The Future of Stress Testing

Summary

In this event Eric Schaanning will shed light on the future of stress testing. Building on novel research and his experience at the European Systemic Risk Board (ESRB), he will share his own insights: What are the key features of current regulatory stress tests in Europe and the US? What are possible avenues for future stress tests in terms of modelling the interactions between market participants? How can indirect contagion channels be quantified properly? How will stress testing evolve from a holistic system-perspective? Join this chapter meeting for an interactive discussion.

Presenters

Eric Schaanning: Principal Financial Stability Expert at the European Systemic Risk Board (ESRB) and secretary of the ESRB Taskforce on Stress Testing

Chapter Event

In our chapter events – access for members only – we present one or more speakers to share knowledge, updates and best practises on a specific risk topic. In small groups of risk professionals you can exchange thoughts and teIst ideas. More on SRA chapters. This event is hosted by the chapter Stress Testing and Scenario Generation.

Disclaimer: The views expressed are those of the presenter and do not necessarily reflect the official stance of the ESRB, its member institutions, or any other institution to which he is affiliated.