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

MEMBER - Chapter Event

Isak Ahlbom

Dr. Meinhard Kneller

Dr. Yuliya Plyakha Ferenc

Dr. Michel Dacorogna

Corina Grünenfelder

ESG Methods and Data Challenges

2023-11-02   18:00:00 - 20:30:00 Volkshaus

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

Isak Ahlbom Julius Bär
Dr. Meinhard Kneller Julius Bär
Dr. Yuliya Plyakha Ferenc MSCI
Dr. Michel Dacorogna Prime Re Solutions
Corina Grünenfelder EY Switzerland
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MEMBER - Chapter Event

Sebastian Glink

Joe Noss

Climate Stress Testing Methodologies

2023-09-07   18:00:00 - 21:00:00 tbd

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

Sebastian Glink CLIMADA
Joe Noss WTW
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PUBLIC - Risk Dinner

Hannes Lubich

Risk Management – How to Keep Board Members Awake at Night

2023-07-10   18:00:00 - 21:00:00 La Bottega di Mario

How much do boards of directors want and need to know about risk management and their own and personal contribution, and what can we do…

Hannes Lubich Board Member and speaker
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  • Public Ticket 150 (CHF)
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CRO Circle

Christian Schmieder

CRO Circle Dinner – Summer 23

2023-07-05   18:30:00 - 22:00:00 Zunfthaus zur Waag

We are happy to welcome Christian Schmieder, Head of MED Administration at the Bank for International Settlements (BIS). He will discuss how banks can navigate…

Christian Schmieder Bank for International Settlements
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MEMBER - Chapter Event

Alexander Eisele

David Marcos

Marc Schwarz

AI Tools in Finance – what they do and how they work

2023-06-22   18:00:00 - 20:30:00 KV Business School Zürich

Discover the power of AI tools in finance with real-life examples, showcasing real cases and practical experiences.

Alexander Eisele UBS
David Marcos LPA Schweiz
Marc Schwarz Entris Banking
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MEMBER - Chapter Event

Cédric Lüscher

Matthias Obrecht

Carolina Thomaz

Dominique Rudolf von Rohr

Setting risk appetite for Digital Assets & DLT

2023-06-07   18:00:00 - 20:30:00 ZKB Atrium

Safely navigating DLT & Digital Assets risks with proactive, risk-conscious control frameworks and a suitable risk appetite statement.

Cédric Lüscher zeb Switzerland
Matthias Obrecht FINMA
Carolina Thomaz Sygnum Bank
Dominique Rudolf von Rohr Julius Bär
Photos & Presentations
PUBLIC - Partner Event

Risk-!n conference 5th edition, 25.-26.May

2023-05-25   13:30:00 - 13:30:00 Zurich Marriott Hotel

Bridge the silos to better manage risks! Come to share your experience in Risk, Resilience, Insurance and Security. With 40% discount for SRA members.

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