Annual or semi-annual regulatory stress testing is a fact of life for banks, and because of the complexity and enormity of the task it is often viewed as a major nuisance or chore. However, if viewed in this way, banks – as well as other capital market firms – could miss a great opportunity to employ an incredible risk management tool which can help them better understand the risks they face.

In this webinar, recorded on Wednesday, March 27, 2013, Denny Yu, VP of Client Solutions and Risk Product Manager, provides a primer on stress testing and scenario analysis and explains how they can be used within a holistic risk management framework.

Mr. Yu covered:

  • Introduction to stress testing and scenario analysis
  • Regulatory scenario introduction (Comprehensive Capital Assessment and Review, CCAR)
  • Limits of Value at Risk (VaR) and other distribution measures
  • Systemic vs. Idiosyncratic events
  • Methodologies for scenario creation and generation
    • Historical
    • Hypothetical
  • Market trends in stress testing
To view the on-demand webinar, just register on the right side of this page.

Featured Numerix Speakers:

Denny Yu, Vice President of Client Solutions Group and Product Manager, Risk
Mr. Yu oversees risk analytics including stress testing, VaR, and counterparty credit risk management. Prior to Numerix, Denny held several positions at RiskMetrics, a global provider of risk technology, including Product Manager, Implementation consultant, and Risk Advisor. He also spent several years at Citigroup in the Credit Risk Modeling group working on the bank's firm-wide Credit Value-at-Risk methodology, default probability modeling and debt rating models.

Denny has been a guest lecturer at New York University for enterprise wide risk management and has been published in several industry journals including Quantitative Credit Analyst and Commercial Lending Review. He has a Masters in Business Administration in Finance from New York University and is a CFA Charterholder.

Moderator: Jim Jockle, Chief Marketing Officer
Mr. Jockle leads the company's global marketing efforts, spanning a diverse set of solutions and audiences. He oversees integrated marketing communications to customers in the largest global financial markets and to the Numerix partner network through the company's branding, electronic marketing, research, events, public relations, advertising and relationship marketing.

Prior to joining Numerix, he served as Managing Director of Global Marketing and Communications for Fitch Ratings. During his tenure at Fitch, Mr. Jockle built the firm’s public relations program, oversaw investor relations and led marketing and communications plans for several acquisitions. He also oversaw the brand development of a new company dedicated to the enhancement of credit derivative and structured-credit ratings, products and services. Prior to Fitch, Mr. Jockle was a member of the communications team at Moody's Investors Service.

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