Risk Management for Banks and Financial Institutions
Programme Directors: Prof. M Jayadev
Programme Dates: 20-Jan-2020 to 24-Jan-2020
Programme Venue: IIMB Campus
Programme Overview:
The banks and other Financial services companies are seriously entangled with crumbling asset quality, erosion in bank profitability and depleting status of bank capital. Stock prices of many banks are substantially lower to Book values indicating shareholders are shouldering substantial amount of risk of banks’ portfolio and operations. The imperative to address this crisis is strengthening of risk management systems of banks.
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 risk based regulatory framework of Basel is emphasising on 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.
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 based on quantification of risk.
In this context, this programme is intended to cover all generic risks, i.e. Liquidity Risk, Credit Risk, Market Risk, Operational Risk and other specific risks of ICAAP. 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
Programme Directors: Prof. M Jayadev
Programme Dates: 20-Jan-2020 to 24-Jan-2020
Programme Venue: IIMB Campus
Programme Overview:
The banks and other Financial services companies are seriously entangled with crumbling asset quality, erosion in bank profitability and depleting status of bank capital. Stock prices of many banks are substantially lower to Book values indicating shareholders are shouldering substantial amount of risk of banks’ portfolio and operations. The imperative to address this crisis is strengthening of risk management systems of banks.
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 risk based regulatory framework of Basel is emphasising on 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.
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 based on quantification of risk.
In this context, this programme is intended to cover all generic risks, i.e. Liquidity Risk, Credit Risk, Market Risk, Operational Risk and other specific risks of ICAAP. 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: