概要
This eCourse focuses on the challenges of stress testing for banks as well as the different types of stress test based on risk type. It also looks at regulatory stress testing and provides examples of macro and micro stress tests that regulators have conducted.
宗旨
On completion of this course, you will be able to:
- Recognize the issues and challenges that banks face when conducting stress tests
- Identify the different types of stress test that banks undertake for different risk types
- Recognize the difference between macro and micro stress tests that are undertaken for regulatory purposes
內容
Stress Testing in Practice
Topic 1: Stress Testing Issues & Challenges
Topic 2: Bank-Specific Stress Tests
Topic 3: Regulatory Stress Tests