Risk Management in Banks
Developing understanding of the inter-relationships between the key risks facing banks in today’s economic and regulatory environment and how each are quantified, monitored and managed.
Targeted at capital markets, coverage, risk and support professionals as well as external regulators and auditors, our risk management topics include:
- Risk management in Banks: structured holistic approach to how banks measure, manage and mitigate credit, market, operational, liquidity, reputation and regulatory risks in the context of internal economic capital and external regulatory requirements.
- Liquidity Risk Management: equip participants with the skills and knowledge to evaluate the liquidity risk management and funding strategy of banks and identify system wide liquidity risk vulnerabilities.
- Operational Risk Management: best practice in the management of operational risk within financial institutions based on both lessons learned and regulatory requirements.
- Credit Portfolio Management: quantifying PD, LGD and EAD; risk rating systems; credit valuation adjustments, clearing, ISDA and other methods of controlling counterparty risk.