While the CR stress test may represent an additional commitment for participating institutions and their risk professionals, it provides banks with an unparalleled opportunity to assess and improve the consistency and comprehensiveness of their internal processes vis è vis CR, from risk appetite definition to credit origination and monitoring. Following the informal format that characterises the Credit Risk Club events, this free workshop aims at discussing how banks can make the most of the CR stress test, ensuring compliance with the ECB methodology and the EBA principles, while at the same time using the test as a picklock to reach higher standards in risk planning and control.
Program
9:45 | Introductory remarks, Andrea Resti – Bocconi University and advisor to the European Parliament on banking supervision
10:00 | “The 2022 CR Stress Test: what can be expected, what can be achieved” Christoffer Kok, Head of Division “Stress Test Experts”, Banking Supervision, ECB
10:20 | “Banking stress tests: general principles and caveats, and how Climate Risk is different” Angel Monzon, Head of Risk Analysis and Stress Testing, European Banking Authority
10:40 | “How Intesa Sanpaolo is approaching the 2022 CR Stress Test: opportunities and possible pitfalls” Guido Luciano Genero, Head of Risk Clearing, Intesa Sanpaolo
11:00 | “Climate Risk at Unicredit and the 2022 Stress Test opportunity” Paolo Marietti, Head of Strategic and Integrated Risks, Unicredit Group
11:20 | “CR assessment for banks for less significant institutions: what can be learned from the 2022 exercise" Tommaso Giordani, Chief Risk Officer, Banca Sella
11:40 | “Developing an acid test for the 2022 Climate Stress test: a bottom-up approach” Marco Macellari, Head of Process & Risk Advisory, CRIF Group
12:00 | Panel discussion