Bank Stress Testing

Class Description

Course Objective
The course will focus on the fundamental theory and application of stress testing bank exposures to major risk classes, including credit, liquidity and market risk (interest rate and foreign exchange).

Course Content

• Stress testing fundamentals
• Methods & Basel II applications
• Bank credit risk exposure stress testing
• Bank market risk exposure stress testing
• Bank liquidity risk exposure stress testing

Target Group
Risk managers, analysts and bank examiners

Venue
Mombasa