By the end of this training course, trainees will be able to : -       Define the concept, objectives, and evolution of stress testing in the banking industry. -       Differentiate between various stress testing techniques including sensitivity analysis, scenario analysis, and reverse stress testing. -       Explain the relationship between stress testing, Value-at-Risk (VaR), Expected Shortfall, and other quantitative risk measures. -       Design historical and hypothetical stress testing scenarios for different banking risks. -       Apply stress testing methodologies to: -       Credit Risk. -       Market Risk. -       Liquidity Risk. -       Operational Risk. -       Analyze the impact of stressed macroeconomic and financial variables on bank performance and resilience. -       Evaluate the effect of stress scenarios on capital adequacy, liquidity positions, earnings, and portfolio quality. -       Identify stress testing governance requirements, including: -       Roles of the Board and Senior Management. -       Policies and procedures. -       Validation and independent review. -       Internal audit responsibilities. -       Interpret stress testing outputs and use them to support strategic decision-making, contingency planning, and risk appetite frameworks. -       Recognize the limitations, assumptions, and practical challenges associated with stress testing implementation.