Advanced Techniques in Risk Management and Basle II & III

Advanced Techniques in Risk Management and Basle II & III

Advanced Techniques in Risk Management and Basle II & III

Program Objectives:

  • Get familiarized with modern risk and return measurement techniques
  • Gain insight into risk management strategies
  • Discuss salient features of Basle II and Basle III Accords
  • Deliberate upon implementation issues

Program Coverage:

  • Building blocks for risk management
  • Overview of risk management in banks
  • Overview of Basle II
  • Credit risk models – counterparty risk and portfolio risk
  • Credit risk – Standardized approach
  • – Internal rating based approaches
  • Operational risk management
  • Market risk management
  • Liquidity risk management
  • Stress testing techniques and practices
  • Pillar II – Internal Capital Adequacy Assessment Process (ICAAP) & Supervisory Review
  • Implementation of Basle III
  • Exercises/case studies

Duration: 4 Days

Target Group: Those working in credit, treasury, operations, risk management, compliance and internal audit

Trainer: Dr Satish Shinde