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Improve your understanding of scenario planning and stress testing by incorporating macro threats into your regular business planning.
You will be challenged to think about macro threats as part of your ordinary business planning and be encouraged to develop early warning indicators of potential threats. We will focus on the thinking and planning required to carry out stress testing. We will then look at the impact of assumptions and their effects on key measures of risk and capital adequacy, as well as on the development of triggers to initiate remedial action and minimize loss.
Relevant segmentation and dimensions that need to be considered for stress testing: industries, portfolios, products, geographies, among others
Impact of assumptions and their effects as they relate to:
▸Main drivers and key success factors
▸Major risks and players, and
▸Correlations
Exposure change per risk rating, risk capital, earnings at risk, cost of credit, weighted average loss norm, portfolio rating (if applicable)
Severity and materiality of the results of expected stress scenarios
Major remedial management actions and the risks that can be avoided or minimized.
Preparation of recommendations for triggers to initiate remedial action to prevent future loss
Implications of stress testing on capital adequacy / accords directives
Simulations, group discussions, presentations
Individuals from any business segment within a financial group.
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