Stress Testing [in Czech], March 10, 2011, Prague
10.03.2011Company: Advanced Risk Management, s.r.o.
The seminar describes in details the stress testing - one of the most used risk measurement methods.
The first part is focused on the basic principles of stress testing and creation of stress scenarios. A substantial part of the seminar is dedicated to the principles of stress testing of financial risks - market, credit, operational and liquidity risks.
Participants will be familiar with regulatory requirements including the requirements of Basel II and Basel III, forthcoming. Individual principles will be illustrated with practical examples.
Contact person:
Lenka Nedvědová
nedvedova@arm.cz
+420 257 290 392
www.arm.cz
