Stress Testing and Scenario Analysis for Banks
A capital ratio calculated in calm conditions says little about whether a bank survives a bad year. This course covers building and using stress tests that management actually believes.
Course outline
What this programme covers, module by module.
- 01A ratio calculated in calm weather
- 02Scenario design, severity and plausibility
- 03Translating a scenario into credit losses and provisions
- 04Market, interest rate and funding stress alongside credit
- 05Capital and liquidity adequacy measured under stress
- 06Reverse stress testing and finding the breaking point
- 07Management actions, board reporting and the recovery plan
What you will gain
- Design scenarios severe enough to be useful
- Translate a scenario into losses and balance sheet effects
- Model credit, market and funding stress together
- Assess capital and liquidity adequacy under stress
- Build reverse stress tests that find the breaking point
- Report results so the board can act on them
Who should attend
- Risk managers and capital planning staff
- Treasury and asset liability staff
- Regulatory reporting and compliance teams
- Internal auditors reviewing stress testing
Upcoming sessions
| Date | City | Duration | Fees | Book |
|---|---|---|---|---|
| 2 to 4 Nov 2026 | Johannesburg | 3 Days | R13,000 | |
| 16 to 18 Nov 2026 | London | 3 Days | US$1,500 | |
| 1 to 3 Dec 2026 | Dubai | 3 Days | US$1,500 | |
| 11 to 13 Jan 2027 | Pretoria | 3 Days | R13,000 | |
| 15 to 17 Feb 2027 | Durban | 3 Days | R13,000 | |
| 13 to 15 Apr 2027 | Cape Town | 3 Days | R13,000 | |
| 28 to 30 Jun 2027 | Johannesburg | 3 Days | R13,000 |
Fees are per delegate and exclude VAT. Public intakes are confirmed once minimum numbers are met. We also deliver this course on your own schedule, in-house or live online.
Enquire about this course
Register your team or ask for a tailored in-house quote. We reply within one working day.
WhatsApp usCourse brochure (PDF)- Fees from
- R13,000 per delegate
- Duration
- 3 Days
- Field
- Banking & Financial Services
- Formats
- In-house, public, online
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