Stress Testing: Latest Developments and Best Practice

23 - 24 May 2018, London

Stress Testing is now an important part of a banks day-to-day activities and must be continually monitored and reported on, with the annual Bank of England stress test ensuring that banks have the ability to withstand difficult possible risks and maintain sustainable capital.

Risk Training has designed a course which will thoroughly delve into the latest stress testing best practices, providing participants with new ideas and comprehensive overviews of regulations and developments in the field. Expert industry professionals will present a range of key topics including: reverse stress testing, model risk and validation and stress testing under IFRS 9.

This training course will provide attendees with a comprehensive understanding of the stress testing process and give best practice examples from leading financial institutions.

Course Highlights:

  • Learn about scenario analysis and design; how to quantify the likelihood of a scenario
  • Embedding a greater understanding of how to maximise the gain of business value from stress testing and how to use stress tests in day-to-day business activities
  • Review the FCA requirements for reverse stress testing and how to build a reverse stress test and monitor the follow on effects
  • Overview of model risk & validation, including scenario definition and calibration
  • Comprehensive analysis of how you can embed stress testing into your decision making process and governance strategies

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

Learning Outcomes:

  • Gain a new or improved understanding of governance within stress testing and where the regulations look to be heading
  • Discuss how to best gain business value from stress testing and how to utilise results to improve strategic decision making
  • Learn about reverse stress testing, the requirements and follow on effects
  • Understand current model risk management best practices and how to validate and utilise challenger models
  • The impacts of stress testing under IFRS 9
  • Best practice approaches for integrated stress testing - aggregating  at a firm wide level and tying together all the individual strands
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