Jun 15 2011
“Proactive Strategies for Optimising Risk and Capital Management under Basel III”
Just as delivered in:
London (UK), Amsterdam (The Netherlands), Johannesburg (South Africa), Amman (Jordan) Bratislava (Slovakia), Karachi (Pakistan), Cairo (Egypt) etc.
+ Romanian Banking Industry Insight and Expertise
An informative and content rich course to be held on November 9th through 11h, 2011. For more details click here.
RegisterLearning Objectives
Participants will examine the new regulatory (Basel III) requirements and consider strategies aimed at optimising risk and capital management across the enterprise and the role of the ICAAP. Aspects that will be covered in detail include:
- The Basel accords with particular emphasis on Basel III and related requirements
- Structuring a value-added ICAAP process including aspects such as stress testing, scenario analysis and risk appetite
- Migrating to a Risk Adjusted Performance Measurement (RAPM) framework
- Making Enterprise-Wide Risk Management (ERM) a reality rather than a theoretical possibility
- Raising the profile of risk management across the enterprise with particular focus on finance, operations and technology
- Implementing a best practice corporate governance framework
- Examining the limitations in current risk measurement techniques, e.g. Value-at-Risk (VaR)… what are the alternatives?
Course Description
Creating value in a highly competitive environment inevitably creates risks which, if not properly identified, measured and managed, can result in unexpected losses. The financial crisis demonstrates that risks that were not properly accounted for can threaten the very existence of a bank regardless of its size.
The regulatory response to recent events is contained in Basel III which sets out to make capital requirements more risk-sensitive, enhance risk coverage and strengthen the loss absorbency of available capital. It introduces the concept of building capital buffers during good times so that banks are better positioned to absorb the losses that occur during periods of stress. Basel III further introduces new liquidity management standards.
Notwithstanding Basel III, banks continue to focus their risk management programmes, among other things, on finding an expression of their true economic exposure to risk in the form of economic capital.
This course examines the latest tools, techniques and best practices surrounding economic capital calculation and management and how to structure an Internal Capital Adequacy Assessment Process (ICAAP) that maximizes its inherent motivational incentives. It considers the Basel accords, with particular focus on Basel III, and examines the composition and interrelationship between the various types of capital – available (book), regulatory and economic – and explores frameworks for their effective management.
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