Risk & Capital Management
Understanding and Developing an Effective ICAAP and ILAAP
A Two-Part Online Training Program
Date: 8th & 9th September 2020
PROGRAM INTRODUCTION
More than ten years on from the Global Financial Crisis, many banks have yet to implement a robust risk and capital management framework which fully embraces both the form and substance of Basel III. This course provides instruction in bank asset/liability and capital management that reaches to both conventional and Islamic banks, as well as conventional banks operating Islamic windows. It provides in-depth analysis of contemporary risk management issues facing banks, and shares leading solution methodologies to manage risks which are important to both commercial and investment banks.
Whilst many banks have successfully implemented an ICAAP (Internal Capital Adequacy Assessment Process) for capital sustainability, many have yet to implement an effective ILAAP (Internal Liquidity Adequacy Assessment Process), ILAAP being widely accepted in Europe as an essential liquidity risk management tool. This course provides instruction in the development of both ICAAP and ILAAP, and explores the application of analytic methodologies to measure risk.
This course provides delegates with an invaluable opportunity to understand, and most importantly apply, best-practice to enhance sustainability through the management of risk and the efficient use of capital. The course provides the opportunity for a high level of interactive discussion and includes the analysis of case studies.
KEY LEARNING OUTCOMES
- Understand risk in conventional and Islamic banks at financial product and balance sheet levels with a focus on liquidity risk and capital sustainability
- Understand the essentials of ICAAP (Internal Capital Adequacy Assessment Process) and ILAAP (Internal Liquidity Adequacy Assessment Process)
1 participant: RM950
2 participants: RM1,710
3 participants: RM2,423
4 participants: RM3,040
5 participants: RM3,563
Early Payment Discount: Payments made on or before 1st September will receive a 5% discount
* Further attractive packages are available for groups of more than five. Please contact us directly
If you are looking for an in-house training program or wish to send a group to an existing public program, kindly please contact Andrew Tebbutt at [email protected] or +603 2162 7802.
Learn More
Kindly complete the registration form and email to [email protected] or fax +603 2162 7810
Online Delivery
For enquiries please contact:
Mathias Sosovele
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 25
Normariya Sariman
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 44
Ramesh Kalimuthu
Events Sales Director
[email protected]
Direct Line: +603 2162 7800 ext 65
Fax: +603 2162 7810
For sponsorship & speaking opportunities:
Andrew Tebbutt
Managing Director
[email protected]
Direct Line: +603 2162 7802
For marketing and media enquiries
Anna Rozana Ramli
Marketing Director
[email protected]
Direct Line: +603 2162 7800 ext 22
PROGRAM INTRODUCTION
More than ten years on from the Global Financial Crisis, many banks have yet to implement a robust risk and capital management framework which fully embraces both the form and substance of Basel III. This course provides instruction in bank asset/liability and capital management that reaches to both conventional and Islamic banks, as well as conventional banks operating Islamic windows. It provides in-depth analysis of contemporary risk management issues facing banks, and shares leading solution methodologies to manage risks which are important to both commercial and investment banks.
Whilst many banks have successfully implemented an ICAAP (Internal Capital Adequacy Assessment Process) for capital sustainability, many have yet to implement an effective ILAAP (Internal Liquidity Adequacy Assessment Process), ILAAP being widely accepted in Europe as an essential liquidity risk management tool. This course provides instruction in the development of both ICAAP and ILAAP, and explores the application of analytic methodologies to measure risk.
This course provides delegates with an invaluable opportunity to understand, and most importantly apply, best-practice to enhance sustainability through the management of risk and the efficient use of capital. The course provides the opportunity for a high level of interactive discussion and includes the analysis of case studies.
KEY LEARNING OUTCOMES
- Understand risk in conventional and Islamic banks at financial product and balance sheet levels with a focus on liquidity risk and capital sustainability
- Understand the essentials of ICAAP (Internal Capital Adequacy Assessment Process) and ILAAP (Internal Liquidity Adequacy Assessment Process)
This course is designed to be of most benefit to:
- Chief financial officers, heads of finance, and finance officers
- Chief risk officers, risk managers, and risk analysts
- Treasurers, treasury managers and Asset Liability Management professionals
- Corporate and retail loan and financing origination and sales teams
- Debt and equity capital markets teams
- Fixed income, private equity, and other fund and asset managers
- Credit administration managers and credit portfolio analysts
This two-part training program will be delivered online through a stable, secure and free-to-access platform. The program itself will be delivered through lectures, worked examples and case studies in order to ensure a detailed and practical understanding of the program content. Participants will have plenty of opportunity to ask questions and interact with the program director. Login details and program materials will be sent to participants upon receipt of payment
1 participant: RM950
2 participants: RM1,710
3 participants: RM2,423
4 participants: RM3,040
5 participants: RM3,563
Early Payment Discount: Payments made on or before 1st September will receive a 5% discount
* Further attractive packages are available for groups of more than five. Please contact us directly
If you are looking for an in-house training program or wish to send a group to an existing public program, kindly please contact Andrew Tebbutt at [email protected] or +603 2162 7802.
