Following the not so well-perceived European stress testing exercises in 2010 and 2011, coupled with the waning acute nature of the crisis, the time for a change is now here.
Even though EU-wide stress testing was postponed, there is no reason to rest on one's laurels. Are your preparations for the stress exercises on the right path? What can be done differently? … What can be done better?
Event Focus
- Access to premier know-how on stress testing issues
- Benchmarking your own processes
- Comparison with regulators and peers
- Improving stress testing and scenario analysis skills
- Upgrading reverse stress testing for liquidity and liquidity risk measuring techniques
- Practising your stress testing techniques
Key Features
- Know the positions of the bank's side and the regulator's side
- Meet and hear from regulators and central bankers from IMF, EBA, ECB, Bank of England
- Half day workshop with Leonard Matz (Liquidity Risk Advisors, USA)
- Wide range of covered stress testing: liquidity, capital, credit, market risk, regulation
- Learn how to design and implement various models
Hands-on workshop:
Scenario analysis in stress testing, methodology and best practice
Led by Leonard Matz (USA), independent risk consultant
- Discussions on assumption sensitivity
- Identification and discussion of key elements for stress forecast
- Use of a real stress model
- Discussions on tactical and strategic errors in case studies
- Class exercise
Comments