All Upcoming Courses > Courses by date > October 2010 > LCF778

Advanced Stress Testing and Scenario Analysis  

HeongWee Chong Regional Head of Consulting (Asia-Pacific), MSCI
Date: 6 October 2010, Wednesday
(Originally scheduled for 28 Sep 10)
Time: 2:30 pm to 5:45 pm
Level: Standard
Accreditations:
CPT SFC:   3.0
CE IFPHK:   3.0
CFA CE*:   3.0
Fee: HK$ 1,900
HK$ 1,615 - 15% off for members who register online per course
Certificate of Attendance: HK$30 for members who register online per course
HK$50 for non-members per course
Language: English
Course Code: LCF778
Venue: Courses & Seminars Limited
22nd Floor,
100 Queen's Road Central,
Hong Kong
MAP
   
Categories: Nil
  
*
C&S is registered with CFA Institute as an Approved Provider of Continuing education programs. This program is eligible for 3 CE credit hours, as granted by CFA Institute. If you are a CFA Institute member, CE credit for your participation in this program will be automatically recorded in your CE Diary.

 
Course Details
Stress-testing is now de rigueur for financial institutions. Regulators, management, shareholders and investors are demanding for more rigorous stress-testing analysis in response to the scrutiny on risk models after the financial crisis. This course will equip participants with the practical knowledge to formulate and implement effective stress tests, as well as discuss recent regulatory changes driven by BIS and the UK FSA. In addition, the integration of stress-testing into risk governance will be highlighted, and best practices will be shared to ensure that organizations are fully leveraging the tools available to them.
 
Highlights of the Course:

  • Objectives of stress testing
  • Engaging stakeholders and integration with risk governance
  • Designing a robust and comprehensive stress testing framework that is credible
  • Regulatory developments in response to the financial crisis
  • Integration of market and credit risk
  • Case studies and Reverse Stress Testing
  • Summary and questions