Objective

Stress testing is one of the instruments used by banks, central banks and supervisory authorities to detect potential vulnerabilities.

Banks are expected to conduct regular stress tests, particularly in order to ensure their capital adequacy. In addition, central banks and supervisory authorities conduct stress tests for the purpose of assessing the resilience of banks on a micro- and macroprudential level.

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

Contents

• Introduction to supervision in Germany and Europe
• 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
• 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 supervisory stress testing approaches used in their jurisdiction and be prepared to share their knowledge with other participants in the group. Active participation, for example in the form of a short presentation on stress testing initiatives, is mandatory.

Please note

Active participation in the form of a short presentation on stress testing initiatives is mandatory. A nomination is required in order to participate in our in-person courses.