Stress-Testing for Banks

14th – 16th April 2014, Nairobi, Kenya


Contact Info: Bill Tng;, Tel: +65 6297 8545, Fax: +65 6297 8645

Why Attend?

Stress Testing is the process of simulating and analysing various scenarios to determine the ability of a financial institution to deal with a crisis situation or a significant credit event resulting from a party’s default or deferment in making payment. These situations will have a profound impact on banks’ balance sheets and liquidity, and it is important to conduct regular reviews and testing periodically to ensure that every financial institution has sufficient funds to tide over a crisis. A re-run of the 2008 Lehman Brothers collapse has to be avoided at all costs. If any bank falls behind in the implementation of stress tests and capital adequacy standards, it may not be able to secure favourable credit lending rates and will likely lose out to rivals. On the other hand, banks that pass stringent stress tests might be able to secure more capital and funding for itself, opening up various channels of profit-generating business opportunities.

Salvo Global’s 3-day intensive Masterclass onStress Testing for Banks will provide delegates with comprehensive strategies and approaches to stress testing, Value at Risk (VaR) and its relationship to stress testing and scenario analysis, and an overview of the regulatory environment with the implementation of Basel requirements.

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