Take a hands-on approach to developing, designing, and managing a stress testing program at your institution.
Through a combination of lecture and hands-on learning, this two-day course describes the methodologies most used in stress testing and the questions they best answer. You will learn how to develop stress tests using your bank’s own data or industry data. Microsoft Excel will be used as the main platform for developing the stress tests. In addition to hands-on demonstrations, the instructor will discuss the integration of strategy, risk appetite, capital adequacy, ICAAP, and contingency planning. A group discussion will focus on some of the challenges and pitfalls of stress testing, including reverse stress testing. You will complete the course with a better understanding of how to get started with a stress testing program and gain insight from interaction with your peers.
Who will benefit?
The course will benefit those responsible for creating and implementing the stress testing program at institutions between $500 million to 50 billion, i.e., CROs, CFOs, risk management professionals and audit, compliance, and examiners overseeing stress testing programs.
- Understand stress and scenario testing.
- Develop reasonable tests, including credit, interest rate, liquidity, counterparty, operations, and reputational risk.
- Develop stress test reports.
- Use stress testing and scenario analysis to inform capital adequacy and integration into the bank’s ICAAP.
- Use stress testing and scenario analysis in enterprise risk management, including their into management decision making such as strategic planning, informing risk appetite, and contingency planning.
- Effectively communicate results to management and the board.
- Explore the challenges in developing a stress testing program including reverse stress tests, data, correlations, and incorporating results into managing the bank.
You should arrive with the following:
- Ability to import data from a flash drive to your laptop. *
- Microsoft Excel** Analysis ToolPak loaded on your laptop. The Analysis ToolPak allows you to perform the statistical analysis integral to stress testing.
* You will be given a flash drive with your bank’s own data to use as part of the hands-on exercises.
** You should be proficient in the use of Microsoft Excel.Available Seats:   26
Continuing Education Credits:
NASBA CPE Hours:  15.0
RMA-CRC CEUs:  15.0
Ten Penn Center
1801 Market St
Philadelphia, PA  19103
|Associate member price||$1,499.00|
|Professional member price||$1,599.00|
|Nonassociate at member institutions price||$1,599.00|