Stress-testing: implementation and best practicesView Agenda
Key reasons to attend
Apply best practices for stress testing models
Discuss both financial and non-financial stress tests
Design a successful stress test for risk management
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About the course
Stress-testing has become an increasingly useful tool for financial institutions to assess their risk management practices, while meeting necessary regulatory expectations. This virtual course will explore the important aspects of stress-testing, focusing on the financial and non-financial risks.
Sessions allow participants to build on their understanding of stress-testing frameworks, deep diving into best practices for stress-testing optimisation, and discuss the expanding use of AI. Attendees will develop their knowledge on applying different regulatory authorities’ processes in climate stress testing and acquire essential skills for integrating this into their risk management framework.
Each 60-minute live session allows participants maximum engagement with the detailed content, as well as the opportunity to interact with speakers through live Q&A and polls.
Define key aspects of a successful stress-testing framework
Design reasonable and relevant scenarios
Discuss how AI can help optimise stress-testing
Confront common challenges associated with the credit stress-test
Apply a deeper knowledge of the solvency stress-test as part of your company’s liquidity regulations
Determine the differences in climate risk stress-testing and development of climate scenario analysis
Who should attend
Relevant departments may include but are not limited to:
Credit risk management
June 12 – 14, 2023
Time zones: Emea / Apac
November 20 – 23, 2023
Time zones: Emea / Apac
- Vuyo Nkambule, Enterprise risk management from Johannesburg Stock Exchange
- Bruce Tattersall, Stress Testing Subject Matter Expert
- Jose Luis Chauca, Stress testing manager, NatWest Group
- John Feeney, Partner, Martialis Consulting
- Navin Rauniar, partner, Tata Consultancy Services
- Chetan Soni, Senior Manager, PwC
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
The Risk.net resources below have been selected to enhance your learning experience:
The rise of non-financial risks - Read article | Risk.net
EU stress tests: BNP Paribas would bear brunt of trading losses - Read article | Risk.net
Covid-19 prompts buy-side rethink on stress tests and risk integration - Read article | Risk.net
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