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Can't travel? Don't want to travel? LFS LiveLFS Live brings the class to you!

  • Live interactive training from world renowned practitioners in the comfort of your own home
  • Real classroom experience without the inconvenience of travel
  • World class teaching from the comfort of your preferred location

Please contact us for more information at info@londonfs.com.

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Bank Stress Testing

An in-depth workshop on bank capital stress testing, applying both econometric and fundamental stress models to the major retail and corporate banking credit risks, as well as stressing market and operational risks.

The stress testing models that are developed during the course can be used for banks’ Pillar 2 Internal Capital Adequacy Assessment Process (ICAAP) and Supervisory Review and Evaluation Process (SREP), as well as for external, supervisor-driven and investor-driven stress tests.

Throughout the programme participants develop the different modules of a stress test of a large bank, culminating in a complete stress test model. Case studies explore various approaches from a number of European, US and Asian banks.  

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  • Date:
  • Venue:
  • This course is only available via LFS LiveLFS Live
  • Fee:
  • £1395 per day
    £2790 total

This course is also available in New York Time Zone and Singapore Time Zone

Who The Course is For
  • Stress testing staff at banks
  • Capital management staff
  • Treasury/ALCO staff
  • Quants
  • Risk management staff
  • Senior management
  • Bank supervisors and resolution authorities
  • Bank equity and credit analysts and portfolio managers
Learning Objectives
  • Build a complete bank capital stress test model, encompassing both econometric and fundamental models of retail and corporate credit risk, market risk and operational risk
  • Learn how to apply the model for any of Internal Capital Adequacy Assessment Process (ICAAP), external supervisor-driven stress tests or investor-driven stress tests
  • Review the various approaches taken by different banks and supervisors in their capital stress testing, from a range of European, US and Asian banks
Prior Knowledge
  • Basic understanding of financial statements
  • Familiarity with Microsoft Excel

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