Duration

27.11.2024, 13:30 – 15:00

Application deadline

20 November 2024

Objective

Vanessa Dräger, Directorate General Banking and Financial Services Supervision at the Deutsche Bundesbank, will present the results of the latest supervisory stress test on Less Significant Institutions (LSIs). Participants of this online course will also have the opportunity to gain insights into the realisation of the supervisory stress testing by Bundesbank.

Content

• Supervisory stress tests in Germany and Europe
• Overview of the German LSI stress test 2024
• Scenario
• Templates and methodological note
• Data quality assurance
• Stress test results

Lecturer

Vanessa started in 2017 in the Stress Tests Section at the Bundesbank with a focus on credit risk topics. She represents the Bundesbank in several national and European working groups on stress testing.

Before her career at the Bundesbank, she worked as a senior advisor at KPMG in Luxembourg. Vanessa studied economics at the University of Cologne, Germany, and at the University of Edinburgh, Scotland. She did her Diploma degree and her PhD in economics with a focus on empirical econometrics at the University of Cologne, Germany. During her PhD she worked at the Institute for the Study of Labor (IZA) in Bonn, Germany, among others on simulating effects of policy changes on labor supply and at the University of Cologne, Germany.

Target group

This online course is aimed at colleagues in central banks and supervisory authorities who are interested in supervisory stress testing on banks. It is especially useful for colleagues working in banking supervision or financial stability.

Technical requirements

Computer with microphone, camera, speakers or headphone, current internet browser.