Mastering Capital Management - The ICAAP & Basel III
As banks strive for value creation in a highly competitive environment they inevitably create risks. The greatest threat to a financial institution is when such risks are not properly identified, measured or managed. In these circumstances the result is invariably unexpected losses which, as the financial crisis demonstrates, can threaten the very existence of banks of all sizes.
This course examines the latest tools, techniques and best practices surrounding economic capital calculation and management and how to structure an Internal Capital Adequacy Assessment Process (ICAAP) that maximizes its inherent motivational incentives. It considers the Basel accords, with particular focus on Basel III, and examines the composition and interrelationship between the various types of capital - available (book), regulatory and economic - and explores frameworks for their effective management.
What Will You Learn?
Having completed this masterclass, participants will better understand:
· The evolving role of risk management in modern banking
· The Basel accords with particular emphasis on Basel III and related requirements
· Creating and implementing a risk adjusted performance measurement (RAPM) framework
· The latest risk management tools and techniques
· Structuring a value-added ICAAP process including aspects such as stress testing,
scenario analysis and risk appetite
· Imperfections in modern risk management... their implications and how to overcome them
· The evolving role of risk management in modern banking
· The Basel accords with particular emphasis on Basel III and related requirements
· Creating and implementing a risk adjusted performance measurement (RAPM) framework
· The latest risk management tools and techniques
· Structuring a value-added ICAAP process including aspects such as stress testing,
scenario analysis and risk appetite
· Imperfections in modern risk management... their implications and how to overcome them
stress testing basel II risk analysis credit scoring portfolio modelling
Master Class Details
Date: June 27th to 29th 2011
Location: London
Price: £2645
Location: London
Price: £2645
Who Should Attend?
Risk management, finance, audit and compliance staff and management involved in developing or reviewing approaches to risk management, capital management, risk adjusted performance measures, and the ICAAP.
Master Class Facilitator
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