Financial Risk Management Courses
|
|
- Derick Gallagher
- 8 years ago
- Views:
Transcription
1 Financial Risk Management Courses The training was great, the materials were informative and the instructor was very knowledgeable. The course covered real scenarios that were well put together and delivered. Rosyette Wilson, Societe Generale KNOWLEDGE SKILLS CONDUCT Bangkok Casablanca Chicago Doha Dubai Frankfurt Hong Kong Jakarta London New York Paris Riyadh São Paulo Singapore Stockholm Sydney Toronto Washington, DC
2 Financial Risk Management Courses Why choose Fitch Learning as your provider for public courses? Instructors You will learn from the instructors how to understand the subject matter and put the topics into context. All of our instructors are experienced professionals and will provide you with easily digestible content, using knowledge learned from many years in the industry Up-to-date content You will work through current, region specific case studies taken from real companies so you can apply what you are being taught as soon as you get back to the office Interactive You can practice what you learn before applying it in the workplace. All of our courses are highly interactive with no more than 16 participants. The discursive style of training helps you develop confidence in your future decisions and analysis. Why register for a public course? Public Courses: Key Facts Over 1,300 global clients Over 300 courses per year 21 cities worldwide 94% suggest a colleague to take the same course Practical, structured courses focused on specific professional development topics Suitable for individuals or small groups with specific needs Locations Amsterdam Frankfurt San Francisco Chicago Offices Public course locations Toronto London New York Casablanca Washington DC São Paulo Stockholm Paris Doha Riyadh Tokyo Dubai Hong Kong Bangkok Singapore Jakarta Sydney Enquire about our in-house training Courses tailored to meet your specific requirements and the experience of the participants Bespoke content to meet your business objectives Delivered worldwide, ideal for groups of 6+ enquiry@fitchlearning.com to discuss your in-house training needs. 2 For course dates, registrations and prices, visit
3 Our Financial Risk Management Courses Whether you are new to Financial Risk Management or an advanced practitioner, we offer a range of courses that provide a deeper insight into risk management, including courses covering: Derivatives, Risk Applications and Risk and Capital. The following courses are most popular with our clients, though we offer a wide variety to suit all needs. Bank Capital Adequacy under Basel III p4 Solvency II p5 Sovereign and Country Risk p6 Liquidity Risk Management in Banks p7 Risk Management in Banks and the Capital Implications p8 Central Counterparties, Clearing Houses and Exchanges p9 Counterparty Credit Risk in Derivatives p10 Credit Portfolio Management p11 Financial Risk Management Learning Path To help you find the course which is most suitable for your level of experience, this learning path shows our recommended training journey from someone new to risk management to an advanced practitioner. Risk & Capital Risk Management in Banks and the Capital Implications Bank Capital Adequacy under Basel III Solvency II Introduction to Dodd-Frank Dodd-Frank Act: Regulation and Implications Operational Risk Management in Financial Institutions Risk Applications Credit Risk: Introduction to Key Concepts Credit Portfolio Management Liquidity Risk Management in Banks Systemic Risk and the Banking System Detecting and Preventing Fraud in Lending Derivatives Series Fundamentals of Derivatives Risk Counterparty Credit Risk in Derivatives Central Counterparties, Clearing Houses and Exchanges Complex Derivative Transactions (Advanced Level) Who Should Attend? Our Financial Risk Management courses are designed for risk, credit and fixed income professionals. They are specifically attended by risk managers, corporate bankers, analysts, controllers, auditors, regulators and insurance professionals. Public courses are ideal for individuals or small groups, with specific needs. You gain the expertise of Fitch Learning s experienced instructors and the diversity of participants leads to useful perspectives and discussions. For course dates, registrations and prices, visit 3
4 Financial Risk Management Courses Bank Capital Adequacy under Basel III This two-day course will focus on the capital raising, funding, investment and risk management needs of banks in the context of changing markets, Basel III and other regulations. Understand the role of capital in a bank s balance sheet and identify the composition and relative importance of the different measures of capital from a regulatory perspective Recognize the main drivers of regulatory capital requirements from a product perspective, and be able to appreciate the effect of variables Be aware of the enhancements to the Basel Accord from Basel II.5, Basel III and on-going changes to regulatory capital methodologies, particularly core capital, additional capital requirements for trading books, counterparty risk, liquidity management and leverage Appreciate the potential impact on on a bank s strategy strategy and the likely composition of a bank balance sheet resulting from Basel and other associated regulatory changes. The course material was great. The best part was the depth and breadth of the instructor s knowledge to bring to life the course materials. Neeraj Sukhavasi, Independent delegate Analytic Overview Introduces the role of capital in the overall management, regulation and supervision of a bank and the approach to capital regulation taken by Basel III. Credit Risk: Calculation of Risk Weighted Assets for Regulatory Capital Provides an understanding of the main techniques used to calculate regulatory capital for credit risk under Pillar 1 of the Basel II/III Accords. Market Risk Addresses the different approach to capital requirements for market risk compared to credit risk and reviews how regulations have been revised under Basel II.5. Operational Risk Explores the fundamental challenges of calculating capital charges for operational risk and the various methodologies available to banks under Basel II and Basel III. Regulatory Capital Reviews the definitions of bank capital under Basel Accords and the key characteristics which determine the classification of capital. Liquidity Accord Contrasts the historic approach to regulation of liquidity compared to capital and explores the purpose and calculation methodologies of the Basel III liquidity ratios. 4 For course dates, registrations and prices, visit
