Banking and Risk Management

Course Outline

The course will examine key practical insights in banking from a prudential risk perspective. The chief focus will be relationships between risks on the balance sheet, profitability, and a new plethora of regulatory requirements. We will also demonstrate new approaches to market risk, credit risk, liquidity risk and operational risk as dictated by the Basel Committee on Banking Supervision. Case studies will be explored to assess what constitutes strong (and weak) governance and control frameworks.

Benefits of Attending

  • Understand the principles governing the identification and classification of risk
  • Be able to apply the principles of risk measurement (credit, liquidity, operational, market) to measure specific risks and understand how these risks interact
  • Build a deeper comprehension of the regulations governing the measurement and management of the various risks that banks face
  • Learn how new standardised approaches in both credit and market risk are replacing advanced approaches – and why
  • Learn how Basel I led to Basel II and why Basel II remains largely in force – even now (2022)
  • Learn how Basel III and IV came about, what they entail and why they are important.

Course Background

Sound background knowledge of a bank’s risk management principles and processes is essential in the current environment. By assessing high-level principles embedded in an Enterprise Risk Management which spans credit risk, counterparty risk, market risk, liquidity risk and operational risk, we will explore how these risks are identified, reported and managed.

With huge increases recently in both capital and liquidity, we will examine what lines of businesses will be profitable (and which unprofitable) on a risk-adjusted basis. We will examine new market risk rules including FRTB and IRRBB assessing the methodology and the impact on the business model. Finally, we will scrutinise the new capital and liquidity buffers with a special focus on stress testing. Case studies will be used throughout as well as extensive use of Excel-based models and spreadsheets to explain key concepts and demonstrate the interaction between risk components.

Who Should Attend?

This is a beginner to an intermediate level workshop which will train all bankers who require a deeper understanding of risk identification, measurement and management from a regulatory perspective, such as:

  • Risk managers
  • Product controllers
  • Compliance officers
  • Treasury
  • Traders
  • Credit officers
For the past two years, Gary has worked as an independent consultant on projects for the European Central Bank’s TRIM (targeted review of internal models). His focus has been on quantitative credit risk assessment and management in financial institutions (principally the Basel regulatory accords).
Leave a Reply











    By clicking Download, you acknowledge that your personal information and any information shared in this form will be processed for direct communication and marketing from Masterclass Events (Pty) Ltd only. We will not distribute any of the information that you have shared with us to any third party. You do have the right to unsubscribe or opt-out of our direct marketing at any point in time.
    I accept the Terms and Conditions as above








      Company details








      Name of authorised manager







      Delegate





      Terms and Conditions

      By placing an order or making a purchase, you agree to the terms set forth below.

      Orders Processing and Timelines: Upon receipt of full payment, your order will be processed.

      Products: Actual products may differ slightly in appearance to images shown.

      Product Availability and Limitations: Given the popularity and/or supply constraints of some of the products, Masterclass Events may have to limit the number of products available for purchase, this will be prominently displayed on our website.

      Pricing and Payment: All prices are exclusive of VAT, of South African currency (ZAR). Masterclass Events reserves the right to change prices for products displayed at any time, and to correct pricing errors that may inadvertently occur. Quotations/Proforma invoices are valid for 30 days after the quotation date, subject to availability of stock. We shall take all reasonable efforts to accurately reflect the description, availability, purchase price and delivery charges of Goods on the Website. Take note that there may be errors on the Website. Should such errors be made and it is not due to our gross negligence, we will not be held liable and reserve the right to rectify the error.

      R13 995.00 (Ex. VAT) (ZAR) or
      $970.00 (USD) (all Inclusive)

      3+ delegates: 10% group discount
      6+ delegates: 15% group discount
      12+ delegates: 20% group discount

      Event Details
      Testimonials

      Brilliant

      Brilliant, well above anything that I have been exposed to before.

      Standard Bank

      Recommended

      I would definitely recommend this course to my colleagues and would like to attend courses that are presented by Masterclass.

      FirstRand Bank

      Professional

      The organisers are very professional and really caring. Felt really valued as a delegate.

      SITA