Risk Management in Banking & Financial Services (RM37)

objectives

The programme examines Risk Management and how it is increasingly becoming a central factor to strategic and operational management alike. It builds on current practices and emerging concepts for measuring and managing risks in banks and financial institutions.

This informative workshop is designed to address the main risk models including asset and liability management, credit valuation, VaR, loan portfolio management, fund transfer pricing, capital allocation and others.

who should attend

This programme is structured for senior executives, directors, bank managers and financial services professionals.

It is also suitable for those individuals who want to improve their understanding of Risk related concepts and practices, as they are measured and applied by leading financial institutions.

programme profile

• Banking Risks
  • Banking business lines
  • Risk and banking regulations
• Risk management
  • Process
  • Organisation
• Risk Models
  • Risk measures
  • VaR and capital valuation
  • Risk model building blocks
• Asset-Liability management
  • ALM overview
  • Liquidity gaps
  • Asset-Liability management models
  • ALM and business risk
• Funds transfer pricing
  • FTP systems
  • Economic transfer price
• Market Risk
  • Market risk building blocks
  • Standalone market risk
  • Portfolio market risk
• Credit Risk Models
  • Overview of credit risk models
  • Credit Risk: ‘standalone risk’
  • Credit Risk drivers and exposure
  • Standalone credit risk distributions
  • Capital and credit risk VaR
• Risk adjusted performance
  • Risk adjusted performance implementation
• Risk in the organisational and strategic context

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