Courses

12 May 2009

Morning - Presentation
09.00 - 12.00 		 Enterprise-Wide Risk Management: Best Practices for Stress Testing and Scenario Analysis 

  • Challenges in enterprise wide risk management
  • Usage of stress tests and scenario analysis
  • Reverse stress testing

Leonard Matz, SunGard

Afternoon -
Training
13.30 - 17.00		 Applied Liquidity Risk Management Using Ambit BancWare Focus ALM

  • Defining stress tests
  • Calculation of survival horizon
  • Hands-on application with a case study

Trainers: SunGard Consultants