Current market conditions continue to be volatile and present financial institutions new challenges. These challenges can produce considerable strain on capital. Creating a dynamic stress test that can gauge the impact of numerous variables on the balance sheet and income statement will be key to managing those capital levels. This session will provide key tips on how to create a robust stress testing framework at your institution.
Learning Objectives:
- Learn how to identify underlying risks in your existing loan portfolio
- Develop stress testing methodologies that target at risk segments in your loan portfolio
- Identify the losses that you could withstand before impacting capital position
Target Audience: CEOs, CFOs, ALCO members, controllers, chief risk officer, chief retail, funding officers