Stress Testing for Banks and Financial Sector

Stress Testing for Banks and Financial Sector



Stress testing is part of a financial institutions’ own risk management which provides insight into capitalization health thereby assisting with the design and deployment of countermeasures for addressing potential shortfalls as well as being a toolkit for regulators. Stress testing provides an opportunity to identify potential vulnerabilities in hypothetical adverse conditions.

This is a two days’ workshop aimed at developing stress testing and analytical skills required to maintain a healthy financial institution.

 

Pre-requisite

Good understanding of Ms. Excel

Good understanding of the guidance of IFRS 9

 

Who should attend?

Credit staff

Stress testing staff and management

Capital management staff

Treasury/ALCO staff

Risk management staff

Senior management

Bank supervisors and resolution authorities

Bank equity and credit analysts and portfolio managers

 

Methodology

- Instructor guided presentation

- Case studies

- Discussion session

- Scenario and Case study sessions

 

What to Expect

- Expert facilitation

- Templates and Tools

- Conducive Training Environment

- Discussion session

- Practical Examples