This course explores the impact of regulation on risk management with a particular focus on the work of the Basel Committee on Banking Supervision. Since its foundation in 1974, the Basel Committee has laid the foundation for ensuring the capital adequacy required for managing risk in banks.
The main objective of the course is to provide participants with a good understanding of the regulatory environment for risk management in banking.
The institutions and regulations that aim at managing risk internationally
Risk and regulation - The Basel Committee
Methods in the Basel Accord for managing credit risk, market risk, operational risk and liquidity risk
Value at risk and its use in managing risk
The use and importance of stress testing
The liquidity ratios included in the Basel Accord
Institutions and regulations
The Basel Committee on banking supervision
European Banking Authority
Main regulatory texts
Value at Risk
Internal ratings-based approach - Foundation
Internal ratings-based approach - Advanced
Basic indicator approach
Advanced measurement approach
Net Stable Funding Ratio
Liquidity Funding Ratio
Financial service professionals who want to gain an overview of risk management in the banking industry.
For this training course, an optional exam is available. In case of interest, candidates can choose a date from the list of proposed examination sessions. Registration for the exam must be made at least five days before the chosen exam date. The exam is subject to a registration fee.
The examination consists of true/false and multiple-choice questions. To pass the exam, a candidate must achieve a score of at least 50% of the total points on the exam.
This module is part of the Risk Management Certification. To obtain their certificate, candidates must complete 12 days of training in Risk Management and pass the exam for each course.
More details here: Professional Risk Management Certification
The training material will be handed out at the beginning of the course.
Chambre de Commerce Luxembourg7, rue Alcide de Gasperi
mar. 13.10.2020 à 08h308H
Risk Management – Framework for Banks
- Chambre de Commerce Luxembourg
Chambre de Commerce Luxembourg