This seminar comes straight after the IASB propsals are announced in June and
will examine how provisioning against loan losses is changing, the limitations
of the incurred loss model and the practical challenges of calculating expected
loss. This seminar is beneficial from both risk and accounting point of views.
These training courses are exclusive to central bankers, financial
regulators, national debt managers, and other official financial sector
representatives. They have been designed to equip delegates with the tools to
tackle challenges they face today - and prepare for tomorrow. This forthcoming
series offers 7 different courses which covers areas such as financial
stability, strategic planning and change management, banknote and currency
management, internal audit, AML & CFT, governance, and statistics.
These days building a robust liquidity management system is the top priority
at many banks ahead of the expected introduction of tough new liquidity risk
regulations at the end of this year and the easing of goverment support for many
financial institutions.
This two day course brings together leading industry practioners to address
the liquidity risk management challenges th efinancial industry is currently
facing along with practical guidance on how best to manage the new regulations.
Risk Training and Nexus Risk Management in affiliation with the SOA have
developed new editions for 2010 of the internationally acclaimed course Asset
Liability Management Techniques and Practices which has been taught across the
Americas, Europe and Asia since 2003.
ALM Techniques and Practices provides intensive hands-on training on ALM
techniques, practices and advance applications. Participants receive content
rich course materials along with valuable utilities and templates.
This highly topical two day seminar will provide delegates with an in-depth
examination of the proposed reforms and an analysis into their impact on the key
processes involved in OTC derivative clearing and settlement.
Effective mitigation and control of counterparty risk NY
7th October 2010 - 8th October 2010
This timely two day seminar equips Banking and Financial risk-management
professionals with practical & actionable approaches to the measurement,
mitigation and management of counterparty risk. Focusing on transferable best
practice, tutors will address the most effective measures for controlling and
modelling counterparty risk exposures & will develop your approach to using
collateral as a counterparty risk hedging tool.
At the end of the seminar, participants will hold a privileged understanding
of counterparty risk mitigation methods & processes and will be equipped
with the knowledge and advanced insights needed to stay at the forefront of
counterparty risk management.