Leveraging on Stress Testing
SPECIALIZED SEMINAR IN BUCHAREST
Dates
Friday June 14, 2019 ,9:00 – 17:00Place
HOTEL BERTHELOT BUCHARESTLeveraging on Stress Testing
The road ahead
Practitioners working within the following areas will derive particular benefit from this seminar : Risk Management, Internal Audit, Risk Control and Reporting, Compliance, Basel Implementation, Credit risk functions, Market risk functions.
Instructor
Dr. Faidon Kalfaoglou
Senior Economist at the Bank of Greece, holds a BA in Economics degree from University of Athens, MA in Economics and Econometrics from University of Kent, England and a Phd in Banking from the University of Athens. He has extensive professional training experience and he has published several papers in periodicals.
Topics
| · The concept of stress testing
– Stress testing fundaments – Regulatory stress tests (Fed and EBA/ECB) – Solvency stress testing – EBA/BCBS guidelines – Limitations – · Alternative approaches and methodologies – Top-down vs Bottom-up approach – Bottom-up methodologies – Scenario creation – Reverse stress testing – Macro-stress testing
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· Risk coverage
– Credit risk stress testing – Market risk stress testing – Interest rate risk stress testing – Operational risk stress testing – Liquidity risk stress testing · Stress testing as a risk management tool – Risk analysis and risk response – Risk appetite – Capital planning – ICAAP/ILAAP principles – Pillar 2 capital guidance – Liquidity stress testing – Managerial actions
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CONTACT DETAILS: Matina Tsochali Tel.: 0030 210-5284325, fax: 0030 210-3218765 e-mail: matina.tsochali@oikonomotexniki.gr
