This 2 day 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 3, and examines the composition and interrelationship between the various types of capital - available (book), regulatory and economic - and explores frameworks for their effective management.
By the end of this course you will gain in-depth knowledge of approaches to risk and capital management with particular emphasis on:
• The evolving role of risk management in modern banking
• The Basel accords with particular emphasis on Basel 3 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 and their implications and how to overcome them
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.
Register now - Early Bird offer until Jan 31 and save over £180!
We also organise:
Operational Risk Management in London & Dubai
Advanced Risk Management for Banks and Financial Institutions and more. Check our web site for more information.
Wed, 04/02/2015 - 14:08
Fund managers and investors are in a tug-of-war over the issue of transparency. Once content with a performance update, basic valuation and general market commentary, Limited Partners (LPs) are now digging deeper, asking more questions and requiring more information from General Partners (GPs) than ever before. ... »
Thu, 19/02/2015 - 18:04
Read how managers seeking to distribute in Europe can appoint a third party AIFM (or ManCo), and the fund distribution benefits this can bring, both for new fund launches and redomiciled funds... »
Tue, 10/02/2015 - 13:49
Global gross domestic product (GDP) growth should accelerate somewhat in 2015 and 2016 from the pace of the last three years because of much lower oil prices, the avoidance of special drags on the world economy, and continuing easy monetary policies from global central banks, according to BNY Mellon Chief Economist Richard Hoey. Hoey (pictured) made the comments in his February outlook. ... »
Fri, 30/01/2015 - 10:12
55% of private equity firms surveyed by Preqin at the end of 2014 stated they would deploy greater levels of capital in 2015, although 39% suggested it is more difficult to find attractive investments. Preqin’s Christopher Elvin comments: ... »
Tue, 20/01/2015 - 12:26
977 private equity funds held a final close throughout the year raising a total of USD486bn, higher than any annual amount between 2009 and 2012, and on track to match the 2013 total. Preqin’s Christopher Elvin (pictured) reviews a year of private equity fundraising: ... »