5 Solvency II This two-day intermediate workshop delivers an in-depth review of the rationale, application and implications of the EU Solvency II directive. The course focuses on causes of distress, capital adequacy requirements, eligible capital, group supervision and implications for insurers strategies and corporate governance. Recognize the key vulnerabilities of insurance companies that Solvency II is aiming to address and how this will fit into an early warning system for supervisors Understand the key proposals of the EU Solvency II Directive (capital requirements, supervisory review process and public disclosure) and appreciate how these will be applied Understand how both general and product-specific risks faced by life and non-life insurers and reinsurers will be addressed by Solvency II requirements Anticipate the impact of Solvency II on company strategy and risk management. I thought the training course was excellent. The instructor was very patient and always willing to answer questions. John Gray, RBS Risk Overview Reviews the challenges Solvency II aims to address: the key areas of risk faced by different types of insurer. Solvency II Overview Explores the key differences between Solvency II and existing regulatory regimes, the basic framework of Solvency II and the way in which capital and liabilities will be defined. Solvency II Risk Modules Relates the key risks faced by insurers to the risk charges as calculated under the proposed Solvency II standardized approach. Corporate Governance Explains how the key elements of Pillars 2 and 3 of Solvency II are intended to improve both corporate governance and internal risk management in insurance companies and groups. Implications of Solvency II Explores the impact of Solvency II on insurance company strategy: capital, enterprise-wide risk management, risk mitigation, product design and investment strategy. For course dates, registrations and prices, visit 5
6 Financial Risk Management Courses Sovereign and Country Risk Designed for those without a formal economics background, this two-day workshop offers a structured approach to the analysis of country and sovereign risk in both emerging and mature markets and reviews lessons learned from previous defaults. Understand the key drivers of country and sovereign risk in both mature and emerging markets Identify qualitative, quantitative and market indicators of vulnerability Recognize the impact of sovereign support and country risk on other exposures, including public sector entities Review the lessons learned from previous crises in various geographic regions. Great two days training. Very insightful and the instructor was very knowledgeable. Martin Brandmeier, LCH.Clearnet Analytic Overview Distinguishes between sovereign and country risk and discusses how the rating agencies and other analysts assess these risks. This section also reviews the causes and effects of past and recent sovereign crises and uses market prices to indicate credit perception. Lastly it applies a structured approach to understand sovereign debt issuance and payback. Historical Context Explores the history of sovereign default and crisis and discusses perspectives on analysis including rating agency sovereign methodology, transfer and convertibility risk and market indicators. Risk Analysis Uses a structured approach to assess sovereign risk, incorporating macroeconomics, sovereign debt exposure and political and financial sector factors. Structure Reviews the losses that have occurred in sovereign crises and how they have been and can be mitigated by appropriate structures and risk management techniques. 6 For course dates, registrations and prices, visit
7 Liquidity Risk Management in Banks This two-day intermediate workshop offers a structured approach to the analysis of liquidity challenges in banks, incorporating both lessons learned from the previous crises and Basel guidelines for sound liquidity management. Review liquidity management lessons learned from post crises Use a structured approach to assess liquidity risk management, asset and liability management and funding strategy Understand how banks forecast, control and stress-test their liquidity sources and use and build a contingency funding plan to address stress cash outflows Identify banks with weak liquidity and contingency planning within the context of the bank s role within the financial system Anticipate changing regulations and supervisory guidance on the management of bank liquidity. Excellent experience. The instructor was an excellent presenter with real world experience. The subject material was easier to take in because of the instructor's knowledge of case studies and their personable presentation style. Ken Cho,Wells Fargo Analytic Overview Introduces the concept of liquidity risk and explores how it affects banks business models. Governance Identifies the differing sensitivities and tolerances to liquidity risk for differing bank business models, and how this affects the approach to liquidity risk management taken by individual institutions. Asset Liquidity and Funding Needs Develops quantitative and qualitative techniques for assessing the liquidity risk of financial institutions. Funding Strategy Demonstrates the importance of a bank s funding strategy and its critical relationship to the banks business model. Supervision Identifies the regulatory treatment of liquidity risk from both the Basel II/III perspective and how approaches taken by individual national regulators within this framework may differ. For course dates, registrations and prices, visit 7
8 Financial Risk Management Courses Risk Management in Banks and the Capital Implications This two-day intermediate course gives you a clearer understanding of the key risks faced by banks and how these risks are addressed by regulators under Basel II and III, and internal economic capital models. Identify, categorize and quantify credit, market, liquidity, operational, legal, regulatory and reputation risks Understand the systems and procedures needed to track, monitor and manage these risks Understand how the bank s capital is allocated to each of these risks from both a regulatory and management perspective. This was one of the best training courses I have attended. Very useful information and well delivered. Natalya Yaroshenko, RBS Citizens Analytic Overview Covers the inherent risks of a bank s balance sheet and the need for capital to cover these risks. Market Risk Introduces sources of market risk in the balance sheet and how this risk can be quantified and managed. This section also covers the principles of regulatory capital allocation for market risk. Credit Risk Identifies the different sources of credit risk within a bank s balance sheet, how these risks can be managed, mitigated and quantified. Operational Risk Explores some of the challenges that face banks in controlling, quantifying and allocating regulatory capital to operational risk. Legal, Regulatory, Reputation Risk Addresses some of the common softer risks discussed by banks in their annual reporting. Liquidity Risk Discusses types of liquidity risk, how these risks are managed and concepts of regulatory supervision. 8 For course dates, registrations and prices, visit
9 Central Counterparties, Clearing Houses and Exchanges This intensive two-day course reviews the risks and the fast changing market dynamics faced when dealing with different types of counterparty, clearing houses and exchanges. Understand the different business models and how these are changing Identify key performance indicators for each business model and how to dissect financial statements to uncover key credit issues Review typical exposures to the different types of institutions and how these can be structured in order to minimize credit and other risks. Interesting, much learned, very good input and items covered. Soenke Heistermann, HSH Nordbank Markets in Securities and Derivatives Reviews the roles and differing business models of central counterparties, clearing houses and exchanges in securities and derivatives markets. Covers the impact of changing macro, competitive and regulatory issues. Operating Environment Covers the different business models and the regulations involved. Risk and Financial Analysis Identifies the various risks inherent in central counterparties, clearing houses and exchanges to identify the best practice, and to structure a due diligence. Exposure Structuring Understand how to assess and control the risk exposures to central counterparties, clearing houses and exchanges incurred both through trading and through lending. For course dates, registrations and prices, visit 9
