. János Blum President SRA
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MEMBER

Léonard Bôle

Marc Siegel

Carine Casteu

Marc Kilcher

Money Laundering Risk Analysis

21. November 2023   18:00 - 20:30 Edmond de Rothschild (Suisse) S.A.

FINMA has published a new report on money-laundering risk analysis, with recommendations on how to apply it. At this event, FINMA will provide guidance and…

Léonard Bôle FINMA
Marc Siegel Pictet Group
Carine Casteu Piguet Galland & Cie
Marc Kilcher KPMG
Photos & Presentations
MEMBER - Chapter Event

Stefanie Ott

Christopher Greenwald

Navigating ESG: Global Comparisons in Insurance & Private Banking

15. November 2023   18:00 - 20:30 Credit Suisse Forum St. Peter Auditorium

ESG regulations globally. Unravel the intricacies of global policies and implementation strategies from both the insurance and private banking sectors.

Stefanie Ott Sustainability Strategy Leader
Christopher Greenwald LGT Bank (Switzerland) Ltd.
Photos & Presentations
MEMBER - Chapter Event

Dr. Yuliya Plyakha Ferenc

Dr. Michel Dacorogna

Corina Grünenfelder

ESG Methods and Data Challenges

2. November 2023   18:00 - 20:30 Volkshaus

Get insights from ESG experts and ensure your business is prepared for the dynamic regulatory environment with our panel discussion.

Dr. Yuliya Plyakha Ferenc MSCI
Dr. Michel Dacorogna Prime Re Solutions
Corina Grünenfelder EY Switzerland
Photos
MEMBER

Heidi Steiger

Florian Hunziker

Rising interest rates: Increased risk?

5. October 2023   18:00 - 20:30 KV Business School Zürich

Do rising interest rates increase risk? Explore the impact of rising interest rates on risk, strategies for managing interest rate risk, and changes in risk…

Heidi Steiger St. Galler Kantonalbank
Florian Hunziker Julius Bär
Photos & Presentations
CRO Circle

Dr. Alfred Mettler

CRO Circle Dinner – USA, Quo Vadis?

4. October 2023   18:30 - 22:00 Zunfthaus zur Waag

The 20th century brought the U.S. to the top, but 20 years later its leadership has been questioned in many ways. What will the future…

Dr. Alfred Mettler Adjunct Professor, Swiss Finance Institute (SFI)
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PUBLIC - Partner Event

RiskON

13. September 2023   9:00 - 22:00 University of Zurich

Transforming Uncertainty into Opportunities - The RiskOn event on September 13th – 14th, 2023 brings together experienced risk professionals with experts and talents from the…

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MEMBER

Daniel Zuberbühler

Carlo Lombardini

Jean-Noël Ardouin

Too Big to Fail

11. September 2023   17:45 - 20:30 Auditorium HSBC

The Credit Suisse Collapse: A Crucial Test for Swiss Banking Regulations and the Future of the Industry. Can the Swiss banking sector withstand such shocks?…

Daniel Zuberbühler Ex-EBK
Carlo Lombardini University of Lausanne
Jean-Noël Ardouin EY
Photos & Presentations
MEMBER - Chapter Event

Sebastian Glink

Christian Schmaltz

Climate Stress Testing Methodologies

7. September 2023   18:00 - 21:00 Credit Suisse Forum St. Peter Auditorium

Join us to learn about climate stress testing models and technologies for assessing physical and transitional risks.

Sebastian Glink CLIMADA
Christian Schmaltz Aspect Advisory
Photos & Presentations
MEMBER - Chapter Event

Thomas Schnitzer

Ian Bird

Evgenia Ageeva

Cyber Risk Quantification 2: The Outside View

4. September 2023   18:00 - 20:30 Credit Suisse Forum St. Peter Auditorium

Discover the secrets behind insurance companies’ risk quantification process for cyber insurance at our event with industry experts.

Thomas Schnitzer Zurich Insurance
Ian Bird Guidewire Software
Evgenia Ageeva Swiss Re
Photos & Presentations
PUBLIC

Networking Drinks Romandie

31. August 2023   18:00 - 21:00 Soleil Rouge Bar

Join us to celebrate the first anniversary of Romandie Chapter with local risk professionals for free networking drinks.

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