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Bank Stress Testing

The financial crisis demonstrates how rapidly market conditions can subject banks to significant strain or even their collapse, hence the need for identifying, testing, and reducing vulnerabilities at banks and other financial institutions. For this reason, stress testing is occupying a prominent place in the risk management areas, macro-prudential regulation and financial supervision of banks and financial institutions.

The course aims to provide a solid knowledge of stress testing methodologies using severe scenarios and a set of benchmark assumptions as an important tool in macro-prudential frameworks, risk-management practices, and financial supervision at banks and financial institutions.

Find full course description in the course catalogue.    

Exam

The grade for the course consists of two parts:

  • Coursework counting app. 40 %
  • 3-hour written exam counting app. 60 %

The written exam is online and presence in Aarhus is not nescessary.

Admission Requirements

Course specific:

A Bachelor's degree in Economics and Business Administration or a related degree.

General:

Exchange students: nomination from your home university

Freemovers: documentation for English Langauge proficiency

You can read more about admission here

Lecturer

Samuel Da Rocha Lopes

samuel.rocha.lopes@novasbe.pt

Samuel da Rocha Lopes is Principal Bank Sector Analyst at the European Banking Authority and Guest Executive at Nova School of Business & Economics, Portugal. His academic interests lie within the fields of Financial Supervision, Financial Research and Risk Management.