Credit Risk Stress Testing & Capital Adequacy Requirements Date: 14th & 15th December 2020
WHY THIS COURSE? Credit risk management is central to the sound financial management of credit institutions. Never before has credit risk been more difficult to measure and manage. During the Global Financial Crisis of 2007-9, and now, amidst an unprecedented global health pandemic, commercial banks able to detect, and furthermore remedy, weaknesses in their credit risk profiles to generate positive net income and safeguard bank capital, continue long into the future. Banks which are unable to detect and remedy critical weakness are far less likely to do so. This course has been designed for banking practitioners wanting to learn about fundamentally important methodologies, as well as the latest techniques, to perform credit risk stress testing. The course covers how to effectively design credit risk stress scenarios and how to translate these scenarios, for example, macro-economic slowdowns and increased delinquencies into their resulting impact on net income and bank capital. The course also provides in-depth knowledge of capital adequacy requirements within the Basel III contexts of both a minimum regulatory capital charge (i.e. Pillar 1), and ICAAP (Internal Capital Adequacy Assessment Process, i.e. Pillar 2). The course provides an opportunity for a high level of interactive discussion aided by clear illustrations, examples and quizzes, to learn the methodologies and techniques of credit risk stress testing and capital adequacy for immediate and direct application in practice. WHAT WILL I TAKE AWAY? 1 participant: RM995 Early Payment Discount: Payments made on or before 7th December will receive a 5% discount 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. Kindly complete the registration form and email to [email protected] or fax +603 2162 7810 For enquiries please contact: Mathias Sosovele Normariya Sariman Ramesh Kalimuthu For sponsorship & speaking opportunities: For marketing and media enquiries 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: RM995 Early Payment Discount: Payments made on or before 7th December will receive a 5% discount 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./p> Kindly complete the registration form and email to [email protected] or fax +603 2162 7810 WHY THIS COURSE? Credit risk management is central to the sound financial management of credit institutions. Never before has credit risk been more difficult to measure and manage. During the Global Financial Crisis of 2007-9, and now, amidst an unprecedented global health pandemic, commercial banks able to detect, and furthermore remedy, weaknesses in their credit risk profiles to generate positive net income and safeguard bank capital, continue long into the future. Banks which are unable to detect and remedy critical weakness are far less likely to do so. This course has been designed for banking practitioners wanting to learn about fundamentally important methodologies, as well as the latest techniques, to perform credit risk stress testing. The course covers how to effectively design credit risk stress scenarios and how to translate these scenarios, for example, macro-economic slowdowns and increased delinquencies into their resulting impact on net income and bank capital. The course also provides in-depth knowledge of capital adequacy requirements within the Basel III contexts of both a minimum regulatory capital charge (i.e. Pillar 1), and ICAAP (Internal Capital Adequacy Assessment Process, i.e. Pillar 2). The course provides an opportunity for a high level of interactive discussion aided by clear illustrations, examples and quizzes, to learn the methodologies and techniques of credit risk stress testing and capital adequacy for immediate and direct application in practice. WHAT WILL I TAKE AWAY? Dr Ken Baldwin 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. 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 Normariya Sariman Ramesh Kalimuthu For sponsorship & speaking opportunities: For marketing and media enquiries
A Two-Part Online Training Program
PROGRAM INTRODUCTION
2 participants: RM1990
3 participants: RM2985
4 participants: RM3980
5 participants: RM4975
* Further attractive packages are available for groups of more than five. Please contact us directly
Learn More
Online Delivery
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 25
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 44
Events Sales Director
[email protected]
Direct Line: +603 2162 7800 ext 65
Fax: +603 2162 7810
Andrew Tebbutt
Managing Director
[email protected]
Direct Line: +603 2162 7802
Anna Rozana Ramli
Marketing Director
[email protected]
Direct Line: +603 2162 7800 ext 22
2 participants: RM1990
3 participants: RM2985
4 participants: RM3980
5 participants: RM4975
* Further attractive packages are available for groups of more than five. Please contact us directlyOnline Delivery
PROGRAM INTRODUCTION
AGENDA
Day 1: Credit Risk Stress Testing
Day 2: Capital Adequacy for Credit Risk
EXPERT COURSE DIRECTOR
Former Director, Financial Policies & Planning, Islamic Development Bank
Ken is a British Muslim.WHO WILL BENEFIT?
PROGRAM FORMAT
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 25
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 44
Events Sales Director
[email protected]
Direct Line: +603 2162 7800 ext 65
Fax: +603 2162 7810
Andrew Tebbutt
Managing Director
[email protected]
Direct Line: +603 2162 7802
Anna Rozana Ramli
Marketing Director
[email protected]
Direct Line: +603 2162 7800 ext 22
Overview of stress testing
Sensitivities versus scenarios
Bank-level and macroeconomic factors impacting credit risk, e.g. credit moratoriums
How to build informative stress scenarios
How to calibrate normal versus stressed scenarios
How to translate stress scenarios into resulting financial impact
Other stress-testing approaches
Capital adequacy under Pillar 1
Internal Capital Adequacy Assessment Process (ICAAP) under Pillar 2
