About the course

about the course

About the Course

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