Advanced Stress Testing and Risk Management
Master stress testing methods and regulatory requirements in finance. Learn CCAR/DFAST implementation and understand post-crisis reforms.
Master stress testing methods and regulatory requirements in finance. Learn CCAR/DFAST implementation and understand post-crisis reforms.
This comprehensive economics and finance course focuses on the practical implementation of CCAR/DFAST stress testing in the US financial sector. Students will explore various stress testing approaches, regulatory requirements, and the impact of the 2007-2008 financial crisis on risk management practices. The course covers essential topics like scenario design, risk factor modeling, and reverse stress testing while providing valuable insights into prudential risk regulation. Participants gain practical skills through real-world applications and receive a prestigious NYIF certificate upon completion.
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Instructors:
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What you'll learn
Describe and implement common approaches to stress testing
Analyze challenges in designing effective stress test scenarios
Execute comprehensive stress tests for financial institutions
Compare reverse stress testing with conventional methodologies
Evaluate prudential risk regulation effectiveness
Skills you'll gain
This course includes:
PreRecorded video
Graded assignments, exams
Access on Mobile, Tablet, Desktop
Limited Access access
Shareable certificate
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There are 3 modules in this course
This comprehensive course delves into the practical aspects of stress testing and risk regulation in the financial sector. The curriculum covers various approaches to stress testing, including historical scenarios and credit stress analysis. Students learn about regulatory requirements, scenario design challenges, and the implementation of comprehensive stress tests for large financial institutions. The course also explores reverse stress testing, prudential risk regulation, and the ongoing capital debate in the banking sector. Special attention is given to CCAR/DFAST testing procedures and their practical applications in US financial institutions.
Stress Testing
Module 1
Regulatory Stress Tests
Module 2
The Capital Debate
Module 3
Fee Structure
Instructor
17 Courses
NYIF Instructor Specializing in Asset Pricing and Risk Management
Anton Theunissen is an instructor at the New York Institute of Finance (NYIF) with over twelve years of experience in financial services and more than a decade in academia, teaching finance, economics, and mathematics to both graduate and undergraduate students. His areas of expertise include asset pricing, fixed income, credit risk, market risk, and financial mathematics. Anton's research interests focus on the effects of securitization and rational default behavior on mortgage credit extension, contributing valuable insights to his teaching and coursework
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Frequently asked questions
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