Emerging Trends in Stress Testing

Expand your knowledge of stress testing and its application to climate risk, AI, machine learning and data requirements.

Emerging Trends in Stress Testing

June, 2020

View agenda here    View pricing options

COVID-19 update

Due to the escalation of the COVID-19 developments and the restrictions being placed on travel, Risk Training has taken the decision to provide our May, June and July training courses virtually.

The decision to move remotely has not been taken lightly, but our utmost priority is to safeguard the wellbeing of all our delegates, speakers and staff.

We are hopeful that we will be able to return to our in-person events later this year, however as this unprecedented situation is changing every day, we remain watchful but also focused on delivering this much anticipated course.

 

01 June 2020
2020-06-01 08:30:00 +0100

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 group exercises and 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.

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What will you learn?
  • How to utilise stress testing for business decision making
  • Address the challenges of credit risk stress testing
  • Practical workshop for best practise 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
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Who should attend?

Relevant departments may include but are not limited to:

  • Stress testing
  • Credit risk
  • Market risk
  • Internal audit
  • Regulatory compliance
  • Capital management
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Sessions include
  • Embedding stress testing frameworks to inform business decisions
  • Credit risk stress testing
  • Group activity: scenario design workshop
  • 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

Course Tutor

Viviana Moreno-Soler

Member of the board of advisors

actiMirror Corp

Viviana Moreno-Soler is a seasoned Risk Manager with 18 years of experience in Risk Management data and planning: delivering Stress Testing Programmes; planning; PMO; scenario design; governance; risk modelling and executive training, actively supporting Strategic Planning in the Financial Sector. 

Her experience was acquired in multicultural and cross-functional environments working across Asia Pacific; UK; Europe and Latin America.  She led the Stress Testing and Economic Capital operations HSBC Asia over 2011-2018 and is currently the lead Advisor of the Board of advisors on planning, strategy and data for LUNNA in actiMirror Corp. 

Viviana holds a MSc in Global Finance from HKUST-NYU Stern; various project management and programming trainings from HK and the UK, and an Industrial Engineering degree Hons. from University of Los Andes in Colombia.