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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 E-learning, Blended learning

Beschikbare data

15/03/2021 - Holistic risk management and stress testing

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