Roundtable:  EU-wide Stress Test 2018

Deloitte Romania is delighted to invite you to Banking Risk and Regulatory Roundtable, organised on February 26th at 9.30am at Deloitte premises, 4-8 Nicolae Titulescu Road, East Entrance, 2nd Floor, District 1, Bucharest.

In November 2017, EBA has published its 2018 EU-wide stress test methodology and templates. The exercise will cover broadly 70% of the EU banking sector and evaluates their ability to meet relevant supervisory capital ratios during an adverse economic shock. The evaluation will be based on a common methodology and a set of templates that capture starting point data and stress test results.

The EBA will coordinate the EU-wide exercise in cooperation with the ECB and national authorities.

The methodology covers all relevant risk areas, including complex stress-testing of IFRS9 accounting standard for the first time.

Agenda:

• Lessons learnt from prior stress tests
• Key features of the 2018 EU-wide stress test
• Main methodological changes from previous exercises
• Integration of IFRS 9 in the stress test methodology
• Alignment of the EU-wide stress test with the capital adequacy framework, internal stress test and SREP requirements
• Key data request templates

Speakers:

Dimitrios Goranitis – Partner – Financial Services Risk and Regulatory Leader, Deloitte Central Europe

Elena Grigore – Senior Manager – Financial Services Industry Risk and Regulatory, Deloitte Romania

Andrada Tanase – Manager – Financial Services Industry Risk and Regulatory, Deloitte Romania

Who should participate to this event? 

The roundtable will be of particular interest to Chief Risk Officers, Chief Financial Officers and risk management specialists as well as to Supervision, Financial Stability and Macroeconomic modelling experts within the National Bank.

Participation to this event is free of charge and access is granted by invitation and registration only. Discussions will be held in English.

Please register at this event until February 21^st, 2018 by responding with RSVP to bankingrisklab@deloittece.com.