Academic Calendar 2012 - Bangladesh Institute of Bank Management

BASEL II: FINANCIAL STABILITY AND STRESS TESTING
1. Title : BASEL II: Financial Stability and Stress Testing
2. Duration : 02 working days
3. Frequency : 01
4. Nature : Residential
5. Target Group : Assistant General Manager or Equivalent Executives and above
6. Methods : Lecture, Group Discussion, Case Study, Panel Discussion and
Formulation of Recommendation
7. Resource Person : BIBM Faculty and Professionals from Financial and other Institutions
8. Objectives
a. To discuss and examine the theoretical and practical issues relating to different
techniques and strategies for effective stress testing of a bank.
b. To demonstrate the stress testing mechanism that is used in the banking industry of
Bangladesh as per guidelines of Bangladesh bank.
9. Contents
a. Rationality and General Framework of Financial Stress Testing.
b. Different Techniques and Scope of Stress Test.
c. Duration Gap and Price Sensitivity and Comprehensive Example of Stress Testing.
d. Methodology and Calibration of Different Level of Shocks for Stress Testing Against Credit
Risk, Interest Rate Risk, Exchange Rate Risk, Equity Price Risk and Liquidity Risk.
10. Course No. : TW 10/2012
a. Time : March 07-08, 2012
b. Coordination Team : 1. Md. Nehal Ahmed
2. Atul Chandra Pandit
Training Workshops
Academic Calendar 2012 BIBM 62