Learning Objectives

• Understand the purpose and types of stress testing
• Design macroeconomic and idiosyncratic stress scenarios
• Apply sensitivity and reverse stress testing techniques
• Build models to assess capital, liquidity, and earnings impact
• Integrate stress testing into risk appetite and planning
• Comply with regulatory requirements and reporting standards
• Communicate stress testing results to senior management and regulators

Who Should Attend

• Risk managers and financial analysts
• Treasury and capital planning professionals
• Internal auditors and compliance officers
• Regulators and supervisory authorities
• Strategy and performance management teams

Course Outline

Day 1 – Introduction to Stress Testing

• Objectives and regulatory context
• Types of stress testing: sensitivity, scenario, reverse
• Governance and oversight structures

Day 2 – Scenario Design and Development

• Macroeconomic and sector-specific scenarios
• Historical vs. hypothetical scenarios
• Scenario calibration and assumptions

Day 3 – Modeling and Impact Assessment

• Quantitative modeling techniques
• Impact on capital, liquidity, and earnings
• Linking stress results to risk appetite

Day 4 – Reverse Stress Testing and Integration

• Reverse stress testing methodology
• Integration with ERM and ICAAP/ILAAP
• Stress testing dashboards and reporting

Day 5 – Case Studies and Simulation

• Case studies: pandemic, market crash, cyber breach
• Group simulation: building a stress testing framework
• Presentation and peer review

Course Details

Duration: 5 days

Time: 9:00 AM - 4:00 PM daily

Venue: Workmanskills Training Centres (Lagos, Abuja, Port Harcourt, Ota) + Virtual option

Fees & Inclusions

NGN250,000 per participant. Includes training materials, refreshments, certificate, and access to post-course resources.