The first part of the seminar is focused on the basic principles of stress testing and scenario development. A substantial part of the seminar is devoted to the principles of stress testing of individual financial risks - market, credit, operational and liquidity. Participants get acquainted with regulatory requirements - especially Basel II and the forthcoming Basel III requirements. The individual principles are then demonstrated by practical examples.
The seminar is intended for specialists from risk management and internal audit departments in banks and insurance companies.
Lecture:
Mgr. Ing. Vaclav Novotny, Advanced Risk Management, s.r.o.
Contact person:
Karolína Krásová
e-mail: krasova@arm.cz
Tel.: 257 290 393
www.arm.cz
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