Stress testing and practical aspects of scenario creation
The seminar focuses on the basic principles of stress testing and practical aspects of scenario creation. A substantial part of the seminar is devoted to the principles of stress testing of individual financial risks – market, credit, operational and liquidity. Participants will learn about regulatory requirements, especially Basel II/III requirements and relevant EBA Guidelines. Individual principles will be subsequently demonstrated on practical examples. The seminar is primarily intended for risk management specialists and internal audit specialists.
Lectures:
Mgr. Ing. Vaclav Novotny, Advanced Risk Management, s.r.o.
Invitation: http://www.arm.cz/images/stories/seminare/arm_pozvanka_st_2019_06.pdf
Contact person:
Monika Zárubová
e-mail: zarubova@arm.cz
Tel.: 257 290 252
Register at zarubova@arm.cz
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