Advanced Bank Risk Management – Paris
This 3-day financial education program will cover the current Basel II accord and discuss proposed changes, their implementation, and the impact they will likely have. The course will address required levels of economic capital, methodologies for operational risk, measurement of credit risk, risk modelling and value-at-risk framework.
A broad look across risk management.
The Basel Accord – what is it, and why do we have it?
Did the Accord work in the current economic crisis?
Basel III – what is the impact of the proposed changes.
Development of the ICAAP in preparation for your SReP.
Creation of a risk framework.
How risk management should be organised.
The assessment of market risk using both traditional and modern approaches.
Credit portfolio management – why is this the new paradigm?
How operational risk is being assessed and managed.
Stress testing – what went wrong, and how this must be changed!!
Enterprise Risk Management – why are many banks turning to implement this?
This course has been specifically designed for the benefit of:
Heads of Risk Management.
Heads of Compliance.
The objectives of this 3-day programme are:
To address these broader issues;
To demonstrate implementation of the more advanced methods currently permitted in the Accord;
To discuss some of the changes that have been proposed to the Accord since the Western banking crisis of 2007-2009;
To raise other developments in risk management that are taking place.
The course will address the following topics
Why Risk Management has become so crucial to Financial Institutions.
What decisions you need to make when implementing the new Accord, and what is the timeline.
How should Risk Management be organised.
Estimate the level of Economic Capital required to underpin any transaction, and therefore address the question: how much Economic Capital does an institution require?
Analyse the major forms of risk generated by financial institutions, particularly within a Value-at-Risk framework.
What are the competing internal approaches to the measurement of Credit Risk.
How to implement an Operational Risk methodology successfully.
What methodologies for Operational Risk measurement are becoming industry-standard.
For more information on this training course please email [email protected] or call +44 (0)207 779 8543
Attendance cost: £3730
Event organizer: Euromoney Plc