| Participation Fee: |
1050 USD For UAB members
1250 USD For Non-UAB members
Fees Include workshop’s material, refreshments and daily lunch for participants, in addition to receiving a CD entitled: Basel Committee on Banking Supervision.
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| Workshop Language & Timetable |
* Registration starts: on the first day of the workshop from 08:00 am till 09:00 am.
* The workshop starts: daily at 09:00 and ends at 15:00.
workshop Language: Profound English is a must & Arabic.
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| Prerequisite Knowledge: |
In order to get maximum benefit from this Workshop, Each participant should have fundamental-level subjects related to Risk Management applications. Participants should also be familiar with the mechanics of the Basel II - Pillar I & Pillar II Requirements. |
| Topics: |
-The Practice of Stress testing
- How to integrate Stress Tests in Enterprise - Wide Risk Management Framework
-Main Stress testing Techniques :
"Sensitivity Tests
"Scenario Analysis
-Stress Tests for Credit Risk
-Funding Liquidity Stress tests
-Macro Stress Tests
-Limitations of Stress Tests
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| Who should attend: |
Risk managers
- Internal Auditors
- Financial Officers
- External Auditors
N.B:
Any participant could pass through an optional "Self Assessment test" at the end of this workshop in order to assay his comprehension of its contents.
He who passes this test successfully will get an affirmation certificate.
Other wise, he will get an attendance certificate.
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| Speakers |
Key note Speaker:
- Dr. Amine Awwad: Member of "THE BANKING CONTROL COMMISSION" -Lebanon
- The Representative of the Banking Control Commission at: The Higher Banking Authority - Lebanon
Mr. Rabih Nehmeh: - Head of "Implementing Basel II Accord Unit" at
THE BANKING CONTROL COMMISSION" - Lebanon
- Lecturer and trainer at many institutions in Lebanon & Arab countries.
Mr. Adel Satel:- General Manager. - Head of Risk (Audi-Saradar Group) Lebanon
Dr. Naji Jalakh: - Byblos Bank - Lebanon.
Mr. Kamile Syfri: - Partner, (PriceWaterHouseCooper) Lebanon.
Mr. Shehzad Tarique: - Banking supervision advisor at International Monetary fund (USA)- Banking supervision advisor at the Central Bank of the United Arab Emirates (UAE)
N.B:
Since the number of participants is limited, kindly send your registration before of 20/7/2009.
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| Objectives: |
On completion of this workshop, participants will be able to:
Identify the features and types of stress tests at the portfolio level and how they are applied in practice.
Describe possible future developments in stress testing at the portfolio level.
Define the function and features of macro, or aggregate, stress tests.
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| Background: |
Stress testing is a crucial element of an Effective Risk Management Framework; it describes various techniques and procedures employed by Risk Mangers to gauge their banks potential vulnerability to exceptional but plausible events.
Stress testing is a flexible tool that can adapt quickly and efficiently to the changing environments and specific needs of a bank and provides important information on its risk exposures.
Stress testing techniques began to be applied widely by Regulators and supervisors as a direct response to the current Global Financial Crisis.
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