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ICAAP Stress Testing: Challenges and Expectations

Ahead of the ICAAP Stress Testing and Capital Planning Conference, we spoke with Jeff Simmons, Head of Enterprise Risk at Bank of Tokyo Mitsubishi UFJ, about the challenges banks are facing with meeting expectations surrounding ICAAP stress testing.

About the speaker:

Jeff Simmons joined the Bank of Tokyo Mitsubishi UFJ (“BTMU”) in June 2014 as the Head of Enterprise Risk, tasked with creating the function.
Prior to joining the bank he spent some 20 years specialising in best practice Risk Management including Market Risk, Credit Risk, Risk Model Validation, and Regulatory Risk consulting. As well as having line management responsibilities in various institutions, he has also gained extensive experience in implementing Risk Management frameworks from both a technical and operating model based perspective.
At BTMU his responsibilities include the development of a Regional Risk Appetite Framework, the creation of an Integrated Stress Testing process and the standardisation of the risk governance framework across the EMEA region. He works extensively with the Head Office and other regions to develop a global framework in these areas. He is Chairman of the EMEA regional Risk Committee and a member of the EHQ Risk Management Committee.
Most recently, Jeff has been involved intensively with the enhancement of the Risk Management framework in MUFG Bank (Europe). This has involved him in the formation of an Enterprise Risk Team
in Amsterdam tasked with delivering the full range of regulatory submissions (ICAAP, ILAAP, SIRA, Recovery Plan).

About the Conference:

This marcus evans conference provides the opportunity to explore the regulatory expectations for ICAAP stress testing, including the increased granularity of tests, how banks can best reflect their vulnerabilities by choosing scenarios to test risk appetite, and govern and validate stress testing models while taking IFRS 9 into account. It will also delve deeper into the impact this has on capital planning, and the relationship between ICAAP and ILAAP and recovery and resolution. The ICAAP Stress Testing and Capital Planning Conference will take place on 27-29 June 2018 at Marriott West India Quay in London, UK.

To read the full interview go to : or contact Yiota Andreou at [email protected] +357 22849404