Agenda

Agenda

Stress Testing - Agenda

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Live virtual course | Agenda timing is in GMT

Respective HKT timing is:
Start: 4.30pm
Break 1: 5.30pm
Break 2: 6.45pm
Finish: 8pm
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08:3009:30

Stress testing: setting the scene

14:00 - 15:00

  • Business and compliance need  

  • Strategy hacking 

09:3009:45

Break

15:00 - 15:15

09:4510:45

Stress testing framework

15:15 - 16:15

  • Building blocks

  • Governance

  • Programme

  • PMO

10:4511:00

Break

15:00 - 15:15

11:0012:00

Scenario design

14:00 - 15:00

  • Design process

  • Top risk focus 

  • Systematic events (pandemics, economic slowdowns, digital issues, etc)

  • Idiosyncratic events (concentration, fraud driving events, etc)

  • References

  • Story

08:3009:30

Data management and the regulatory landscape

15:15 - 16:15

  • Regulatory landscape

  • Data capture principles

  • Key financial and risk components

  • Data management

09:3009:45

Break

15:00 - 15:15

09:4510:45

Risk measurement

14:00 - 15:00

  • Credit risk 

  • Market risk

  • Operational risk

  • Others

10:4511:00

Break

15:00 - 15:15

11:0012:00

Management actions

15:15 - 16:15

  • Action types

  • Consideration of actions

  • Management and reference beyond the test at hand

08:3009:30

Stress testing summary and current top risk scenario context

14:00 - 15:00

  • Summary

  • Tops risks review

09:3009:45

Break

15:00 - 15:15

09:4510:45

Hypothetical application and views on future of testing

15:15 - 16:15

  • Case example

  • Technology trends and strategy hacking