Course Summary

At the time of writing this outline, it is clear that COVID – or specifically the measures taken by governments to control the outbreak - will have a big impact on the global economy. It is not clear yet how big this will be - the only certainty is that it will be negative. We will incorporate as much as is known about its impact generally and on bank regulation specifically, as the workshop schedules unfold

This Webinar illustrates how to effectively develop, design, manage, and measure a stress testing program within an institution. Participants will develop a detailed understanding of the differences between stress testing and scenario analysis and learn how to design scenarios that are reasonable and actionable. It will also discuss the integration of stress testing within a bank’s enterprise-wide risk management framework, with specific emphasis on strategic planning, risk appetite, capital adequacy, ICAAP, and contingency planning.

WEBINAR STRUCTURE
3 x 3 hour live webinars. These sessions will include short breaks, case studies and Q & A sessions. Live webinars will be recorded and uploaded to the eLearning platform. Delegates will have licensed access to these recordings as well as the eLearning material, workbooks & slides.

Key Learning Objectives

At the end of the course delegates will:

  • Understand

    The difference between stress and scenario testing and the benefits of each.

  • Learn

    How to develop reasonable tests and stress test reports and how to use stress testing and scenario analysis to inform capital adequacy and integration into the bank’s ICAAP

  • Explore

    The challenges in developing a stress testing program including the challenges of developing reverse stress tests, data, correlations, and incorporating results into managing the bank.

  • Use

    Stress testing and scenario analysis in enterprise risk management including integrating into management decision making such as strategic planning, informing risk appetite, and contingency planning.

  • Effectively communicate

    Results to management and the board.

Course curriculum

    1. Course overview and materials

    2. Important dates and times

    1. LIVE || Introduction to stress testing and scenario analysis | Designing and developing scenarios | Data | Governing the stress testing programme

    1. LIVE || Use in risk management | challenges | Stress testing within the ICAAP for macro economic risks | Stress testing for specific risks

    1. LIVE || Stress testing and scenario analysis for liquidity issues | Scenario planning and management action | Bringing it all together | Devloping an action plan

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About this course

  • $399.00
  • 7 lessons
  • 9h (3 x 3h) of live facilitator led sessions
  • Supporting workbooks & slides
  • Access replays and course materials for 30 days after last live session

Pricing Options

Discounts available for group bookings.

Instructor(s)

Mark Andrews

Course Director

After a highly successful “fast track” career in risk management in Lloyds Bank which led him to very senior management at an early age, Our expert course presenter was then “head hunted” to join a merchant bank at main board director level to head the risk management function. Mark now has over 40 years’ experience in managing risk in the UK banking and financial services sector.
Mark has been a freelance risk management training consultant since retiring and is currently an external Master Trainer at both HSBC and Bank of China where he has delivered major projects on a wide range of topics. At HSBC he helped design their global flagship Risk Management Program for senior middle managers and has delivered this globally for the past 5 years. He has also created and delivered training to a vast range of clients, from global giants to small firms and partnerships. He is an accomplished global trainer and has delivered extensive programs in the UK, USA, South America, Europe, Africa, Asia and the Middle East

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