Banks manage and protect highly sensitive customer data. With PSD II underlying assumptions and rules change significantly. In Risk Management, new data analytics and processing methods are identified and used in UniCredit Bank Austria to further improve our advisory and risk-pricing capabilities.

• The impact of Big Data and Machine Learning
• Future trends for data analytics and risk management
• Case Studies from UniCredit Bank Austria

A case study looking at the challenges of Stress Testing both in overview and how IFRS9 has brought its own requirements to bear on stress testing. The framework adopted by the Bank to address stress testing using IFRS9 to illustrate validation challenges & Key IFRS9 regulatory expectations.

• Stress Testing Challenges
• Bank framework or Approach
• Lessons learnt
• Caution on outputs/outcomes
• Validation challenges
• Regulatory focus

Stress Testing is not only becoming more and more crucial technique in order to comply with regulatory requirements but also lifting bank steering and decision making to the next level. Stress Testing is an integral part of the day-to-day bank steering, the ICAAP and the Recovery Plan cumulating in annual EBA/ECB stress testing exercises – incl. focus topics like IRRBB and Liquidity as well as the comprehensive bi-annual integrated stress test. This presentation gives a general overview on the different applications of stress testing, its integration into bank steering and an outlook on the increasing importance of stress testing to the banking industry.

• Stress testing within the regulatory framework
• Integrated stress testing
• Reverse stress testing
• Integration of stress testing into bank steering
• From stress testing to predictive simulation