GPS 124S
GPS • Governance, Public Sector & Finance
8 CPD Points
NITA Accredited
PRUDENTIAL STRESS TESTING, FINANCIAL RISK FORECASTING & SUPERVISORY INTELLIGENCE: ADVANCED SCENARIO MODELLING, SACCO SECTOR RESILIENCE, CREDIT & LIQUIDITY RISK ANALYTICS, EARLY-WARNING SYSTEMS AND RISK-BASED REGULATORY INTERVENTION
Comprehensive capacity-building masterclass delivering actionable frameworks.
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Programme Overview
A supervisor who reads only last quarter's returns learns of trouble after the members have. Kenya's regulated SACCOs now hold more than KSh 1.2 trillion in assets, and sector averages sit above the prudential minimums. The danger lies in the institutions those averages conceal: thin institutional capital, loan books growing faster than deposits and employers who delay remittances. Forward-looking supervision means anticipating the shock, sizing the damage and acting before one society's weakness becomes the sector's problem.
Key Learning Objectives Core Outcomes
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Built for financial regulators and prudential supervisors, this intensive five-day programme develops the capacity to design and run stress tests, forecast credit and liquidity risk, assess capital resilience and convert regulatory data into supervisory intelligence. Every module ends in a supervisory decision. Delegates work through realistic SACCO-sector scenarios in Excel, Python and Power BI, measured against SASRA's own prudential ratios; international stress-testing frameworks are introduced as reference methods and applied proportionately. Expected outcome: working stress-testing models, a supervisory risk dashboard and an actionable framework for identifying vulnerable institutions, prioritising regulatory attention and strengthening SACCO-sector resilience
Curriculum Breakdown
10 Modules
Module 1
Supervisory Risk Intelligence: SASRA Prudential Framework & Risk-Based Supervision
The SACCO Societies Act, Regulations and SASRA prudential ratios as the binding stress-test benchmarks.
Risk-based supervision: reading capital, asset quality, earnings and liquidity as forward indicators.
Financial soundness indicators and vulnerability identification across DT and NWDT-SACCOs.
Module 2
Regulatory Returns, Data Validation and Data Quality
Testing completeness, consistency and plausibility of regulatory returns before any modelling begins.
Reconciling returns to audited financial statements; flagging anomalies, outliers and late filers.
Practical deliverable: SACCO supervisory risk assessment and data-quality checklist.
Module 3
Credit Risk Stress Testing: NPL Migration and Loan Portfolio Deterioration
Modelling loan migration across SASRA classification categories under stress.
Provisioning shocks, collateral haircuts and their effect on surplus.
Concentration risk: single-employer, sector and large-exposure dependence.
Employer non-remittance and check-off disruption as SACCO-specific credit triggers.
Module 4
Earnings Impact and Stressed Capital Adequacy
Tracing credit losses through earnings to core capital and institutional capital.
Measuring stressed ratios against SASRA minimums, not Basel III standards written for banks.
Practical deliverable: credit-loss and capital stress-testing model.
Module 5
Liquidity Stress Testing: Deposit Withdrawal Shocks and Maturity Mismatches
Deposit run-off, FOSA withdrawal surges and member-exit scenarios.
Liquidity gap analysis, maturity ladders and survival horizons measured in days.
Stress against SASRA liquidity and external-borrowing limits; global methods adapted proportionately.
Module 6
Financial Contagion and Interconnected SACCO-Sector Risks
Investment exposure, funding concentration and dependence on external borrowing.
Inter-SACCO placements, shared counterparties and the channels through which distress spreads.
Practical deliverable: liquidity stress model and contingency-risk assessment.
Module 7
Risk Forecasting: Macrofinancial Scenario Design and Model Validation
Designing baseline, adverse and severe-but-plausible scenarios from Kenyan macrofinancial data.
Predictive risk indicators, sensitivity analysis and reverse stress testing in Excel and Python.
Model validation: back-testing, assumption registers, documentation and reproducibility.
Module 8
Early-Warning Analytics and Power BI Supervisory Dashboards
Setting thresholds and triggers that flag deterioration several quarters ahead.
Building a Power BI dashboard that ranks institutions by vulnerability.
Practical deliverable: early-warning dashboard and scenario-based risk forecasts.
Module 9
Regulatory Decision Simulation: Interpreting Stress-Test Results
Institutional vulnerability assessment and supervisory prioritisation.
Escalation protocols and proportionate, risk-based regulatory intervention.
Simulated supervisory committee sitting on a distressed-SACCO case file.
Module 10
Evidence-Based Reporting and the Supervisory Action Plan
Writing executive-level regulatory reports for the Board and senior leadership.
Using stress-test evidence to inform supervisory policy and regulatory priorities
Practical deliverable: integrated stress-testing report and supervisory action plan.
Target Audience
This executive curriculum is calibrated for senior leaders and institutional executives:
This programme is designed for SASRA Board Members and Senior Leadership
Prudential Supervision and Inspection Teams
Financial Stability and Risk Analysts
Data and Regulatory Reporting Officers
Policy and Regulatory Development Teams
and officers of peer regulators and oversight bodies charged with licensing
compliance
enforcement and financial-sector stability
Standard Investment
KES 98,426.00
VAT inclusive, per delegate (Inclusive of conference materials, meals & CPD certification)
Dates:
23 – 27 Nov 2026
Venue:
Sarova Whitesands, Mombasa, Mombasa
Division:
GPS
CPD Accreditation:
8 CPD Points
Certification:
Verifiable QR Certificate
NITA Levy:
Fully Reimbursable
Questions? Call 24/7 Hotline: +254 722 998105
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