Risk Management for Basel II
Risk Management for Basel II
OBJECTIVES
- Have a broader scope of risk management including the new proposals in Basel II
- Have a better understanding of credit grading techniques and issues
- Have a greater understanding of the techniques of measuring financial and operational risks
- Be able to design a performance measurement model
- Have a better understanding of the enterprise-wide risk management
WHO SHOULD ATTEND?
Credit Managers, Credit Analysts, Risk Managers, General Managers, Finance Directors, Financial Controllers, Treasury Managers, Treasurers, Finance Managers, Accounts Managers, Treasury Analyst, Financial and Management Accountants, Auditors, Financial Analysts, Accounts Supervisors and Accounts Superintendents.
COURSE OUTLINE
Risk management is becoming increasingly complex and these risks have risen exponentially after the new Basel Capital Accord. The best way to protect yourself and your organization’s reputation and wealth is to be aware of these risks and to perform your duties according to the highest principles and implementation practices.
The topics covered include:
- Risk Management
- Operational Risk
- Credit Risk
- Market Risk
- Liquidity Risk
- Basel II – objectives, structure and pillars Financial Market
- G-30 report
- Modern Risk Measures: Value-at-Risk ( VAR)
- Monte Carlo Simulation Method
- Stress Testing