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Efficient Stress Testing : the need for a global code of practices
14 décembre 2018 à8 h 30 min - 13 h 00 min
Banking stress tests have been launched with Basel 2009 principles, streamlined in 2018. Since then banking stress testing is developing all over the Planet. BCBS ‘Range of Practice” paper is documenting their key features. But obviously, even based on common principles, each supervisor is conceiving its tests on its own priorities and processes. The result is inefficient operational and financial consequences for international banking institutions. It is a good timing (including the potential gap between accounting/IFRS9 and prudential capital) to revisit this evolution and propose roadmaps towards better efficiency.
This roadmap should answer few simple objectives: cost efficient processes, optimization of capital and liquidity costs & transferability and operational insertion of stress testing (using tests also to foster strategical decision making). At this stage, the point is not to standardize supervisors’ risk approach but just to identify a code of best practices defining families of tests purposes, common principles, home-host approaches, articulation between stress testing & college of regulators, data collected, some process features: input/output, methodologies.
This seminar will contribute to identify common needs based on few years of practice, discuss key proposals to enhance best practices and propose a way forward to build up a consensus between “regulees” and supervisors.
- Finance managers
- Risk managers
- Public affairs
- Regulators & supervisors