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Analysing challenges of reporting and submitting under different jurisdictions
Determining the right shock levels and scenarios for reporting
Understanding requirements and improving resilience to change
Data modelling, regulatory reporting, data sensitivities and granularity of data
INTERNAL STRESS TESTING
Developing internal stress testing process for effective risk management
Best practices for stress testing operational risk
REVERSE STRESS TESTING
Using reverse stress testing as a tool, effective quantification and processes
Economic capital and stress testing models and consistency of market risk within capital adequacy
Featuring More Than 20 Heads of Stress Testing
Head of Global Risk Analysis & Reporting, Capital Markets & Investment Solutions,
ED, EMEA Head of Stress Testing & Portfolio Risk,
Head of Business Analysis, Credit & Market Risk Stress Testing
Executive Director, Head of Market Risk Stress Testing & Economic Capital
Head of Scenario Design And Methodology
Group Head of Operational Risk & Non Financial Risk Methodology
Why Should You Attend?
“This will materially strengthen the bank’s analytical capability to assess risks to resilience. Our intention is that stress testing evolves into an essential component of our prudential framework.”
Mark Carney, Governor, Bank of England
After the financial crisis saw many banks severely under-capitalised, regulators are increasingly relying on Stress Tests as a tool for assessing financial institutions capital numbers and their resilience to adverse economic conditions. Regulators are placing increasing pressure on FIs to enhance their internal risk management and help improve overall stability of the financial system.
Stress tests are being used amongst regulators globally; Federal Reserve, Bank of England and EBA; to determine minimum capital requirements to absorb loss in the event of a large shock to the economy. With FIs across Europe looking ahead to the 2015 Bank of England Stress Test and 2016 EBA Tests, pressure is increasing to prove their financial strength and move towards European stability and standardisation.
CFP’s 3rd Annual Stress Testing Europe delivers insights, developments and thought-leadership from more than 20 Heads of Stress Testing from Europe’s leading FIs. Across two days, you will hear thought provoking presentations and discussions addressing key challenges including the future of UK stress tests, complying to stress test requirements under multiple regulators and jurisdictions, scenario setting, data aggregating, modelling and reporting, reverse stress testing and internal stress testing.
DAY ONE | September 29, 2015
08:00 Registration & Morning Coffee
08:55 Chair’s Opening Remarks
UPDATE FROM THE BANK OF ENGLAND
09:00 Assessing The Future Of Stress Tests And What’s Next
KEYNOTE PANEL DISCUSSION
09:25 Overcoming Challenges Of Reporting And Submitting Under Different Jurisdictions: What Is Required And How Do They Differ?
- Stress testing subsidiaries
- Grasping different global regulatory requirements
- Aligning internal processes with different global methodologies
- Supporting a multitude of views
- Defining stress scenarios and reporting across global regulators
- Move towards global standardisation
- Dealing with volume of data required
- Understanding US CCAR/DFAST process: aligning to a European context
Cecilia Gejke, Director, Risk Management, Mizuho International
Sanghamitra Karra, ED, EMEA Head of Stress Testing and Portfolio Risk, Morgan Stanley
Martijn Groot, VP, Product Management, Asset Control
10:15 Morning Refreshment Break & Networking
10:45 Using Stress Testing As A Tool For Forward Planning And Driving Business
- Macro economic forecasting
- Predicting stress testing horizon
- Historical understanding of stress scenarios
- Estimation and expectation of parameters
- Using parameters within the appropriate range
- Governance process
Cecilia Gejke, Executve Director, Risk Management, Mizuho International
11:25 Determining The Right Shock Levels And Scenarios And Responding
- Overcoming the lack of historical data to create efficient models
