8th Edition Stress Testing and Scenario Generation

Time: 5-7 June 2013
Venue: Frankfurt, Germany

The conference provides the ideal platform to raise these issues and discuss how banks throughout Europe are adapting their stress testing framework. The event will explore best practice methodology in all stress testing including credit risk, liquidity risk and reverse stress testing. Stress testing and scenario generation is recognised as a fundamental requirement for all banks.

Key Topics:

  • Learn how stress testing can be used both in day-to-day risk management and for capital planning
  • Assess your risk-taking capacity and the exposures of your organisation
  • Evaluate how to identify and manage multiple risks in stress testing
  • Integrate local market conditions into your group-wide stress testing framework
  • Understand developments in reverse stress testing and liquidity stress testing

For more info http://www.marcusevans-conferences-paneuropean.com/...



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