Extreme Risk Management and Stress-Testing in Banks after the Coronavirus Case
This workshop requires active participation. We require participants to prepare a set of data from a given bank used for a case study. These data can be taken from either public information related to a given bank of your choice, or information taken from a bank you work for, out-of-date, or modified in any way to keep clear of confidentiality issues. Enroll now and enhance your competence and knowledge.
- Exposure to Covered Bonds
- Exposure to Project Finance, Object, and Commodities Finance
- Residential Real Estate Exposure
- Retail Exposure
- Exposure to Commercial Real Estate
- Exposure to Subordinated Debts and Equity
- Exposure to Off-Balance Sheet Items
Details
- Managerial and regulatory stress-testing
- Handling extreme risks: the tools
- Scenario selection
- Regulatory view on risk
- Stress-testing and practices, risk appetite
- The stress-testing that have failed in 2007
- Chronology and facts, reminder
- Risk management, non-financial stakeholders
- Risk management, banking sector
- The worlds before and after
- The way forward
- Early lessons
- As may arise after writing
- Managerial principles, revised
- Stress-testing methodologies and processes
- The data challenge
- Handling complex risks, from scenario analysis to disaster recovery
- Modelling, from scenario to losses
- Internal and external communication
- Use of stress-testing and integration in risk governance
- The rewards of stress-testing
Certification Exam
1. What is stress-testing, how can it help in the present crisis
2. The coronavirus outbreak (2020- )
3. Stress-testing and scenario analysis: methodologies and structures
4. Case study
5. Feedback session
6. Certification Assessment
We are also conducting in-person workshop on Internal Capital and Liquidity Adequacy Assessment Process Training (ICLAAP) and Stress Testing
About The Trainer
- A Financial Risk Management Consultant with an international expertise in Risk Management methodological frameworks. His experience spans some 25 years, advising banks, software houses and others on risk management. Holds various degrees, including from London Business School, with post-graduate studies at the Technische (then West)-Berlin and Keio (Japan) universities. A Qualified in Islamic Finance (IFQ), he is a published author on risk management and Basel Accords, and a regular speaker at conferences. The client list includes ABN Amro, Barclays, Lloyds TSB, CDC Paris, Credit Suisse, DePfa, Deutsche bank, National Bank of Egypt, IBM Consulting, Sungard, the UK Regulatory body (then FSA, now PRA/FCA), Reuters and numerous other institutions of various countries and sizes. In addition to that, he offers training courses and workshops with participants from various banks around the world.
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Certificate:
No Open-house Schedules Available At The Moment. Request A Quote For Corporate Group Online Or In-person Training.
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