10 Financial Risk Management Courses Counterparty Credit Risk in Derivatives The aim of this three-day workshop is to enable you to identify the key categories and drivers of transaction credit risk in the main derivative products, and to apply a consistent approach to the quantification of these risks. Understand various types of counterparty credit risk occurring in derivative products and repurchase agreements (repos) Assess the counterparty credit risks in interest rate, foreign exchange, credit derivative, equity and repo products Apply lessons learned from the past crises to structure and reduce counterparty risk Calculate the counterparty credit risk of a portfolio of transactions Analyze and reverse engineer complex derivative transactions to determine counterparty risk. Very good level of detail, interactive and challenging. Application to business scenarios was useful. Orla Nicholmain, Investec Analytic Overview Defines the major categories of derivative credit risk, to differentiate them from both market risk and other credit risk types and to understand how derivatives are reflected on the balance sheet of clients. Derivative Product Categories Covers the major families of derivative products. Includes the evolution of different products, how they are used, the resulting cash-flows and the credit risks that arise in each type of transaction. Managing Exposures The focus of this section is two-fold: to quantify the aggregate risk with a counterparty by assessing the portfolio of transactions from the simple to the complex and to manage, and reduce where necessary, aggregate credit exposures from derivatives. 10 For course dates, registrations and prices, visit
11 Credit Portfolio Management This two-day intermediate level workshop focuses on how credit portfolios are managed, modeled and sensitized within the Basel II, Basel III and economic capital frameworks. Identify the key elements of credit risk: probability of default, loss given default and exposure at default Evaluate the inter-action of credit risk within a portfolio exposures (especially default correlation), and how these can be measured and quantified Review how the main drivers of credit risk are modeled and sensitized Understand how credit portfolio modeling is used within firm-wide risk management and regulatory and economic capital process. Extremely useful and informative. The high quality of the instructor really made the course. Luke Jackson, Barclays Credit Risk Overview Covers the fundamental concepts of credit risk. Portfolio Risk Management Reviews the various techniques used to manage and measure credit risk within a portfolio and to understand the key drivers of credit risk. Credit Risk Models Reviews the key types of credit risk models and approaches the credit portfolio models. For course dates, registrations and prices, visit 11
12 About Fitch Learning Fitch Learning is a global leader in financial education, with over 25 years experience delivering specialized, technical training to the financial community. With centers in London, New York, Singapore, Dubai and Hong Kong; we are committed to questioning and understanding client needs across the globe and on the ground locally. Our people advise and build learning solutions to accelerate the achievements of the individual, and the company across the entire employee lifecycle. We focus our training on four key areas: Professional Qualifications Regulatory exam training including CFA and CQF Tailored Learning Bespoke programs customized to meet your business needs Learning Solutions Innovative program delivery and management including online learning and interactive portals Public Courses Continuing professional development courses delivered worldwide between 1-4 days focusing on practical skills required to succeed in the industry Registrations Contact Us London: +44 (0) New York: Singapore: Dubai: enquiry@fitchlearning.com For group or company discounts contact: Guy McCulloch +44 (0) guy.mcculloch@fitchlearning.com For in-house course enquiries contact: +44 (0) enquiry@fitchlearning.com
Insurance Analysis Courses
Insurance Analysis Courses Best training course I have attended so far and it will definitely enhance the quality of my day to day job. Sophie Fall, KBL European Private Bankers S.A. Elevating knowledge
More informationFinancial Modeling and Excel Courses
Knowledge Skills Conduct Financial Modeling and Excel Courses Both instructors were brilliant - friendly, approachable, clear and able to answer all questions. Emily Roberts, Deutsche Bank Bangkok Casablanca
More informationBank Capital Adequacy under Basel III
Bank Capital Adequacy under Basel III Objectives The overall goal of this two-day workshop is to provide participants with an understanding of how capital is regulated under Basel II and III and appreciate
More informationLIQUIDITY RISK MANAGEMENT GUIDELINE
LIQUIDITY RISK MANAGEMENT GUIDELINE April 2009 Table of Contents Preamble... 3 Introduction... 4 Scope... 5 Coming into effect and updating... 6 1. Liquidity risk... 7 2. Sound and prudent liquidity risk
More informationINSURANCE. Moody s Analytics Solutions for the Insurance Company
INSURANCE Moody s Analytics Solutions for the Insurance Company Moody s Analytics Solutions for the Insurance Company HELPING PROFESSIONALS OVERCOME TODAY S CHALLENGES Recent market events have emphasized
More informationHow do you transform risk into high performance? An Overview of Moody s Analytics
How do you transform risk into high performance? An Overview of Moody s Analytics Essential insight serving global financial markets Moody s Analytics offers award-winning solutions and best practices
More informationEnterprise Risk Management
Enterprise Risk Management Enterprise Risk Management Understand and manage your enterprise risk to strike the optimal dynamic balance between minimizing exposures and maximizing opportunities. Today s
More informationBOARD OF GOVERNORS FEDERAL RESERVE SYSTEM
BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM WASHINGTON, D.C. 20551 DIVISION OF BANKING SUPERVISION AND REGULATION DIVISION OF CONSUMER AND COMMUNITY AFFAIRS SR 12-17 CA 12-14 December 17, 2012 TO
More informationRisk Management. Professional Qualification in. professional qualification
Professional Qualification in Risk professional qualification Effective risk management today is a necessity not only for banks, but also for various players across the fund industry. ALRiM, the Luxembourg
More informationProf Kevin Davis Melbourne Centre for Financial Studies. Managing Liquidity Risks. Session 5.1. Training Program ~ 8 12 December 2008 SHANGHAI, CHINA
Enhancing Risk Management and Governance in the Region s Banking System to Implement Basel II and to Meet Contemporary Risks and Challenges Arising from the Global Banking System Training Program ~ 8 12
More informationBasel II, Pillar 3 Disclosure for Sun Life Financial Trust Inc.
