East Africa Series

Stress Testing

Banking stress tests assess how banks can cope with severe economic scenarios. We look at banks’ resilience, making sure they have enough capital to withstand extreme shocks and are able to support the economy.

In this webinar the subject matter experts will look at:

  • Global growth and impact of COVID-19 uncertainty on forecast revisions
  • Supply chains and commodity markets
  • Vaccinations and tourism

Topics for the stress testing and IFRS9 portion:

  • Challenges (data gaps, modelling)
  • Best practices (EBA and DFAST)
  • Accounting v stress testing models
  • Model governance (monitoring, data collection, etc.)
  • Covid adjustments and modelling concerns
Register to Watch.