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Financial Education
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Considering the pace with which developments take place in banking in general and risk management in particular, periodic intervention through executive training is a Sine Qua Non for any institution for survival in today's environment. This is especially true at a time when huge investments are being made in creating risk infrastructure worldwide. Without a matching component in terms of training & development, intended benefits in terms of Return on Investment (ROI) will not be attainable.
D&B's executive development offerings aim at rapidly enhancing the knowledge and skill sets of key personnel handling risk management and related positions in banks & financial institutions. Apart from building a sound conceptual base to the subject matter, D&B will leverage on its vast consulting, research and product development expertise to focus on key challenges in implementation of risk management standards.
Corporate Learning Solutions in Financial Risk Management
No.
Title of Program / Workshop
Objectives & Description
Target Audience
Indicative Duration
1 Implementation of Basel II Preparedness of banks at various levels for implementation of Basel II, both Standardized and Advanced, ranging from risk governance to risk adjusted performance. Risk Management / Basel II teams of Banks 3 Days
2 Capital Computation under Basel II Requirements to be fulfilled for capital computation for Credit, Market & Operational risks under Pillar I, both under Standardized and Advanced Approaches. Risk Management / Basel II and Finance teams of Banks 3 Days
3 Risk Management (Credit, Market & Operational Risks) Identification, measurement and management of Credit, Market & Operational Risks from the perspectives of both regulatory requirements and international best practice. Risk Management / Basel II teams of Banks 5 Days
4 Structured Products Meaning, types and characteristics of structured products with special focus on pricing & valuation, hedging and management of credit risk through Collateralized Debt Obligations (both cash and synthetic through credit derivatives). Treasury, Investments & Risk teams of banks & Financial Institutions 3 Days
5 Advanced Financial Modeling Fully excel based to cover valuation of financial instruments including derivatives, options pricing through Black-Scholes, Binomial and other approaches, interest rate models, Monte Carlo Simulation, Value-at-Risk, Optimization, Stress Testing & Back Testing. Risk Management, Basel II, Finance, Treasury & Investment teams of banks, Financial Institutions & corporates 5 Days
6 Credit Risk Modeling & Portfolio Management Estimation of Unexpected Loss at credit portfolio level (on any chosen dimension) and its use in ensuring efficient risk-return trade-off through risk based pricing is the major focus of the program. Approaches to estimation and incorporation of default correlation into credit portfolio modeling will also be a major focus. Credit portfolio risk teams from banks & Financial Institutions 5 Days
7 Workshop on Value-at-Risk Partly excel based to implement Value-at-Risk (VAR) for trading book. Coverage include mapping of exposures to risk drivers, modeling of volatility & correlation of risk drivers, choosing an appropriate method of VAR among Historical Simulation, Analytical and Monte Carlo Simulation, Back Testing of VAR for model selection & performance and Stress Testing in a coherent manner. Market risk / treasury teams from Banks & Financial Institutions 3 Days
8 Quantitative Techniques for Implementation of Basel II Implementation of Basel II involve application of a number of quantitative and statistical tools ranging from risk identification, measurement, Stress Testing, capital allocation and optimization. Coverage of such tools is the major objective of the program. Risk Management / Basel II teams of Banks & Financial Institutions 5 Days
9 Monte Carlo methods in finance Tool of Monte Carlo Simulation (MCS) and its applications in pricing & valuation, hedging and risk measurement. Risk Management / Basel II, Treasury & Investment and Finance teams of Banks & Financial Institutions 3 Days
10 Stress Testing Meaning, scope & significance of Stress Testing as a tool of risk identification, measurement and capital allocation. Risk Management / Basel II teams of banks & Financial Institutions 2 Days
11 Bond Portfolio Management Assessment of return potentialities and risks of fixed income securities and portfolio. Applications of derivatives in enhancing risk-return trade-off will also be addressed. Treasury front and mid office teams dealing with fixed income portfolio management in banks & Financial Institutions 4 Days
12 Internal Capital Adequacy Assessment Process under Pillar II Identification, measurement, stress-testing and capital computation for risks that are either inadequately addressed or unaddressed by Pillar I will be the major focus of the program. Risk governance and internal control to ensuring integrity of the process will also be covered in the program. Risk Management / Basel II, Finance and internal audit teams of Banks 4 Days
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