INSEAD Business School

Risk Management in Banking

Add course to comparison

INSEAD Risk Management in Banking

Next dates

Sep 30—Oct 4

5 days

Fontainebleau, France

EUR 8900 ≈USD 9926

EUR 1780 per day

Description

An integrated perspective on risk governance and long-term value creation

The global financial crisis underlined the importance of sound and comprehensive risk governance. Board members and senior executives of banks need to be clear on how risk categories impact capital allocation and value. The Risk Management in Banking programme provides an overview of risk governance and long-term value creation in light of new regulations, Basel 3 and special resolution regimes with bail-in debt. This working knowledge is essential for senior executives in any business exposed to market, credit, operational or strategic risk – or to the growing concerns of liquidity, reputation and franchise risk.

HOW YOU BENEFIT

Build context. Expand your understanding of the broader context behind analytical models and approaches to risk in banking.
Understand the new regulatory landscape. Draw lessons from the new regulatory landscape as it relates to capital and liquidity regulations, advanced fund transfer pricing, special resolution regimes with bail-in debt and fears of rising liquidity risk.
Gain insights from psychology. Draw on recent results from psychology research into behavioural risk assessment.
Discuss risk governance in banking. Exchange views and share experiences with other senior executives and directors from the banking sector.

CONTENT OVERVIEW

Risk Management in Banking is a five-day programme designed to help senior banking executives and board members develop expertise in risk governance. It is built on more than 30 years of research organised by the Centre for International Financial Services, a long-standing partnership between INSEAD and selected financial institutions.

Through lectures, discussion and work groups, you will develop risk management skills in the following key areas.

RISK GOVERNANCE

Identification of key risk domains
Risk aggregation
Reputational risk
Integrating risk control into shareholder value maximisation
Performance evaluation and compensation
Re-regulations: Basel 3, ring-fencing of commercial banking and new special resolution regimes
Pitfalls in risk governance

LIQUIDITY AND MARKET RISKS

Advanced fund transfer pricing incorporating liquidity premium
Measurement of interest rate risk on the banking book
Measurement of trading risk
Basel 3 and stress tests

OPERATIONAL RISK

Sources of operational risk
Measurement of operational risk
Fraud

CREDIT RISK

Loan pricing, securitisation and shadow banking
Portfolio credit risk

Who should attend

Senior bank executives and board members concerned with risk governance and overall management, and senior bankers who need an understanding of risk control.

Experts

Jean Dermine

Jean Dermine is a Professor of Banking and Finance at INSEAD. He holds Doctorat en Sciences Economiques from the Université Catholique de Louvain and Master of Business Administration from Cornell University. He directs the INSEAD Executive Education programmes on Risk Management in Banking and S...

Enrico Diecidue

Enrico Diecidue is a Professor of Decision Sciences at INSEAD. In 1996 he obtained his degree in Economics, with a specialisation in Mathematical Economics, from Bocconi University, Italy. He then joined the CentER (Center for Economic Research), Tilburg University, the Netherlands, where he rece...

Pierre Hillion

Pierre Hillion is a Professor of Finance, de Picciotto Chaired Professor of Alternative Investments, and the Program Director of the INSEAD-Macquarie Master of Finance. From 1999 to 2004, he held the Shell Professorship in Finance. He serves as a visiting professor at the University of California...