Stress Testing and Risk Regulation – Part 2
This economics and finance course will cover the practical aspects of conducting CCAR/DFAST tests in the US. We will also review the impact of the financial (subprime) crisis of 2007 and 2008 on regulatory reform and the consequences for financial intermediaries.
Upon completion of this course, participants will receive a certificate bearing the New York Institute of Finance (NYIF) name. A NYIF certificate is a valuable addition to your credentials, proving that you have acquired the work-ready skills that employer’s value.
For those who wish to go further, students can enroll in the other four modules to earn the complete Risk Management Professional Certificate, backed by the New York Institute of Finance’s 93-year history. As a final option, students may also opt to sit for the NYIF Certificate of Mastery Exam, resulting in the Risk Management Certificate of Mastery upon successful completion.
What you'll learn
- Describe common approaches to stress testing.
- Explain challenges in designing stress test scenarios, including the problem of coherence in modeling risk factors.
- Describe the practical problems associated with conducting comprehensive stress tests for large financial intermediaries.
- Define reverse stress testing and compare it to conventional stress tests.
- Understand the critiques of prudential risk regulation.
- Lesson 1: Approaches to Stress Testing
- Lesson 2: Common Historical Scenarios
- Lesson 3: Credit Stress
- Lesson 4: Stress Testing process
- Lesson 5: Value at Risk
- Lesson 1: BIS Requirement and Stress Testing Guidelines
- Lesson 2: Regulatory Stress Tests
- Lesson 3: Regulatory Stress Test Scenarios
- Lesson 4: PNPR Modeling
- Lesson 5: Critiques and Benefits
- Lesson 1: Capital
- Lesson 2: Bank Leverage Reduction
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Rating | Not enough ratings |
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Length | 4 weeks |
Effort | 1 - 2 hours per week |
Starts | On Demand (Start anytime) |
Cost | $349 |
From | NYIF, New York Institute of Finance via edX |
Instructor | Anton Theunissen |
Download Videos | On all desktop and mobile devices |
Language | English |
Subjects | Business |
Tags | Economics & Finance |
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Careers
An overview of related careers and their average salaries in the US. Bars indicate income percentile.
Specialist - Testing $47k
RN, Stress Lab $49k
Stress Oven Operator $70k
Aircraft Stress Analyst $70k
Senior Financial Analyst-- Dodd Frank Act (Capital) Stress Testing $91k
Supervisor Stress Engineer $93k
Piping Stress Analyst $103k
Testing Lead $107k
Pipe Stress Engineer 3 $111k
Stress Engineer 4 $119k
Stress Engineer Lead 2 $120k
Staff Stress Analyst 3 $123k
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Rating | Not enough ratings |
---|---|
Length | 4 weeks |
Effort | 1 - 2 hours per week |
Starts | On Demand (Start anytime) |
Cost | $349 |
From | NYIF, New York Institute of Finance via edX |
Instructor | Anton Theunissen |
Download Videos | On all desktop and mobile devices |
Language | English |
Subjects | Business |
Tags | Economics & Finance |
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