Bank Risk Management & Basel III Course- Johannesburg

Johannesburg, South Africa
Risk management is not new. All organisations take on risks during the course of their normal activities; these risks have to be managed. But for banks, as regulated entities, risk management is a more formal activity, as laid out in the new Basel Accord.
This requires the banks to introduce new processes, procedures and organisational structures to ensure the efficient management of risk, and to allocate regulatory capital against the major components of the risks.
An intensive 4-day training course for risk management professionals in banks, corporate treasury and financial institutions.
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 – changes under Basel II.5 and III
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
The Accord has been implemented – what next?
Who should attend
Risk managers in financial institutions
Rating agency analysts
Financial controllers in large institutions
Credit risk analysts
Portfolio analysts / managers
Treasurers
The course will discuss:
The definition and constraints around regulatory capital
How traded and non-traded market risk is measured, including discussion of the Value-at-Risk methodologies
The standardised approach to credit risk, plus an overview of how the portfolio-based modern methodologies are being applied within the large international banks
An overview of operational risk, and how to create an appropriate risk framework to comply with the infrastructure requirements
The requirements of Pillar II, including complying with the necessary ICAAP
Requirements of Pillar III, including example publications
Evolution of the regulatory framework in the light of the recent Western banking crisis
A wide range of real-life case-studies discussing the lessons we should learn from these failed institutions
Details and computer simulations of the latest techniques to model market, credit and operational risk, and discussions about commercially-available software.
Attendance cost: £3150
Event organizer: Euromoney