Stress Testing, 2017

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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