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<img width="480" height="252" src="https://financetrainingcourse.com/education/wp-content/uploads/2016/04/reverse-stress-testing-480x252.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="reverse-stress-testing" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2016/04/reverse-stress-testing-480x252.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2016/04/reverse-stress-testing-240x126.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2016/04/reverse-stress-testing-768x403.png 768w, https://financetrainingcourse.com/education/wp-content/uploads/2016/04/reverse-stress-testing-250x131.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2016/04/reverse-stress-testing-300x157.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2016/04/reverse-stress-testing-600x315.png 600w, https://financetrainingcourse.com/education/wp-content/uploads/2016/04/reverse-stress-testing.png 881w" sizes="(max-width: 480px) 100vw, 480px" title="A simplified guide for reverse stress testing"/>

reverse-stress-testing

ICAAP Stress Testing

A simplified guide for reverse stress testing

April 5, 2016March 7, 2018

9 mins read

A guide to reverse stress testing A typical stress test […]

<img width="291" height="467" src="https://financetrainingcourse.com/education/wp-content/uploads/2016/03/ILAAP-EBA-Principles.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="ILAAP-EBA-Principles" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2016/03/ILAAP-EBA-Principles.png 291w, https://financetrainingcourse.com/education/wp-content/uploads/2016/03/ILAAP-EBA-Principles-150x240.png 150w, https://financetrainingcourse.com/education/wp-content/uploads/2016/03/ILAAP-EBA-Principles-187x300.png 187w, https://financetrainingcourse.com/education/wp-content/uploads/2016/03/ILAAP-EBA-Principles-125x200.png 125w" sizes="(max-width: 291px) 100vw, 291px" title="ICAAP and ILAAP guidelines for European Banks."/>

ILAAP-EBA-Principles

ICAAP and ILAAP guidelines for European Banks.

March 29, 2016September 1, 2017

7 mins read

ICAAP and ILAAP European guidelines. What is ICAAP? Internal Capital […]

<img width="480" height="348" src="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1225_BankALMAnal6-480x348.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="Calculating NII - Bank ALM" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1225_BankALMAnal6-480x348.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1225_BankALMAnal6-240x174.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1225_BankALMAnal6-250x181.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1225_BankALMAnal6-300x217.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1225_BankALMAnal6.png 582w" sizes="(max-width: 480px) 100vw, 480px" title="Net Interest Income (NII) vs Economic Value (EVE)"/>

Calculating NII - Bank ALM

Asset Liability Management ICAAP Liquidity Risk Middle Office

Asset Liability Management Training Guide. 3rd Edition.

July 28, 2014February 23, 2017

3 mins read

Asset Liability Management Training Guide. 3rd Edition. The brand new, […]

<img width="480" height="161" src="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1741_ALMStrategy4-480x161.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="ALM Strategy - Positive gap - Asset Sensitive" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1741_ALMStrategy4-480x161.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1741_ALMStrategy4-240x80.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1741_ALMStrategy4-250x84.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1741_ALMStrategy4-300x100.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1741_ALMStrategy4.png 487w" sizes="(max-width: 480px) 100vw, 480px" title="Asset liability mismatch - NII, Earnings, gaps, asset & liability sensitivity"/>

ALM Strategy - Positive gap - Asset Sensitive

Asset Liability Management Bank Regulation Editors Choice Example ICAAP Liquidity Risk Middle Office Risk

Bank Asset Liability Management (ALM) – A quick review of ALM strategies

July 26, 2014April 8, 2016

5 mins read

Bank Asset Liability Management (ALM) – Default ALM strategies. In […]

<img width="480" height="233" src="https://financetrainingcourse.com/education/wp-content/uploads/2014/08/080114_0253_AssetLiabil2-480x233.jpg" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="A visual history of US yield curve shifts using 36 years of data - 1978 - 2014" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2014/08/080114_0253_AssetLiabil2-480x233.jpg 480w, https://financetrainingcourse.com/education/wp-content/uploads/2014/08/080114_0253_AssetLiabil2-240x116.jpg 240w, https://financetrainingcourse.com/education/wp-content/uploads/2014/08/080114_0253_AssetLiabil2-250x121.jpg 250w, https://financetrainingcourse.com/education/wp-content/uploads/2014/08/080114_0253_AssetLiabil2-300x145.jpg 300w, https://financetrainingcourse.com/education/wp-content/uploads/2014/08/080114_0253_AssetLiabil2.jpg 689w" sizes="(max-width: 480px) 100vw, 480px" title="ALM training for board & ALCO members."/>

A visual history of US yield curve shifts using 36 years of data - 1978 - 2014

Asset Liability Management Editors Choice Example ICAAP Middle Office Risk Stress Testing

A visual history of US Treasury yield curve shifts from 1978 – 2014

July 10, 2014April 8, 201611 Comments

4 mins read

A visual history of USD Treasury yield curve shifts – […]

<img width="480" height="246" src="https://financetrainingcourse.com/education/wp-content/uploads/2013/10/100813_2136_MonteCarloS5-480x246.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="StressTestingMonteCarlo" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2013/10/100813_2136_MonteCarloS5-480x246.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2013/10/100813_2136_MonteCarloS5-240x123.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2013/10/100813_2136_MonteCarloS5-250x128.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2013/10/100813_2136_MonteCarloS5-300x153.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2013/10/100813_2136_MonteCarloS5.png 628w" sizes="(max-width: 480px) 100vw, 480px" title="iPad iBook teaches how to build financial simulators in Excel"/>

StressTestingMonteCarlo

Asset Liability Management Bank Regulation Business School Editors Choice ICAAP Middle Office and VaR Stress Testing

Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.

August 10, 2012March 2, 2018

9 mins read

A short review of stress testing regulatory frameworks. Stress testing […]