林則棻 風控長 元大金融控股股份有限公司

演講主題：Stress Testing and Risk Management

壓力測試與風險管理

時間：99.06.30 (三) PM15:00~17:00舉辦 GARP meeting

地點： (台北喜來登飯店 B1比薩屋)
(地址:台北市中正區忠孝東路1段12號 B1比薩屋)台北喜來登飯店地圖MAP

FRM GARP 台灣分會將於6月30日(三)
PM15:00~17:00舉辦 GARP meeting，歡迎GARP 會員免費參加，因座位有限，請至GARP總部報名參加 。 Click here to register.

Date Wednesday, June 30th, 2010
Time 3:00PM – 5:00PM
Location Sheraton Taipei Hotel, Pizza Pub, B1, No.12
Zhongxiao East Road, Section 1, Taipei, Taiwan 台北喜來登飯店 B1比薩屋
Topic Stress Testing and Risk Management
Speaker Connie Lin, Chief Risk Officer, Yuanta Financial Holding Co., Ltd., Taiwan
Synopsis Stress testing is a risk management tool used to evaluate the potential impact on a firm from a specific event and/or movement in a set of financial variables. It works as a complement, rather than as a supplement, to major risk management tools such as value-at-risk. Stress testing alerts bank management to adverse, unexpected outcomes related to a variety of risk and provides an indication of how much capital might be needed to absorb losses, should large shocks occur.The financial crisis has revealed weaknesses in some aspects of stress testing programs. Stress testing frameworks are usually not flexible enough to respond quickly as a crisis evolves. The following topics will be reviewed and discussed: • The need for stress testing
• Stress testing methodologies
• Scenario selection
• Stress testing and financial crises
• Stress testing supervision
• Developing effective stress testing
Free. Click here to register.
Registration Fee You must be a member of GARP in order to register. Click here to join our organization free of charge.

For more information, please contact:
主辦單位: GARP Taiwan Chapter 全球風險專業人士 GARP 台灣分會聯絡資訊 http: www.garp.org.tw Email: service@garp.org.tw

台北喜來登飯店地圖MAP

- 新聞稿有效日期，至2010/07/03為止

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