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Risk have designed a two day training course to provide participants with the latest developments and best practice methods used within the industry. A plethora of experts and industry professionals will present on a range of topics to leave no stone unturned.

Course Tutors

  • Charlotte Anne Bond, Financial Economist - Enterprise Risk Analysis Division, Office of the Comptroller of the Currency
  • Joseph L Breeden, Chief Executive Officer, Prescient Models LLC
  • Jon Frye, Senior Risk Advisor and Risk Specialist, Federal Reserve Bank of Chicago
  • Jitendra Rathod, Financial Analyst, Federal Deposit Insurance Corporation
  • Hamid Arian, Risk Manager - Market Risk, Royal Bank of Canada

Course Highlights:

  • Carefully chosen experts and practitioners make up a multi speaker format
  • Insights from a regulatory standpoint
  • Understand the finer points of model development
  • Learn effective methods for stress test validation and how to quantify limitations
  • A special presentation on Stress Testing with the Loss Given Default Function
  • Discussions on best practice for capital optimisation and liquidity risk

Who Should Attend:

  • Risk Control/Analysis/Reporting/Modelling
  • Asset Liability Management
  • Economic Capital Modelling
  • Compliance Monitoring
    Basel III Compliance
  • Treasury
  • Model Validation and Validation
  • Liquidity Risk
  • Operational Risk
  • Internal Audit
  • External auditors and regulators
  • Independent Validation
  • Collateral management
  • Stress testing operations
  • Scenario analysis

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Learning outcomes

  • The requirements and expectations of regulators in this area
  • The framework of stress testing from an organisational perspective
  • Model development and types of stress testing
  • Impacts of model validation and different tools used
  • What is required for scenario analysis
  • The loss given default function
  • Liquidity risk management

 

 

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