Stress Testing is arguably one of the most debated issues by regulators, boards of directors and many business line executives within sell-side and buy-side financial institutions.

In this new webinar, FINCAD and Celent discuss current challenges and best practices in Stress Testing. Request the video now and you will receive a link to view the presentation shortly.

REQUEST RECORDING

Medy Agami
Analyst, Securities & Investments
Celent

Medy’s research and consulting at Celent has concentrated on themes in the capital markets space as well as finance and risk, including topics such as: counterparty risk exposure, collateral management, quantitative finance, US corporate bond pricing, and securities lending as well as developments in the financial services and derivatives markets in Hong Kong and Singapore. Previously he was with JPMorgan, where he performed extensive analyses on developing and testing risk management methodologies, analyzing exposures using stress testing and VaR techniques, and evaluating risk/reward and performance attribution across multiple asset classes.

Matthew Streeter, CFA
Product Marketing Manager
FINCAD

Matthew is responsible for understanding client business issues in the derivatives marketplace and translating them into industry-leading products and solutions. Before joining FINCAD, Matthew worked on the merging of Bank of America and Merrill Lynch systems within the rates derivatives and structuring businesses. Previously, he held positions at JP Morgan, Société Generale Equity Derivatives, Wachovia Capital Markets and Deutsche Bank. His expertise is wide ranging: trade execution, trading book hedging, PnL attribution, building pricing models, risk analysis and reporting. He has also modeled, structured and hedged retail and institutional issuances.

Stress Testing Webinar

WEBINAR: ON-DEMAND

Stress Testing Innovations: Overcoming Regulatory Challenges and Achieving Best Practices