Financial Stability and Supervisory Stress Testing for Banking Systems

All courses are scheduled to take place at the JVI. Courses may have to be delivered virtually in case safe travel to and in-person training in Vienna is not possible. The decision to offer virtual instead of onsite training will be made within 5 weeks of the course start date.

All participants are expected to follow our COVID-19 Guidelines.


TARGET GROUP | Young experts from central banks and other supervisory authorities in charge of (macro/micro-prudential) stress testing of financial systems. Participants are expected to have hands-on experience with stress testing, regulatory reporting data, familiarity with basic techniques in statistics and probability, advanced skills with regard to the use of spreadsheets (Microsoft Excel). Practical programming skills (preferably MATLAB or R) are of additional value. Participants should also be prepared to give a presentation about stress-testing models used in their central bank/supervisory authority.


DESCRIPTION | This four-day course, presented by Oesterreichische Nationalbank (OeNB) representatives and invited guest speakers working in the area of stress testing, provides a platform to discuss current developments of micro and macro-prudential stress tests from a central bank (or other supervisory authority) perspective. The course focuses on many areas relevant for applied supervisory stress testing. For example, experience with bottom-up stress test exercises, strategies for quality assurance of results, top-down model development for different risk types and macro-to-micro satellite models, and effective communication of stress test results. Finally, participants are expected to give short presentations covering their stress testing models and the challenges encountered while running stress tests themselves.



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Course Details

Start: 20230116Jan 16
End: 20230119Jan 19

Language: English

Sponsoring Organization: OeNB

Admin Arrangements

Application Deadline: November 27, 2022

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