Agenda

Agenda

Stress Testing - Agenda

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Live virtual course | Below agenda timing is in BST.

Respective time in HKT:
Start: 8.30am BST | 3.30pm HKT
Break 1: 9.30am BST | 4.30pm HKT
Break 2: 10.45am BST | 5.45pm HKT
Finish: 12.00pm BST | 7pm HKT

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08:3009:30

Stress testing, why?

14:00 - 15:00

Objective of the session: participants to have clarity on why is ST needed and requirements for FI

  • Business and compliance need

    • Review of the main regulatory requirements on Enterprise Wide Stress Testing 

    • Looming risks    

  • Strategy hacking

    • The scientific method

09:3009:45

Break

15:00 - 15:15

09:4510:45

Stress testing framework

15:15 - 16:15

Objective of the session: Understand the structure and main components of a ST programme 

  • Building blocks

    • Business structure

    • Principles

    • Schedule

  • Governance

    • Stakeholders and management

  • Programme

    • Overarching ST objectives and schedule

  • PMO

    • Basic structure of a PMO to manage ST

10:4511:00

Break

15:00 - 15:15

11:0012:00

Scenario design

14:00 - 15:00

Objective of the session: participants to understand types of scenarios, events, and practical scenario building processes. 

  • Design process

    • Traditional ST process Top Down guidance 

    • Reverse Stress Tests Top Down guidance

    • Economics Details 

  • Top Risk focus 

    • Prioritization

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

    • Common settings

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

    • Specific business settings examples and quantifications

  • References

  • Story telling

08:3009:30

Data management, regulatory landscape and data

15:15 - 16:15

Objective of the session: participants to have clarity on data discipline and management for the purposes of ST. 

  • Regulatory landscape

    • Review of regulatory demands worldwide for main ST types

  • Data capture principles

    • Data housing, definitions, unique identifiers 

  • Key Financial and risk components

    • Financial statements and Core Risk metrics per type of business

  • Data Management

    • Monitoring, controls, Block chain

09:3009:45

Break

15:00 - 15:15

09:4510:45

Risk measurement

14:00 - 15:00

Objective of the session: participants to have an overview on common methodologies to measure risks in a FI. 

  • Credit Risk 

    • Definitions and models bases

  • Market Risk

    • Definitions and models bases

  • Operational Risk

    • Definitions and models bases

  • Others

    • Audience request

10:4511:00

Break

15:00 - 15:15

11:0012:00

Management actions

15:15 - 16:15

Objective of the session: participants to have a base of Management Actions and their use 

  • Action types

    • BAU

    • Preventive 

    • Strategic

  • Consideration of actions

  • Management and reference beyond the test at hand

    • Governance

    • Discipline

08:3009:30

Stress testing summary and current top risk scenario context

14:00 - 15:00

Objective of the session: participants to have a basic summary of ST components to aid future work 

  • 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

Objective of the session: participants to have a practical application hypothetical example on concepts studied on ST. Depending on the audience, to also understand market trends on developments around measurements and competitive landscape. 

  • Case example

  • Technology trends and strategy hacking