Bank Risk Management
Location: Netherlands
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.
Learning objectives
After the workshop the participants will be able to:
- Define risk, uncertainty and exposure in the context of the financial markets;
- Analyse 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
Content
- 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:
Controllers Institute
Date: October 4, 2010
Venue: Mercure Hotel, Amsterdam (Schiphol)
info@financial-executive.nl
www.financial-executive.nl