Nigerian Seminars and Trainings

Search all upcoming seminars, conferences, short management courses and training in Nigeria and around the World

business logo

Stress Testing for Banks and Other Financial Institutions

By: GODP Consulting

Lagos State, Nigeria

11 - 12 Jul, 2024  2 day

Follow Event   

  

NGN 255,000

Venue: Lagos, Ikeja

Event Video

Stress testing is part of a financial institutions’ own risk management which provides insight into capitalization health thereby assisting with the design and deployment of countermeasures for addressing potential shortfalls as well as being a toolkit for regulators. Stress testing provides an opportunity to identify potential vulnerabilities in hypothetical adverse conditions.

This course discusses recent developments in stress testing methodologies and financial stability analysis for banks, insurance companies and mutual funds. It gives participants the opportunity to learn and apply new tools used for purposes of stress testing and systemic risk analysis. New, emerging topics in stress testing, such as feedback loops between real and financial sectors etc. are also covered.

This course also reviews stress testing objectives, methodologies, techniques, and good practices. Much of the course consists of hands-on modules that expose participants to the entire stress testing cycle: from entering data and estimating macro-financial models to designing scenarios, selecting assumptions, running tests, integrating feedback loops between financial and real sectors, communicating the results, and incorporating them in policy decision making, for example, by informing the calibration of capital and liquidity buffers.

Pre-requisite

  • Good understanding of Ms. Excel
  • Good understanding of the guidance of IFRS 9

Summarized Course Outline

  • Introduction
    • What is stress-testing – capital vs liquidity stress-testing?
    • Sensitivity Analysis, Scenario Analysis and Stress testing
    • History of stress testing
    • Motivation for stress-testing – internal vs external supervisory and external investor purposes; business-as-usual vs stressed conditions; bottom-up vs top-down
    • Role of stress-testing in Internal Capital Adequacy and Assessment Process (ICAAP), Supervisory Review and Evaluation Procedure (SREP), as well as in business planning
    • Sensitivity Analysis, Scenario Analysis and Stress testing
  • Test Model
    • Understanding and modeling operating profits
    • Understanding and modeling ECL allowance
    • Understanding and modeling the statement of financial position
    • Understanding and modeling regulatory capital
  • Stress testing:
    • Stress testing of credit risk
    • Stress testing of liquidity risk
    • Stress testing of other risks
    • Practice of stress testing
  • Performing The Capital Stress Test
    • Stress scenario construction and choice of stressed capital threshold
    • Segmenting the loan portfolio
    • Peer benchmarking: Linking macroeconomic and bank-level variables.
    • Econometric techniques for stress testing
    • Stressing loan loss provisions
Lagos, Ikeja Jul 11 - 12 Jul, 2024
NGN 255,000.00(Classroom)
NGN 191,250.00(Online)
(Convert Currency)

Elizabeth Oyakhire 09160775350

5% discount for 3-4 participants from the same organization and 10% discount for 5 participants and above, from the same organization.
Highly seasoned facilitators

Related Courses

Advanced Ms. Excel I Advanced Ms. Excel I

2 day, 11 - 12 Apr, 2024 

2024-04-11 12:04:00 2024-04-11 12:04:00
Lagos State, Nigeria

GODP Consulting

You may use Excel daily or only casually, but one thing is sure—you’ve probably wished you knew more about this dynamic program. That’s why you’ll want to attend this ...

Internal Control Framework Internal Control Framework

2 day, 09 - 10 Jul, 2024 

2024-07-09 12:07:00 2024-07-09 12:07:00
Lagos State, Nigeria

GODP Consulting

This training seeks to provide participants with the knowledge and requisite skills to understand and implement Risk Management and indeed Internal Controls framework. Attendees will learn the ...

Treasury and Working Capital Mgt. Treasury and Working Capital Mgt.

2 day, 20 - 21 Aug, 2024 

2024-08-20 12:08:00 2024-08-20 12:08:00
Lagos State, Nigeria

GODP Consulting

Creating a better understanding of multiple concepts related to working capital management and determining the best approach that suits your company will require you to learn some new things in ...

Building and Developing Productive people Building and Developing Productive people

2 day, 05 - 06 Sep, 2024 

2024-09-05 12:09:00 2024-09-05 12:09:00
Lagos State, Nigeria

GODP Consulting

The success of a company and its ability to maintain its competitive edge depends fundamentally on the talent of its people, team, and leadership. Effective People Skills are crucial to personal and ...