A year on from the publication of the final version of Basel III and its liquidity requirements, the banking industry continues to face a barrage of challenges in adapting their business model in order to implement the new regulations. As the current volatile state of funding markets continues unabated the industry continues to question what impact Basel III will have on its access to - and management of - liquidity.
Risk’s annual liquidity management seminar will address these complex issues in the wider economic context of the evolving regulatory environment, including sessions on the impact of Basel III on your business, looking at cross currency markets for liquidity purposes, the composition of liquidity buffers under Basel III and liquidity stress testing.
Fundamentals of market and Credit Risk Management is a comprehensive blended learning experience for junior level and aspiring risk managers working within financial institutions. This two day separately bookable program will be delivered by leading practitioners from Citi and HSBC respectively
Our program will also incorporate regulatory addresses on market and credit risk management delivered by guest speakers. Best practices when monitoring, measuring and managing market and credit risk will be delivered, in addition to an analysis into how each risk interacts with the other.
AsiaRisk's 2-day training course "Assessing the impact of central clearing on Asian financial institutions" happening 29 March is designed for those directly involved in the derivative trading marketplace, focusing on regulation and regional infrastructure the specific components of central clearing and more.
Fundamentals of market and Credit Risk Management is a comprehensive blended learning experience for junior level and aspiring risk managers working within financial institutions. This two day separately bookable program will be delivered by leading practitioners from Citi and HSBC respectively
Our program will also incorporate regulatory addresses on market and credit risk management delivered by guest speakers. Best practices when monitoring, measuring and managing market and credit risk will be delivered, in addition to an analysis into how each risk interacts with the other.
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.
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.
The continuing crisis in the Eurozone becomes a major concern to banks and the stability of global financial market. The deterioration in sovereign credit worthiness can damage bank funding conditions, before discussing the possible options for mitigating these effects. On the other hand, regulators introduced new schemes and further clarifications on Basel 2.5. Hence, understanding sovereign debt risk is an essential prerequisite when investing in any European asset in the future.
This course will discuss risk measurement techniques for credit risk and sovereign debt, including the specific problems encountered when modelling CVA and IRC and conducting stress testing for sovereign debt. In addition, this course will examine the implications of sovereign risk from a macro level, using scenerio based analysis and game theory method.
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.
The continuing crisis in the Eurozone becomes a major concern to banks and the stability of global financial market. The deterioration in sovereign credit worthiness can damage bank funding conditions before discussing possible options for mitigating these effects. On the other hand, regulators inroduced new schemes and further clarifications on Basel 2.5. Hence, understanding sovereign debt risk is an essential prerequisite when investing in any European asset in the future.
This course will discuss risk measurement techniques for credit risk and sovereign debt. In addition, this course will examine the implications of sovereign risk from a macro level, using scenario based analysis and game theory method.
