Date: Thursday, May 11th, 2017
Registration & Breakfast: 8:00 a.m. – 8:30 a.m.
Main Event: 8:30 a.m. – 10:00 a.m.
Venue: PwC, 18 York Street, 3rd Floor – Oasis Room
Cost: $20 per person (including tax), includes continental breakfast
Q&A link: https://www.surveymonkey.com/r/T8HL78B
We welcome you to join us for our first speaker series event of the year. This 1.5-hour breakfast panel will provide an overview of Enterprise Stress Testing programs including various methodologies typically used in financial institutions and other industries, and how stress testing is varied from one function to another at financial institutions. This is also a great opportunity for you to meet other professionals within our industry. Attendees are requested to submit any questions to the panel by May 3rd via the Q&A link above.
Dr. Bruce Choy is a Partner with PwC’s financial services consulting group. He joined PwC in New York in 2014 and moved to Toronto in late 2016. Before PwC, Bruce served for a decade as a senior bank executive with one of the world’s largest multinational financial conglomerates, the Commonwealth Bank of Australia. There he led departments managing market risk and balance sheet management. Prior to becoming an executive, Bruce worked in front office with ANZ’s Global Capital Markets team after leaving a tenure-track academic career with the University of Sydney. He has extensive international financial services experience throughout Asia, Australasia and North America. Bruce was awarded a doctorate based on his research on mathematics in risk management and is a Sloan Fellow from the Stanford Graduate School of Business.
Ju Hui Lee is a Director of PPNR Modelling within Enterprise Stress Testing at Scotiabank. Her responsibilities include balance sheet and income statement projections to develop more robust PPNR model. She joined Scotiabank as a Director of ALM Risk Modelling and later moved to her current role in Enterprise Stress Testing. Prior to joining Scotiabank, Ju Hui was responsible for leading ALM consulting, pension investment strategy development and risk management activities for financial institutions, model vetting, and actuarial valuation reporting for clients. Ju Hui holds a BSc. Mathematics and MBA from the Yonsei University in Korea, and an MSc Financial Mathematics from the University of Chicago.
Owen Walsh is a VP at TD Bank Group, leading the Model Development group within Risk Management. As well as developing models for use in determining capital requirements and loan loss allowances, his team has extensive expertise in developing models for stress testing. Owen has held various roles in Risk Management at TD and holds a B.Sc. from the National University of Ireland and a doctorate in theoretical chemistry from the University of Oxford.
Stéphane Gagne is a Senior Director, coordinating Royal Bank of Canada’s Enterprise-Wide Stress Testing exercise as well as the Internal Capital Adequacy Assessment Process (ICAAP). In a previous role, Stéphane worked in structural interest rate risk management for TD Bank’s U.S. segment. He also occupied a bank supervisory role at Canada Deposit Insurance Corporation, as well as trading and market risk functions at National Bank of Canada. He holds a Masters degree in Model Making from HEC Montréal and a Bachelor degree in Economics–Mathematics from Laval University.
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