Risk Management#1027
Banking Risk Management
Gives banking professionals a practical grasp of the main bank risk types and how to identify, measure, monitor and control them within an enterprise framework.
5 Days·Classroom
Stress Testing & Scenario Analysis
Teaches how to design, run and interpret stress tests and scenarios that reveal the impact of adverse conditions on bank capital, liquidity and asset quality.
BRM · Risk Management#1035Classroom
Download BrochureView Upcoming Dates
Free substitution at any time · 30+ days' notice: full refund minus 10%. Cancellation policy
Sectors:Finance, Investment & BankingCategories:Risk Management
Course Overview
Stress Testing & Scenario Analysis is a comprehensive professional training course designed to equip banking and financial professionals with the knowledge, analytical techniques, and practical skills required to design, implement, interpret, and enhance stress testing and scenario analysis frameworks. In today's rapidly evolving financial environment, characterized by economic uncertainty, market volatility, geopolitical developments, technological disruption, and increasingly stringent regulatory expectations, Stress Testing & Scenario Analysis has become a critical component of effective risk management, strategic planning, and organizational resilience. This course provides participants with a structured understanding of internationally recognized stress testing methodologies and scenario analysis frameworks used across banking and financial institutions. Participants will explore how stress testing supports the assessment of potential impacts on capital adequacy, liquidity, profitability, asset quality, and overall financial performance under both expected and extreme but plausible conditions. The course emphasizes the strategic role of stress testing in strengthening decision-making, enhancing governance, and supporting enterprise-wide risk management. The program also examines a broad range of stress testing techniques, including sensitivity analysis, scenario analysis, reverse stress testing, macroeconomic stress testing, and integrated risk assessments covering credit risk, market risk, liquidity risk, operational risk, and enterprise risk management. Participants will gain practical knowledge of scenario design, model assumptions, stress testing governance, regulatory expectations, reporting practices, and the integration of stress testing results into capital planning, contingency planning, and business continuity strategies. Through practical workshops, real-world banking case studies, and interactive exercises, participants will strengthen their ability to build stress testing frameworks, evaluate scenario outcomes, interpret risk exposures, and communicate results to executive management, boards, and regulatory authorities. By the end of the course, participants will be equipped to improve organizational resilience, strengthen risk-informed decision-making, support regulatory compliance, and enhance long-term financial sustainability through effective Stress Testing & Scenario Analysis.
Learning Objectives
- Analyze the principles and regulatory expectations of Stress Testing & Scenario Analysis and evaluate their application within banking institutions by the end of the course.
- Develop structured methodologies for designing, implementing, and validating stress testing and scenario analysis frameworks across banking operations.
- Evaluate the impact of adverse economic, financial, operational, and market scenarios on capital, liquidity, profitability, and asset quality.
- Apply sensitivity analysis, scenario analysis, reverse stress testing, and macroeconomic stress testing techniques using practical banking cases.
- Design realistic stress scenarios that reflect emerging risks, changing economic conditions, and organizational vulnerabilities.
- Improve risk management practices by integrating stress testing outcomes into strategic planning and executive decision-making.
- Strengthen capital planning, liquidity management, and contingency planning through effective stress testing methodologies.
- Implement governance structures, reporting frameworks, and validation processes for enterprise-wide stress testing programs.
- Assess the effectiveness of business continuity and crisis management plans using stress testing results.
- Align Stress Testing & Scenario Analysis practices with Enterprise Risk Management, regulatory expectations, and long-term strategic objectives before course completion.
Who Should Attend
This course is designed for Enterprise Risk Managers, Credit Risk Managers, Market Risk Managers, Liquidity Risk Managers, Operational Risk Managers, Chief Risk Officers, Treasury Managers, Asset and Liability Management (ALM) Managers, Capital Management Specialists, Financial Risk Analysts, Stress Testing Analysts, Compliance Managers, Internal Audit Managers, Internal Control Professionals, and specialists responsible for risk measurement and financial resilience within banks and financial institutions.
The program is equally valuable for Chief Financial Officers, Finance Managers, Strategy Managers, Executive Management Teams, Asset and Liability Committee (ALCO) members, Risk Committee members, Central Bank Professionals, Regulatory Affairs Specialists, Business Continuity Managers, Governance Professionals, and senior decision-makers responsible for capital planning, financial stability, organizational resilience, and regulatory compliance.
Learning Outcomes
- By the end of this course, participants will be able to:
- Develop an integrated Stress Testing & Scenario Analysis framework aligned with international banking practices.
- Design realistic stress scenarios covering credit, market, liquidity, operational, and enterprise risks.
- Apply sensitivity analysis, scenario analysis, reverse stress testing, and macroeconomic stress testing methodologies.
- Evaluate the impact of adverse scenarios on capital adequacy, liquidity, profitability, asset quality, and financial performance.
- Interpret stress testing results to support strategic planning and executive decision-making.
- Integrate stress testing outcomes into capital management, liquidity planning, contingency funding, and business continuity strategies.
- Prepare professional stress testing reports and executive dashboards for boards, risk committees, and senior management.
- Assess the effectiveness of governance structures supporting enterprise-wide stress testing programs.
- Recommend improvements to organizational resilience based on stress testing findings and emerging risk assessments.
- Develop a practical implementation roadmap for strengthening Stress Testing & Scenario Analysis frameworks within their institutions.
