|
No.
|
Title of Program / Workshop
|
Objectives & Description
|
Target Audience
|
Indicative Duration
|
| 1 |
Implementation of Basel II |
Preparedness of banks at various levels for implementation of Basel II, both Standardized and Advanced, ranging from risk governance to risk adjusted performance. |
Risk Management / Basel II teams of Banks |
3 Days |
| 2 |
Capital Computation under Basel II |
Requirements to be fulfilled for capital computation for Credit, Market & Operational risks under Pillar I, both under Standardized and Advanced Approaches. |
Risk Management / Basel II and Finance teams of Banks |
3 Days |
| 3 |
Risk Management (Credit, Market & Operational Risks) |
Identification, measurement and management of Credit, Market & Operational Risks from the perspectives of both regulatory requirements and international best practice. |
Risk Management / Basel II teams of Banks |
5 Days |
| 4 |
Structured Products |
Meaning, types and characteristics of structured products with special focus on pricing & valuation, hedging and management of credit risk through Collateralized Debt Obligations (both cash and synthetic through credit derivatives). |
Treasury, Investments & Risk teams of banks & Financial Institutions |
3 Days |
| 5 |
Advanced Financial Modeling |
Fully excel based to cover valuation of financial instruments including derivatives, options pricing through Black-Scholes, Binomial and other approaches, interest rate models, Monte Carlo Simulation, Value-at-Risk, Optimization, Stress Testing & Back Testing. |
Risk Management, Basel II, Finance, Treasury & Investment teams of banks, Financial Institutions & corporates |
5 Days |
| 6 |
Credit Risk Modeling & Portfolio Management |
Estimation of Unexpected Loss at credit portfolio level (on any chosen dimension) and its use in ensuring efficient risk-return trade-off through risk based pricing is the major focus of the program. Approaches to estimation and incorporation of default correlation into credit portfolio modeling will also be a major focus. |
Credit portfolio risk teams from banks & Financial Institutions |
5 Days |
| 7 |
Workshop on Value-at-Risk |
Partly excel based to implement Value-at-Risk (VAR) for trading book. Coverage include mapping of exposures to risk drivers, modeling of volatility & correlation of risk drivers, choosing an appropriate method of VAR among Historical Simulation, Analytical and Monte Carlo Simulation, Back Testing of VAR for model selection & performance and Stress Testing in a coherent manner. |
Market risk / treasury teams from Banks & Financial Institutions |
3 Days |
| 8 |
Quantitative Techniques for Implementation of Basel II |
Implementation of Basel II involve application of a number of quantitative and statistical tools ranging from risk identification, measurement, Stress Testing, capital allocation and optimization. Coverage of such tools is the major objective of the program. |
Risk Management / Basel II teams of Banks & Financial Institutions |
5 Days |
| 9 |
Monte Carlo methods in finance |
Tool of Monte Carlo Simulation (MCS) and its applications in pricing & valuation, hedging and risk measurement. |
Risk Management / Basel II, Treasury & Investment and Finance teams of Banks & Financial Institutions |
3 Days |
| 10 |
Stress Testing |
Meaning, scope & significance of Stress Testing as a tool of risk identification, measurement and capital allocation. |
Risk Management / Basel II teams of banks & Financial Institutions |
2 Days |
| 11 |
Bond Portfolio Management |
Assessment of return potentialities and risks of fixed income securities and portfolio. Applications of derivatives in enhancing risk-return trade-off will also be addressed. |
Treasury front and mid office teams dealing with fixed income portfolio management in banks & Financial Institutions |
4 Days |
| 12 |
Internal Capital Adequacy Assessment Process under Pillar II |
Identification, measurement, stress-testing and capital computation for risks that are either inadequately addressed or unaddressed by Pillar I will be the major focus of the program. Risk governance and internal control to ensuring integrity of the process will also be covered in the program. |
Risk Management / Basel II, Finance and internal audit teams of Banks |
4 Days |