Stress Testing: Latest Developments and Best Practice London
This training course will provide attendees with a comprehensive understanding of the stress testing process and give best practice examples from leading financial institutions.
This two day course will delve into the latest stress testing best practices, providing attendees with a comprehensive overview of regulations and key developments in the field.
Day one of the course will present an overview of stress testing in 2018, model risk and validation, stress scenarios, and a look at how to use stress testing results to improve strategic decision making.
Day two covers topics including why the FCA wants reverse stress testing, an insight into stress testing under IFRS9, the best practice in operational risk stress testing, and integrated stress testing.
The course is held under Chatham House Rule to promote an open and discussion based learning environment and the sharing of best practice approaches.
- Model risk & validation, including scenario definition and calibration
- Scenario analysis with examples of stress scenarios for the current rate environment
- How you can embed stress testing into your decision making process and governance strategies
- Reverse stress testing and how to build such tests
- Quantitative vs. qualitative stress models for stress testing operational risk
- The links between economic capital, liquidity risk and stress testing
Who Should Attend
This course is primarily aimed at those working in or looking to update their knowledge on stress testing, however Risk welcomes anyone to whom the training would be of benefit. Specific job titles may include but are not limited to:
- Stress Testing Analysts
- Stress Testing Operations
- Risk Modelling
- Scenario Analysis
- Economic Capital Modelling
- Market Risk
- Credit Risk
- Risk Reporting
- Model Development
- Internal Audit
- Compliance and Reporting
- Basel III Compliance
Taking place just outside London in the luxury De Vere Selsdon Estate, this residential event promotes immersive learning across two esteemed training events, 'ALM and Balance Sheet Optimisation' and 'Interest Rate Risk in the Banking Book'.
Your booking includes accommodation, meals, all learning materials and 12 CPD credits.
WatersTechnology Training has launched this innovative training course designed to cover all the need to know elements of data governance in financial institutions today. Across the two days, attendees will gain all the information needed to design and implement Master Data and Data Governance initiatives successfully. The course is held under Chatham House Rule to promote an open and discussion-based learning environment.
Following success in New York, we are bringing our cyber risk course to London for the first time to provide delegates with best practice strategies for ownership of cyber risk management and business wide implications such as third party vendor risk and operational resilience.