معهد الدراسات المصرفية

المملكة الأردنية الهاشمية

((Stress Testing))


المحاضر تاريخ البداية تاريخ النهاية توقيت البداية توقيت النهاية مكان الانعقاد عدد الساعات سجّل الآن
د. اسامة محمود الكيلاني
2019-10-13 2019-10-16 16:30 19:30 عمان 12

(Objectives / الأهداف)

:

- By the end of this training course , participants will able to learn about modern methodologies in the application of Stress Testing and its uses at all levels of the Bank.


(Contents / المحتويات)

:

-       Introduction and definitions.

-       What are stress tests?

-       History of stress testing.

-       Stress testing governance.

-       Responsibilities of board and senior management.

-       Policies, procedures and documentation.

-       Validation, independent review and role of internal audit.

-       Aspects of stress testing governance.

-       Key elements of a stress testing framework.

-       Objectives and use of stress tests.

-       implementation – technical requirements and design.

-       Stress testing and other risk management tools.

-       Stress testing and other risk measures.

-       Stress tests with VaR models.

-       Stress testing weaknesses and recommendations.

-       Stress testing and risk governance.

-       Stress testing methodologies.

-       Stress testing scenarios.

-       Practical applications.



(Participants / المشاركون)

:

-       Risk, audit and financial managers and officers.