Stress Testing & Scenario Analysis

This course redefines traditional stress testing by moving beyond static models to dynamic, scenario-driven analysis. Participants learn to design macro, market, and idiosyncratic shocks, linking them to portfolio behavior, liquidity, and funding stress. Through real-world case studies, the course contrasts standard regulatory frameworks with forward-looking “active” stress testing, integrating geopolitical, climate, and AI-driven risks to build resilience in volatile markets.