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29th SEACEN-FSI Seminar on Stress Testing in Supervision and Risk Management

Venue :Thailand
Host Name :Bank of Thailand
Date From :16 Mar 2015
Date To :19 Mar 2015

Descriptions

Target Group: The Seminar targets bank supervisors with three or more years of practical experience in monitoring bank soundness. Experience in conducting stress testing and good grasp of Basel II Pillar 2 would be an added advantage. Officers involved in the regulation and policies department are also encouraged to attend this Course.

Objective

This Seminar will provide participants an opportunity to apply sound practices of stress testing for an individual bank and the financial system from banking supervisory point of view. In achieving this, the participants will learn to:

 

  • (i) recognize the purpose, benefits and limitations of micro and macroprudential stress test;
  • (ii) describe stress testing in microprudential for banking supervision;
  • (iii) describe stress testing in macroprudential for banking supervision;
  • (iv) discuss stress testing in cross border consolidated supervision; (v) describe the processes in developing macroprudential stress test;
  • (vi) explain how bank rating models can be used in stress testing exercises; and,
  • (vii) apply bank stability indicators.

     

Resource Person

The faculty of resource persons will comprise technical experts and senior officials from regulatory authorities, SEACEN member banks, non-SEACEN member banks, international financial institutions, private sector banks and SEACEN internal faculty.

 

 

The South East Asian Central Banks (SEACEN)Research and Training Centre (80416-M)

 

Contact Us

Level 5, Sasana Kijang
Bank Negara Malaysia
2 Jalan Dato' Onn
50480 Kuala Lumpur, Malaysia

Tel : (+603) 9195 1888
Email : enquiries@seacen.org
 

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