Denmark, Aarhus

Bank Stress Testing in Practice

when 24 July 2017 - 11 August 2017
language English
duration 3 weeks
credits 10 ECTS
fee EUR 552

The financial crisis demonstrates how rapidly market conditions can subject banks to significant strain or even their collapse, hence the need for identifying, testing, and reducing vulnerabilities at banks and other financial institutions. For this reason, stress testing is occupying a prominent place in the risk management areas, macro-prudential regulation and financial supervision of banks and financial institutions.

The course aims to provide a solid knowledge of stress testing methodologies using severe scenarios and a set of benchmark assumptions as an important tool in macro-prudential frameworks, risk-management practices, and financial supervision at banks and financial institutions. Through the use of case studies during class time, the course covers both bank and individual portfolio stress testing techniques, as well as macro stress testing. The participants will be able to develop and carry out a comprehensive stress test programme throughout the development of tools and extensive comparison with real-life banking cases and practical examples in order to test the strength and resilience of portfolios, banks and financial systems as a whole in the worst scenarios and under sudden shocks. To this end, the participants will access to the data they need and work during class time to make informed decisions about the resilience of banks as part of an ongoing process to identify and reduce vulnerabilities.

Course leader

Samuel Da Rocha Lopes

Target group

Business students

Course aim

Master's level

Fee info

EUR 552: Danish and EU/EØS (tomplads): 552 EUR
EUR 1360: NON-EU-EØS students (free-mover): 1360 EU



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