Basel II, Pillar 3 Disclosure for Sun Life Financial Trust Inc. Introduction Basel II is an international framework on capital that applies to deposit taking institutions in many countries, including Canada.
More informationThe Credit Analysis Process: From In-Depth Company Research to Selecting the Right Instrument
Featured Solution May 2015 Your Global Investment Authority The Credit Analysis Process: From In-Depth Company Research to Selecting the Right Instrument In today s low yield environment, an active investment
More informationRISK MANAGEMENT SOFTWARE PACKAGES SOLUTION FOR PERFORMANCE ASSESSMENT
RISK MANAGEMENT SOFTWARE PACKAGES SOLUTION FOR PERFORMANCE ASSESSMENT Dragos Cazacu 1 Abstract This stuff is presenting a short introduction of the software application aiming to assess different types
More informationWhether you seek to BROADEN, DEEPEN, OR SIMPLY REFRESH YOUR SKILLS, Consider F nultima
Whether you seek to BROADEN, DEEPEN, OR SIMPLY REFRESH YOUR SKILLS, Consider F nultima F nultima Our trainers have successfully delivered training programmes for some of the top global organizations (
More informationPolicy on the Management of Country Risk by Credit Institutions
2013 Policy on the Management of Country Risk by Credit Institutions 1 Policy on the Management of Country Risk by Credit Institutions Contents 1. Introduction and Application 2 1.1 Application of this
More informationMarket Risk Capital Disclosures Report. For the Quarter Ended March 31, 2013
MARKET RISK CAPITAL DISCLOSURES REPORT For the quarter ended March 31, 2013 Table of Contents Section Page 1 Morgan Stanley... 1 2 Risk-based Capital Guidelines: Market Risk... 1 3 Market Risk... 1 3.1
More informationKey matters in examining Liquidity Risk Management at Large Complex Financial Groups
Key matters in examining Liquidity Risk Management at Large Complex Financial Groups (1) Governance of liquidity risk management Senior management of a large complex financial group (hereinafter referred
More informationThe Goldman Sachs Group, Inc. and Goldman Sachs Bank USA. 2015 Annual Dodd-Frank Act Stress Test Disclosure
The Goldman Sachs Group, Inc. and Goldman Sachs Bank USA 2015 Annual Dodd-Frank Act Stress Test Disclosure March 2015 2015 Annual Dodd-Frank Act Stress Test Disclosure for The Goldman Sachs Group, Inc.
More informationRemoval of Credit Ratings References
August 2014 Practice Groups: Investment Management, Hedge Funds and Alternative Investments Broker-Dealer Removal of Credit Ratings References By Michael S. Caccese, Clair E. Pagnano, Rita Rubin, and George
More information(Part.1) FOUNDATIONS OF RISK MANAGEMENT
(Part.1) FOUNDATIONS OF RISK MANAGEMENT 1 : Risk Taking: A Corporate Governance Perspective Delineating Efficient Portfolios 2: The Standard Capital Asset Pricing Model 1 : Risk : A Helicopter View 2:
More information1. promoting an efficient and effective financial system that adequately finances economic growth, and
Remarks by Ms. Phillips at the Asset/Liability and Treasury Management Conference of the Bank Administration Institute Remarks by Ms. Susan M. Phillips, a member of the Board of Governors of the US Federal
More informationCOMMERCIAL BANK. Moody s Analytics Solutions for the Commercial Bank
COMMERCIAL BANK Moody s Analytics Solutions for the Commercial Bank Moody s Analytics Solutions for the Commercial Bank CATERING TO ALL DIVISIONS OF YOUR ORGANIZATION The Moody s name is synonymous with
More informationSolutions for Balance Sheet Management
ENTERPRISE RISK SOLUTIONS Solutions for Balance Sheet Management Moody s Analytics offers a powerful combination of software and advisory services for essential balance sheet and liquidity risk management.