- Vague parameters around shock level
- Stressing a strategy and applying management action
- Identifying macro economic variables in distress
- Infrastructure and processes to respond to shocks
- Responding to shocks
- Learning from and anticipating shocks
- Quick management response
- Learning from results
- Shaping process for effectiveness
Sunil Verma, Director, UBS
12:05 Addressing The Challenges Of Validating Stress Testing Models
- Recap of the stress test modelling landscape
- Identifying stress testing building blocks
- Top-down Vs. bottom-up models
- Reviewing critical model assumptions
- Case study: an econometric approach to modelling the spill-over effects of cross country exposures
- Model performance: theory Vs. practice
- Lessons learned to beef up a model validation framework
Philipp Andres, Manager, Fintegral Consulting
12:35 Lunch Break & Networking
DOUBLE PRESENTATION: ALIGNMENT OF DEPARTMENTS
13:45 Aligning Risk, Treasury And Finance Departments For Better Interpretation And Regulatory Oversight Of Stress Testing
- Using internally consistent models across silos
- Overcoming the lack of experience with stress episodes
- Understanding the behaviour of variables under stress
- Modelling structural changes in the world economy
- Overcoming time constraints to create effective models
- Understanding the correlation between variables
- Quantifying stress scenarios
Nancy Masschelein, VP Market Management Risk & Finance, EMEA, Wolters Kluwer Financial Services
14:25 Aligning Economic Capital And Stress Testing Models
- Using stress testing to validate economic capital models
- Effective tools for calculating capital requirements
- How to shock models to effect loss
- Limited data to align models
- Historic calibration Vs. economic view
- Reconciling stress test models
- Linking with other models
- Looking at stress testing conceptually
Bertrand Hassani, Group Head of Operational Risk & Non Financial Risks Methodology, Santander
15:05 Ensuring Consistency Of Market Risk Within Capital Adequacy
Andrew Johnson, Executive Director, Head of Market Risk Stress Testing & Economic Capital, UBS
15:45 Afternoon Refreshment Break & Networking
REVERSE STRESS TESTING
16:25 Reverse Stress Testing As A Tool: Effective Quantification And Process
- Reverse stress testing: another phase for disaster management
- Understanding the desired outcome
- High level of unknowns
- Understanding risk scenarios not in risk systems
- How to quantify what’s not captured in risk systems
- Assessing the effectiveness of reverse stress testing with little data
Stuart Mills, Scenario Analysis, Stress Testing & ICAAP Lead, RBS Williams & Glyn
17:05 Chair’s Closing Remarks
17:10 Networking & Drinks Reception
DAY TWO | September 30, 2015
08:00 Registration & Morning Coffee
08:55 Chair’s Opening Remarks
KEYNOTE PANEL DISCUSSION
09:00 Understanding Regulatory Requirements And Improving Resilience To Change
- Setting up for changes
- Establishing ground and processes for implementation
- Reviewing the effect on profit and loss
- Using stress testing to be forward thinking
- Infrastructure for fast implementation
- Understanding changes
Sanghamitra Karra, ED, EMEA Head of Stress Testing & Portfolio Risk, Morgan Stanley
Richard Pike, Non-Executive Director, Permanent TSB
Matthew Sandoe, Head of Global Risk Analysis & Reporting, Capital Markets & Investment Solutions, BNP Paribas
Sushil Srivastava, Head of Business Analysis, Credit & Market Risk Stress Testing, Barclays
Anthony Pereira, Founder & CEO, Percentile
BCBS AND DATA CHALLENGES
09:50 Ensuring Granularity Of Data To Comply With Regulatory Imposed Stress Tests
- Data collection and gathering
- Data reconciliation
- Data integrity
- Familiarisation of new financial and regulatory reporting
- Implementing an effective infrastructure and architecture to collect the level of granular data required
- Lack of historical data to reflect scenarios and shocks
- Developing group wide transparent data systems
- Ensuring quality and consistency of data across multiple departments and group level
John Fitzgerald, Head of Portfolio Models, AIB
Sanjay Agrawal, Managing Director, CIMCON Software, Inc.
10:30 Morning Refreshment Break & Networking
11:00 Effectively Complying With Regulatory Reporting Demands To Reconcile Balance Sheets And Data Sensitivities
- Reporting accurate data
- Complying to BCBS 239
- Full balance sheet consistency
- Front to back control on data
- Ensuring data is complete and accurate
- Data cleaning for accurate reporting and analysis
- Documentation of data architecture
- Models to deliver mass of data required across global regulators
- Resilience to change in reporting
- Using data acquired to identify risk
Rajib Chakravorty, Senior Project Manager, Data Management, HSBC
Ralph Baxter, CEO, ClusterSeven
INTERNAL CHALLENGES AND OPERATIONAL RISK
12:10 Developing Internal Stress Testing Process For Effective Internal Risk Management
- Targeting vulnerabilities and sensitivities specific to institution
- Producing a more condensed and faster process
- Ensuring value added
- Using results specific to institution to be forward looking and better plan for next time
- Less granular data process required
Anant Saxena, Head of Scenario Design & Methodology, Credit Suisse
12:50 Lunch Break & Networking
13:50 Best Practice For Stress Testing Operational Risk
- How to quantify
- Developing operational risk models
- Forward looking approach
- Creating models for capital quantification and capital management
Richard Pike, Non-Executive Director, Permanent TSB
15:00 What BCBS Margin Requirements For Non-Centrally Cleared Derivatives Means For Stress Testing
Chaoxin Zheng, Head of CCR Stress Testing, Credit Suisse
16:30 Chair’s Closing Remarks
16:40 End of Congress
Pre Congress Masterclass: New Techniques To Comply With Regulatory Requirements For Effective Capital Planning | September 28, 2015
Alexander Denev, Founder, GraphRisk
Alexander has more than 10 years of experience in Finance in different countries across Europe and is currently of GraphRisk, a company aimed at promoting the use of graphical models in Risk Management and Asset Allocation, and Senior Advisor to Risk Dynamics.
He is currently involved in projects preparing major US and European banks for the CCAR/EBA stress testing exercises.
Alexander led the wholesale modelling team responsible for Stress Testing of The Royal Bank of Scotland until 2014. He was also in charge of EAD/ LGD wholesale modelling teams and other important risk management projects such as the Country Risk Ranking and Early Warning Indicators. Prior to that, he worked in The Royal Bank of Scotland as a Fixed Income Structure leading the Tail Hedging project of the bank. He provided advice and devised hedging products for big institutional clients (Pension Funds and Insurance Companies). Before joining RBS, Alexander was in charge of the Basel II/III implementation project for the European Investment Bank (EIB) and European Investment Fund (EIF). He was also leading the stress testing exercises both for the EIB and the EIF. He participated in the engineering of both the EFSF (European Financial Stability Facility) and the ESM (European Stability Mechanism). Prior to that, he covered different specialist and managerial positions in risk management departments in different large international groups such as National Bank of Greece, Societe Generale and BNP Paribas.
Alexander holds degrees in Mathematical Finance (University of Oxford). He also holds a BSc & MSc in Engineering Physics (University of Rome). He is author of papers in Finance on topics ranging from Stress Testing to Asset Allocation.
Stress Testing has become a hot topic since the onset of the financial crisis in 2008-2009 when risk measures such as VaR proved to have major drawbacks in capturing the probability of extreme events. Since then central banks and regulators have issued copious guidance for how to conduct stress tests in financial institutions with the aim of complementing the traditional risk measures. This Masterclass will offer a new technique of how to design forward-looking scenarios to satisfy both the regulatory requirements and the new internal need for a better capital planning.
Stress Testing- Some Background
- How it works in practice in financial institutions today
- What the current widespread modelling techniques can deliver and what they cannot
- Do models work when most needed and what we can do
- Structural breaks, non-linearities and outliers
- The need for an integrated view of risks
- Scenario Analysis
- What to monitor and how to specify a scenario
- Steps of building a scenario in a forward-looking perspective
- Managing a stress scenario
- Capital Planning
- Setting limits and pricing
- Putting the right governance and controls in place
A New Way Of Thinking
One of the recurrent suggestions found in many regulatory prescriptions is to make use of more expert judgement to formulate forward-looking scenarios that are not based purely on historical data. Despite this, there are almost no organisations who managed to implement this requirement in a sound and credible way. Regulations, on the other hand, also seem to shy away from giving any concrete practical advice. This part will introduce a new technique to build stress scenarios based on recent breakthroughs in the area.
- What historical data cannot teach us
- Introduction to graphical models
- Why they are a very simple tool to create forward looking and coherent scenarios
- Properties and simplifications
- Calibration of graphical models: historical, subjective and market implied information
- Examples of building simple stress testing models
CIMCON Software, Inc.
Sanjay is a co-founder of CIMCON Software and has led the company from initial start-up stage to become a market leader in Spreadsheet Governance, Risk and Compliance (GRC) and End User Computing with the largest installed global client base of Fortune 500 clients in over 30 countries. Under his leadership, CIMCON has played a pioneering tool in developing and advancing the end user computing (EUC) market over the last 18 years, and in developing many innovative tools and technologies. He is responsible for the strategic direction of the company and advocating best practices to reduce spreadsheet model risk through a though leadership portal www.spreadsheetcontrols.org that informs and educates with the latest trends and thinking on this topic.
Sanjay has over 20 years of experience in risk management, data governance, and compliance. Prior to CIMCON, he helped Fortune 500 firms develop corporate-wide risk management plans for large-scale data management systems and implement appropriate controls. Sanjay has a Master’s degree in engineering from the University of Massachusetts, Amherst.
Philipp is a Manager of the Fintegral Consulting UK practice with focus on credit and concentration risk. Currently Philipp is heavily involved in client work related to credit counterparty exposure modeling and also has extensive experience with credit portfolio models, stress testing and LGD modeling. He holds a PhD in financial econometrics and published articles in peer reviewed journals on ultra-high frequency volatility measurement and jump robust volatility modeling. During his studies he implemented a volatility trading strategy for a start up hedge fund using signal extraction techniques.
Ralph is responsible for corporate vision and projecting best practice in end user computing (EUC) within the business and advisor community. He pioneered ClusterSeven’s thought leadership in this technology sector. He brings an insider’s view of governance and compliance issues as a former committee member of ISSIG, the information security section of the Institute of Internal Auditors (IIA).
Ralph’s career has spanned 30 years in the technology and energy sectors, beginning with BP in the Far East. Ralph ran the external IT business and eCommerce of Lattice group, (formerly part of BG Group and British Gas). He was also part of the founding team at Kirkland (now Dragon Oil). He holds a First Class degree in Natural Sciences from Churchill College, Cambridge University.
Senior Project Manager, Data Management
Rajib is a results-focused and self-motivated Senior Risk Manager with a high degree of expertise in data management and Risk Management solutions along with commercial acumen and technical flair, demonstrated by an outstanding career record to date. Possesses extensive experience in Risk Management along with Functional specifications and Modelling skills and is able to offer a track record of delivering high quality complex solutions within demanding cost and timescale constraints. An exceptional communicator with a dynamic self-starter approach. Over 20 plus years of experience in Financial Services Business, BI, Analytics, Project Management, Implementation, Design, Development of Data Warehouses. Developed OFSAA Reveleus Basel II Solution Framework, Credit Risk and Transfer Pricing Solutions which have become an accepted solution globally for large Tier 1 banks like Citi, Lloyds, TSB, Wells Fargo etc.
Head of Portfolio Models
John Fitzgerald is Head of Portfolio Models at Allied Irish Banks (AIB), responsible for areas diverse as stress testing models, debt resolution analysis and loss forecasting (with IFRS 9 to come), as well as IRB model performance tracking and independent model validation.
In all John has 16 years experience in the financial services industry, the last 11 of these risk measurement and modelling.
John has degrees in Mathematics from the National University of Ireland (Galway) and the University of Oxford.
Head of Stress Testing
Cecilia has a background in Material Physics and renewable energy sources before joining the world of finance. Cecilia spent many years in institutions like Bear Sterns and JP Morgan prior to joining current Mizuho. She has a broad experience across the various Risk disciplines including Credit, Market and Liquidity, and in particular around Stress Testing and Scenario Analysis
VP, Product Management
Martijn Groot oversees Product Management, steering the company’s strategy for innovation and directing product investment and communications. Martijn has unrivalled financial and risk data experience, as well as extensive knowledge of Asset Control’s customers, having held Market Strategy and Business Development roles here prior to rejoining the company in 2015.
A published author, with an MBA from INSEAD, Martijn’s career history spans a variety of areas, including software development, financial analytics, risk, product and consultancy, at firms such as ABN AMRO, Euroclear and IGATE.
Group Head of Operational Risk & Non Financial Risks Methodology
Bertrand has a BA in management and accounting, Masters in Economics and Finance and a PhD in Applied Mathematics, he is a specialist in Basel II/III capital modelling (Credit, Market, Operational, Liquidity, Counterparty etc.) for SIFI’s/ He is also an active associate researcher at Paris Pantheon-Sorbonne University. He wrote several articles dealing with Risk Measures, Risk Modelling, and Risk Management. He is currently studying for the D.S.c degree (Eurocorporate), four in the banking industry in a Risk Management/Modelling Department (BPCE) and one year as a Consultant (Aon-AGRC). He is now the Group Head of Operational Risk Methodology at Banco Santander.
Executive Director, Head of Market Risk Stress Testing & Economic Capital
Andrew is responsible for the Group’s Market Risk Stress Testing, scenario development and regulatory stress testing as well as Group Reverse-Stress. Immediately prior to joining UBS in 2010, Drew led a team in the Markets area of the Bank of England during the financial crisis, managing financial risks to the Bank’s own balance sheet. Earlier roles included project management, payment system oversight and IT security. Drew joined the Bank of England in 1997 with an MPhys in Physics and later took an MSc in Information Security.
Market risk scenarios are developed for use across UBS Group to estimate P&L and Counterparty Exposure under stress across both the trading book and banking book. Results are monitored against limits and, along with stressed RWA measures, used as a component of capital adequacy stress testing. Drew’s team is responsible for the market risk elements of both management and regulatory stress tests in the various jurisdictions UBS operates in as well as developing the infrastructure to execute those scenarios. Drew has a further responsibility for Group Reverse Stress, which considers routes by which the firm’s business model may be rendered unviable
ED, EMEA Head of Stress Testing & Portfolio Risk
Sanghamitra is the Head of the EMEA Stress Testing and Portfolio Analysis Group at Morgan Stanley focusing mainly on Enterprise Wide Stress Testing framework. Prior to this she has worked as a EMEA Head of Market Risk Methodology Group at Morgan Stanley. Sanghamitra holds a Masters in Statistics and is a PRM holder.
VP, Market Management Risk & Finance, EMEA
Wolters Kluwer Financial Services
As Market Manager for risk, finance and IFRS, Nancy Masschelein applies the knowledge gained from more than 10 years of experience working in the Financial Services industry, to help contribute to the strategic direction of Wolters Kluwer Financial Services’ solutions. Nancy joined Wolters Kluwer Financial Services in 2008, having worked for the National Bank of Belgium for over seven years as a financial researcher in its financial stability department. Alongside her role at the National Bank of Belgium, Nancy also worked as a consultant at the European Central Bank in 2005/6.
Scenario Analysis, Stress Testing & ICAAP Lead
RBS Williams & Glyn Operational Risk
Stuart will be participating at Stress Testing Europe 2015
Founder & CEO
Anthony Pereira is Founder & CEO of Percentile, providers of high-performance technology for risk aggregation and stress testing in financial services for both internal and regulatory requirements. Percentile is working with firms on both the sell-side and buy-side to tackle their siloed risk management environment often riddled with spreadsheets and manual processes, to experience ultimate flexibility n firm-wide risk management and analysis.
His professional career spans almost 20 years in various sectors of technology. Immediately before founding Percentile, the previous 12 years were spent revolutionising capital markets risk technology. As Global Head of Risk Technology at KBC Financial Products he pioneered the development of the firm-wide risk computation and analytics platform that transformed the abilities of the global risk management function. Following that he was Head of Front Office Technology with responsibility for all trading systems across credit, equity and fund derivatives at KBC Investments, as well as risk technology.
Anthony holds a Masters degree in Computing from imperial College, and lives in London.
Richard has extensive experience of working with financial institutions throughout the world, assisting companies in managing enterprise risk more efficiently while addressing local regulatory guidelines and standards. He is currently an Independent Non Executive Director at PermanentTSB Bank plc. and has previously worked in various senior banking, insurance, credit and market risk roles at Wolters Kluwer Financial Services, ABN AMRO, Bain, COMIT Gruppe and Quay Financial Software. He has analysed, designed and managed the development of core treasury and enterprise risk management systems for large financial institutions, including UBS, Citibank, Schroders and Unicredito. In 2009, Richard was recognised as a “Top 50″ Face of Operational Risk by Op Risk & Compliance magazine and was a contributing author to two books on risk management. He is also a board member of the Governance, Risk and Compliance Technology Centre which focuses on research in the area of financial services governance, risk and compliance. Richard has also received the designation of ‘Certified Bank Director’ by the Institute of Banking.
Head of Global Risk Analysis & Reporting- Capital Markets & Investment Solutions
Matt has been working within capital markets since 1996 in both New York and London. His main experience (and current role) is the management of three highly connected risk frameworks: A) Risk Analysis and Reporting, B) Stress Testing and C) Internal Model Capital. His scope is primarily on market and counterparty risk. He has lead all of the EBA Stress Test programs for Capital market Risks, delivered the Basel III Stress Testing certification and is now involved on the CCAR platform for BNP Paribas’ Intermediate Holding Company in North America. He is also responsible for delivering Enterprise Risk Management information for the BNP Paribas Board and executive committees.
Head of Scenario Design & Methodology
Anant is Lead of designing firm-wide macro scenarios and presenting them to CS senior management across Risk and Front Office. This would include scenarios related to macro events, policy risks and crowded trades. Also globally responsible for designing the modelling framework to support scenario analysis which helps translate macroeconomics into financial impacts.
These scenarios form backbone of firm’s BoD Risk Appetite statement, as well as used by CS global regulators (FINMA, PRA, Fed) to assess financial stability of the firm.
Head of Business Analysis, Credit 7 Market Risk Stress Testing
Sushil will be presenting at Stress Testing Europe 2015
Sunil currently works at UBS as a Director in Stress Testing Methodology Team. He has been primarily involved in quantitative risk measurement approaches such as Basel II & III modelling and stress testing. His key areas of involvement have been trading and wholesale books. He has been working on both credit risk and market risk methodologies.
Head of CCR Stress Testing
Chaoxin Zheng will be presenting at Stress Testing Europe, 2015.
Sponsors and Media Partners
- Providing insight and experience of regulatory requirements and peer best practice across the globe to benchmark organisations’ current state and help define the target state for their stress testing framework.
- Supporting remediation activities and short term tactical goals by utilising a combination of established Deloitte tools and designing bespoke solutions.
- Working in partnership with organisations to develop a strategic roadmap to meet future requirements for stress testing and ensuring it is embedded in the organisaton as a core risk management tool linked to strategy and risk appetite.
Providing specialised resources with demonstrated experience in the market across all areas of stress testing, including: risk modelling; data management and analytics; governance and process design; risk appetite; and capital management.
Serving the world’s most successful financial institutions including top-tier banks and investment managers, as well as growing firms across global markets, our software and operational expertise makes processing and reporting possible sooner, with absolute accuracy, and total consistency.
Our systems track every data element from the point of capture to final delivery, giving banks and asset managers the ability to manage costs and achieve the highest standards of data governance. Whether it’s for regulatory compliance, portfolio valuation, or risk management, we deliver data with unequaled efficiency, transparency and integrity.
