Webinar

Stress Testing Canada Inc.

Available On-Demand

Join top industry experts in a live webinar as they explore the latest trends and critical areas in Stress Testing.

Sticky inflation, high rates and rising cyber shocks are testing Canada’s banks, insurers and pensions just as OSFI rolls out Basel, crypto-asset and model-risk revisions and embeds IFRS climate disclosures. In 45 minutes, we pinpoint 2025-26 stress-testing priorities—credit, liquidity, AI/operational resilience—and map the knock-on effects for banking, insurance capital and non-bank funding. Attendees leave with three “no-regrets” board actions and a checklist for integrating new rules without losing sight of near-term stability

Agenda:

Macro pulse & OSFI risk map
Why credit, liquidity, cyber threats top 2025-2026 priorities, what has changed since last year

Banking stress testing hot spots
Housing & CRE downturn, liquidity runs, Basel capital tweaks, crypto growth

Operational and AI risk surge
E-23, EU AI Act and C-27, third-party and cyber resilience

Insurance & non-bank ripple effects
Post IFRS 17 capital volatility, Natcat scenarios, pension/liquidity spillovers, OSFI B-15

Take-aways & Q&A

First Name

Last Name

Organization/Company

Job Title

Country/Region

All personal information will be handled in accordance with the SAS Privacy Statement.

Yes, I would like to receive occasional emails from SAS Institute Inc., its affiliates, and third parties whom SAS has a business relationship with about SAS products and services. I understand that I can withdraw my consent at any time by clicking the opt-out link in the emails.

About the experts

Corina Deaconu

Partner, KPMG Canada

Corina is a Partner in KPMG in Canada’s Financial Risk Management practice. She has over 20 years of financial risk management and banking industry experience. She is an expert in ICAAP, stress testing, capital & liquidity management, recovery and resolution planning, risk optimization and data risk analytics. Corina supports financial institutions in maturing their risk function, as well in engagements around Capital & liquidity Adequacy Assessments, ESG Risk and Climate Stress testing, IFRS 9 modelling and implementations, Recovery and Resolution plans.

Corina is also a Certified SCR - Sustainability and Climate Risk with from GARP and CAMS – Certified Anti-Money Laundering specialist with ACAMS and leading the development of modelling and validations services for these areas for financial institutions, as well providing clients with thought leadership and practical solutions to implement.

Alejandro Garcia

Director, Risk Quantification, OSFI

I am a financial economist with over 20 years of experience at the intersection of financial markets, risk management, and banking regulation. I have held senior roles—including Director and Advisor—at the Bank of Canada, the Office of the Superintendent of Financial Institutions (OSFI), and the Canada Deposit Insurance Corporation (CDIC). In these positions, I have led technical teams and provided strategic risk advice to senior executives. My career spans a broad range of areas, including pension fund management, foreign reserves and government domestic debt programs, payment systems oversight, financial innovation, and supervisory stress testing. Earlier in my career, I worked at a boutique investment bank and consulted for the International Monetary Fund (IMF) on stress testing banks. I hold graduate degrees in economics and risk management, combining rigorous analytical training with a deep understanding of banking regulation. Currently, I serve as Director of Risk Quantification at OSFI, where I lead the team responsible for Canada’s supervisory stress testing program for its largest banks. My work integrates technical expertise with practical decision-making to support the resilience of the Canadian financial system.

Max Samadov

Head of Risk, Customer Advisory - North America SAS

Max Samadov is based in New York, where he currently leads the risk technical sales team for North America. Max brings extensive expertise in risk and regulatory compliance, demonstrated through successful leadership in project implementations such as Basel 2/3, IFRS 9/17, CECL and CCAR. Prior to joining SAS, Max held several roles at IBM Watson Financial Services, where he was responsible for the business development of risk solutions for the Canadian and Eastern European markets. Before IBM, Max worked as a product manager and a financial engineer at the Toronto-based risk management vendor Algorithmics. Max holds master’s degrees in data analytics from Cornell University, public relations (Ball State University), as well as bachelor's degree in economics from Donetsk National University, and also holds FRM certification from GARP.