Market, Credit & Operational Risk

Amsterdam Institute of Finance

How long?

  • 4 days
  • online

What are the topics?

Amsterdam Institute of Finance

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Who should attend

  • CRO and staff
  • CFO and staff
  • Board Risk Committee Chair
  • Regulatory and compliance executives
  • Risk management executives
  • Market, Credit, and Operational Risk specialists
  • Internal Auditors

About the course

This online course presents industry good practice and latest developments in bank risk management, with special emphasis on market risk, credit risk and operational risk. These risks are the three most significant drivers of bank regulatory capital requirement, and banks recognize the need to manage these risks as efficiently as possible as part of a drive to improve performance. The Covid-19 crisis has also made banks even more focused on the management of risk, dedicating more time and resources to dealing with such risk.

How you will benefit

  • Gain an excellent review of the Theory of Risk Management, where we will cover the basis for Market, Credit, and Operational Risk
  • Be aware of latest developments in the field, both business drivers and regulatory requirements
  • Chart a path forward, examining how risk tools like stress testing, scenario analysis and capital allocation will change going forward and how to implement good practice
  • Gain real-world, practical guidance that will allow you to apply the insights and learnings directly in your day job

Content

Session I: Risk Management Framework

  • Bank governance structure good practice
  • Risk management framework
  • Risk appetite framework and statement
  • Risk appetite limit template

Session II: Credit Risk

  • Defining credit risk
  • The different types of credit risk

  • Sovereign

  • Corporate

  • Retail

  • Systemic

  • Counterparty

  • Concentration risk

  • What does credit scoring measure

  • Credit scoring in practice

  • The Basic Principles of Lending

  • Credit risk management approach and credit committee good practice

  • The Impact of IFRS9

  • Key measures in IFRS9

  • Recognition, de-recognition, classification, measurement and impairment of financial instruments

  • Classification and measurement under IAS 39

Session III: Market risk

  • Introduction to market risk
  • Types of market risk

  • Interest rate risk

  • Equity price risk

  • Foreign exchange risk

  • Commodity price risk

  • Volatility

  • Portfolio effects from diversification

  • Risk appetite and tolerance

  • Risk limits and control processes, and managing risk exposure

  • Introduction to Value at Risk (VaR)

  • Calculating VaR

Session IV: Operational risk

  • What is operational risk?

Identifying & classifying operational risk categories

  • Analyzing specific risks

Identifying and managing operational risk in a process issue Developing an operational risk management framework

  • Measuring operational risk

Understanding the operational risk impact and regulatory capital driver

  • Managing and implementing the operational risk management policy

Experts

Moorad Choudhry

Professor Moorad Choudhry is the former Chief Executive Officer of Habib Bank AG Zurich in London, and Honorary Professor at University of Kent Business School. Previously Moorad was Head of Treasury at RBS Corporate Banking, Head of Treasury at Europe Arab Bank, Head of Treasury at KBC Financial...

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Market, Credit & Operational Risk at Amsterdam Institute of Finance

From  EUR 1 950$2,347
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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.

Read more about Marketing

During Marketing courses, you will learn how to develop a business idea and create the right website to promote your product. You will gain the skills to analyze your business performance and make key decisions that improve the efficiency of your bus...

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