More informationPortfolio Management for Banks
Enterprise Risk Solutions Portfolio Management for Banks RiskFrontier, our industry-leading economic capital and credit portfolio risk management solution, along with our expert Portfolio Advisory Services
More informationRISK MANAGEMENT OF INVESTMENT & TREASURY PORTFOLIOS SIMULATION TRAINING@THE DEALING ROOM
RISK MANAGEMENT OF INVESTMENT & TREASURY PORTFOLIOS SIMULATION TRAINING@THE DEALING ROOM Leading Excellence in Banking & Finance OUR PARTNERS CapitalWave provides truly dynamic educational simulation training
More informationCapital Management Standard Banco Standard de Investimentos S/A
Capital Management Standard Banco Standard de Investimentos S/A Level: Entity Type: Capital Management Owner : Financial Director Approved by: Board of Directors and Brazilian Management Committee (Manco)
More informationICAAP for Asset Managers: Risk Control Limited
ICAAP for Asset Managers: Risk Control Limited March 2015 Copyright Risk Control Limited 2015 1 Contents Risk Control Limited Overview Pillar II ICAAP: Overview Pillar II ICAAP: Step by Step What we can
More informationSaxo Capital Markets CY Limited
Saxo Capital Markets CY Limited DISCLOSURES IN ACCORDANCE WITH THE REGULATION FOR THE CAPITAL REQUIREMENTS OF INVESTMENT FIRMS FOR THE YEAR ENDED 31 DECEMBER 2014 MAY 2015 CONTENTS 1. GENERAL INFORMATION
More informationNATIONAL BANK OF ROMANIA
NATIONAL BANK OF ROMANIA Regulation No. 18/2009 on governance arrangements of the credit institutions, internal capital adequacy assessment process and the conditions for outsourcing their activities,
More informationView Point. What are the implications for your business? Abstract
View Point Basel III Is Here Introduced to strengthen the banking system, Basel III regulations require greater cooperation and transparency from financial institutions What are the implications for your
More informationSubject ST9 Enterprise Risk Management Syllabus
Subject ST9 Enterprise Risk Management Syllabus for the 2015 exams 1 June 2014 Aim The aim of the Enterprise Risk Management (ERM) Specialist Technical subject is to instil in successful candidates the
More informationNet Stable Funding Ratio
Net Stable Funding Ratio Aims to establish a minimum acceptable amount of stable funding based on the liquidity characteristics of an institution s assets and activities over a one year horizon. The amount
More informationA Global Rating Agency >
A Global Rating Agency > Who We Are > Fitch Ratings is committed to providing the world s credit markets with reliable, timely and prospective credit opinions. Built on a foundation of organic growth and
More informationSociety of Actuaries in Ireland
Society of Actuaries in Ireland Information and Assistance Note LA-1: Actuaries involved in the Own Risk & Solvency Assessment (ORSA) under Solvency II Life Assurance and Life Reinsurance Business Issued
More informationBasel Committee on Banking Supervision
Basel Committee on Banking Supervision Liquidity coverage ratio disclosure standards January 2014 (rev. March 2014) This publication is available on the BIS website (www.bis.org). Bank for International
More informationSession 5, Part 2 Managing Banking Risks in Australian and Chinese Banking Systems: Credit Risk Management
Session 5, Part 2 Managing Banking Risks in Australian and Chinese Banking Systems: Credit Risk Management Ms Cui Hui (Susan) Risk Management, Industrial and Commercial Bank of China, Sydney Branch Abstract
More informationDefining and Managing Reputation Risk
BEIJING BRUSSELS CHICAGO DALLAS FRANKFURT GENEVA HONG KONG HOUSTON LONDON LOS ANGELES NEW YORK PALO ALTO SAN FRANCISCO SHANGHAI SINGAPORE SYDNEY TOKYO WASHINGTON, D.C. Defining and Managing Reputation
More informationCredit Risk Management: Trends and Opportunities
Risk & Compliance the way we see it Credit Risk Management: Trends and Opportunities The Current State of Credit Risk Management 1 Overview The crisis exposed the shortcomings of existing risk management
More informationDecision on recovery plans of credit institutions. Subject matter Article 1
Pursuant to Article 101, paragraph (2), item (8) and Article 154, paragraph (2) of the Credit Institutions Act (Official Gazette 159/2013) and Article 43, paragraph (2), item (9) of the Act on the Croatian
More informationContents. About the author. Introduction
Contents About the author Introduction 1 Retail banks Overview: bank credit analysis and copulas Bank risks Bank risks and returns: the profitability, liquidity and solvency trade-off Credit risk Liquidity
More informationRisk Management Guidelines For Co-operative Financial Institutions
Risk Management Guidelines For Co-operative Financial Institutions Table of Contents 1 PREAMBLE... 5 2 INTERNAL CONTROL ENVIRONMENT WITHIN A CFI... 6 2.1 Introduction... 6 2.2 Internal Control Environment...