Learn More
Kindly complete the registration form and email to [email protected] or fax +603 2162 7810
Online Delivery
AGENDA
Part 1: 8th September
- What is ALM and why is it important?
- What are the main risks that ALM deals with?
- How should bank assets be funded?
- What is the role of liquidity stress testing and how can it be made useful?
- What can banks do to better manage their particular liquidity risks
- Basel III and compliance with regulatory liquidity ratios
- Setting an ALM objective
- Structural solutions versus Hedging solutions
- Managing interest rate risk in fixed income products
- Managing Displaced Commercial Risk in Profit Sharing Investment Accounts
- How does currency risk arise?
- How can it be managed simply without using hedging?
- Practical applications of derivatives to manage currency risk
Part 2: 9th September
- Introduction:
- The Basel III overarching framework
- Changes to the regulation of liquidity brought about by Basel III
- Objectives of the ILAAP and overview of the ILAAP approach
- Essential components to building an ILAAP
- Liquidity risk strategy
- Liquidity buffers and collateral management
- Liquidity monitoring
- Liquidity risk tolerance
- Liquidity stress-testing and choice of scenarios
- Market access & Contingency funding plan
- The ILAAP Process
- What is the difference between economic and regulatory capital?
- What were the changes in eligible capital and capital requirements brought about by Basel III?
- What are the objectives and structure of the ICAAP?
- What are the essential components to building an ICAAP?
- What is economic capital and why measure it?
- Application of the value-at-risk methodology to economic capital
- How to determine which lines of business or products utilize the most economic capital
- Stress-testing economic capital
- What management actions are needed if capital is deemed insufficient?
EXPERT COURSE DIRECTOR
Dr Ken Baldwin
Former Director, Financial Policies & Planning, Islamic Development Bank
Dr. Ken Baldwin has worked as a practitioner in banking and finance for over 25 years in senior positions spanning the front and middle offices. Having graduated from Oxford University with a first-class honors degree in Physics in 1989, he qualified as a Chartered Accountant with PWC, before joining UBS, and then later Credit Suisse, in derivatives risk and control functions based in London.
He gained a PhD in the microeconomic theory of risk sharing in Islamic contracts, and worked in the GCC for 15 years in Islamic retail and Islamic investment banks. Whilst at Abu Dhabi Islamic Bank, Dr. Ken built an ALM analytic technology platform capable of capturing liquidity and interest rate risks inherent in the many varied Islamic financing products used at retail and corporate levels. He then moved to take up the position of MENA Regional Head of Quantitative Analysis for Citigroup. At Citicorp, Dr. Ken worked on structuring complex products used by Gulf-regional corporations to hedge FX and interest risks. Still residing in Bahrain, Dr. Ken then joined Investcorp, where he worked on the risk due diligence of corporate private equity and real estate private equity transactions and portfolio management. After leaving Investcorp, he set up the risk management department for venture capital bank, providing Basel III compliance and deal analysis for the bank. He then operationalized a new Islamic investment bank as its Chief Operating Officer for 3 years, before his most recent industry role at the Islamic Development Bank, where he set up and ran a new department tasked with developing Financial Policies and Planning underpinned by robust financial analytic tools and methodologies designed specifically for the IDB. Dr. Ken is currently a senior university lecturer in finance in the UK. He has published quantitative finance articles in peer-reviewed academic journals including the Journal of Risk, and during his earlier career, taught CFA and FRM professional certifications as a pastime for the Bahrain Institute of Banking and Finance.
Ken is a British Muslim.
WHO WILL BENEFIT
- Chief financial officers, heads of finance, and finance officers
- Chief risk officers, risk managers, and risk analysts
- Treasurers, treasury managers and Asset Liability Management professionals
- Corporate and retail loan and financing origination and sales teams
- Debt and equity capital markets teams
- Fixed income, private equity, and other fund and asset managers
- Credit administration managers and credit portfolio analysts
PROGRAM FORMAT
This two-part training program will be delivered online through a stable, secure and free-to-access platform. The program itself will be delivered through lectures, worked examples and case studies in order to ensure a detailed and practical understanding of the program content. Participants will have plenty of opportunity to ask questions and interact with the program director. Login details and program materials will be sent to participants upon receipt of payment
For enquiries please contact:
Mathias Sosovele
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 25
Normariya Sariman
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 44
Ramesh Kalimuthu
Events Sales Director
[email protected]
Direct Line: +603 2162 7800 ext 65
Fax: +603 2162 7810
For sponsorship & speaking opportunities:
Andrew Tebbutt
Managing Director
[email protected]
Direct Line: +603 2162 7802
For marketing and media enquiries
Anna Rozana Ramli
Marketing Director
[email protected]
Direct Line: +603 2162 7800 ext 22
