Stress testing and scenario analysis in operational risk

Useful to:

  • Identify today‚Äôs most significant operational risks, according to supervisory thinking and industry ranking, and how they are interconnected
  • Familiarize yourself with the current regulatory standards and expectations for operational risk measurement
  • Recognize the multiple organizational roles in operational risk measurement and management
  • Select and use appropriate approaches for operational risk analysis and measurement, taking into consideration data and systems limitations
  • Understand the objectives and parameters of operational risk stress testing
  • Use established methodologies to develop and analyse operational risk scenarios
  • Use a disciplined, multi- dimensional approach to effectively design and conduct operational risk stress tests
  • Practice these techniques in operational risk scenario development and stress testing case studies