Bank Risk Management

Bank Risk Management
Starts from:Tue, November 8, 2016 1:30PM - 2:00PM
Campus Location

111 Piccadilly,Manchester,United Kingdom

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Course Feature
  • Course Code BNK2
  • Duration 6Days
  • Course Type Short Courses
  • Classes Days Weekdays
  • Campus UK
  • Price $5495
Class Description

Bank Risk Management course is helpful for senior executives in any business related to market, credit and operational/ strategic risk. This also helps you to attain profit and how to stay in business by identifying he risks, measuring it, and plans to address them.

  •   Supervisory Agencies
  •   Central Banks
  •   Financial Institutions
  •   Commercial Banks
  •   Investment Banks
  •   Housing Societies/Thrifts
  •   Mutual Funds
  •   Brokerage Houses
  •   Stock Exchanges
  •   Derivatives Exchanges
  •   Insurance Companies
  •   Multinational Corporations
  •   Accountancy Firms
  •   Consultancy Firms
  •   Law Firms
  •   Rating Agencies
  •   Multi-lateral Financial Institutions
  •   Defining credit risk
  •   Financial products
  •   Reaction to Default or Imminent Default
  •   Cash flow Modelling
  •   Short Term Restructuring
  •   Measuring portfolio risk
  •   Calculating credit risk capital under Basel
  •   The Essence of Risk Management
  •   The Basel II Framework
  •   Risk Based Capital and Capital Management
  •   Internal Capital Adequacy Assessment Process (ICAAP)
  •   Operational Risk
  •   Is Op Risk a Measurable Risk?
  •   Operational Risk loss scenarios
  •   The Current Financial Crisis and Operational Risk
  •   Stress Testing / Scenario Analysis
  •   Stakeholder Management
  •   Probability & Statistics
  •   Risk Analysis for Treasury Products
  •   Pension Market Risk Management
  •   Option Strategies and Measurement of Market Risk
  •   Application of Black & Scholes Model to Risk and Valuation and Implications for VaR
  •   Interest Rate & Fixed Income VaR
  •   Using VaR Principles to Measure Credit Risk
  •   Modelling Credit Default Risk
  •   Foreign Exchange Value at Risk
  •   Application of Risk Management to Business Plans
  •   Real Life Application of Models
  •   Identify the key elements of credit risk: probability of default, loss given default and exposure at default
  •   Evaluate the inter-action of credit risk within a portfolio exposures (especially default correlation), and how these can be measured and quantified
  •   Review how the main drivers of credit risk are modelled and sensitised
  •   Understand how credit portfolio modelling is used within firm-wide risk management and regulatory and economic capital process.
  •   A framework and methodology for measuring and modeling Operational Risk
  •   How to identify, analyze, measure and manage risks by employing models and methodologies
  •   Various software offered by vendors for Operation Risk Management
  •   Risk Reduction Strategies – Currency Risk Reduction and Interest Rate Risk Reduction Strategies. These strategies can be restricted to a particular underlying exposure like ECB, FCNR Loan, and Trade Flows etc; or can be custom made for the overall portfolio of the corporate
  •   Cost Reduction Strategies – By assuming Interest Rate Risks or Currency Risks
KIATA’s programmes are interactive and practical giving participants a mixture of learning through discussion, exercises, role play and plenty time to practice learnings. Analysed and designed by our Design Team keeping in mind the present trends and competencies on Global Level.
  •   All invites are carefully selected to offer a great experience with likeminded professionals
  •   KIATA welcomes the private sector, public sector, local government, non- governmental organizations
  •   KIATA’s trainings offers you the flexibility to choose the course you need, at the time you need, in the location you need
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