RISK MANAGEMENT THOUGHT LEADERSHIP

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10th Annual FTP and Balance Sheet Management conference by Marcus Evans

16-17 November 2020

Establish how banks are using FTP to achieve balance sheet optimisation and manage P&L volatility due to residual effects of COVID-19
 

Rethinking the Stress Testing framework during the COVID-19 crisis


Prometeia's team joins a qualified panel of speakers, leveraging its expertise to address the challenges for stress testing in times of COVID-19.

  1. Definition of stress scenarios based on the evolution of the global pandemic and the mitigation policies implemented by the national and supranational authorities
  2. Review of managerial strategies to tackle the current and future uncertainty, in terms of expected results and sustainability of the ongoing mitigations actions
  3. Stochastic simulation of the COVID-19 impacts on the Bank’s key risk indicators: Earnings at Risk, Economic Capital at Risk, other RAF metrics
  4. The experience of Prometeia in re-engineering the Stress Testing processes in major EU banks after the pandemic outbreak
 

Prometeia's speaker

 

Massimo Pedroni, Senior Partner Prometeia
A senior partner at Prometeia since 2018. He has been the Head of International Business since 2014 and coordinates the activities of the overseas branches of the Group based in London, Istanbul, Moscow, Cairo and Lagos. A graduate with honours in Banking Economics from the University of Modena in 2000, he completed a Master’s in Finance at University College London (UCL). Before returning to Prometeia, he worked for KPMG and Lloyds TSB in London as head of the Model Governance & Validation department. His many years of experience as a Risk Management consultant have seen him work in over fifteen countries, managing major projects in Austria, Germany, Russia, Turkey, Central-Eastern Europe and the Middle East.