Financial training hub / Classroom / Bank Risk Management (2 days)

Bank Risk Management (2 days – EUR 1.200)

(This training is available for English and Dutch groups)

Since the ’80s, banks have become huge financial supermarkets offering a wide range of different services and products. Deregulation of the financial system, liberalization of financial markets and rapid IT developments created a huge financial sector. This lead to ‘too big to fail (and manage?)’ financial institutions. At the same time, intense competition and the search for yield were an incentive for bank managers to create extremely leveraged and thus risky operations. In 2008 the financial system nearly collapsed. Governments decided to create new regulations based on the recommendations of the Basel Committee on Banking Supervision.

After attending this varied and interactive training you will understand:

  1. What are core bank activities and income sources.
  2. The risks of banking and tools to manage risks – What determines the risk appetite of banks?
  3. What is the role of the Basel Committee of Banking supervision?
  4. Credit crisis 2008: what happened and what is the impact on banks.
  5. Future regulation: Basel ‘4’, TLAC and MREL

WHO SHOULD ATTEND

This training is for professionals that work in the financial sector and want to know more about the world of finance and banks: Cash Managers, Treasurers, Bank Relationship Managers, Consultants, IT professionals, Controllers, (Internal) Auditors, Back- en Mid Officers, Accountants, Legal experts, Journalists, Human Resource recruiters and Corporate Communication officers.

PROGRAM

  • Bank types and core activities.
  • Balance sheet and income sources of banks.
  • Bank Risks, Return on Equity and Supervisors
  • Risk Weighed Assets and Leverage Ratio
  • VaR and Market Risk management
  • Market Value of derivatives (replacement value)
  • Foreign Exchange risk management
  • Interest Rate Risk management: Gap and (modified) Duration
  • Futures and Swaps applications for Interest Rate Risk Management
  • Credit Risk: PD, EAD and LGD
  • Credit Risk Management: Netting, Collateral, Securitization and Credit Default Swaps
  • Pre-Settlement Credit Risk for derivatives and Credit Value Adjustment
  • Financial crisis of 2008: what happened?
  • Supervision of Banks – Central banks and Basel Agreements (introduction).
  • Basel III and Capital Management.
  • Basel III en Liquidity Management: LCR and NSFR.
  • Basel ‘4’: TLAC, MREL
  • New Basel proposals for Standardized Methods for Credit and Operational Risk capital requirements

Inquiries

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