Risk & Capital Management - REDmoney Seminars

Risk & Capital Management
Understanding and Developing an Effective ICAAP and ILAAP
A Two-Part Online Training Program

Date: 8^th & 9^thSeptember 2020
2.00pm – 5.00pm, (KL/Singapore Time)

Register Now

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)

Fee

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 1^st September will receive a 5% discount
* Further attractive packages are available for groups of more than five. Please contact us directly

In-house/group training

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

Manual Registration

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

Tiviaa James
Marketing Executive
[email protected]
Direct Line: +603 2162 7800 ext 62

PROGRAM INTRODUCTION

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)

Who Will Benefit

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

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

Fee

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 1^st September will receive a 5% discount
* Further attractive packages are available for groups of more than five. Please contact us directly

In-house/group training

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

Manual Registration

Kindly complete the registration form and email to [email protected] or fax +603 2162 7810

Online Delivery

AGENDA

Part 1: 8^th September

Deconstructing Asset Liability Management in Detail

Asset Liability Management

What is ALM and why is it important?
What are the main risks that ALM deals with?
How should bank assets be funded?

Liquidity Risk Management

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

Markup Risk Management

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

Currency Risk Management

How does currency risk arise?
How can it be managed simply without using hedging?
Practical applications of derivatives to manage currency risk

Part 2: 9^th September

Deconstructing the Internal Capital Adequacy Assessment Process (ICAAP) and Internal Liquidity Adequacy Assessment Process (ILAAP) in Detail

Internal Liquidity Adequacy Assessment Process (ILAAP)

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

Internal Capital Adequacy Assessment Process (ICAAP)

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?

Capital Management

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?

Course Conclusion

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

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

PROGRAM FORMAT

REGISTRATION

*Please note there is a fee for attending this program. Please contact us for more details.

Who are you registering?*

Myself

Colleagues or team members

Full Name*

Job Title*

Company*

Email address*

Phone*

Delegate Name*

Job Title*

Email address*

Phone*

First Delegate Name*

Job Title*

Email address*

Phone*

Second Delegate Name*

Job Title*

Email address*

Phone*

First Delegate Name*

Job Title*

Email address*

Phone*

Second Delegate Name*

Job Title*

Email address*

Phone*

Third Delegate Name*

Job Title*

Email address*

Phone*

First Delegate Name*

Job Title*

Email address*

Phone*

Second Delegate Name*

Job Title*

Email address*

Phone*

Third Delegate Name*

Job Title*

Email address*

Phone*

Fourth Delegate Name*

Job Title*

Email address*

Phone*

First Delegate Name*

Job Title*

Email address*

Phone*

Second Delegate Name*

Job Title*

Email address*

Phone*

Third Delegate Name*

Job Title*

Email address*

Phone*

Fourth Delegate Name*

Job Title*

Email address*

Phone*

Fifth Delegate Name*

Job Title*

Email address*

Phone*

Approving Manager

Full Name*

Company*

Phone*

Job Title*

Email address*

Verification

Before completing this registration form please read and understand our booking and cancellation policy. Thank you.

Booking, Payment and Cancellation Policy – important, please read carefully

By completing, signing and revised, sent separately us this registration form you are conﬁrming participants on the program. You are also conﬁrming your understanding of our Booking, Payment and Cancellation Policy.

Cancellation Policy: If participants cannot attend the program, replacement participants are always welcome. Otherwise, participants must notify us any of cancellations or requests to transfer to a diﬀerent program at least 14 days before the program date to be eligible for a refund, less a 5% administration on fee. Participants who cancel within 14 days of the program start date are liable to pay the full program fee and no refunds will be given. Instead fees will be converted to a REDmoney Seminars voucher equivalent to the original fee, less a 10% administration charge. This voucher is transferable within your organization and must be redeemed within one year of issue or become void. If a program is postponed for whatever reason registrations and fees will be automatically transferred to the new program date. Participants who wish to transfer to a diﬀerent program will be subject to the same terms as above and charged any diﬀerence in fees. No refunds or program vouchers will be issued for a no-show.
Payment Terms: All program fees are payable upon invoice. REDmoney shall receive the full program fee with no deductions of any description. All telegraphic transfer fees, taxes and levies (domestic or otherwise) shall be borne by the sponsoring organization.

Please tick if you have read and understood our terms and conditions

Please type the characters*

This helps us prevent spam, thank you.

This field should be left blank

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

Tiviaa James
Marketing Executive
[email protected]
Direct Line: +603 2162 7800 ext 62

PROGRAM INTRODUCTION

Online Delivery

PROGRAM INTRODUCTION

Online Delivery

AGENDA

Part 1: 8th September

Part 2: 9th September

EXPERT COURSE DIRECTOR

WHO WILL BENEFIT

PROGRAM FORMAT

REGISTRATION

Approving Manager

Verification

Part 1: 8^th September

Part 2: 9^th September