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Duration 35 hours
Course Outline
An introduction to risk
- Defining risk and the imperative for banks to manage it
- Is risk solely a downside event?/li>
- The global scope of banking and associated risks
- Overview of the principal types of risk in banking
- Potential repercussions of inadequate risk management
- Risk Appetite
- Risk Management
Case study
International risk regulations
- The nature of risk-based regulations
- The relationship between risk and capital
- The concept of capital adequacy
- Major international regulatory frameworks
- Basel Accord
- Sarbanes-Oxley
Case Study
The Basel Accords
- The evolution of international banking risk regulation
- Purposes of banking risk regulation
- Challenges posed by global regulatory standards
- The Basel I Accord and the Market Risk Amendment
- The Basel II Accord
- Capital requirements under Basel II
- Basel 2.5 and Basel III
- The leverage ratio
- Countercyclical capital buffer
- Systemic interconnectedness
Case study: Capital under Basel III
Market risk
- Definition of market risk
- Market activities and trading rationale
- Primary market instruments
- Cash instruments
- Derivative instruments
- Management strategies for market risk
- Measurement and control of market risk
- Regulatory requirements for market risk
- Basel II
- Basel III
Case study: Consequences of mis-managing market risk – JP Morgan
Credit risk
- Understanding credit risk
- Credit products in international markets
- Mitigation and management of credit risk
- The credit workflow
- The credit analysis process
- Portfolio Management
- Credit risk measurement
- Regulatory frameworks for credit risk
- Basel II
- Basel III
Case study
Operational risk
- Defining operational risk and its significance
- Risk of loss, including expected and unexpected losses
- Categorisation of operational risk events
- The three lines of defence model
- Approaches to operational risk management
- The operational risk management framework
- Initial steps in implementation
- Reporting structures for operational risk management
- Scope of operational risk management
- Measurement and assessment of operational risk.
- Regulatory standards for operational risk
- Basel II
- Basel III
Case study: UBS
Liquidity risk
- Definition of liquidity risk
- Categorisations of liquidity
- Implications of inadequate liquidity management
- Origins of liquidity
- Metrication of liquidity
- Stress testing
- Liquidity management strategies
- Regulatory requirements for liquidity risk
- Basel II
- Basel III
Case study:
Asset and Liability Management and other risks
- Understanding Asset and Liability Management
- The role of ALCOs and Treasuries
- Distinguishing between the Banking Book and Trading Book
- Interest rate risk within the banking book
- Measurement and management of IRRBB
- Contractual versus behavioural aspects
- Stress testing
- ‘Other’ risks
Case study:
Supervision & disclosure
- The nature of supervision and disclosure
- Co-operation between home and host supervisors
- The ICAAP
- Supervision and disclosure requirements under Basel
- Reforms introduced by Basel III
Case study:
Defining Enterprise Risk Management
- The definition of ERM
- The advantages of implementing ERM
- The ERM process
- The function of risk management
- Portfolio management
- New product development
- Guidance from the Basel Committee
- Commonly used frameworks
Case study
Integrated risk management
- Cohesive risk integration across the bank
- The role of Risk committees
- Formulation of Risk policies
- Identification and assessment of risk
- Aggregation of risk across different types
- Economic capital
- Interdependencies between risk types
Case study
Corporate Governance
- The definition of corporate governance
- Identifying stakeholders and managing conflicts of interest
- The benefits of effective corporate governance
- The evolution of corporate governance - Cadbury, Walker, and Hicks reports
- External perspectives on Corporate Governance (rating agencies, regulators)
Case study: Can a bank be “Too big to manage”?
Good corporate governance
- Corporate structures
- The function of non-executive directors
- Governance techniques and strategies
- Committee structures and management practices
- Communication protocols
- The responsibility of senior management
- The internal framework of Corporate Governance
- Guidance from the OECD and Basel
Case study:
Risk Governance
- Governance of risk management
- Fostering a culture of risk awareness
- Embedding a risk culture
- The function of risk management committees
- Integrating Governance, risk, and compliance
Case study:
The future
- The emerging regulatory regime
- Impact on the banking industry
- Impact on regulators
- Key priorities in the global banking regulatory agenda
- Anticipated future challenges
Custom Corporate Training
Training solutions designed exclusively for businesses.
- Customized Content: We adapt the syllabus and practical exercises to the real goals and needs of your project.
- Flexible Schedule: Dates and times adapted to your team's agenda.
- Format: Online (live), In-company (at your offices), or Hybrid.
Price per private group, online live training, starting from 8000 € + VAT*
Contact us for an exact quote and to hear our latest promotions
Testimonials (3)
Fun to talk
Jihan Fadila - BAF
Course - Root Cause Analysis (RCA) for Internal Audit
The exercises were great — they helped me get back “on the field.”
Lilia Boico - PUBLIC
Course - AML/CTF Governance and Risk Oversight Training
casual conversation supported by specific examples
