Categories > Finance & Accounting Category     Credit, Operational & Market Risk Management     Program Duration : 5 Days Program Date : 11-15 March, 2012 Program Location : Cairo, Egypt Program Fees : US$ 3200/Per Person         COURSE INTRODUCTION   The course will give an overview of the risk management and measurement systems of commercial, retail and investment banks. It introduces Market – Credit and Operational Risk, and how it is classified, managed, measured and controlled. Standard methodological and business objectives are specified and explained. The course will also highlight the regulatory background of the recent developments as in Basel II. These developments encourage banks to use their internal risk management also for regulatory purposes. This will lead to consistent risk management in the financial industry. However, it will also challenge the internal systems, since banks and regulators have to be sure that models and implementations are sound and used in the decisions as well, in particular in the capital requirements and allocations.   PROGRAM OUTLINES Overview on Risk Management Why measure risk The triangle of Success, Risk and Capital The common and different features of the main risk types Risk factors Valuation tools How to derive consistency between measurement and management Necessary governance, processes and data Risk Monitoring Early warning systems Buy-in of senior management Distressed Loans Operational Risk Managing operational risk events Setting up an incident reporting system Modeling approaches Credit Risk Rating systems and portfolio models Understand the differences between the approaches Buy or make Economic Capital modeling Capital Allocation RAROC-pricing Market Risk Value-at Risk Delta method Option pricing Back testing Enterprise wide risk management Integrated risk measurement Top-down Bottom up Building up an integrated factor model Limit setting Capital allocation WHO SHOULD ATTEND Risk managers Credit risk officers CFO's Basel II team members Banking regulators and professionalists Internal audit staff members