About This Event
“Find your portfolio's breaking point before the market does.”
Equips executives to design and interpret stress tests and scenario analyses, and to evaluate reserve portfolio performance on a genuinely risk-adjusted basis rather than headline return alone.
What You'll Explore
Stress test results presented in governance-ready language
Macro-financial scenarios and reverse stress tests you designed yourself
Risk-adjusted performance metrics beyond headline return
A benchmark and attribution approach your audit committee will trust
A reverse stress test built specifically for your portfolio's actual risk concentrations
Who Should Attend
Open to all qualifying staff — particularly: Chief Risk Officers, Senior Portfolio Managers, Audit Committee Members.
Why This Course Matters
Scenarios That Bite
Design macro-financial scenarios and reverse stress tests that find the real breaking points.
Beyond Headline Return
Use Sharpe, information ratio and tracking error to see what the raw return number hides.
Governance-Ready Reporting
Present stress test results in the language governance committees expect.
Programme
Day 1
Stress testing frameworks & scenario design
Build scenarios that actually find a portfolio's weak points.
Day 2
Macro-financial scenario construction & reverse stress testing
Work backwards from a bad outcome to find what would actually cause it.
Day 3
Risk-adjusted performance metrics: Sharpe, information ratio, tracking error
Learn what each metric reveals that a headline return number hides.
Day 4
Benchmark design & performance attribution
Separate skill from luck and from benchmark choice itself.
Day 5
Presenting stress test results to governance committees
Present in the language and format governance committees actually expect.
Standards & Faculty Benchmark
IMF / World Bank stress testing guidance
Reserve management guidelines and the Reserve Advisory & Management Partnership curriculum.
GIPS performance standards
Performance-presentation and repo-market standards for attribution and liquidity courses.
IMF/World Bank stress testing guidance and GIPS performance standards are what audit and governance committees already expect stress results and performance reporting to follow.
Is This Right for You?
- ☑You design or interpret stress tests for reserve portfolios
- ☑You report performance to an audit or governance committee
- ☑You need risk-adjusted metrics, not just returns
Good to Know
Focused on commissioning and interpreting stress tests, useful whether you sign off on the results or run the analysis.
The Bottom Line
Find your portfolio's breaking point in a workshop, not in a market event your board is asking about in real time.
Recommended For
Open to all qualifying staff — particularly: Chief Risk Officers, Senior Portfolio Managers, Audit Committee Members.