Since the financial crisis, national and international events, as well as new rules and regulations have resulted in crucial needs and requirements for FIs to maximise their stress testing and scenario analysis models.

This two-day course offers an opportunity for attendees to better understand and undertake efficient stress tests pushing the limits of their portfolios to the absolute edge and successfully design, develop and perform stress tests.

Attendees will gain an understanding of:

• Designing and developing scenarios for specific risks including credit, interest rate, liquidity, counterparty, operations and reputational risks
• Communicating results to managers, directors and regulators and incorporating with regulatory prescribed stress tests
• How stress tests can be used in risk management and the process for informing risk appetite
• Who will run the stress testing program and how it will be governed
• Developing an action plan from kicking off the project through to integration into planning
• Overcoming the challenges at different stages