Stress Testing, 2017
Theme: Stres Testing
Status: February 20, 2017
Duration: From February 20 till February 24, 2017
Organizers: Banking Control Commission of Lebanon & METAC
Participant Profile: Heads and Senior staff Banking Control Commission
Bank Under Stress
Introduction to Stress Testing
Micro and Macro Prudential Stress Testing
Typical Stages in Stress Testing
Introduction to Solvency Stress Testing
Developing the Assumptions
Sourcing Data and Setting the Base Date Position
Introduction to the Cihak Model
Introduction to Credit Stress Testing using the Cihak Model
Introduction to Credit Stress Testing using the Cihak Model – Q & A
Introduction to Interest Rate Stress Testing using the Cihak Model
Introduction to Interest Rate Stress Testing using the Cihak Model – Q & A
Introduction to Liquidity Stress Testing using the Cihak Model
Introduction to Liquidity Stress Testing using the Cihak Model – Q & A
Introduction to Foreign Exchange Stress Testing using the Cihak Model
Introduction to Interbank Contagion Tests using the Cihak Model
Introduction to Interbank Contagion Tests using the Cihak Model – Q & A
Introduction to Scenario Stress Tests using the Cihak Model
Introduction to Scenario Stress Tests using the Cihak Model – Q & A