Stress testing for consumer and commercial portfolios – join our webinar at 10am (GMT) on 31 October 2013
Stress testing for consumer and commercial portfolios is now part and parcel of credit risk management regulatory reporting.
With more robust stress testing being required, the analysis can also be applied usefully to extract additional value across a number of other functions within credit risk management and financial planning.
Economic stress testing allows managers to quantify the sensitivities of their portfolios to significant economic change and assess the implications for provisioning, capital allocation and regulatory compliance. Basel II & III mandate certain portfolio stress tests alongside prescriptions for capital approaches.
Our webinar will outline how a high-level regulatory scenario can be developed, turned into a narrative for your business and how it can be applied to portfolios at a summary and detailed level. But spaces are limited, so please pre-register today by clicking here.