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A Masterclass in Risk Management

Five days of intensive training

9 - 13 November 2020

Central London

Agenda Summary (access the full agenda to Masterclass in Risk Management here)

  • Introduction
    • Introduction to the Quantitative Risk Management
    • The Importance of Regulation
  • Regulation
    • The Evolution of the International ‘Rules’ for Bank Capital Adequacy Assessment
    • Implementation of the Basel Capital Accord in Europe
  • Market Risk
    • Market Risk – an Overview
    • Factor Sensitivity Analysis for Measuring Market Risk
    • Monte Carlo Simulation
    • Market Value-at-Risk
    • Additional Risk Measurement Methods
    • Economic and Regulatory Capital for Market Risk
    • Managing Market Risk
  • Credit Risk
    • Introduction to Credit Risk
    • Default Risk from a Historical/Actuarial Perspective
    • Default Risk from Market Prices of Securities
    • Credit Risk Exposure
    • Credit Derivatives
  • Credit Risk; Looking Beyond Credit and Market Risk
    • Credit Risk Management
    • Risk, Capital and Management
    • Other Risk Types
  • Operational Risk & Liquidity Risk
    • Operational Risk
    • Asset and Liability Valuation
    • Liquidity Risk
    • The Future of Risk