logo-euiFlorence School of Banking & Finance

Online seminar – Stress Testing in Europe: A Primer

February 27, 2019 @ 1:00 pm – 2:00 pm Europe/Rome Timezone
FBF Online Platform
Jan Trevisan
+39 055 4685 802

Download the presentation by Mario Quagliariello

Download the presentation by Klaus Düllmann


Stress testing – understood as a tool for assessing banks’ resilience to an extreme but plausible adverse scenario – is a crucial part of banking supervisors' toolbox.

In this online seminar, Mario Quagliariello (Director of the Economic Analysis and Statistics Department, European Banking Authority) and Klaus Düllmann (Head of SSM Risk Analysis Division, European Central Bank) will:

  1. guide you through the rationale and objectives of the European Union wide stress test simulation exercise;
  2. highlight its governance and underline its key features;
  3. lastly, our speakers will also showcase results and share their lessons learned from the most recent EU stress testing exercise.



Mario Quagliariello (Director of the Economic Analysis and Statistics Department, European Banking Authority.)

Mario Quagliariello is the Director of the Economic Analysis and Statistics Department at the European Banking Authority. The Department is in charge of the analysis of risks in the EU banking sector and stress testing. The Department also holds responsibility for the statistical tasks carried out by the EBA and runs the impact assessments of regulatory measures. He previously served as Head of the Risk Analysis Unit at the EBA and as a Senior Economist at Banca d’Italia. Mario has published articles in international journals and edited the volume Stress Testing the Banking System: Methodologies and Applications, published by the Cambridge University Press. For Riskbooks, he co-edited the volume Basel III and Beyond and edited Europe’s New Supervisory Toolkit: Data, Benchmarking and Stress Testing for Banks and their Regulators. He holds a BA in economics with honours from the University “La Sapienza” in Rome and a Ph.D. in economics from the University of York.



Klaus Düllmann (Head of SSM Risk Analysis Division, European Central Bank)

Klaus Düllmann is Head of SSM Risk Analysis Division within Directorate General Micro-Prudential Supervision IV of the European Central Bank in Frankfurt. Until May 2014 he was Head of Supervisory Coordination and Risk Analysis Division and Head of Banking Supervision Research in the central office of the Deutsche Bundesbank in Frankfurt. Currently his main areas of work are related to horizontal risk assessments of SSM banks, in particular supervisory stress tests. He has a PhD in Finance from the University of Mannheim.



Technical disclaimer

The online seminar will take place on the Adobe Connect platform. You can access the seminars from personal computers, laptops, tablets and smartphones.
You are strongly encouraged to read the technical requirements before registering for the online seminar.
To ensure an optimal experience in terms of connection speed and video quality, we suggest to attend the seminar via a device connected to a stable network connection, avoiding if possible shared wi-fi or mobile connections.