Stress testing: latest developments and best practice

28 Nov

Join Catalyst at this two-day stress testing course run by Risk training. Course highlights include:

  • Model risk & validation, including scenario definition and calibration
  • Scenario analysis with examples of stress scenarios for the current rate environment
  • How you can embed stress testing into your decision making process and governance strategies
  • Reverse stress testing and how to build such tests
  • Quantitative vs. qualitative stress models for stress testing operational risk
  • The links between economic capital, liquidity risk and stress testing

On day one, Catalyst will open the course with an overview of stress testing in 2018, looking at its importance, best practice and future.  Fellow presenters including Rupak Dasgupta, Senior Risk Specialist, Bank of England – PRA will then explore model risk and validation, stress scenarios, and a look at how to use stress testing results to improve strategic decision making.

On day two, Catalyst will lead the full day, exploring in detail why the FCA wants reverse stress testing and giving an insight into stress testing under IFRS9, best practice in operational risk stress testing and integrated stress testing.

See the full agenda

While this course is primarily aimed at those working in or looking to update their knowledge on stress testing, Risk welcomes anyone to whom it would be of benefit. Participants’ roles may include but are not limited to:

  • Stress Testing Analysts
  • Stress Testing Operations
  • Risk Modelling
  • Scenario Analysis
  • Economic Capital Modelling
  • Market Risk
  • Credit Risk
  • Risk Reporting
  • Model Development
  • Internal Audit
  • Compliance and Reporting
  • Basel III Compliance

The course is held under the Chatham House Rule to promote an open and discussion based learning environment and the sharing of best practice approaches.

Register direct here

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You can also read Sionic’s current blog series:

Registration is now closed. Please visit our events page for a list of forthcoming Sionic events.