RISK MANAGEMENT

[delena]

RISK MANAGEMENT

for BANKING sector

16-26 February 2010 (9 days from 15.00 till 20.00)

Place: Firuza Business Center,

Garabagh str. 22, office 32

Organizer: PROFESSIONAL SERVICES COMPANY

Business Trainer:

Linda Miller

Experienced in leadership roles, including training development and delivery covering the following topics: statistical analysis, project valuation, derivitatives trading and accounting, financial reporting, analyst reporting, capital structure, corporate governance, internal controls, as well as contracting, human resource issues, strategy and market analysis. MBA with concentration in Finance and International Business from GEORGIA INSTITUTE OF TECHNOLOGY (Atlanta, Georgia USA), TSM BUSINESS SCHOOL (Enschede, The Netherlands).

Target group:

Banking Sector Risk and Regulation specialists.

Agenda:

Days 1-6

Conceptual Overview: Educates participants on the importance of regulation in banking and discusses risks specific to the banking sector. A framework of the risk and regulatory environment and its relationship with minimum capital requirements is discussed.

Risk Measurement and Management: Discusses measurement and management as well as relevant regulatory requirements of the following types of risk:

Traded Market Risk: Discusses the Standardised and Internal Models Approaches to measuring and managing risk.

Treasury Risk: Covers interest rate repricing and capital management, as well as methods for measuring and managing liquidity risk.

Credit Risk: Discusses Basel II and the international regulation of banks, calculation of credit risk capital, measurement techniques using the Standardised and Internal Ratings-Based approaches, as well as securitization and collateral.

Operational Risk: Explains calculation of operational risk capital, as well as measurement techniques using the Basic Indicator, Standardised and Advanced Measurement Approaches.

Days 7-8

Supervision and Regulation: Demonstrates the need for supervision of banks and the disclosure of market information. Covers national supervisor roles, relevant supervision of operational and other risks as well as bank disclosure requirements.

Day 9

Practical Application Using Case Study Based Methodology: The comprehensive case study will cover banking sector risk and regulation, and will follow the framework provided by the Conceptual Overview training. Participants will simulate developing a risk team, measuring and managing various risk types that are specific to banking, and incorporating legal and regulatory issues into the process. The teams will be required to implement all aspects of their Conceptual Overview learnings before completing the course.

Language:

English

Price:

610 AZN/participant +18% VAT

Included:

Lecture material, certificate Professional Services Company, coffee breaks.

If you want to take part on the course or receive additional information, please use our e-mail: info@psc.az or by phone: (012) 496 61 69 or (070) 223 24 25.