Advanced Risk Management

IFF Training

How long?

  • 3 days
  • in person

What are the topics?

IFF Training

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About the course

Picking up where many other courses leave off, it explores the connected nature of risk across market, credit, operational, liquidity, reputational and other risks. Key benefits:

  • Gain insight into cutting-edge market risk methodologies
  • Develop the tools and techniques needed to measure market risk effectively
  • Practical exercises on successful stress and scenario testing
  • Examine credit and liquidity risk modelling and management
  • Gain knowledge of how credit derivatives can be used to manage credit risk
  • Clarify of the role of capital and the relationship to other risks
  • Fully understand the impact of Basel III and FRTB – the latest developments in regulation and capital requirements in light of the credit crisis
  • Insights into the lessons learned from the credit crisis and attempted global recovery
  • Examine how Brexit might affect risk both pre and post article 50

The course is a perfect balance of theory & practice with great emphasis on practicality & real-life issues. It examines techniques such as value-at-risk, credit modelling, stress testing & scenarios. It also looks at how Basel II & III impact risk management, as well as risk management techniques in fund management. Case studies, discussion & practical sessions include: Simple portfolio credit risk modelling; Basket credit products; The demise of Lehman Brothers

Agenda

  • Market Risk Management
  • Market Risk - Methodology
  • Market Risk – Stress and Scenarios
  • The Division Between Market and Credit Risk
  • Funding and Liquidity Risk Management
  • Market Risk Management for Funds
  • Credit Risk
  • Portfolio Credit Risk
  • Managing Credit Risk
  • Credit Derivatives
  • Managing Credit Risk Collectively
  • The Role of Capital and the Relationship to Other Risks
  • Basel III and Further Developments
  • What Risks Have Been Missed?
  • Risk Measures and Reporting in Major Banks

Workshops, Exercises, Case Studies and Discussions

  • Market risk measures
  • Simple portfolio credit risk modelling
  • Basket credit products
  • Based on Chief Credit Office Role
  • The demise of Lehman Brothers – what went wrong?
  • Q&A Discussion session

Experts

Andrew Street

Andrew Street was formerly Executive Director - Head of Arbitrage & prior to that, Director - Head of Equity & Commodity Derivatives at Mitsubishi Finance International (now bank of Tokyo-Mitsubishi). He has been a senior financial regulator including being Head of Traded Risk at the Fin...

Videos and materials

Advanced Risk Management at IFF Training

From  3599 GBP$4,673

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Disclaimer

Coursalytics is an independent platform to find, compare, and book executive courses. Coursalytics is not endorsed by, sponsored by, or otherwise affiliated with any business school or university.

Full disclaimer.

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