Market, Credit & Operational Risk Management

Program flyer
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Next available date: 21 March

The Market, Credit and Operational Risk Management program presents industry good practice and latest developments in bank risk management, with special emphasis on market risk, credit risk and operational risk. These risks are the three most significant drivers of a bank’s regulatory capital requirement, and banks recognize the need to manage these risks as efficiently as possible as part of a drive to improve performance. The Covid-19 crisis has also made banks even more focused on the management of balance sheet risk, dedicating more time and resources to dealing with such risk

How you will benefit

  • Gain an excellent review of the Theory of Risk Management, where we will cover the basis for Market, Credit and Operational Risk
  • Be aware of latest developments in the field, both business drivers and regulatory requirements
  • Chart a path forward, examining how risk tools like stress testing, scenario analysis and capital allocation will change going forward and how to implement good practice
  • Gain real-world, practical guidance that will allow you to apply the insights and learnings directly in your day job

Program length
2 days

Day 1 09:00 – 17:30
Day 2 09:00 – 17:30

Day 1:

 Risk management framework

  • Bank governance structure good practice
  • Risk management framework
  • Risk appetite framework and statement
  • Risk appetite limit template

Credit risk

  • Defining credit risk
  • The different types of credit risk
    • Sovereign
    • Corporate
    • Retail
    • Systemic
    • Counterparty
    • Concentration risk
  • The Credit Risk MI Dashboard
  • The Basic Principles of Lending and Loan Underwriting
  • Credit risk management approach and credit committee governance
  • Credit risk policy
  • The Impact of IFRS9
    • Key measures in IFRS9
    • Recognition, de-recognition, classification, measurement and impairment of financial instruments
    • Classification and measurement under IAS 39

Day 2:

 Market risk

  • Introduction to market risk
  • Types of market risk
    • Interest rate risk
    • Equity price risk
    • Foreign exchange risk
    • Commodity price risk
  • Volatility
  • Portfolio effects from diversification
  • Risk appetite and tolerance
  • Risk limits and control processes, and managing risk exposure
  • Introduction to Value at Risk (VaR)
  • Calculating VaR

Operational risk

  • What is operational risk?
    • Identifying & classifying operational risk categories
  • Analyzing specific risks
    • Identifying and managing operational risk in a process issue
    • Developing an operational risk management framework
  • Measuring operational risk
    • Understanding the operational risk impact and regulatory capital driver
  • Managing and implementing the operational risk management policy
  • Operational risk and bank regulatory capital

This program is relevant to:

  • CRO and staff
  • CFO and staff
  • Board Risk Committee Chair
  • Regulatory and compliance executives
  • Risk management executives
  • Market, Credit, and Operational Risk specialists
  • Internal Auditors

Faculty

Moorad Choudhry

Professor Moorad Choudhry is an independent non-executive director at Recognise Bank in London and at the Loughborough Building Society.   He was latterly Treasurer, Corporate Banking Division at The Royal Bank of Scotland, Head of Treasury at Europe Arab Bank, Global Head of Treasury at KBC Financial Products, Vice President in structured finance services at JPMorgan Chase and…

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  • 2 days
  • € 2500
  • Financial Analysis, Risk Management
  • English
  • 4.3/5

Available dates

Need help?

Find your program here or contact us directly for personal advice:
Call us at +31 20 520 0160 or email us at [email protected].

Program flyer

For a more detailed program description and information regarding faculty please download the program document.



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