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Stress-testing requires lateral knowledge and skills to be thoroughly pursued and constantly updated. It is no longer enough to neglect low-likelihood risks, even when there few or no past occurrences of these risks, and if the perspective looks far away.
In this webinar, we highlight pitfalls and chances of success for stress-testing, to equip participants for adding key value to a financial institution's risk management structures. Through lecturing and on-the-go questions, we encourage participants to think beyond routine risks and to examine with lucid minds extreme risks, beyond the usual defense 'it will not happen', or 'it will not happen again'. We examine a few key scenarios to see how a financial institution can deal with such scenarios without compromising its key strategic objectives and enable every function to thrive in the knowledge that a few possible disasters have been prepared for.
Areas Covered in the Session:
Stress-testing and scenario analysis
The regulatory view - before
The regulatory view - after
Why and how stress-testing
Designing and developing scenarios
Deriving value from stress-testing
Developing an action plan
Who Will Benefit:
Risk management Professionals
Front office managers
Fred Vacelet MBA, FRM/PRM, CTM, is an international Financial Risk Management Consultant, well versed in quantitative techniques,with a strong academic and practical background in Risk Management methodological frameworks for credit risk, market risk and operational risk, and compliance with risk regulations.He has some 20 years experience advising banks and software houses on derivatives and risk management. His client list includes ABN Amro, Barclays, Credit Suisse, the UK FSA, Reuters and numerous other institutions of various countries and sizes.
Compliance4All DBA NetZealous,
Event Link : http://bit.ly/Stress_Testing_for_Financial_Institutions