Smart About Risk  
Stress Testing

Stress Testing

The seminar Stress Testing is organized as an open seminar for employees from different institutions and also as an in-house seminar organized for employees of clients with tailor made requirements.

Objectives of the seminar

The seminar describes, in detail, ‘stress testing’ - one of the most advanced methods of risk measurement. The first part of the seminar is focused on the basic principles of stress testing and scenario development. A substantial part of the seminar is devoted to the principles of stress testing of individual financial risks - market, credit, operational and liquidity. Participants get acquainted with regulatory requirements - especially Basel II and the forthcoming Basel III requirements. The individual principles are then demonstrated by practical examples.

For whom it is intended

The seminar is intended for specialists from risk management and internal audit departments in banks and insurance companies.

 

Seminar content

  1. Regulatory framework for stress testing
  2. Stress testing for credit risk
  3. Stress testing for market risk
  4. Stress testing for operational risk
  5. Stress testing for liquidity risk
  6. Stress testing for selected other risks
  7. Comprehensive stress scenarios and their use
Currently no open seminar is organized. If you are interested in this topic please contact us and we will be delighted to prepare an in-house seminar for you.

 

Software  

Our company developed specialized software CADCalc® Market for effective market risk management.