The 2008 financial crisis, together with the ongoing COVID-19 pandemic, and its impact to the banking industry has drawn unprecedented attention to the expanded role of stress testing. Prior to these tumultuous events, it was common to regard stress testing as a regulatory exercise.
Today, most banks developing their stress testing capabilities to pro-actively identify risk and mitigation, as well as an input into business planning that includes risk appetite and limit settings.
This presentation will discuss issues and challenges of expanding the use of stress testing and offer possible solutions.
Senior Director, Credit Risk Analytics APAC
Director - Risk and Finance Solutions APAC
Antoine La (Moderator)
Assistant Director, Credit Risk Solutions