Learn the Key Principles in Just One Day
A sample of the practical learning points for developing your stress testing
Company-Run Stress Tests
• Difference between stress testing and scenario analysis
• Relationship between Value-at-Risk, economic capital and stress testing
• Institute specific v market specific scenarios
• Sensitivity analysis
• Scenario analysis
- Historical scenarios
- Hypothetical scenarios
- Hybrid scenarios
• Capital stress testing
• Liquidity stress testing
• How much stress to apply / severity of indicators
- Normal case / baseline
- Poor economic conditions
- Severe economic conditions
• Mapping a view of the world to micro outcomes
Attending this workshop will enable you to:
• Understand the regulatory expectations
• Analyse both stress and scenario testing
• Develop reasonable tests and stress test reports
• Stress testing program development
• Use results for capital adequacy and ICAAP
• Implement stress testing in risk management
• Effectively communicate results to stakeholders
• Assess gaps and benchmark best practice
An introductory or refresher course
This workshop is designed to be a general introductory or refresher course on the fundamentals of stress and scenario testing. It will therefore be of immediate and long term benefit to professionals with:
• Enterprise Risk Management
• Credit Risk
• Counterparty Risk
• Market Risk
• Liquidity Risk
• Finance / Group Strategy
Learn more, see the latest agenda and register with a 15% discount courtesy of Global Risk Community today at http://www.infoline.org.uk/FKM62747GRCL
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