This workshop is designed to provide the participants with an overview on modern bank risk management, including the breakdown of the Basel II requirements and a comparison with Basel I. We will examine Value at Risk which has become the de facto standard for measuring risk across the major risk classes: Market risk, credit risk and operational risk.
Learning objectives
- Discuss the business model of a commercial bank
- Overview of the main performance ratios
- Identify a bank's main risk categories
- Interest rate risk: Identify interest rate risk, Yield curves, Gap management
- Capital Management: What is capital? Why is capital needed? Different forms of capital. Evolution of capital requirements
- Basel I: overview of main capital requirement
- Basel II:
Pillar I minimal capital requirements for Credit-, Market-, & Operational Risk
Pillar II Supervisory Review
Pillar III Market Discipline
Value at Risk
- Economic Capital, Economic Profit and RAROC
Content
After the workshop the participants will be able to:
- Define risk, uncertainty and exposure in the context of the financial markets;
- Analyze the concept of risk management and its relationship to Capital Management
- Understand and apply the Value at Risk (VaR) methodology to measure market risk
- Understand the contents of Basel II, and identify and measure Credit, Market, and Operational Risk to measure regulatory capital
Lecturer
Frans has gained a lot of hands-on and management experience during his 17 years career in Securities Brokerage and Investor Relations. He has been a successful Investor Relations Manager at ABN AMRO for 4.5 years. Furthermore, he has been a sector and mid/small cap equity analyst at ABN AMRO, and headed ING Markets’ Equity Research team for years. Frans has delivered open- and in house training to Corporate banking, Investment banking, Asset Management, Accountants and Lawyers.
Contact
Total Solutions offers the opportunity to organise this training as an open or in-house training.
For more information, please send us an e-mail: training@nl.ts.eu or call +31 20 530 4380
Information
- Date: Date to be determined
- Duration: 1 day(s)
- Location: Amsterdam RAI Convention Centre
- PE Points: 6
- Price: € 695
- Language: English