Stress-testing: implementation and best practices

  • 3 days
  • Treasury & capital markets risk
  • 6 CPD points
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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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Customised Solutions

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Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review. 

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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.

Learning objectives

  • 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:

  • Stress-testing

  • Operational resilience

  • Regulatory compliance

  • AI/ML

  • Model validation

  • Credit risk management

  • Risk analysis

Agenda

June 12 – 14, 2023

Time zones: Emea / Apac

Request detailed agenda

 


November 20 – 23, 2023

Time zones: Emea / Apac

Request detailed agenda

Tutors

  • 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

Accreditation

This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.

Pre-reading materials

The Risk.net resources below have been selected to enhance your learning experience:

To access some of the above articles you need to have a current subscription to Risk.net. If you don’t have one now, please subscribe to a free trial

Registration

June 12 - 14, 2023

02:00 pm - 05:00 pm

Virtual

Price

$2,199

Earlybird Price

$1,799

November 20 - 23, 2023

02:00 pm - 05:00 pm

Virtual

Price

$2,199

Earlybird Price

$1,799
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  • Agenda and registration process
  • Group booking rates
  • Customisation of this programme
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