Macro-Stress Testing

Training Program

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Macro-Stress Testing (MST)

Apply online by September 11, 2026

Session No.: CE 26.37

Location: Kuwait City, Kuwait

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

Delivery Method: In-person Training

Primary Language: English

Interpretation Language: Arabic

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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.

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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.

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Training Program

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Macro-Stress Testing (MST)

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Target Audience

Qualifications

Course Description

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Course Objectives

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Apply Now - Application deadline approaching:

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IMF’s Work

RESOURCES

TOPICS

Flagship Publications

Other Publications

IMF reports and publications by country

Regional Offices

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