Mastering Stress Testing Asia 2011

Stress testing tends to be a “box-checking” activity at most financial institution with little real impact on management-decision making. Part of the problem lies in the ad-hoc nature of most stress testing. Increasingly, banks are integrating stress testing into their risk management and business planning processes, yet most still find implementing stress testing effectively very challenging.

This workshop will allow participants to leverage on stress testing to actively drive management actions and increase confidence in risk management and business planning. Regulations will be easier to comply with along with increased transparency, adding crucial advantage in a market characterised by lack of confidence and turbulence. We will focus on the concepts, methodologies and tools for undertaking comprehensive stress testing at a bank or large financial institution with exposure to market, credit and liquidity risks. We will consider stress testing both assets and liabilities as well as stressing the drivers of profit/loss (P&L). We will take the time to discuss implications and highlight examples when relevant.

It will be led by Dr Jeffrey R Bohn, co-founder, CEO and Head of Research of both Soliton Financial Analytics (SFA) in Hong Kong and Soliton Japan in Tokyo.

Seats are limited! To secure your seats or for more information, call us today at +65 6557 9183 or email us at [email protected].