Bank Stress Testing in Practice

label Diverse autorenew 2025-09-29, 17:01 history_edu Silviu Marinescu
The 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 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.

Period
16-07-2014 - 05-08-2014 (3 weeks)

Target group
Master's students with a background within Finance, Business and Management

Course aim
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.



Credits
10.0 ECTS credits

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

Course leader
Samuel Da Rocha Lopes, Nova School of Business and Economics

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