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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.


Welcome Address by Wan Heng Mun
Implications of BNM’s New Guidelines for
Board Members by PwC
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
Tea Break
Best Practices and Creating a Roadmap Towards Stress Testing by KPMG
Project Case Study Presentation by FRG
11.30am–12.30pmPanel Discussion (Facilitator: Lock Kwee Yoong)

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Featured Speaker

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

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