From 25 Jun 2018 to 27 Jun 2018    Cyber and Information Security Management    in Kyiv / Ukraine

Risk Management in Banking

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

Objectives

The main objective of this course is to provide participants with an overview of risk management in banking. Specifically, the course helps participants understand:

  • Risk management in banking
  • Tools for measuring and managing risk
  • Market risk and the different types of risk that belong to it
  • Credit risk and how to manage it
  • Operational risk across different departments
  • Liquidity risk and how it impacts banks
  • Future trends in risk management for banks

Target group

Professionals from banks, financial institutions or supervisory authorities with at least 3 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: 3 days

Detailed programme Explode

Day 1: Introduction and Market Risk

  • Risk and risk management
  • Types of financial risk
  • The Basel Committee on Banking Supervision
  • Measuring and managing risk
    • Value at Risk (VaR)
    • Stress testing and back testing
    • Hedging against market risk
  • Market risk in banking
  • Components of market risk:
    • Interest rate risk
    • Equity risk
    • Currency risk
    • Commodities risk

Day 2: Credit Risk

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

Day 3: Liquidity Risk and Operational Risk 

  • Liquidity risk as a consequential risk
  • Types of liquidity risk
    • Assets
    • Funding
  • Governance and liquidity risk
  • Causes of operational risk:
    • Internal processes
    • People
    • Systems
    • External events
  • Managing operational risk

Future Trends in Risk Management

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