Risk Management for Banks and Financial Institutions Executive Education Open Programme
Programme Directors : Prof. M Jayadev
Programme Dates : 18 – 21 February 2019
Programme Venue : IIMB Campus
Programme Overview :
The Financial Stability Report of Reserve Bank of India (June 2017) alerts the banks and the Nation about the crumbling asset quality of banks, erosion in bank profitability and scraping away of bank capital cushions indicating worsened stability of banking industry. The health of Indian banks have been deteriorating over the past few years. It also predicts further decline in asset quality and adverse impact on profitability by the year ending March 2018. With the lower Price to Book valuations of many banks shareholders shouldering substantial amount of risk of banks’ operations. One of the important aspects to be addressed to overcome this grave crisis is strengthening of risk management systems of banks.
The new risk based regulatory framework is further strengthening of regulatory mechanisms such as tighter definition of regulatory capital, higher risk-weighted requirements, a new minimum leverage ratio and a capital conservation buffer. The market risk framework has been largely overhauled, with improvements that include increased granularity and the introduction of the "expected shortfall" concept in the Standardised Approach, comprehensive risk capture and a more granular model approval process in the Internal Models Approach. Basel framework includes the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR), standards aimed at ensuring banks' resilience to liquidity stress.
Banks and Financial Institutions are grappling with the challenge of proactively managing risks across markets. For each institution, the actual solution to this problem is entailing different philosophies towards risk policies, methodologies, processes and technologies. Visualizing the risk, combating the adverse effects on profitability through proactive planning and ensuring the implementation of the risk management process has currently assumes pivotal significance.
The new architecture of ‘Risk Management’ has two important tenets: risk quantification and establishing control systems. The Basel Accords (Basel-II and III) demands utmost importance for risk management systems in Banks and Financial Institutions and directs these institutions to adopt risk capital allocation on the basis of quantification of risk.
This programme is intended to cover all generic risks, i.e. Liquidity Risk, Credit Risk, Market Risk, and Operational Risk. The complex function of risk management demands application of sophisticated models for measuring and managing risks, and this programme aims at improving the competence of managers in selection and application of modern techniques of risk management.
Programme URL:
Risk Management for Banks and Financial Institutions Executive Education Open Programme
Programme Directors : Prof. M Jayadev
Programme Dates : 18 – 21 February 2019
Programme Venue : IIMB Campus
Programme Overview :
The Financial Stability Report of Reserve Bank of India (June 2017) alerts the banks and the Nation about the crumbling asset quality of banks, erosion in bank profitability and scraping away of bank capital cushions indicating worsened stability of banking industry. The health of Indian banks have been deteriorating over the past few years. It also predicts further decline in asset quality and adverse impact on profitability by the year ending March 2018. With the lower Price to Book valuations of many banks shareholders shouldering substantial amount of risk of banks’ operations. One of the important aspects to be addressed to overcome this grave crisis is strengthening of risk management systems of banks.
The new risk based regulatory framework is further strengthening of regulatory mechanisms such as tighter definition of regulatory capital, higher risk-weighted requirements, a new minimum leverage ratio and a capital conservation buffer. The market risk framework has been largely overhauled, with improvements that include increased granularity and the introduction of the "expected shortfall" concept in the Standardised Approach, comprehensive risk capture and a more granular model approval process in the Internal Models Approach. Basel framework includes the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR), standards aimed at ensuring banks' resilience to liquidity stress.
Banks and Financial Institutions are grappling with the challenge of proactively managing risks across markets. For each institution, the actual solution to this problem is entailing different philosophies towards risk policies, methodologies, processes and technologies. Visualizing the risk, combating the adverse effects on profitability through proactive planning and ensuring the implementation of the risk management process has currently assumes pivotal significance.
The new architecture of ‘Risk Management’ has two important tenets: risk quantification and establishing control systems. The Basel Accords (Basel-II and III) demands utmost importance for risk management systems in Banks and Financial Institutions and directs these institutions to adopt risk capital allocation on the basis of quantification of risk.
This programme is intended to cover all generic risks, i.e. Liquidity Risk, Credit Risk, Market Risk, and Operational Risk. The complex function of risk management demands application of sophisticated models for measuring and managing risks, and this programme aims at improving the competence of managers in selection and application of modern techniques of risk management.
Programme URL: