Jérôme Henry ahead of his session at CeFPro's Stress Testing Week

Jérôme Henry

Principal Adviser | DG Macroprudential Policy and Financial Stability
ECB

Session

REVERSE STRESS TESTING
Revisiting reverse stress testing and understanding the business value

Biography

Jérôme Henry is Principal Adviser at the ECB, in the financial stability area. He led Quality Assurance for SSM stress tests and was a BIS fellow. Originally from the Banque de France, Mr Henry started at the ECB leading its modelling team and thereafter its projection exercise.
Mr Henry has a number of research publications, eg the ECB STAMP€ e-book. An ENSAE graduate, he holds an Economics PhD and a History BA from Paris Sorbonne.