Stress Testing: Regulation and Risk Management 2015 is a course dedicated to latest stress testing practices and provides guidance on how to comply with regulatory expectations.
Topics
- Regulatory expectations
- Latest stress testing practices - methods which can be applied to stress testing and the benefits and drawbacks of each
- Best practices for stress testing across a number of risk types; market, counterparty credit, operational and liquidity
- Data challenges involved in stress testing and how to overcome these
- The importance of the qualitative aspects of stress testing and how to make improvements in this area
Who should Attend
Senior attendees involved or interested in stress tests in financial institutions, especially those working in risk modelling and risk management functions.
