Seminar: Bank Risk Management

July 13–14, 2011

Who Should Attend?

This seminar is designed primarily for bank risk officers and others who work in risk-intensive areas such as Treasury, Credit or Operations. It will also be useful to other bank officers who wish to gain a better understanding of the risk function.

Day One:

Credit Risk

• Loan policies.
• Provisions policies.
• Credit approval authorities.

Market Risk

• Earnings at Risk models.
• Capital at Risk models.
• Limitations of models.

Liquidity Risk

• Ratio analyses.
• Cash Flow projections.
• Stress testing.

Day Two

Operational and other Risks

• Key Risk Indicators.
• Key Control Performance Indicators.
• Single point failures.
• Contingency planning.

Interdependent Risk.

Pricing Risk in a Basel Framework.

Risk Management Frameworks

• Structuring the risk functions.
• Senior management and Board Oversight.
• The roles of auditors and regulators.

The seminar will consist of a mixture of lectures, exercises, class discussion and case analyses.

What Will Participants of the Seminar Gain?

• A thorough understanding of the major risks faced by banks and how to quantify and mitigate them.
• Exposure to the latest Best Practices from regulatory bodies.
• A much clearer understanding of the importance of good controls in your bank.