Application deadline

8 December 2023

Please note

Active participation in the form of a short presentation on stress testing initiatives is mandatory.

Objective

The importance of comprehensive risk management and of keeping techniques and methodologies up to date at all times has been made abundantly clear by recent developments in financial markets. Stress tests are one of the instruments used by banks, central banks and supervisory authorities to detect potential vulnerabilities.

Consequently, banks have clearly expanded and refined their methodologies in this area. Banks are called upon, not least by supervisors, to conduct regular stress tests in order to ensure their capital adequacy. Furthermore, stress tests are conducted by central banks for the purpose of stability studies.

This course aims to share comprehensive expert knowledge on stress testing. It will focus on both theory and practice wherever possible.

Contents

• Basic principles of stress testing
• Application of stress tests at banks
• Stress tests as a source of information for supervisors
• The Bundesbank’s stress tests, e.g. on small and medium-sized banks and on climate risk
• Macro stress tests
• EU-wide stress testing exercises

Target group

This course is aimed at experts in banking supervision or financial stability with a sound background in stress testing. They should have a thorough understanding of the stress testing approaches used at their central bank and be prepared to share their knowledge with the other participants in the group. Active participation in the form of a short presentation on stress testing initiatives is mandatory.