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Vice President, Capital Adequacy, Regulatory Affairs and Model Risk Management at M&T Bank

Yan Shi works in the regulatory affairs and capital adequacy department at M&T Bank Corporation, and is responsible for projects related to model risk management, portfolio risk analytics, enterprise risk identification, liquidity risk management and capital buffer allocation related to stress testing and other business-as-usual processes. Prior to joining M&T Bank, Yan worked for Deloitte & Touche LLP and Zions Bancorporation, and spent several years working on business risk, governance and regulatory and risk strategies.

   Yan has co-authored the book “CCAR and Beyond – Capital Assessment, Stress Testing and Applications”, which is the first authoritative reference guide to CCAR, providing a complete introduction and analysis of the regulation from origins to implementation. This book is the go-to material for many practitioners in banks and holding companies, consulting firms and regulators worldwide.

Yan Shi

In partnership with

Meet our Speakers

Stefano joined Prometeia in 2004 and coordinates projects on Basel 2 and 3 compliance issues at major Italian and international banking groups. He also works on the design and implementation of risk-based software solutions for credit risk. As the Head of the Credit and Operational Risk business line, Stefano has developed distinctive competences in the area of capital planning, credit strategies, pricing, Icaap, stress testing and the implementation of risk and management models.

Since 1974, Prometeia supplies highly specialized advisory, analytical tools and training programs, integrating quantitative models, market and customer data, financial and economic scenarios. With over 600 industry experts, the company current serves more than 200 financial institutions in 20 different countries, through a consolidated network of foreign branches and subsidiaries located in Europe, Africa and Middle East. Prometeia client base includes primary financial institutions, central banks, multilateral organizations, as well as local banks and credit unions.

Head of Credit and Operational Risk at Prometeia

Stefano Giovanni Romano

Effective Stress Testing for 2016

Presented by:

Yan Shi, VP of Capital Adequacy, Regulatory Affairs and Model Risk at M&T Bank

Stefano Romano, Head  of Credit and Operational Risk at Prometeia. 

Yan talks about “Incorporating stress testing into business as usual" and shares his expertise on:

-         how to benefit from the stress testing process and the test results

-          how to reduce the amount of time and money spent in the process

Stefano then examines approaches in credit portfolio strategies based on forward looking methods. He covers:

-          the role of stress test model in portfolio analysis

-          the drivers of credit portfolio strategies

-          the optimization criteria of risk adjusted return in credit portfolio strategies

Throughout the webinar, Yan and Stefano embed both their research and industry experience and give key recommendations and guidelines to key challenges. They also take questions from the audience after their discussion.

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