Emerging Trends in Stress Testing, London

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

Emerging Trends in Stress Testing

June 2−3, 2020, London

View agenda here    View pricing options

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 the 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.

Thumbnail
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
Thumbnail
Who should attend?

Relevant departments may include but are not limited to:

  • Stress testing
  • Credit risk
  • Market risk
  • Internal audit
  • Regulatory compliance
  • Capital management
Thumbnail
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
  • Data requirements for effective stress tests
  • Enhancing stress testing with AI and machine learning
  • Stress testing for climate risk

Chaoxin Zheng

Head of EMEA economic capital and stress testing framework

Morgan Stanley

Sunil Verma

Executive director

UBS

02 June 2020
2020-06-02 08:30:00 +0100