Stress Tests and Capital Planning
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10
5
2025-02-17
Lunes, Martes, Miércoles y Jueves de 18:00 a 20:00 horas
Descripción
This specialized course provides participants with in-depth knowledge of current techniques and models for stress testing and capital planning in financial institutions. Through a theoretical and practical approach, the program covers the historical evolution, types of stress tests, and critical parameters for assessing capital adequacy, aligning with regulatory standards and industry best practices.
Dirigido A:
- Risk management and financial planning professionals seeking to specialize in stress testing and capital planning processes.
- Executives in financial institutions interested in applying advanced capital management techniques in stress scenarios.
- Financial analysts and consultants advising banks and entities on capital adequacy and regulatory compliance.
- Compliance professionals aiming to deepen their understanding of risk models and long-term capital planning strategies.
¿Cuáles son los beneficios?
- Expertise en Pruebas de Estrés y Planificación de Capital: Aprendizaje de técnicas y modelos de estrés, incluyendo escenarios y pruebas inversas, esenciales para evaluar la resistencia financiera.
- Dominio de Modelos de Riesgo: Desarrollo de conocimientos avanzados en modelos de riesgo de mercado, crédito, operativo, y de ingresos y gastos.
- Conexión con Normativas Internacionales: Enfoque en experiencias exitosas como DFAST/CCAR, alineando prácticas con estándares globales y requisitos regulatorios.
- Certificación Profesional: Este curso otorga 10 créditos CPD reconocidos por GARP, validando el aprendizaje y fortaleciendo el perfil profesional.
The Latest From The Best
Conoce a nuestro profesorado
Eduardo Canabarro
Former Global Head of Risk Analytics
Eduardo has worked in Quantitative Finance at leading Wall Street banks Salomon Brothers, Goldman Sachs, Lehman Brothers, Morgan Stanley and Barclays since 1993.
He is an electronic engineer, petroleum engineer, business administrator and financial economist by training. He received his PhD in Finance from U.C. Berkeley in 1993 and joined Salomon Brothers in the same year. Since 2004, he has managed large (150-plus people) and global quantitative teams in market, credit and operational risk analytics, model validation, stress testing, economic and regulatory capital modeling.
In the period 2009-2015 Eduardo was the Global Head of Risk Analytics & Model Risk Management at Morgan Stanley. He led the implementation of the models used for SCAP and five successful DFAST/CCARs.
He led the implementation of Basel 1, 2, 2.5 and 3 for market, credit, counterparty and operational risk and he was the Chairman of the firm´s Model Oversight Committee, which was the firm´s most senior governance body of Model Risk to implement SR 11-7.
In the period 2016-2019 Eduardo was the Global Head of Model Risk Management at Barclays. His job was to implement the model risk management framework covering all the models of the bank.
Barclays passed its first two CCARs in 2018 and 2019, which a tremendous achievement for a foreign banking organization operating in the U.S. He retired from Barclays in 2019 concluding his 26-year career in Wall Street banks. Currently Eduardo is an investor and advisor to financial and FinTech firms.
He is the Author of several published articles and he was the Editor of two comprehensive books on Counterparty Credit Risk measurement and modeling. Eduardo’s modeling proposals have been influential in the formulation of the Basel Committee´s capital standards on Counterparty Credit Risk and Trading Activities.
Through his career Eduardo has hired and trained more than 20 Managing Directors that currently work in Wall Street.