More informationLiquidity Stress Testing
Liquidity Stress Testing Scenario modelling in a globally operating bank APRA Liquidity Risk Management Conference Sydney, 3-4 May 2007 Andrew Martin Head of Funding & Liquidity Risk Management, Asia/Pacific
More informationRisk Management Programme Guidelines
Risk Management Programme Guidelines Submissions are invited on these draft Reserve Bank risk management programme guidelines for non-bank deposit takers. Submissions should be made by 29 June 2009 and
More informationInsurance Guidance Note No. 14 System of Governance - Insurance Transition to Governance Requirements established under the Solvency II Directive
Insurance Guidance Note No. 14 Transition to Governance Requirements established under the Solvency II Directive Date of Paper : 31 December 2013 Version Number : V1.00 Table of Contents General governance
More informationLiquidity Coverage Ratio
Liquidity Coverage Ratio Aims to ensure banks maintain adequate levels of unencumbered high quality assets (numerator) against net cash outflows (denominator) over a 30 day significant stress period. High
More informationIIF Training 2015 Course Descriptions
IIF Training 2015 Course Descriptions Cross Industry Risk Management Executive Program on Understanding Country Risk (MENA)... 2 Executive Program on Country and Sovereign Risk Management... 3 Identifying
More informationENTERPRISE RISK MANAGEMENT BENCHMARK REVIEW: 2013 UPDATE
March 2014 ENTERPRISE RISK MANAGEMENT BENCHMARK REVIEW: 2013 UPDATE In April and October 2009, Guy Carpenter published two briefings titled Risk Profile, Appetite and Tolerance: Fundamental Concepts in
More informationICAAP Required Capital Assessment, Quantification & Allocation. Anand Borawake, VP, Risk Management, TD Bank anand.borawake@td.com
ICAAP Required Capital Assessment, Quantification & Allocation Anand Borawake, VP, Risk Management, TD Bank anand.borawake@td.com Table of Contents Key Takeaways - Value Add from the ICAAP The 3 Pillars
More informationCapital Requirements Directive IV Framework Liquidity Requirements. Allen & Overy Client Briefing Paper 15 January 2014. www.allenovery.
Capital Requirements Directive IV Framework Liquidity Requirements Allen & Overy Client Briefing Paper 15 January 2014 2 CRD IV Framework: Liquidity Requirements January 2014 CRD IV Framework: Liquidity
More informationGUIDELINES ON RISK MANAGEMENT AND INTERNAL CONTROLS FOR INSURANCE AND REINSURANCE COMPANIES
20 th February, 2013 To Insurance Companies Reinsurance Companies GUIDELINES ON RISK MANAGEMENT AND INTERNAL CONTROLS FOR INSURANCE AND REINSURANCE COMPANIES These guidelines on Risk Management and Internal
More informationSetting Up Business Operations in Germany: Company Establishment, Corporate Taxation and Incentives
Chris Schmidt - istockphoto Setting Up Business Operations in Germany: Company Establishment, Corporate Taxation and Incentives Udo Sellhast, Senior Manager Tax & Legal Services, Germany Trade & Invest
More informationADVANCED STRESS TESTING
SYDNEY 15 & 16 SEPTEMBER 2008 T R A I N I N G ADVANCED STRESS TESTING Course Highlights: Course Tutors: Efficiently analysing, reporting and communicating stress test results The problem with haircuts
More informationSolvency II Data Solutions
Solvency II Data Solutions Interactive Data offers a comprehensive approach to managing the data and reporting requirements for asset managers and insurers under Solvency II. Solvency II is the European-wide
More information2013 Comprehensive Capital Analysis and Review (CCAR) and Dodd-Frank Stress Tests
2013 Comprehensive Capital Analysis and Review (CCAR) and Dodd-Frank Stress Tests Comprehensive Capital Plan submitted to the Federal Reserve Bank on January 7, 2013 SECTION TABLE OF CONTENTS PAGE 1 Background
More informationBVI s position on the Consultative Document of the Basel Committee on Banking Supervision: Capital requirements for banks equity investments in funds
Frankfurt am Main, 4 October 2014 BVI s position on the Consultative Document of the Basel Committee on Banking Supervision: Capital requirements for banks equity investments in funds BVI 1 gladly takes
More informationState Farm Bank, F.S.B.
State Farm Bank, F.S.B. 2015 Annual Stress Test Disclosure Dodd-Frank Act Company Run Stress Test Results Supervisory Severely Adverse Scenario June 25, 2015 1 Regulatory Requirement The 2015 Annual Stress
More informationAMSTERDAM BOSTON HEIDELBERG LONDON NEW YORK OXFORD PARIS SAN DIEGO SAN FRANCISCO SINGAPORE SYDNEY TOKYO Academic Press is an imprint of Elsevier
Emerging Market Bank Lending and Credit Risk Control Evolving Strategies to Mitigate Credit Risk, Optimize Lending Portfolios, and Check Delinquent Loans Leo Onyiriuba ELSEVIER AMSTERDAM BOSTON HEIDELBERG
More informationGuidance Note: Stress Testing Class 2 Credit Unions. November, 2013. Ce document est également disponible en français
Guidance Note: Stress Testing Class 2 Credit Unions November, 2013 Ce document est également disponible en français This Guidance Note is for use by all Class 2 credit unions with assets in excess of $1
More information1. Introduction... 3. 2. Process for determining the solvency need... 4. 3. Definitions of main risk types... 9
Contents Page 1. Introduction... 3 2. Process for determining the solvency need... 4 2.1 The basis for capital management...4 2.2 Risk identification...5 2.3 Danske Bank s internal assessment of its solvency
More informationCapital Requirements Directive IV Framework Operational Risk. Allen & Overy Client Briefing Paper 13 January 2014. www.allenovery.
