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Holistic risk management and stress testing

This course provides a synthesis of all types of risks and regulations covered by the certification, following the structure of a bank’s ICAAP (Internal Capital Adequacy Assessment Process), followed by a group stress testing exercise .

Categorie Financieel
Niveau Expert
Type opleiding Afstandsonderwijs

Beschikbare data

01/12/2020 - Holistic risk management and stress testing

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Doelgroep

This training is intended for various target groups active in business,  risk, ALM and finance who want to better understand

Vereiste voorkennis

Programma

Morning: ICAAP context, structure and main activities
 

Session 1: ICAAP context and perspectives

Session 2: ICAAP structure and content assessment

 

Session 3: Structured scenario assessment: preparing for the unexpected

 

Afternoon: Group exercise: putting ICAAP into practice + course wrap-up
 

Session 4: Group work - put ICAAP into practice

Participants are split in groups of 4-5 persons, each group working on a different part of the ICAAP, based on a stylised case of a bank’s profile and balance sheet and on the most recent EBA/ECB scenario.

Each group works on one or more of the following elements:

  1. risk profile from business model and exposure
  2. risk and mitigation from good governance and framework
  3. credit risk assessment and stress-testing
  4. market risk assessment and stress-testing
  5. liquidity risk assessment and stress-testing
  6. non-financial risk assessments: structured scenarios
  7. overall stress-testing and resilience
  8. wind-down planning

 

After working separately, each group feeds back its results to the rest of the class.

Methodologie

Duration: 1 day training
Hours: 9am - 5pm ( 6 training hours)
Address: Febelfin Academy, Aarlenstraat/Rue d'Arlon 80, 1040 Brussels

Docenten

Tamar Joulia-Paris
Risk, finance & treasury