To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop set up for the delivery of our courses. Please note we have therefore limited number of spaces available and these will be assigned on a first come, first accepted basis. We recommend early booking to avoid disappointment.

“Review methods and clarify your forecasts to achieve high performance of your portfolio”

How will you benefit?

Stress testing is not just part of lenders’ regulatory requirements, it is an integral component of lenders’ risk management process and an increasingly important – and visible – area of best practice. With the use of advanced forecasting and stress testing techniques, lenders are better able to anticipate stresses to retail portfolios. Moreover, they are able to quantify the effects, formulate effective contingency plans and improve both management confidence and regulatory compliance.

This two-day course will cover advanced approaches to stress testing of retail portfolios including areas such as data gathering, scenario-based forecasting and the use of robust analytical tools. The course will employ case studies to ensure a practical and hands-on approach.

• Gain understanding of how economic conditions impact retail portfolios

• Consider the different elements for data gathering and how to integrate this within the models

• Review scenario-based forecasting techniques using economic data

• Analyze forecasts of results under various macroeconomic scenarios and statistically plausible futures for a retail lending portfolio

About your expert trainer:

Joseph L. Breeden PhD

Dr. Breeden, a co-founder of the firm, is SA's President and leads the design of advanced analytic solutions that comprise the firm's market offerings. Dr. Breeden co-founded the Prediction Company in 1992, where he employed advanced analytical methods to find pockets of predictability within the financial markets. Subsequently, he performed independent consulting work for clients involved in commodities trading, business forecasting, and sports handicapping. He was a member of the Santa Fe Institute for several years conducting research in the areas of chaos theory, complexity, and agent-based simulation. Just prior to SA, Dr. Breeden was a Senior Scientist in the Investment Analytics Group at CASA, the Center for Adaptive Systems Applications in Los Alamos, NM. While at CASA, Dr. Breeden used advanced modeling and simulation technologies to solve business problems for several top corporations. Among these, he created a consumer lending portfolio management tool for emerging markets for Citicorp, a merger and acquisition simulator in telecommunications for a top strategic consulting firm, and a product features optimizer for a leading agrichemical and biotech company. At Strategic Analytics, An Interthinx Company, Dr. Breeden continues to give presentations on retail portfolio management at conferences in the US and Europe and in joint training courses with the Risk Management Association (RMA). He is currently on the editorial board of The Journal of Risk Model Validation, and has published many articles on modeling retail portfolios.

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

From the Banking Industry and Financial Service Providers

Managing Directors, COOs, CFOs, Group Risk Managers

Along with Heads, Directors and Managers of:

• Stress Testing

• Credit & Market Risk

• Risk Portfolio Managing & Modeling

• Risk Analysis & Research

• Risk Reporting, Policy & Forecasting

• Risk Control

• Risk Integration & Measurement

• Risk Architecture

• Macroeconomic Risk Analysis

• Strategic Risk

• Quantitative Risk

• Credit Risk & Commercial Credit Risk

• Mortgage Risk Management

• Mortgage Portfolio Management

• Economic Capital

• Mortgage Research

• Basel II

• Business Development