Stress - testing for banks

Salvo Global's three day intensive masterclass on "Stress-Testing for Banks" will provide delegates with comprehensive strategies and approaches to stress-testing, Value at Risk (VaR) and its relationship to stress-testing and scenario analysis, and an overview of the regulatory environment with the implementation of Basel requirements. Analysing the 2007-08 credit crisis and other recent crises together with their respective related events will be of paramount importance in cushioning the impact of similar financial disasters in time to come. Maintaining sufficient funds and liquidity in compliance with enhanced global and national regulations will also act as a buffer for such credit events, for which relevant scenarios will be simulated and played out during the course. This will enable delegates to perceive the profound effect that extreme scenarios have on a bank's balance sheet, as well as how to manage and hedge such risks effectively.

This course is designed as an interactive mix of lectures, case studies, discussions and class exercises for delegates to develop real-life strategies that they could bring back to their respective organisations for sharing and implementation.

Acquire an understanding of how stress-testing scenarios need to be permanently improved to reflect new market conditions, changes in risks and the progress of financial institutions
Examine the drivers behind recent and relevant crises and use them for designing new scenarios
Conquer an international perspective of risk management and regulation of extreme risks with regards to contingency planning and capital adequacy
Comply with enhanced requirements from regulators and international bodies with the latest Basel standards
Integrate stress-testing into the corporate governance and risk management culture of your bank
Apply risk mitigation tools aimed at generating positive value, income and liquidity for your organisation
Optimize stress-testing scenarios by integrating extreme market and credit risks into a comprehensive risk management framework
Design and develop an action plan customized for your organisation, involving the integration of all key stakeholders, macro relationships and possible challenges

All Delegates will enjoy 40% off all risk and quantitative finance books published by John Wiley & Sons at wiley.com! *The list of discounted books might change without prior notice

Contact Bill at moc.labolgovlas@gnitekram for more information

Date: 14 April 2014 to 16 April 2014
Time: 08:00 - 17:00
Venue: Hilton Nairobi, Nairobi

More info:

Hilton Nairobi, Mama Ngina Street