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 to identifying, testing, and reducing vulnerabilities at banks.

The participants will work on case studies during class time and will perform portfolio-level stress tests and sensitivity analyses in order to measure the potential impact of macro-economic challenging conditions on asset quality, capital adequacy and earnings and consequently testing the strength and resilience of portfolios, banks and financial systems as a whole in the worst scenarios and under sudden shocks. Course offered by Department of Economics.

Period
17-07-2013 - 14-08-2013 (4 weeks)

Target group
Master students



Course aim
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.

Credits
10.0 ECTS credits

Course fee
EUR 0: Students on a bilateral exchange programme do not have to pay. rnrnFreemovers are obliged to pay participation fees while tuition fees only apply to freemovers from countries outside the EU/EEA/Switzerland. rn

Course leader
Samuel Da Rocha Lopes

Aarhus University International Centre
Address: Hoeg Guldbergs Gade 4, building 1650 Aarhus C
Postal code: 8000
City: Aarhus
Country: Denmark
Website: http://www.au.dk/summeruniversity
E-mail: SummerUniversity@adm.au.dk
Phone: +45 8942 2320