Stress Testing Masterclass 2012

More information on Stress Testing Masterclass

The banking industry has been put under a lot of "stress" from the global financial crisis, the European sovereign debt crisis and regulators across the planet have responded with a wave of new requirements for banks to meet.

This includes Basel III, new liquidity and capital requirements and stress testing.

This program looks at how banks can model funding liquidity and how they can stress test their trading and banking book for adversity from market shocks.

Stress Testing Masterclass 2012 venue will be held at Royal Orchid Sheraton Hotel & Towers on June 25-26 2012.

WHY YOU CANNOT MISS THIS EVENT

This is an exciting event which takes complicated concepts and delivers new insight into how to meet the demanding and changing requirements of banking and risk management. Not only will a clear roadmap be delivered to assist risk management teams stress test potential exposures, real life working examples will be given.

The class will be able to take away working models on CD which can be used for stress testing back in the office.

WHO SHOULD ATTEND

The program is ideal for credit risk portfolio teams, regulatory reporting teams, market risk practitioners, and chief risk officers wanting to understand how to go about stress testing for the banking environment.