This training course, led by expert practitioners, will address the best practise approaches and applications of stress testing and how best to improve on the efficiency, processing and utilisation of stress testing results.

With a dedicated session on scenario design, participants will have the opportunity to develop and share their knowledge through practical examples. This course will also provide a deep dive into credit risk stress testing frameworks, non-financial risk and the impact of stress testing on capital allocation.

This course will provide attendees with knowledge on how to adapt stress testing to an evolving business model and emerging trends including climate risk, machine learning and understanding data requirements.

What will you learn?

How to utilise stress testing for business decision making
Address the challenges of credit risk stress testing
Best practises in scenario design
What tools are needed when stress testing climate risk
How AI and machine learning can optimise stress testing processes
Understand how to develop data consistency for effective stress testing

Who should attend?

Relevant departments may include but are not limited to:

Stress testing
Credit risk
Market risk
Internal audit
Regulatory compliance
Capital management

Course highlights

Embedding stress testing frameworks to inform business decisions
Credit risk stress testing
Scenario design
The impact of stress testing on capital allocation
Non-financial risk and stress testing
Challenges in stress testing: market risk and counterparty credit risk
Enhancing stress testing with AI and machine learning
Stress testing for climate risk

Emerging Trends in Stress Testing

September 1–4, 2020 | Online training

What will you learn?

Who should attend?

Course highlights