Events at CERGE-EI

Tuesday, 19 November, 2019 | 16:00 | Economics Discovery Hub

Practical Workshop: Stress Testing

Tuesday, 19 November 2019
Time: 18:00 - 20:00
Course instructor: Oldřich Valta, Senior Manager EY

Registration for this workshop is closed.

In this practical session we will cover these topics:

  1. What is a stress test?
  2. Regulatory requirements for a stress test
  3. Overview of supervisory stress tests
  4. Internal stress testing
    • Macroeconomic and idiosyncratic factors
    • Credit Risk, Market Risk, Op Risk, Liquidity Risk
    • Connecting the dots into a complex stress test
  5. New trends in stress testing

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EY supports the Economics Discovery Hub