Banking Risk Management - Part 5

Banking Risk Management - Part 5

Overview

This eCourse focuses on the challenges of stress testing for banks as well as the different types of stress test based on risk type. It also looks at regulatory stress testing and provides examples of macro and micro stress tests that regulators have conducted.

Objective

On completion of this course, you will be able to:
- Recognize the issues and challenges that banks face when conducting stress tests
- Identify the different types of stress test that banks undertake for different risk types
- Recognize the difference between macro and micro stress tests that are undertaken for regulatory purposes

Content

Stress Testing in Practice
Topic 1: Stress Testing Issues & Challenges
Topic 2: Bank-Specific Stress Tests
Topic 3: Regulatory Stress Tests

Details

Code
TERFR19010201
Venue
ePlatform
Language
English
Level
Intermediate
Hours
SFC:1.00, PWMA:1.00
Fees
Non-Member: HK$410
Staff of Corporate Member: HK$290
All Member: HK$290