The Risk Roundtable hosts a discussion of stress testing and CCAR.
Please note this event has limited seating and registration is required. In addition
S & P requires two valid forms of ID at check in.
Eduardo Canabarro (Speaker)
Managing Director, Global Head of Risk Analytics, Morgan Stanley, New York
Eduardo is the Managing Director, Global Head of Risk Analytics at Morgan Stanley. He is responsible for the design and implementation of the bank's risk measurement models for market, credit, operational risks, stress testing and economic capital; for the validation of the bank's pricing models; and for the calculation of the model-based regulatory capital measures of Basel 2, 2.5 and 3. Prior to Morgan Stanley, he has worked at Lehman Brothers, Goldman Sachs and Salomon Brothers in various research and risk management capacities since 1993.
Eduardo's articles have been widely published. He has contributed to the formulation of the Basel Committee's frameworks used to assess regulatory capital on counterparty credit risk and trading activities. He is a member of risk management committees at ISDA, IIF, SIFMA and TCH as well as of the Board of Directors of the International Association of Quantitative Finance (IAQF).
Eduardo holds degrees in Electrical Engineering and MBA in Finance from UFRGS, Brazil, as well as MS and PhD degrees in Finance from the University of California at Berkeley, USA.
Timothy P. Clark (Speaker)
Senior Associate Director, Division of Banking Supervision and Regulation, Board of Governors of the Federal Reserve System
Tim P. Clark is a Senior Associate Director in the Division of Banking Supervision and Regulation at the Board of Governors. His responsibilities include the supervision of the largest domestic and foreign banking organizations operating in the US, the Federal Reserve's annual Comprehensive Capital Analysis and Review, and the Federal Reserve's supervisory stress testing program.