Stress Testing for Insurers
London, 13-14 June 2018

This two day course will provide attendees with a comprehensive understanding of the stress testing process. The course will begin with a background to the subject and analysis of the recent Bank of England and EIOPA stress test results; it will then cover all of the key elements in the stress testing process including scenario analysis, model validation, capital optimisation and the interaction with ORSA and Solvency II. The course is delivered by expert practitioners and consultants working within leading insurance companies.

Course Tutors:

  • Michael Hosking, Chief Risk Officer, FARADAY
  • Simon Henderson, Senior Specialist, Enterprise Risk and Solvency Assessment, Zurich Insurance Company Ltd 
  • Mario Ontario, Director, Head of Enterprise Risk Management, Europe, Promontory Financial Group, an IBM Company

Course Highlights:

  • Overview of quantitative and qualitative aspects of stress testing 
  • Scenario analysis and identifying relevant scenarios 
  • How to quantify model limitations and model risk 
  • Developing effective capital management strategies and the impact of Solvency II 
  • How the ORSA framework effects stress testing 
  • Liquidity risk and interaction with other risk types

Who Should Attend:

This course is primarily aimed at those working within the insurance industry and looking to update their knowledge on stress testing, however Risk Training welcomes anyone to whom the training would be of benefit. Specific job titles may include but are not limited to:
  • CRO
  • Risk Manager
  • Risk Oversight 
  • ORSA
  • Scenario Analysis 
  • Stress Testing Operations 
  • Model Validation and Development 
  • Internal Audit 
  • Regulation and Compliance 
  • Capital Management 
  • Liquidity Risk


Learning Outcomes:

  • Identifying relevant scenarios and their regulatory context
  • Understand effective scenario planning 
  • Learn effective methods for stress test model validation 
  • Stress tests in the ‘right' and in the reverse direction 
  • How to embed stress testing in the decision making process 
  • Review EIOPA 2017 stress test results - what can we learn?

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