Course Outline
Course Outline:
Foundations of Stress Testing & Scenario Analysis
- Principles and objectives of Stress Testing & Scenario Analysis
- International regulatory expectations and industry best practices
- The role of stress testing in Enterprise Risk Management
- Governance, oversight, and organizational responsibilities
- Practical application: Identifying stress testing priorities within a banking institution
Scenario Design and Stress Testing Methodologies
- Scenario development methodologies
- Sensitivity analysis techniques
- Scenario analysis models
- Reverse stress testing methodologies
- Practical application: Designing realistic stress scenarios for banking risks
Applying Stress Testing Across Banking Risks
- Credit risk stress testing
- Market risk stress testing
- Liquidity risk stress testing
- Operational risk stress testing
- Practical application: Conducting integrated stress testing and interpreting results
Analysis, Reporting, and Strategic Decision-Making
- Interpreting stress testing results
- Capital adequacy and liquidity impact assessment
- Executive reporting and regulatory communication
- Integrating stress testing into contingency planning and business continuity
- Practical application: Preparing comprehensive stress testing reports and management recommendations
Building a High-Performance Stress Testing Framework
- Integrating Stress Testing & Scenario Analysis with Enterprise Risk Management
- Strengthening governance, validation, and regulatory compliance
- Emerging trends in stress testing and advanced risk analytics
- Continuous improvement of enterprise stress testing programs
- Final workshop: Developing a comprehensive Stress Testing & Scenario Analysis implementation plan that includes governance enhancements, scenario design methodologies, sensitivity analysis, reverse stress testing, capital and liquidity assessments, executive reporting, contingency planning, model validation, and continuous improvement initiatives to strengthen organizational resilience, regulatory compliance, strategic decision-making, and sustainable financial performance.
Upcoming Dates
Selected date
Riyadh · 8 – 12 Mar 2027 · Classroom
Need more details?Chat with us on WhatsApp
| City | Dates | Price per Participant | Early Bird | |
|---|---|---|---|---|
BerlinScheduled | 2 – 6 Nov 2026 | €5,800 | — | |
LisbonScheduled | 2 – 6 Nov 2026 | €5,400 | — | |
ZurichScheduled | 2 – 6 Nov 2026 | €5,000 | — | |
CairoScheduled | 9 – 13 Nov 2026 | €3,300 | — | |
LondonScheduled | 9 – 13 Nov 2026 | €5,600 | — | |
ParisScheduled | 9 – 13 Nov 2026 | €5,700 | — | |
CasablancaScheduled | 16 – 20 Nov 2026 | €4,300 | — | |
MadridScheduled | 16 – 20 Nov 2026 | €5,400 | — | |
RiyadhScheduled | 16 – 20 Nov 2026 | €4,200 | — | |
DohaScheduled | 23 – 27 Nov 2026 | €4,400 | — | |
MakkahScheduled | 23 – 27 Nov 2026 | €4,200 | — | |
RomeScheduled | 23 – 27 Nov 2026 | €5,800 | — | |
DubaiScheduled | 29 Nov – 3 Dec 2026 | €4,400 | €3,960until 9 Nov | |
ManamaScheduled | 30 Nov – 4 Dec 2026 | €4,700 | €4,230until 9 Nov | |
SalalahScheduled | 30 Nov – 4 Dec 2026 | €5,300 | €4,770until 9 Nov | |
AmmanScheduled | 7 – 11 Dec 2026 | €3,100 | €2,790until 16 Nov | |
GenevaScheduled | 7 – 11 Dec 2026 | €6,300 | €5,670until 16 Nov | |
MilanScheduled | 7 – 11 Dec 2026 | €6,000 | €5,400until 16 Nov | |
TrabzonScheduled | 7 – 11 Dec 2026 | €4,700 | €4,230until 16 Nov | |
AmsterdamScheduled | 14 – 18 Dec 2026 | €5,400 | €4,860until 23 Nov | |
IstanbulScheduled | 14 – 18 Dec 2026 | €4,700 | €4,230until 23 Nov | |
MunichScheduled | 14 – 18 Dec 2026 | €5,400 | €4,860until 23 Nov | |
TunisiaScheduled | 14 – 18 Dec 2026 | €3,800 | €3,420until 23 Nov | |
BarcelonaScheduled | 21 – 25 Dec 2026 | €5,400 | €4,860until 30 Nov | |
Kuala LumpurScheduled | 21 – 25 Dec 2026 | €4,400 | €3,960until 30 Nov | |
MuscatScheduled | 21 – 25 Dec 2026 | €5,300 | €4,770until 30 Nov | |
ViennaScheduled | 21 – 25 Dec 2026 | €5,700 | €5,130until 30 Nov | |
OnlineScheduled | 27 – 31 Dec 2026 | €1,700 | €1,530until 7 Dec | |
BerlinScheduled | 28 Dec 2026 – 1 Jan 2027 | €5,800 | €5,220until 7 Dec | |
LisbonScheduled | 28 Dec 2026 – 1 Jan 2027 | €5,400 | €4,860until 7 Dec | |
RiyadhScheduled | 8 – 12 Mar 2027 | €4,200 | €3,780until 15 Feb |
Available in: Istanbul · Dubai · London · Riyadh · Doha · Amsterdam
Related Courses
Risk Management#1028
Enterprise Risk Management for Banks
Guides banks in building an integrated ERM framework, with clear board and risk committee oversight and risk appetite linked to strategy and daily operations.
5 Days·Classroom
Risk Management#1029
Credit Risk Management
Covers identifying, measuring, monitoring and mitigating credit risk across the credit lifecycle, including borrower assessment and internal rating systems.
5 Days·Classroom
Ready to Elevate Your Team's Capabilities?
Speak with our advisors about upcoming programmes or a bespoke corporate training plan.