East Africa Series
Top down stress testing
Banking stress tests assess how banks would fare during adverse economic scenarios. In part, banks consider the adequacy of their capital and reserves for their lending over the course of these scenarios. In this webinar, our panel and subject matter experts will best practices and other topics that relate to top-down stress testing.
We discussed topics related to stress testing such as:
- Data gaps and modelling challenges
- Best practices from the EBA, PRA and DFAST
- Accounting vs. stress testing models
- Model governance (including monitoring, data collection)
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SpeakersJoseph Ingwat Associate Director - Relationship Manager Moody's Analytics
Eric Gaus Senior Economist Moody's Analytics
Antonios Kastanas Senior Director Moody's Analytics
Stratos Mavrogiannis Assistant Director - Customer Success Management Moody's AnalyticsSMMichael Segwaya Executive Director / CFO ABSA Bank Uganda
Phillip Gichangi Head-Lending Risk KCB Bank GroupPG
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Eric Gaus is an assistant director and economist with Moody’s Analytics in West Chester, with responsibilities for development and improvement of country forecast and risk models. Eric is also responsible for the Netherlands’ economic forecast. Previously, he taught macroeconomics at Ursinus College and Haverford College. He has published several academic articles on macroeconomic expectations. Eric received his PhD in economics from the University of Oregon, and a BA and MA from Boston University.
Antonios is a Senior Director in the Banking strategy group, focusing on market development for banking solutions. Previously with the Moody’s Analytics EMEA advisory team, he has led engagements on IFRS9 provisioning, portfolio modelling and stress testing among others.
Prior to joining Moody’s he was helping clients improve and develop their risk and capital management capabilities as part of the EY Financial Services advisory practice in the UK, after a number of years in quantitative and analytics leadership roles in banking.
Antonios holds a Masters in Economics and Finance with focus in Econometrics from Warwick Business School and an Economics honours degree from Bradford University.
Executive Director / CFO with ABSA bank Uganda
Also looking after Treasury, Legal, and Governance & Control as ED
20+ years in banking
MBA - Oxford Brookes University (UK)
Qualified accountant Fellow (FCCA)
Member of ICPAU
Bcom (Accounting)
Devout Christian and married to one wife for 18 years with two children (Girl -16, Boy -11)