East Africa Series

Top down stress testing

Banking stress tests assess how banks would fare during adverse economic scenarios. In part, banks consider the adequacy of their capital and reserves for their lending over the course of these scenarios. In this webinar, our panel and subject matter experts will best practices and other topics that relate to top-down stress testing.

We discussed topics related to stress testing such as:

  • Data gaps and modelling challenges
  • Best practices from the EBA, PRA and DFAST 
  • Accounting vs. stress testing models
  • Model governance (including monitoring, data collection)
  • Speakers keyboard_arrow_down
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    Joseph Ingwat Associate Director - Relationship Manager Moody's Analytics
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    Eric Gaus Senior Economist Moody's Analytics Bio
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    Antonios Kastanas Senior Director Moody's Analytics Bio
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    Stratos Mavrogiannis Assistant Director - Customer Success Management Moody's Analytics
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    Michael Segwaya Executive Director / CFO ABSA Bank Uganda Bio
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    Phillip Gichangi Head-Lending Risk KCB Bank Group Bio
Register to Watch.