From 26 Feb 2018 to 28 Feb 2018    IFRS    in Pristina / Kosovo

Risk Management in Banking

In cooperation with the House of Training Quality Circle in Risk Management and ALRiM

Objectives

The basic objective of the course is to provide participants with a good understanding of risk management for banks. Specifically, the course will help participants understand:

  • Risk management in banking
  • The Basel Accord and its role in managing risk
  • Market risk and the different types of risk that belong to it
  • Credit risk and how to manage it for retail and corporate banking
  • Operational risk across the departments of a modern bank
  • Liquidity risk and how it impacts banks
  • Future trends in risk management for banks

Target group

Banking professionals from banks (commercial and central), financial institutions or supervision authorities, with at least 5 years of experience working in a banking environment. The course will particularly interest risk managers, auditors and managers from different banking areas.

Location & duration

in HoT-ATTF partner countries: 5 days

Detailed programme Explode

1. INTRODUCTION

  • Risk and risk management
  • Types of financial risk
  • The Basel Committee on Banking Supervision
  • Introduction to:
    • Market risk
    • Credit risk
    • Liquidity risk
    • Operational risk
  • Measuring and managing risk
  • Derivatives and hedging risk
  • Case studies

2. MARKET RISK

  • Market risk in banking
  • Components of market risk:
    • Interest rate risks
    • Equity risks
    • Currency risks
    • Commodities risks
  • Managing market risk:
    • Value at Risk (VaR)
    • Stress testing and back testing
    • Portfolio risk
    • Hedging against market risk
  • Market risk in the Basel Accord

3. CREDIT RISK

  • Components of credit risk:
    • Lending
    • Investing
    • Counterparty/settlement risk
  • Retail vs. corporate clients
  • Default risk
  • Downgrade risk and the rating agencies
  • Hedging against credit risk
  • Credit risk in the Basel Accord

4. OPERATIONAL RISK

  • Causes of operational risk:
    • Internal processes
    • People
    • Systems
    • External events
  • Managing operational risk:
    • Practices
    • Organisation
    • Governance
  • Hedging against operational risk
  • Operational risk in the Basel Accord

5. LIQUIDITY RISK

  • Liquidity risk as a consequential risk
  • Types of liquidity risk
    • Assets
    • Funding
  • Asset and liability management
  • Governance and liquidity risk
  • Hedging against liquidity risk
  • Liquidity risk and the Financial Crisis of 2008
  • Liquidity risk in the Basel Accord
  • Future trends in risk management

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