Course Overview

The cost of bank liquidity and capital has risen almost exponentially in the last decade, in large part due to the buffers that local and international regulators require banks always hold.

The complexity of risk management modelling is exponentially greater than ever. This is particularly true in the realm of credit and market risk factors which regulators believe brought the financial system to its knees a decade ago. Counterparty Credit (CVA) for derivatives and the new market risk framework incorporated within the Fundamental Review of the Trading Book (FRTB) are the best examples of this complexity and comprehensiveness.
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Who should enrol

This course is a must for any person who wishes to take up the risk management discipline as a profession as well as those who are engaged in the process of pricing credit and market products to their customer base. Balance Sheet managers will benefit by being able to evaluate the relative cost of providing capital products to different business lines in the bank.

  • Bank treasury professionals

  • Heads of Departments

  • Fixed Income, FX, Credit and Equities traders

  • Balance Sheet Management teams

  • Risk managers

Key Learning Outcomes

At the end of the course delegates will:

  • Articulate

    The issues encompassing the central concept of Bank Risk

  • Differentiate

    Between Regulatory and Economic Capital in the architecture

  • Analyse

    The overall design of a prudential framework for large exposures

  • Conceptualise

    The bank as a “risk embracing factory” for the pricing and management of risk

  • Articulate and apply

    The concepts & models Risk Appetite & Risk Tolerance Statements

  • Evaluate

    Key risks in the organisation using VaR, Expected Shortfall and Extreme Value Theory

  • Understand

    The intrinsic links between the assumption of risk and Bank Capital consumption

  • Analyse & apply

    The concepts of Stress Testing and Scenario Risk Management

  • To identify

    The key risk drivers in the organisation.

Course curriculum

    1. About the course

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    2. Important dates and times

      FREE PREVIEW

    3. Course materials and objectives

      FREE PREVIEW

    1. Enterprise Risk Management: Session 1 outline

    1. Capital Adequacy: Session 2 outline

    1. Bank Risk Tools: Session 3 outline

    1. Elements of Credit Risk : Session 4 outline

    1. Market Risk: Session 5 outline

About this course

  • $749.00
  • 13 lessons
  • Supporting workbooks & slides
  • Access replays and course materials for 30 days after last live session

Pricing

Instructor(s)

Andrew Kinsey

Course Director

Andrew has over 25 years’ experience in financial markets both for international and local (South African) institutions. He was a trader and senior manager in the derivatives and cash-trading environment, and worked as a Derivatives Trader at Nedcor, Standard Bank and Corpcapital Bank, trading foreign exchange, fixed income and equity assets. He was head of the ABN AMRO South Africa Money Market and Foreign Exchange unit. From 2008 to 2014 he was Head of Market and Trading Risk at the Purple Capital Group. This set the basis for the next period as he moved into risk management for hedge funds and in the online trading environment. This allowed him to build on his skills as a market trader to construct risk management systems, which illuminated granular market exposures as well as a communication tool for the business executives. At the same time he began to spend an increasing amount of time training and lecturing both graduates and experienced staff in market products and economics.

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