Capital Requirements Directive IV Framework Operational Risk Allen & Overy Client Briefing Paper 13 January 2014 www.allenovery.com 2 CRD IV Framework: Operational Risk January 2014 CRD IV Framework: Operational
More informationmaster of SCienCe in Wealth management
Master of Science in Wealth Management The Master of Science in Wealth Management is jointly offered by the Wealth Management Institute (WMI), Singapore Management University () and Swiss Finance Institute
More informationInternational Financial Reporting for Insurers: IFRS and U.S. GAAP September 2009 Session 25: Solvency II vs. IFRS
International Financial Reporting for Insurers: IFRS and U.S. GAAP September 2009 Session 25: Solvency II vs. IFRS Simon Walpole Solvency II Simon Walpole Solvency II Agenda Introduction to Solvency II
More informationCONTENTS MODULE 1: INDUSTRY OVERVIEW 4 MODULE 2: ETHICS AND REGULATION 6 MODULE 3: INPUTS AND TOOLS 8 MODULE 4: INVESTMENT INSTRUMENTS 12
SYLLABUS OVERVIEW 1 CONTENTS MODULE 1: INDUSTRY OVERVIEW 4 CHAPTER 1 The Investment Industry: A Top-Down View MODULE 2: ETHICS AND REGULATION 6 CHAPTER 2 CHAPTER 3 Ethics and Investment Professionalism
More informationFSOC Proposes Rules for Board of Governors of the Federal Reserve s Supervision of Nonbank Financial Companies. October 20, 2011
FSOC Proposes Rules for Board of Governors of the Federal Reserve s Supervision of Nonbank Financial Companies October 20, 2011 On October 11, the Financial Stability Oversight Council (the Council) released
More informationAs an investment manager, you need. to efficiently run back- and middle-office. operations so you can concentrate on your
O P E R A T I O N A L A N D C O S T E F F I C I E N C I E S F O R A C O M P E T I T I V E E D G E I n v e s t m e n t O p e r a t i o n s O u t s o u r c i n g F O C U S O N Y O U R C O R E S T R E N G
More informationPreparing for ORSA - Some practical issues Speaker:
2013 Seminar for the Appointed Actuary Colloque pour l actuaire désigné 2013 Session 13: Preparing for ORSA - Some practical issues Speaker: André Racine, Principal Eckler Ltd. Context of ORSA Agenda Place
More informationEBA discussion paper and call for evidence on SMEs and SME supporting factor (EBA in EBA/DP/2015/02)
POSITION PAPER Our reference: 2015/08/008 Your reference: EBA/DP/2015/02 1 (9) 30/09/2015 European Banking Association EBA discussion paper and call for evidence on SMEs and SME supporting factor (EBA
More informationMANAGE RISK WITH CONFIDENCE
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> ENTERPRISE RISK Bloomberg Trading Solutions MANAGE RISK WITH CONFIDENCE >>>>> SHARPEN YOUR VIEW Managing risk is more critical than ever. And more
More informationCapital Requirements Directive IV Framework Leverage Ratio. Allen & Overy Client Briefing Paper 16 January 2014. www.allenovery.
Capital Requirements Directive IV Framework Leverage Ratio Allen & Overy Client Briefing Paper 16 January 2014 2 CRD IV Framework: Leverage Ratio January 2014 CRD IV Framework: Leverage Ratio This briefing
More informationBasel Committee on Banking Supervision
Basel Committee on Banking Supervision A Sound Capital Planning Process: Fundamental Elements Sound practices January 2014 This publication is available on the BIS website (www.bis.org). Bank for International
More informationGuidance for the Development of a Models-Based Solvency Framework for Canadian Life Insurance Companies
Guidance for the Development of a Models-Based Solvency Framework for Canadian Life Insurance Companies January 2010 Background The MCCSR Advisory Committee was established to develop proposals for a new
More informationThe introduction of a new filing and registration regime for foreign debt management in China
The introduction of a new filing and registration regime for foreign debt management in China 1 Briefing note November 2015 The introduction of a new filing and registration regime for foreign debt management
More informationDefine your goals, we ll do the rest
SUB-FUNDS OF GOLDMAN SACHS FUNDS, SICAV Define your goals, we ll do the rest The GS Wealthbuilder Multi-Asset Portfolios can help you achieve your goals, whether you are looking to preserve, enhance or
More informationGuideline. Category: Sound Business and Financial Practices. No: E-18 Date: December 2009
Guideline Subject: Category: Sound Business and Financial Practices No: E-18 Date: December 2009 Stress testing is an important tool for senior management to use in making business strategy, risk management
More informationRisk Management. Trends for Insurance Companies. Jeffrey Lovern Genworth Financial VP, Enterprise Risk Management Global Mortgage Insurance
Risk Management Trends for Insurance Companies Jeffrey Lovern Genworth Financial VP, Enterprise Risk Management Global Mortgage Insurance Global Association of Risk Professionals March, 2014 Agenda Global
More informationReport on Internal Control
Annex to letter from the General Secretary of the Autorité de contrôle prudentiel to the Director General of the French Association of Credit Institutions and Investment Firms Report on Internal Control
More informationINSURANCE RATING METHODOLOGY
INSURANCE RATING METHODOLOGY The primary function of PACRA is to evaluate the capacity and willingness of an entity / issuer to honor its financial obligations. Our ratings reflect an independent, professional
More informationCorporate funding monitor 2015
Corporate funding monitor 2015 The changing face of finance February 2015 2 Corporate funding monitor 2015 A global reaction to a global crisis Global corporate funding by source (USDtn) USD4tn USD3tn
More informationRisk & Capital Management under Basel III
