Stress-Testing in Financial Institutions: Selecting Appropriate Scenarios

Instructor: Fred Vacelet
Product ID: 705249
Training Level: Intermediate
  • Duration: 60 Min
This webinar training on stress testing in financial institutions will depict scenarios, pitfalls to be avoided, and discuss how the choice of the right scenarios can provide good insight into strategic management of a financial institution.

recorded version

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Recorded Link and Ref. material will be available in My CO Section
Last Recorded Date: Jun-2017

Training CD / USB Drive

$299.00
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CD/USB and Ref. material will be shipped within 15 business days

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Read Frequently Asked Questions

Why Should You Attend:

Stress-testing as practiced in most institutions is much too often hijacked by regulatory necessity: to improve one’s standing for the authorities, reputational necessities: to reassure the public, and hence can turn into a regulatory exercise, instead of being useful for the top management and for the regulators in charge of systemic risk management.

We provide a few pointers at how a stress-testing exercise can be improved by a choice of scenarios, and provide a few criteria for finding and selecting appropriate scenarios.

Learning Objectives:

We try to address, among the challenges of stress-testing, the way to counter the natural tendencies to choose irrelevant or innocuous scenarios. The hurdles can pertain to human interests, as well as in emotional domains: it is seldom easy for individuals or teams to recognize that their proud and successful organization can be deemed mortal by a plausible scenario.

We indicate how stress-testing can concentrate on the few plausible scenarios that are painful enough, and how to redefined and calibrate these scenarios. We show some sources for scenarios, pitfalls to be avoided, and how the choice of the right scenarios can provide good insights into strategic management of a financial institution.

Areas Covered in the Webinar:

  • Regulatory requirements for stress-testing
  • Managerial necessity for stress-testing
  • Prerequisites to useful stress-testing scenarios
  • The common wrong choices of scenarios
  • Sources for scenarios
  • Discarding and evaluating scenarios
  • Potential hijacks of scenarios
  • Using the selected scenarios for strategic risk management
  • What an appropriate set of scenarios can bring

Who Will Benefit:

This webinar is intended for professionals in financial institutions, regulatory bodies and advisory firms, as well as individuals with a professional interest in the course material. Specific titles and functions that are of particular relevance include:

  • Market Risk Management and Analytics
  • Traded Market Risk
  • Correlation Trading
  • Market Risk Modelling
  • Credit Risk Modelling
  • Risk Methodology
  • Risk Analysis
  • Model Validation
  • Regulatory and Economic Capital
  • Implementation of Basel Accords
  • Stress-testing
  • Risk Internal Audit — Quantitative Analysis
  • Finance and Treasury
  • Regulation & Compliance
  • Financial Institutions Advisory
  • Bank Supervision
  • Bank Regulation
  • Financial Stability and Economic Analysis
Instructor Profile:
Fred Vacelet

Fred Vacelet
Financial Risk Management Consultant, FVacelet

Fred Vacelet, MBA, FRM/PRM, CTM, IFQ, is an international Financial Risk Management Consultant with an expertise in Risk Management methodological frameworks. His experience spans some 25 years, advising banks and software houses on risk management. Fred holds various degrees, including from London Business School, England, with post-graduate studies at the Technische (then West)-Berlin, Germany and Keio (Japan) universities. He is published author on risk management and Basel Accords, and a regular speaker at conferences. Fred writes and presents training courses and workshops on risk management and Basel Accords.

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Refund Policy

Registrants may cancel up to two working days prior to the course start date and will receive a letter of credit to be used towards a future course up to one year from date of issuance. ComplianceOnline would process/provide refund if the Live Webinar has been cancelled. The attendee could choose between the recorded version of the webinar or refund for any cancelled webinar. Refunds will not be given to participants who do not show up for the webinar. On-Demand Recordings can be requested in exchange.

Webinar may be cancelled due to lack of enrolment or unavoidable factors. Registrants will be notified 24hours in advance if a cancellation occurs. Substitutions can happen any time.

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