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Financial Risk Management - Methods, Tools, Principles and Regulation

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NH Hotel

Mozartova 1

Prague

Czech Republic

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Everything you need to know about Risk Management in Banks

Key points / questions answered:

  • What are the objectives of risk management in banks?
  • How to identify and classify risks?
  • What can we learn from passed crises and defaults?
  • Can all risks be measured? What if they can’t?
  • What is expected from the risk managers?
  • How to measure and aggregate risks?
  • Will the regulatory and the economic approaches converge?
  • When is risk-taking profitable?
  • What are the current issues in risk management?


The purpose of this seminar is to introduce you to the principles and mechanisms of risk management in banks. During these three days, we address all the main issues relevant to this matter. These are illustrated by a number of business cases and exercises that facilitate the assimilation of the concepts and techniques presented.

We start by digging out the roots of risk management. From the Chevalier de Méré and his taste for games to the build-up of the modern risk framework and measurement techniques. This path is littered with trial and errors that have led to crises and catastrophes, some of will be reviewed and analyzed.

We then clarify the nature of the risks that banks are facing. We also discover how classify risks and how to to hunt for new, emerging risks.

From there, we review the theoretical foundations of risk measurement and how they are translated into the regulatory and the economic frameworks. As both frameworks coexist in most banks, we spend some times understanding their differences and how they articulate.

During the second day of the seminar, you will learn the techniques used for measuring risks. Even if they are based upon a limited number of simple principles, risk assessment techniques differ across risk types. You will discover how to measure the main banking risks such as credit, market and balance sheet risks. Diverse techniques leading to diverse risk measures, we then have to make them comparable in order to aggregate them. A number of exercises and games will facilitate assimilating these concepts and techniques.

Once you know how to measure and consolidate risks, we address the issues related to their management: How to control and mitigate risks? Which ones are profitable, which are not? What are risk budgeting and risk appetite? How to relate risk measurement with the pricing of financial transactions? And we clarify what is expected from Risk Management professionals in banks and how they relate to other functions in the institution.

Finally, we review the major current issues in risk management such as: How banks deal with the increasing regulatory pressure? How do they plan to fulfill the new resolution constraints? What impact IFRS 9 will have on credit risk assessment? Will Fintech transform the way banks handle their risks?

We finish the seminar with a series of exercises/games aimed at rehearsing all the major elements you have learned during these three days: Risk identification, measurement and aggregation; risk control, mitigation and management; and finally risk-return issues and current concerns.

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NH Hotel

Mozartova 1

Prague

Czech Republic

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