Kurse

12. Mai 2009

Morgen -
Präsentation
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

Nachmittag -
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