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STRESS TESTING: MANAGING FOR THE UNEXPECTED
 
     
  Summary Description  
  This course enables participants to achieve and improve their understanding of scenario planning and stress testing. Participants will be challenged to think about macro threats as part of their ordinary business planning, and will be encouraged to develop early warning indicators of potential threats. Seminar content focuses on the thinking and planning required to carry out stress testing. It then looks at the impact of assumptions and their effects on key measures of risk and capital adequacy, as well as the development of triggers to initiate remedial action and minimize loss. The course introduces simulations to allow participants to work on stress testing scenarios.  
     
  Target Audience  
  Audience may be drawn from any business segment within a financial group.
 
     
  Main Topics  
 
 Relevant segmentation and dimensions that need to be considered for
  stress testing: (industries, portfolios, products, geographies, etc)
 Impact of assumptions and their effects as they relate to:
(1) major drivers and key success factors,
(2) major risks,
(3) major players,
(4) correlations
 Exposure change per Risk Rating, Risk Capital, Earnings at Risk, Cost of
  Credit, Weighted Average Loss Norm/Portfolio Risk Rating(if applicable)
  Severity and materiality of the results of expected stress scenarios
 Major remedial management actions and the risks that can be avoided or
  minimized, including the use of active portfolio management strategies to
  mitigate risks
 Preparation of recommendations for triggers to initiate remedial action to
  prevent future loss
 Implications of stress testing on capital adequacy /Basel II directives
 
       
 
  Duration  
  2 days  
     
   
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