Session Details

Stress Testing Europe revolved around reviewing evolving stress testing processes and requirements and moving towards the next phase of development.

Key Topics

• Building an Effective Stress Testing Framework and Robust Forecasting Process

• How to meet regulators’ expectations on stress testing

• Stress scenario creation and selection

• Using the right stress testing and scenario analysis tools

• Balancing stress-testing analytics and management judgment

• Embedding robust stress-testing governance

• Maximizing the value of the stress-testing process

Speaker Profile

Luca D’Amico

Senior Vice President, Data Analytics

Luca D’Amico is EMEA Head of Risk Management Sales at Copal Amba (a Moody’s Analytics Company). Prior to joining Copal Amba, he served as Sales Director at Moody’s Analytics for four years, working with several strategic clients in EMEA (banks, insurance companies, corporates, asset managers, and institutional clients). He has several years of experience in the risk management space, including the retail consumer market and the large corporate segment.Luca holds a degree in Business Law and a Master of Business Administration from Bocconi school of Business. He is a member of the Advisory Board of the Master in Credit Risk Management – Universita’ Cattolica del Sacro Cuore (in Italy).