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Learn about the risks faced by banks and how they identify, assess & mitigate these risks. The emphasis will be on management of Credit Risk, Market Risk, Operational Risk and Enterprise Risk.
", "fullDescription": "In this course, we will learn about the risks faced by Banks and the methodologies adopted by Banks for identification, measurement, monitoring and mitigation of risk.
\nThe learners will gain insights on the essential elements of the Framework adopted by Banks for Risk Management.
\nThe course covers major domains of Credit, Market & Operational Risk and concludes with understanding Risk Management at Enterprise Level.
\nThe course covers the Global Best Practices that have evolved from past experiences.
\nThe course will be of value for learners who want to understand how risk is managed in Banks.
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\n2. Role of Basel in Bank Risk Management & ongoing enhancements brought about in Basel III.
\n3. The types of risk faced by banks and the processes followed by banks for managing them.
\n4. The Primary risks faced by Banks (Credit, Market & Operational).
\n5. Risk Management at Enterprise level.
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\nIntroduction
\nAbout the course
\nBrief Objectives
\nRelevance
\nModule I Risk & Capital:
\nWhat is risk?
\nRisk & uncertainty
\nRisk reward ratio
\nRelationship between risk & capital
\nExpected and unexpected loss
\nTypes of capital
\nModule II Basel & BCBS:
\nBCBS origin and role
\nBasel Accords
\nBasel III enhancements:
\nLeverage Ratio, LCR, NSFR, CCB, SIBs
\nModule III Risk Management:
\nTypes of Risk
\nRisk Management process in Banks
\nRisk Management framework
\nRisk Appetite setting
\nThree lines of defence
\nModule IV Credit Risk Management:
\nIntroduction
\nRisk Drivers
\nAssessment and mitigation
\nCapital charge
\nModule V Market Risk Management:
\nIntroduction
\nRisk Drivers
\nAssessment and mitigation
\nCapital charge
\nModule VI Operational Risk Management:
\nIntroduction
\nRisk Drivers
\nAssessment and mitigation
\nCapital charge
\nModule VII Enterprise Risk Management:
\nIntroduction
\nSupervisory Review Process & ICAAP
\nModule VIII Final Evaluation
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