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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Stress testing: Encompassing perspective on Basel pillar I and II risks

A comprehensive understanding of the prescribed requirements in the guidance along with a deep dive into the practical aspects

18-19 Sep 2019
Singapore, Singapore

Why You Should Attend

Stress testing: Encompassing perspective on Basel pillar I and II risks

Periodic occurrences of stress scenarios of varying nature in terms of associated risk types, severity and longevity have galvanized the banking regulators across the globe to take concrete measures in terms of coming up with specific regulatory preions to minimize the possibility of a banking institution getting wiped out in the wake of extreme market postures. The regulatory emphasis on strengthening the stress testing infrastructure at the banks has gained impetus post realization of the unforeseen and pervasive damage caused by the global financial crisis (GFC) in 2007-2008.

In the GFC aftermath most banking regulators have acknowledged the significance of an integrated approach to stress testing, accordingly the banks in the respective regions are expected to subject their comprehensive set of exposures to scenarios prescribed by the regulator as well as internally carved out ones. It is noteworthy that banking regulators are expecting Pillar 1 as well as Pillar 2 risks to be subjected to a bank’s articulated stress testing program.

The two-day workshop provides understanding of the regulatory requirements and internal risk management principles related to stress testing. This also elaborates various types of stress testing programs and how a practitioner can go about performing the stress testing. It will cover the scenario generation, methodology for performing stress testing and interpretation of results. The course will also provide some hands on examples for different types of stress testing.

Key Topics

  • Better understanding of the factors / parameters impacting stress testing.
  • Ability to carve out bespoke stress test scenarios for custom portfolios.
  • Self-execution of the stress test scenarios in a simplified spreadsheet-based setup.
  • Enhanced analytical ability to evaluate the system generated stress testing results.
  • Be in a better position to meet the regulatory expectations around stress testing.
  • Previous Attendees Include

    • Maybank • ING • JPMorgan • NAB • ANZ • Westpac • Nomura • Morgan Stanley • Standard Chartered• Mizuho • RBS • Sberbank • Nordea • Credit Agricole • Vietcom Bank • Santander • ICICI • Societe Generale • HDFC Bank India

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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Jude William

    Suite A-20-1, Level 20, Hampshire Place Office
    157 Hampshire, 1 Jalan Mayang Sari

    +603 – 2603 2584
    Email: judew@marcusevanskl.com