About the Event
Day one will begin with a session that details the key features of a stress test, utilising stress testing in periods of uncertainty and technology innovations. Discussions will then turn to model risk and validation, and data management techniques. The first day will conclude with a presentation on gaining business value from your stress test, how stress tests should be used in daily operations and how you can continually improve your stress testing function.
Sessions on day two will cover a wide variety of topics, starting with integrated stress testing, the links between economic capital, risk and stress testing and reverse stress testing. Stress testing under IFRS 9, operational risk and liquidity stress testing will also be covered.