REVERSE STRESS TESTING
An in-depth discussion of ways to build, assess and enhance your framework
25th - 26th September 2018
Sheraton Imperial Kuala Lumpur
Reverse stress tests analyse the robustness and viability of business models under a range of circumstances. The objective is to identify and analyse scenarios in which the business model of a financial service firm is no longer viable and to derive mitigating actions.
Following the financial crisis all major supervisors now require financial service firms to complement their “normal” stress tests with reverse stress tests. The Bank Negara Malaysia laid out mandatory reverse stress testing requirements in Stress Testing Policy Document issued on 15 June 2017. Nevertheless, an industry best practice is still emerging. Implementations are often in an early state and vary widely in scope, nature and complexity.
This makes it difficult for risk managers, auditors, treasury managers, compliance managers, executives and other interested parties to assess what good (and not so good) practice looks like and how the current standards can be further enhanced.
Against this background the course introduces typical building blocks of reverse stress tests and discusses ways to assess and enhance existing frameworks.
Benefits of attending
No other course across the globe offers such dedicated focus on RST
First hand insight into practical experiences from the trainer and three renowned experts who have applied RST for different purposes using different approaches in different organisations
Practical tips how to enhance RST in your firm, how to tailor the RST framework to your needs and how to use RST to support your business strategy
Recommendations for further reading
Strictly limited numbers on a first come, first accepted basis
Pre-course questionnaire to establish your individual and business concerns Practical exercises to support the sessions
Comprehensive take-away course documentation
Brief Course Outline:
Introduction: What is Reverse Stress Testing ?
Approach: How can you perform RST in your organisation (A process orientated framework) ?
Implementation: What should you consider before you implement RST in your organisation ?
Case studies: What can you learn from past failures ?
Use cases: What can you learn from practical use cases ?
Learning transfer: How to enhance RST in your firm tomorrow ?
For full course detail, request the brochure by filling the form
Join us in Kuala Lumpur