Enterprise-Wide Risk Management & Stress Testing 2016

Topics

• Stress-testing under Basel II and III
• Defining stress-testing
• Credit risk scenarios
• Market risk scenarios
• Implementation of VaR/ES
• Operational risk scenarios
• Stress-testing and scenario analysis; methodologies and structures
• Processes, systems and controls
• Case studies and group discussions

Who should Attend

Attendees involved or interested in:

• Credit Risk Management
• Market Risk Management
• Risk Methodology
• Operational Risk Management
• Model Validation
• Risk Analysis
• Counterparty Risk
• Regulatory and Economic Capital Basel III
• Internal Audit
• Stress Testing
• Regulation Compliance
• Finance and Treasury
• Bank Supervision
• Financial Institutions Advisory
• Financial Stability and Economic
• Bank Regulation