Stress Testing for Banks MasterClass

The Stress Testing for Banks MasterClass covers topics such as:

• Econometric models, vector autoregressions, Kalman Filters and more
• Econometric models, vector autoregressions, Kalman Filters and more
• Bank use test – regulatory and bank views
• Mapping economic scenarios

The Stress Testing for Banks MasterClass brings together Analysts, Vice Presidents, Directors, Senior Managers from:

• Capital Management
• Treasury Functions
• Governance
• Regulatory Compliance
• Risk Analytics
• Audit
• Market Risk Management

The Stress Testing for Banks MasterClass will be held on 25-26 May 2021.