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Corporate and Organizational
Risk Management Initiative in Microfinance
Pricing and Exam Schedule
2019 PRM Transition
What is the PRM?
Learning Course Catalog
Thought Leadership Webinars
Custom Enterprise Solutions
Risk Type Compass
Risk Management Challenge
Volunteer Leaders & Committees
Board of Directors
ERM 2.0 | L2: Stress Testing & Credit Risk
During this lesson, we introduce the KPIs and KRIs relevant for stress testing and discuss the steps and roles within the enterprise stress testing process. In the second half, we will zoom into the stress testing of credit risk in the banking book.
Key topics addressed in Lesson 2:
- Recap: Forward-looking Enterprise Risk Management (ERM 2.0) and the relevant drivers
- Finance and accounting fundamentals (balance sheet, provisions, P&L, profit, capital)
- Risk fundamentals (Basel capital and liquidity framework, economic capital)
- Joined risk and finance perspective, and impact on KPIs and KRIs
- Enterprise stress testing framework, processes and orchestration, and regulation
- Credit risk and IFRS 9 fundamentals (RWA, collateral, ECL)
- Stress testing credit risk, ECL, and scenario analysis and regulation
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FRTB 2.0 - What's New
Market Risk Management under Basel III/FRTB
MRM L1: Introduction to Model Risk Management...
MRM L2: Set Up MRM Framework across the Modelling ...
MRM L3: Establishing Model Inventory & Model...
MRM L4: Measuring the Model Risk & Model...