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A Masterclass in Risk Management

Five days of intensive training

11 - 15 May 2020

Central London

You will study the holy trinity of the risk management framework, the identification of risk, the quantification of risk and the management of risk within risk appetite and market constraint.

You’ll appreciate the concept of “whole entity” risk management. Integration of risk as a core process within all spheres of activity is vital – you’ll examine issues of governance, organisational structure, IT platforms, staffing, training and compensation.

You'll return to work able to:

  • Use your new understanding of risk and reward to make positive changes to your company’s governance, structure, processes, limits, training, recruitment and staff retention
  • Perform calculations of risk measures such as BP01, delta, CVaR and evaluate the risk models used in your firm
  • Engage with other stakeholders of the firm, including regulators and shareholders on the issues of risk and risk management
  • Make considered decisions on appropriate risk limits factoring in external constraints such as market structure, access, liquidity, central bank activity and political environment

Download the Masterclass in Risk Management course brochure

The course begins with an overview of risk and return in banking and finance and how these are intimately linked with the economy and monetary policy. You’ll look at regulation with case studies and examples of Basel III / IV regulatory calculations, then focus on the specifics of market risk across assets classes, stressing the intimate relation with liquidity risk and its constraints. Hedging and risk control tools are extensively discussed, including securitisation
techniques for balance sheet management and ALM. You’ll study credit risk, credit evaluation and the impact of default correlation as a major risk factor for tail risk. You’ll move onto
operational risk and its overlap with all other risk areas and tackle liquidity risk.

Case studies and exercises ensure you make the transition from theory to practice with outstanding success.

Course programme at a glance

DAY ONE

  • Introduction to the types of financial risk
  • Introduction to the quantitative risk management
  • The importance of regulation
  • The evolution of the international ‘rules’ for bank capital adequacy assessment

DAY TWO

  • Factor sensitivity analysis for measuring market risk
  • Monte Carlo simulation
  • Market value-at-risk
  • VaR estimation for a simple portfolio
  • Additional risk measurement methods
  • Economic and regulatory capital for market risk
  • Managing market risk

DAY THREE

  • Introduction to credit risk
  • Default risk from a historical/actuarial perspective
  • Default risk from market prices of securities
  • Credit risk exposure
  • Credit derivatives

DAY FOUR

  • Credit risk management
  • Risk, capital and management
  • Management perspectives on capital allocation and types
  • Other risk types

DAY FIVE

  • Operational risk
  • Asset and liability valuation
  • Liquidity risk
  • The future of risk
andrew street 2 30 sept 2014

Dr Andrew Street began his finance career as a fixed income quantitative analyst and structured products specialist at Barings.
He also traded FX, Equities, Fixed Income and Commodities at banks in the UK, US and Japan, rising to be Executive Director of Mitsubishi Finance in London. In addition to his extensive market practitioner experience as a derivatives trader and risk manager, Andrew has been a senior financial regulator including being Head of Traded Risk at the Financial Services Authority (FSA) and Assistant Director - Head of Market Risk at the Securities and Futures Authority (SFA). This has provided him with a unique insight into the control, regulation and modelling of financial risk across the whole spectrum of financial institutions. He holds advanced degrees in Theoretical Physics and is a lecturer on the Cambridge University Judge Institute’s Masters In Finance degree course.


cpd certified

 

Course Fee: £4999.00 + VAT @ 20%  = £5998.80
Book for 11-15 May 2020 & 9-13 November 2020

riskminds


IFF is proud to be the official learning partner of RiskMinds, the global risk management specialists.

Find out more about RiskMinds International.

One of the best I have ever attended. The course presented a wide range of topics, many of them technical yet accessible, by means of clear examples and thanks to the very good communication skills of the speakers

Paolo Penci, 

Head of Audit Credit, Banco Popolare Societa Cooperativa

cpd certified

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