Latest Developments and Best Practice in Stress Testing

London, 24 & 25 May 2017

Risk has designed this two day training course to provide participants with the latest developments and best practice methods to perform stress tests. Expert industry professionals will present a range of key topics including scenario analysis, model risk, governance and decision making and operational aspects of stress testing including BCBS 239.

Course Highlights:

  • Overview of the quantitative and qualitative aspects of stress testing
  • Embedding judgment and management reaction in stress testing
  • Understanding liquidity risk and using historical scenarios 
  • Model development and validation 
  • Review current guidelines and best practice approaches to stress testing operational risk
  • Scenario design and relevant stress scenarios 

Who Should Attend:

  • Stress Testing Analyst
  • Stress Testing Operations 
  • Scenario Analysis 
  • Risk Modelling 
  • Economic Capital Modelling 
  • Market Risk 
  • Credit Risk 
  • Risk Reporting 
  • Model Development 
  • Internal Audit 
  • Compliance and Reporting 
  • Basel III Compliance 

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Learning outcomes

By the end of the two day session, delegates will have a new and a more extensive knowledge and understanding of:

  • Learn effective methods for stress test validation and how to quantify limitations 
  • Discuss best practice approaches to managing operational and liquidity risk 
  • Model development and types of stress testing 
  • Understand what is required for scenario analysis 
  • Impacts of model validation and different tools used 
  • Operational and liquidity risk management 
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