Best Practices for Compliance to
BNM’s Stress Testing Guidelines
Join us on 24 January 2017 for an intimate round-table discussion with like-minded professionals on the latest and the most pressing topics around stress testing, and hear how a reference client has progressed on their journey.
|9.00am–9.15am||Welcome Address by Wan Heng Mun|
|9.15am–9.45am||Implications of BNM’s New Guidelines for|
Board Members by PwC
|9.45am–10.15am||The Stress Testing Journey: Bank of Montreal’s Experience-Sharing Session by|
Dr. Sanjiv Talwar,
Head of Risk Capital, Stress Testing and Model Development, Bank of Montreal
|10.30am–11.00am||Best Practices and Creating a Roadmap Towards Stress Testing by KPMG|
|11.00am–11.30am||Project Case Study Presentation by FRG|
|11.30am–12.30pm||Panel Discussion (Facilitator: Lock Kwee Yoong)|
Dr. Sanjiv Talwar
As Head of Risk Capital, Stress Testing and Model Development at the Bank of Montreal, Dr. Sanjiv Talwar oversees the determination of capital demand — including economic capital, regulatory capital and stress capital — for the enterprise. In addition, he is accountable for risk model development. Dr. Talwar also has leadership responsibilities for CCAR, DFAST and ICAAP, maintaining relationships with regulators in multiple jurisdictions.
Previously, he was Senior Vice President at OCBC Bank in Singapore, where he held market risk oversight responsibilities for the trading and banking books, asset/liability management, product control and model validation. Prior to joining OCBC, Dr. Talwar was Senior Vice President at CIBC in Toronto, where he was responsible for Basel II regulatory capital and economic capital for all banking book assets. His experience also includes leadership positions at Commerzbank Securities in London, where he served as Head of Quantitative Research & Financial Engineering and Head of E-Commerce.
Dr. Talwar holds a PhD in aerospace engineering from the University of Illinois at Urbana-Champaign.
Tuesday, 24 January 2017
Le Meridien KL,
Jalan Stesen Sentral 2, KL Sentral
50470 Kuala Lumpur