Risk Management

  Mastering Operational Risk Management and Building Resilience Introduction to Operational Risk Management and Resilience Building Crisis Management: Realities and Playbook Developing a Risk-aware Culture and Governance Advanced Operational Risk Management, Resilience Build-Up, and Crisis Preparedness Financial and Operational Risk Analysis Identifying and Mitigating Fraud and Counterparty Risks External Risk Analysis and Resilience Building Financial…

  Core Concepts of Risk Management Developing an in-depth understanding of risk, including strategic risk and ESG risks  Comprehensive exploration of the risk management process and synthesis of its components  Introduction to Key Risk Indicators: metrics for risk assessment and monitoring  Illustrating extreme situations (tail risk): Learning from high-impact situations, including ESG disasters  Unpacking the…

  Day 1 Principle psychological concepts relevant for business decisions involving risk Biases and heuristics, risk tolerance and its measurement Risk perception, how it is biased, and the drivers behind it Day 2 Relevant and important mistakes in investment decision-making Behavioral risk management and potential consequences for regulation Case studies and possible solutions to enhance…

  Day 1 The origins and development of ALM in banks  Strategic ALM and Best-practice ALM principles The Risk Management Framework –   Board Risk Appetite Statement (RAS), Key Risk Indicators (KRIs) and strategic planning process Basel III/Basel 3.1 Liquidity: NSFR and LCR –   Reporting –   Strategic ALM and balance sheet management implications Basel III/Basel 3.1…

Bond instruments and market introduction Universe of instrument types Fixed / floating rate Structured finance securities Credit rating spectrum Yield curve analysis and interpretation Value-at-Risk primer Risk and return for bonds without embedded options Yield measures Risk measures: Part I Duration: Definition, usefulness, properties and limitations Risk measures: Part II Convexity: Definition, usefulness, properties and…