Asia Risk - Advanced Stress-Testing course
September 22-23, 2009 - Hong Kong

Speaker: Corinne Neale

Credit risk stress testing

  • Defining a credit risk stress-testing and scenario analysis plan
  • Approach to stress test credit risk dimensions
  • Approach to stress test credit risk types and Basel reconciliation
  • Using stress testing as a validation tool
  • Stress testing management applications on credit portfolios