With more than 15 years of financial analytic experience across enterprise risk,capital management and stress testing, Dianna Zhang, vice president of Global Risk Management group, Scotia Bank, will talk about the cutting-edge methodology for stress testing in enterprise risk management and leadership in action.
As an important consequence of the noticeable changes of the banks’ business over the last 15 to 20 years, there has been an increase in the exposure of banks to financial markets. Banks have adopted sophisticated risk management as a core function used across banking organizations to allocate capital, price products, and invest in new markets. Enterprise risk management (covering all risk types including counter party credit risk, market risk,credit risk, operational risk, asset liability management and liquidity risk) has become vital, especially after the crisis. Therefore, it evidently has provided wonderful career opportunities for job seekers.
Not every day that we can learn about key leadership attributes such as communication and time management skills from a profound female leader in the financial industry.Dianna Zhang will generously share and speak from her professional and personal experiences. This seminar will cover some of the following aspects:
Risk Interaction and Integrated Stress Testing
- Determining the flow between different risks under scenarios
- Evaluating the impacts on different risks, divisions and business areas
- Understanding the requirements of regulators
- Simplifying stress models to show interactions and feedback
- Assessing which class of models to use and their limitations
- Credit Value Adjustment (CVA) stress testing
Leadership and Communication
- What is effective communication
- Tips on good communication
- The importance of time management
- Is volunteering a conflict with professional and/or personal life
- How the leader manage/prioritize the time and purpose
Dianna Zhang
Vice President
Economic Capital and Capital Efficiency
Global Risk Management group, Scotia Bank
Dianna holds MBA and CFA designations with over 15 years of financial analytics experience across enterprise risk, capital management and stress testing. Her extensive leadership experience in the enterprise risk management covers all risk types including counterparty credit risk, market risk, credit risk,operational risk, asset liability management and liquidity risk.
Dianna is currently the Vice President of Economic Capital and Capital Efficiency in Global Risk Management group in Scotia Bank (a multi-national Canadian bank). She leads a team responsible for pro-actively improving Economic, ICAAP and Regulatory Capital models, and conducting counterparty credit, market and credit capital stress testing.
As a member of the BOD of CCFA, Dianna has been actively involved in various management of the association in the past years, and she is currently the acting president of CCFA. In the session, we will also have opportunity to learn her vision for CCFA as the new CCFA president.