INSEAD Business School
Risk Management in Banking
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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.
Trust the 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...
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INSEAD Risk Management in Banking