Smart About Risk  
Nabídka  

Seminars

Seminar application IRRBB Audit Bank Strategy Management Course Banking Regulations in a Nutshell Basel II CRD IV: Basel III Implementation in the EU CCR and CVA Securities and Derivatives Controlling in Practice Control for Financial Institutions Credit Scoring CRR 3 / CRD 6 and Other News in Banking Regulation CRR 3 / CRD 6 in Detail CVA (Credit Valuation Adjustment) Impacts of Climate Change and their Solutions Effective Reporting ESG and Green Finance ESG Risks and their Audit Finance for Non-Financial Managers Financial Derivatives Financial Mathematics Fraud Management in Today's On-line World Fundamental Review of Trading Book Guidelines on Loan Origination and Monitoring ICAAP, ILAAP, Pilar 2 and Stress Testing IFRS 9 – Impairments under the New Standard IRB in Practice Internal Rating Based (IRB) Approach Commodity Derivatives Credit Derivatives Credit Value at Risk Creation of the Qualitative Future Scenarios GHG Emissions Measurement and Carbon Footprint Calculation Environmental Risk Measurement in Financial Institutions Credit Risk Measurement Model Risk Non-Financial Reporting According to CSRD, ESRS and GAR Option Pricing Operational Risk Operational Risk in Practice Preparation for SREP alias Supervision in Practice Rating and Scoring Risk-Based Pricing Concentration risk Liquidity Risk Weather Risk Risk appetite Assets and Liabilities Management - ALM ESG Risk Management: Executive Summary Financial Risks Management Credit Risk Management Project Risk Management Enterprise Risk Management – ERM Securitization Silicon Valley Bank Solvency II: Executive Summary Stress Testing Market Risk Interest Rate Risk in the Banking Book – IRRBB Value at Risk Workout in Banking Practice (non-retail) Rise and fall of Lehman Brothers
Stress Testing

Stress Testing

The seminar Stress Testing is organized as an open seminar for employees from different institutions and also as an in-house seminar organized for employees of clients with tailor made requirements.

Objectives of the seminar

The seminar describes, in detail, ‘stress testing’ - one of the most advanced methods of risk measurement. The first part of the seminar is focused on the basic principles of stress testing and scenario development. A substantial part of the seminar is devoted to the principles of stress testing of individual financial risks - market, credit, operational and liquidity. Participants get acquainted with regulatory requirements - especially Basel II and the forthcoming Basel III requirements. The individual principles are then demonstrated by practical examples.

For whom it is intended

The seminar is intended for specialists from risk management and internal audit departments in banks and insurance companies.

 

Seminar content

  1. Regulatory framework for stress testing
  2. Stress testing for credit risk
  3. Stress testing for market risk
  4. Stress testing for operational risk
  5. Stress testing for liquidity risk
  6. Stress testing for selected other risks
  7. Comprehensive stress scenarios and their use
Currently no open seminar is organized. If you are interested in this topic please contact us and we will be delighted to prepare an in-house seminar for you.

Lecturer

Mgr. Ing. Václav Novotný

 

Software  

Our company developed specialized software CADCalc® Market for effective market risk management.

[Back]