• How to model and validate SVaR, IRC and CRM within a bank
• Calculating capital required for securitisation and the effect this has had on the business
• The intentions and proposals discussed by the Basel Committee's Fundamental Review
• Why there is pressure on banking institutions to alter their risk culture and governance
  
• The way in which Basel III aims to enforce this upon the banking community
• The qualitative approaches to calculating capital requirements and the new leverage ratio
• The effect of the wider Basel III accord on risk, funding and banking business models
• Calculate wrong way risk and CVA VaR to more effectively manage counterparty risk
• The emergence of CCPs as "risk-free" counterparties and how they are treated in Basel III
• How Basel III promotes stress testing for closely monitoring risk and institutional stability
  

Course dates & venues

Course Tutors

LONDON

• Ian Fernandes, Senior Consultant, Calimere Point Risk Advisory
• Peter Griffiths, Senior Consultant, Calimere Point Risk Advosory
• Adolfo Montoro, Head of Market Risk Economic Capital Methodology, Deutsche Bank
• Diana Ouamar, Co-Founder and Director, Rima Consulting
• Ignacio Ruiz, Founder, iRuiz Consulting
• Sunil Verma, Director, UBS Investment Bank

NEW YORK

• Ariel Blumencwejg, Senior Bank Examiner, Federal Reserve Bank of New York
• James Diguglielmo, Senior Manager, Morgan Stanley
• Gordon Liu, Head of Traded Market Risk Americas, HSBC
• Akhtarur Siddique, Risk Analysis Division, Office of the Comptroller of the Currency
• Mark Staley, Vice President, TD Bank Group
• Arun Venkatarangan, Executive Director, Morgan Stanley
• Sebastian Zugman, Head of Traded Credit and Market Risk, Americas, HSBC