3 mins read This intermediate level workshop serves as a guide to Internal Capital Adequacy Assessment framework implementation with a special focus on treasury, market risk and counterparty limits.
4 mins read This advanced ICAAP modules workshop focuses on issues related to modelling using Interest Rate simulations, Interest Rate Mismatch and Liquidity Risk for Internal Capital Adequacy Assessment.
Starting with a balance sheet model, we quickly introduce tools and traditional models including gap analysis and earnings at risk, stress testing, scenario planning, policy making and simulations, followed by structured analysis required for ICAAP submissions, reporting and recommendations.
3 mins read This advanced level ALM and Liquidity Training workshop serves as a refresher to liquidity management, with an emphasis on traditional models including gap analysis and earnings at risk, stress testing, scenario planning, policy making and simulations.
2 mins read Risk management and derivative pricing concepts are closely interlinked. As practitioners we come across a wide range of issues that sit at the intersection of both subjects. An integrated skill building exercise that is aimed at professionals who deal with pricing, valuation, risk, policy and reporting issues related to structured fixed income and foreign exchange transactions.
2 mins read Designed as a senior management retreat on Basel II, this limited seating, one day workshop serves as a 6 hour crash course on Basel II for Chief Executives, Chief Financial Officers, Country Risk Officers, Credit Administration Heads, Treasury Heads, Basel II Coordinators and Board Risk Committee members.
< 1 min read The Economic Capital debate triggered by Basel II requires a mind shift that needs to flows all the way down