Dr. Dominic Rau

Dr. Dominik Hammer

Dr. Dominic Rau Swiss Re - Head Risk Governance & Steering
Dr. Dominik Hammer UBS - Head of Stress Methodology & Scenario Analysis
Register Now
Free Member Ticket

The Free Member Ticket is available to members only. If you are a member please login. Not a member yet, but want to access all member only events? Please register.


International banks and insurance companies face a multitude of capital and liquidity requirements, covering requirements from both home and foreign regulators as well as internal targets. Stress testing is a key tool to test adherence of these requirements. However, the various stress tests may differ in many dimensions, for example:

  • The nature and severity of the stress scenario
  • Some may look at the impact on earnings and capital, others at the liquidity and/or the funding position under stress
  • Regulatory prescriptions on how to carry out the stress tests may differ between jurisdictions and be subject to political changes

This raises the following questions :

  • How do firms deal with these challenges?
  • How are all these different stress tests and objectives handled in the context of a firm’s overall risk appetite statement?

Our speakers will share their experience from a banking and insurance perspective.


Dr. Dominic Rau: Swiss Re – Head Risk Governance & Steering
Dr. Dominik Hammer: UBS – Head of Stress Methodology & Scenario Analysis

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 test ideas. More on SRA chapters. This event is hosted by the chapter Risk Appetite and Stress Testing.

  • Internal, regulatory and legal entity stress tests & how to set an overarching risk appetite
    5. March 2020
    18:30 - 20:00


CS Forum St. Peter - Auditorium, St. Peterstrasse 19, 8001 Zürich, Switzerland

Become a member today and enjoy full access to all presentations of our previous events. Register Login

Become a Member

Sign up today and enjoy our member benefits.

Read more

Membership for Companies

1’395.- CHF* per year (10% discount incl.)

  • 10 individual memberships for your employees, access to all events and option to download presentations.
  • 5 free entrances to our Swiss Risk Dinner events (worth 130.- CHF).
  • 10% discount included.
  • Free support, handling of your employee accounts.

*Example calculated for bronze membership. It is possible to resize the package to your individual needs.

Find out more