Our three day program will not only identify best practices when monitoring, measuring and managing market, credit risk and operational risk, but will also look at how each risk interacts with the other. Delegates will learn under the tutorship of three former respected practitioners, but will also benefit from a practitioner led case study on each day. Upon booking, delegates will also receive access to e-learning content and pre-course reading.
This two-day interactive, in-depth and highly hands-on course will provide a practical knowledge of how to build enterprise-wide risk protection from systemic and tail risk events (low probability and extreme severity events, which are sometimes called Black Swans) covering credit, market, operational, business and other risks.
The key element and distinctive feature of this course is a systemic crisis simulation game - a Flight simulator for course participants to obtain knowledge of tail risk impact and its mitigation.
Since the global financial crisis has hit the industry, an issue of prevention and mitigation of systemic and tail risk has become a central for the risk management agenda of most of European and US banks and other financial institutions.
This training course addresses this call and aims to provide a comprehensive coverage of the approach, methods and solutions needed to manage and mitigate an impact of extreme risk events.
Two-day interactive, in-depth and highly hands-on course which provides a practical knowledge of how to build enterprise-wide risk protection from systemic and tail risk events (low probability and extreme severity events, which are sometimes called "Black Swans") covering credit, market, operational, business and other risks.
The key element and distinctive feature of this course is a systemic crisis simulation game - a "Flight simulator" for course participants to obtain knowledge of tail risk impact and its mitigation.
