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
