An introduction to risk
What is risk and why should banks manage it?
Is risk just a downside experience?
The global nature of banking and risks
An introduction to the major types of risk in banks
The potential consequences of failing to manage risks in banks
Risk Appetite
Risk Management
Case study
International risk regulations
What are risk-based regulations?
Linking risk with capital
What is capital adequacy?
Key international regulations
Basel Accord
Sarbanes-Oxley
Case Study
The Basel Accords
The development of international banking risk regulation
The objectives of banking risks
The challenge of global regulations
The Basel I Accord and the Market Risk Amendment
The Basel II Accord
Capital under Basel II
Basel 2.5 and Basel III
The leverage ratio
Countercyclical capital buffer
Systemic interconnectedness
Case study: Capital under Basel III
Market risk
What is market risk?
Market activities and why trade
The main market instruments
Cash instruments
Derivative instruments
Managing market risk
Market risk measurement and management
Market risk regulation
Basel II
Basel III
Case study: The consequences of mis-managing market risk – JP Morgan
Credit risk
What is credit risk
Credit products in an international market
Mitigating and managing credit risk
The credit process
The credit analysis process
Portfolio Management
Credit risk measurement
Credit risk regulation
Basel II
Basel III
Case study
Operational risk
What is operational risk and why is it important?
Risk of loss, expected and unexpected losses
Operational risk event types
Three lines of defence
Operational risk management
Operational risk management framework
Where to start?
Who does operational risk management report to?
What is included under operational risk management?
Measuring and assessing operational risk.
Operational risk regulation
Basel II
Basel III
Case study: UBS
Liquidity risk
What is liquidity risk?
Types of liquidity
Consequences of not managing your liquidity
Sources of liquidity
Measuring liquidity
Stress testing
Managing liquidity
Liquidity risk regulation
Basel II
Basel III
Case study:
Asset and Liability Management and other risks
What is Asset and Liability Management
ALCOs and Treasuries
Banking book verses Trading Book
Interest rate risk in the banking book
Measuring and managing IRRBB
Contractual verses behavioural
Stress testing
‘Other’ risks
Case study:
Supervision & disclosure
What is supervision and disclosure
Home/host supervisory co-operation
The ICAAP
Supervision and disclosure under Basel
The Basel III changes
Case study:
Defining Enterprise Risk Management
What is ERM?
The benefits of ERM
The ERM process
The risk management function
Portfolio management
New product development
Basel Committee guidance
Commonly adopted frameworks
Case study
Integrated risk management
Integrating risks across the bank
Risk committees
Risk policies
Risk recognition and assessment
Adding risk across risk types
Economic capital
Interaction between risk types
Case study
Corporate Governance
What is corporate governance?
Who are the stakeholders and what are the conflicts between them?
What are the benefits of good corporate governance?
Development of corporate governance - Cadbury, Walker, Hicks reports
The external view of Corporate Governance (rating agencies, regulators)
Case study: Can a bank be “Too big to manage”?
Good corporate governance
Corporate structures
The role of non-executive directors
Techniques and strategies
Committees and management practices
Communication
The role of senior management
Internal framework of Corporate Governance
OECD and Basel guidance
Case study:
Risk Governance
Risk management governance
Creating a culture of risk awareness
Implementing a risk culture
Risk management committees
Governance, risk and compliance
Case study:
The future
The new regulatory regime
Implications for the banking industry
Implications for regulators
Priorities in the global banking regulatory agenda
Future flashpoints
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