UPCOMING TRAINING PROGRAMS

ACI Dealing Certificate Training
Training Category: Banking and Finance
March 31 - April 3, 2012 / Riyadh, Saudi Arabia

ACI Operations
Training Category: Banking and Finance
April 4 - 5, 2012 / Riyadh, Saudi Arabia

ACI Dealing Certificate Training
Training Category: Banking and Finance
April 28 - May 1st, 2012, Dubai

ACI Operations
Training Category: Banking and Finance
May 2 - 3, 2012 / Dubai

ACI Diploma Training
Training Category: Banking and Finance
May 6 - 10, 2012 / Dubai, UAE

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The course includes a review of the latest models used by organizations to manage risk and the traditional techniques that enable managers to quickly assess and control it.
The three main sources of risk: market, credit and operational will be addressed. Delegates will analyze the general behavior and risks of various markets and financial instruments, how these risks occur, how they may be measured, what mitigation approaches may be adopted and ultimately how the risks may be managed. Particular emphasis will be paid to the various approaches proposed in the new Basel Accord. The course will also discuss firm wide risk management and the internal uses of economic capital to improve the allocation of scarce resources.

Who Should Attend?

• Risk managers in financial institutions
• Rating agency analysts
• Financial controllers in large institutions
• Credit risk analysts
• Portfolio analysts / managers
• Treasurers

Day 1
THE SCOPE OF RISK MANAGEMENT
Risk Management

• The evolution of banking risk:
  
  • Introduction of the old Basel Accord
    
  • G30 report
  • Outline of the proposed new Accord
    
    
• Case study: Bankers Trust
• … and the evolution of bank risk management
• From a cost centre to a strategic competitive weapon.
  
  

Risk Management and the Basel Accord II

• Objectives of the new Accord
  
• Structure of the new Accord
  
• Pillar I: proposals for the three classes of bank risk
  
  • What constitutes bank capital?
    
  • Regulatory models for the estimation of credit risk
    
  • Regulatory models for the estimation of market risk
    
  • Regulatory models for the estimation of operational risk with examples of the capitalcalculat.
    
• Results from the Quantitative Impact Studies
  
• Pillar II: the supervisory review
  
• Pillar II: interest rate risk
  
• Pillar III: market disclosure
  
• Timetable of the new Accord
  
• Problems that the new Accord may bring
  

Exercise:

delegates will discuss the current and planned progress of their institution towards
  the new Accord

Sound Risk Management Practices Whilst each class of risk has developed its own methodologies, there are some overarching sound practices required to support the overall risk management function:

• Developing an appropriate risk management environment
  
• Defining the risk appetite of the institution
  
• Creation of risk management policies
  
• Development of risk measurement methodologies
  
• Creation of an appropriate infrastructure

Exercise:

delegates will discuss the progress of their institution towards sound practices, and   highlight areas of priority

MARKET RISK

Introduction

Adopting a portfolio approach, the main types of market risks will be discussed:

• What are the main sources of market risk
  • Interest rate, foreign exchange, equity and commodity risks
  • Different types of market risk
  • Different generations of market risk
  • Simulations of different instruments and portfolios, illustrating their characteristics
    
    
• Market risk management and measurement
  • How do banks measure market risk?
  • How do banks manage and control market risk?
    
    
    
    
    
    

On completition of the course you will receive a certificate from ASTC Dubai.

Please click on the sample certificate below :::

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