View by Day

Tuesday, 19 November 2019
Time: 18:00 - 20:00
Course instructor: Oldřich Valta, Senior Manager EY

Registration for this workshop is closed.

In this practical session we will cover these topics:

1. What is a stress test?
2. Regulatory requirements for a stress test
3. Overview of supervisory stress tests
4. Internal stress testing
   • Macroeconomic and idiosyncratic factors
   • Credit Risk, Market Risk, Op Risk, Liquidity Risk
   • Connecting the dots into a complex stress test
5. New trends in stress testing

Please read about our selection process. Follow EDH on Facebook for the latest news and tips.

We thank our partner for supporting the Economics Discovery Hub.