Our clients use our solutions to:
- Reduce the risk of financial modelling and spreadsheet operations
- Reduce the costs of model and spreadsheet maintenance
- Provide transparency of modelling processes for business and technology transformations
- Capture data derived from models and spreadsheets for reliable re-use such as reconciliations
- Demonstrate appropriate controls to meet the demands of regulators for better model risk, data and end user computing management (e.g. SOX, Basel II/III, Solvency II, OCC Supervisory Guidance on Model Risk Management).
ClusterSeven’s clients are drawn from across the financial world and include one third of the top 30 global banks plus many leading names in investment management, insurance and energy services. ClusterSeven was founded in 2003 and established a New York office in 2006.
We support large financial institutions in London, Zurich, New York, Frankfurt and other financial hubs in overcoming quantitative and regulatory challenges in banking, insurance or asset management.
Our consultants bring to the table the methodological competence and implementation experience to make sure that a solution is not only theoretically sound, but is also pragmatic and workable.
Our solutions range from credit portfolio models and stress testing to ratings models; from model design to validation and governance.
Our methodology deliverables contain workable tools that our clients can use to produce real and relevant results. Some of our senior staff have also been engaged in several regulatory developments such as Basel II or Solvency II working groups.
|Registration Rates||SUPER EARLY BIRD
By August 21
By September 11
After September 11
|Stress Testing Europe 2015
London, September 29-30, 2015
|Scenario Analysis Masterclass
London, September 28, 2015
|Stress Testing Europe + Scenario Analysis Masterclass
London, September 28-30, 2015
All rates subject to UK VAT of 20%
3 for 2 – Group Bookings:
Group rates are available for 2 or more attendees from the same organisation, when registering at the same time. The current rate allows every third colleague to come along for FREE!
The Tower Hotel
St Katherine’s Way
London, E1W 1LD
Nestled between the River Thames and St Katharine’s Dock and alongside two world Heritage Sites – Tower Bridge and the Tower of London, the Tower Hotel is within easy reach of the financial district, Canary Wharf, the Excel Centre, London City Airport, historic Greenwich, the West End and Westfield Shopping Centre – making it the most sought after location in London.
Directions to The Tower Hotel, London
To reach The Tower Hotel by road…
The Tower Hotel is just to the east of Tower Bridge, on the north side of the River Thames. At the traffic lights on the junction of Tower Hill, Tower Bridge Approach, East Smithfield and Mansell Street, turn into St Katherine’s Way: The Tower Hotel is at the far end. To programme your sat-nav, use the postcode E1W 1LD
We have 80 on-site car parking spaces available at an additional charge of £20.00 per 24 hours. Spaces are on a first come first served basis and cannot be reserved.
If you’re coming to The Tower Hotel by rail…
Mainline rail: Fenchurch Street station is 0.5 miles away
London Underground: Take the District or Circle line to Tower Hill station. Leave the station via the entrance on the left, go down the steps and through the subway. Turn left and walk past the Tower of London. Another subway takes you under the next road, then simply follow signs for The Tower Hotel.
London Bridge Tube and rail stations are just a short walk away over Tower Bridge.
Preferential Room Rates At The Tower Hotel
CFP have reserved a preferential rate for attendee’s of Stress Testing Europe 2015 of £220 per night.
Reservations can be made via phone of email.
Please be sure to quote CFPE290915 at the time of booking. Please note that this rate expires 31/08/15
Phone: +44 (0) 871 376 9036 (Option 2)
To reach The Tower Hotel from the airport…
If you’re flying into London City airport, The Tower Hotel is six miles away: take the Docklands Light Railway (DLR) to Tower Gateway station, which is about seven minutes’ walk from the hotel.
From London Heathrow, we recommend the Heathrow Express: this runs direct from the airport to London Paddington in just 15 minutes (20 from Terminal 5) and there’s a train every quarter of an hour. The Gatwick Express runs a similar service into Victoria. From either terminus, you can take the Underground (Circle Line) to Tower Hill: The Tower Hotel is less than 7 minutes’ walk away.
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