Bank Risk Management and Stress Testing


Aneta Krstevska, PhD
Professor of Management Practice, Industry Expert

The course of Risk management intends to point out the importance of risk management, especially within the banking sector, in order to integrate risk management in the strategy of the bank and its value optimization. Besides theoretical elaboration on the main risks in banking, the course will be mostly focused on the banking practice in risk management, banking supervision and prudental standards for a sound risk management in banking. A separate focus will be given on stress testing as one of the tools for risk identification. The topics are presented through combination of lectures, case studies and discussion on the current developments in the banking practice.