Advanced Risk Management for Financial Institutions
During this workshop, the expert will concentrates on credit risk management with all facets including settlement, pre settlement and counterparty default risk along with special dedicated sessions on liquidity risk and market risk management. The seminar draws heavily on recent developments in the financial industry and combines profound theoretical concepts with practical solutions oriented study cases to be performed in joint teams.
The seminar is conceived at an intermediate-to-advanced level and targets participants with senior responsibilities in diversified banking groups as well as regulators, rating agencies executives, industry consultants and government agency executives.
KEY HIGHLIGHTs!
- Explore to the factors that cause current global financial crisis
- Identify the best risk management strategies
- Mitigate the risk through syndication, securitization and credit derivatives
- Examine portfolio of credit management and capital allocation
- Analyze the major forms of risk generated by financial institutions, particularly within VAR Models
- Enhance professional’s understanding in credit, liquidity and market risk and the importance of risk management structure
- Develop strong decision making skill
- Implement internal ratings model
- Estimate credit scoring model
- Estimate default probability
- Ability to control the growth of loan book in order to maintain a prudential liquidity ratio
- Access to the methodologies that could maintain a portfolio of liquid and tradable assets at the optimum levels to meet any contingency
- Discover the risk control culture that could enhance liquidity of the bank