www.pwc.com Risk & Capital Management under Basel III London, 15 Draft Agenda Basel III changes to capital rules - Definition of capital - Minimum capital ratios - Leverage ratio - Buffer requirements
More informationZAG BANK BASEL II & III PILLAR 3 DISCLOSURES. December 31, 2014
ZAG BANK BASEL II & III PILLAR 3 DISCLOSURES December 31, 2014 Zag Bank (the Bank ) is required to make certain disclosures to meet the requirements of the Office of the Superintendent of Financial Institutions
More informationFinancial Risk Management
OVERVIEW BROCHURE Financial Risk Management When you have to be right WoltersKluwerFS.com Risk Management Risk Management in its purest form is the process by which risks in an investment are identified,
More informationICAAP Report Q2 2015
ICAAP Report Q2 2015 Contents 1. INTRODUCTION... 3 1.1 THE THREE PILLARS FROM THE BASEL COMMITTEE... 3 1.2 BOARD OF MANAGEMENT APPROVAL OF THE ICAAP Q2 2015... 3 1.3 CAPITAL CALCULATION... 3 1.1.1 Use
More informationHow To Write An Insurance Profile Summary
EXHIBIT H INSURER PROFILE SUMMARY TEMPLATE Introductory Guidance An Insurer Profile Summary should be developed by the domestic state for each domestic insurer. The Insurer Profile Summary should be updated
More informationDG FISMA CONSULTATION PAPER ON FURTHER CONSIDERATIONS FOR THE IMPLEMENTATION OF THE NSFR IN THE EU
EUROPEAN COMMISSION Directorate-General for Financial Stability, Financial Services and Capital Markets Union DG FISMA CONSULTATION PAPER ON FURTHER CONSIDERATIONS FOR THE IMPLEMENTATION OF THE NSFR IN
More informationTrade Finance Update for Multinationals and Financial Institutions
Trade Finance Update for Multinationals and Financial Institutions A Discussion on Recent Developments in Trade Finance Presented by: Ricardo Martinez, Partner, New York Lloyd Winans, Partner, New York
More informationCore Principles for Effective Banking Supervision: New Edition Released
News Bulletin September 17, 2012 Core Principles for Effective Banking Supervision: New Edition Released Last Friday, September 14, 2012, the Basel Committee on Banking Supervision published a new set
More informationDEBT MANAGEMENT ADVICE, PRODUCTS AND SERVICES
DEBT MANAGEMENT ADVICE, PRODUCTS AND SERVICES ADVISORY SERVICES TRAINING AND OUTREACH RESEARCH AND RESOURCES THE WORLD BANK 1818 H STREET, NW WASHINGTON, DC, 20433 USA DEBT MANAGEMENT ADVICE AND SUPPORT
More informationINTERNAL CAPITAL ADEQUACY ASSESSMENT
INTERNAL CAPITAL ADEQUACY ASSESSMENT 30 june 2011 Contents Page 1. Introduction... 3 2. Process for determining the solvency need... 4 2.1. The basis for capital management... 4 2.2. Risk identification...
More informationPILLAR 3 DISCLOSURES 2009
PILLAR 3 DISCLOSURES 2009 Company Registration Number: C 16343 Contents Page Introduction............................................................... 3 Risk Management Objectives and Policies.................................
More informationCapital Requirements Directive Pillar 3 Disclosure. December 2015
Capital Requirements Directive Pillar 3 Disclosure December 2015 1. Background The purpose of this document is to outline the Pillar 3 disclosures for BlueBay Asset Management LLP ( BlueBay ). BlueBay
More informationMoody s Analytics Solutions for the Asset Manager
ASSET MANAGER Moody s Analytics Solutions for the Asset Manager Moody s Analytics Solutions for the Asset Manager COVERING YOUR ENTIRE WORKFLOW Moody s is the leader in analyzing and monitoring credit
More informationFinancial Statement Analysis
Financial Statement Analysis Valuation Credit analysis Executive compensation Christian V. Petersen and Thomas Plenborg Financial Times Prentice Hall is an imprint of Harlow, England London New York Boston
More informationOutline of Types of Information that would be Useful in an Emergency Situation
92 Annex B Outline of Types of Information that would be Useful in an Emergency Situation As the situation of a financial conglomerate worsens, the nature and scope of the problems being encountered will
More informationServices and Capabilities. Financial Risk Management
Services and Capabilities Financial Risk Management Our team of experts offers an unmatched combination of economic credentials, industry expertise, and testifying experience. Financial Risk Management
More informationPassive infrastructure sharing
Passive infrastructure sharing 2 Why sharing? Passive infrastructure sharing started with mobile phone towers. Mobile network operators allowed each other to hang antennas on their mast sites, resulting
More informationThe Future of Insurance Regulation: A Global Perspective ACLI Executive Roundtable
Washington, DC Atlanta Brussels Dubai Hong Kong London Milan New York Paris San Francisco Singapore Sydney Tokyo Toronto The Future of Insurance Regulation: A Global Perspective ACLI Executive Roundtable
More informationPART I - PRELIMINARY...1 Objective...1 Applicability...2 Legal and Regulatory Provision...2
PART I - PRELIMINARY...1 Objective...1 Applicability...2 Legal and Regulatory Provision...2 PART II POLICY REQUIREMENTS...3 Investment and Risk Management Policy...3 Monitoring and Control...5 Roles of
More informationBasel Committee on Banking Supervision. Peer review of supervisory authorities implementation of stress testing principles
Basel Committee on Banking Supervision Peer review of supervisory authorities implementation of stress testing principles April 2012 Copies of publications are available from: Bank for International Settlements
More information2016 Simulation Training Courses
2016 Simulation Training Courses ABOUT THE BIBF DEALING ROOM The BIBF Dealing Room is the first of its kind in the MENA region, and powers technology-enabled experiential learning, allowing students to
More information