Bank Stress Testing in Practice
Summer School of , 10 ECTSEconomics, commerce, management and accounting
|Institution||Aarhus University (AU)|
|Tuition per term (Non-EU/EAA/CH)||1360 EUR|
|Tuition per term (EU/EAA/CH)||552 EUR|
DescriptionThe financial crisis demonstrates how rapidly market conditions can subject banks to significant strain or even their collapse, hence the need for identifying, testing, and reducing vulnerabilities at banks and other financial institutions. For this reason, stress testing is occupying a prominent place in the risk management areas, macro-prudential regulation and financial supervision of banks and financial institutions.The course aims to provide a solid knowledge of stress testing methodologies using severe scenarios and a set of benchmark assumptions as an important tool in macro-prudential frameworks, risk-management practices, and financial supervision at banks and financial institutions. Through the use of case studies during class time, the course covers both bank and individual portfolio stress testing techniques, as well as macro stress testing. The participants will be able to develop and carry out a comprehensive stress test programme throughout the development of tools and extensive comparison with real-life banking cases and practical examples in order to test the strength and resilience of portfolios, banks and financial systems as a whole in the worst scenarios and under sudden shocks. To this end, the participants will access to the data they need and work during class time to make informed decisions about the resilience of banks as part of an ongoing process to identify and reduce vulnerabilities.
About the DegreeThis is a summer course that counts 5 or 10 ECTS.
- You must be enrolled in a university programme at the time of the AU Summer University
- If you are applying for admission to AU Summer University courses at the Master level, you must hold a relevant Bachelor's degree (or as a minimum 180 ECTS in your study programme
- The application deadline is March 15th
TuitionThe tuition fee varies from course to course. Find the price on the individual course page. Find more information here http://www.au.dk/en/summeruniversity/feesandlivingexpences/
For Further InformationYou can find more information on the programme here www.au.dk/summeruniversity
If you have any questions regarding the programme please write firstname.lastname@example.org