Macro-Stress Testing

Training Program

Loading component...

Connect with IMF Institute

Loading component...

Macro-Stress Testing (MST)

Apply online by July 30, 2026 Deadline extended

Session No.: CE 26.37

Location: Kuwait City, Kuwait

Date: October 25, 2026 - November 5, 2026 (2 weeks) New dates

Delivery Method: In-person Training

Primary Language: English

Interpretation Language: Arabic

Apply Now

Loading component...

Target Audience

Mid-level to senior officials working on financial supervision or financial stability in central banks or other supervisory authorities.

Qualifications

Participants are expected to have experience with stress testing, Basel regulations, and financial stability analysis.

Course Description

This course discusses recent developments in stress testing for banks and NBFIs. The course is also adapted to regional specificities, such as the one offered for the Middle East and Northern Africa (MENA) region includes analysis of Islamic finance. This course gives participants the opportunity to learn and apply new tools used or created by IMF for purposes of stress testing and systemic risk analysis. New, emerging topics in stress testing, such as feedback loops between real and financial sectors, asset fire-sales, climate, systemwide liquidity and fintech related risks are also covered. Some of the tools are integral to the Financial Sector Assessment Program (FSAP) and technical assistance missions. Moreover, the course allows participants to share their experiences on stress testing methodologies and financial stability analysis. Much of the course consists of hands-on modules that expose participants to the entire stress testing cycle: from entering data and estimating macro-financial models to designing scenarios, selecting assumptions, running tests, integrating feedback loops between financial and real sectors, communicating the results, and incorporating them in policy decision making, for example, by informing the calibration of capital and liquidity buffers.

Loading component...

Course Objectives

Upon completion, participants should be able to: Identify main sources of systemic risks. Summarize the principles for developing macro-financial stress scenarios. Link changes in macroeconomic and financial variables with capital and liquidity positions of financial institutions and measure their relative impact. Assess the resilience of individual entities and the financial system to solvency and liquidity stress.Develop and incorporate models that capture second round effects or interactions between different risk types.

Loading component...

IMF’s Work

RESOURCES

TOPICS

Flagship Publications

Other Publications

IMF reports and publications by country

Regional Offices

ABOUT

TRAINING

PUBLICATIONS

All News

See Also

For Journalists

Press Center

RESOURCES

FLAGSHIPS

KEY SERIES

IMF NOTES

Loading component...

Training Program

Loading component...

Loading component...

Macro-Stress Testing (MST)

Loading component...

Target Audience

Qualifications

Course Description

Loading component...

Course Objectives

Loading component...

Apply Now - Application deadline approaching:

Loading component...

Browse by course locations

Loading component...

IMF’s Work

RESOURCES

TOPICS

Flagship Publications

Other Publications

IMF reports and publications by country

Regional Offices

ABOUT

TRAINING

PUBLICATIONS

All News

See Also

For Journalists

Press Center

RESOURCES

FLAGSHIPS

KEY SERIES

IMF NOTES

Macro-Stress Testing (MST)

Course Description

Course Objectives

Apply Now - Application deadline approaching:

Browse by course locations