This 2 day course examines the latest tools, techniques and best practices surrounding economic capital calculation and management and how to structure an Internal Capital Adequacy Assessment Process (ICAAP) that maximizes its inherent motivational incentives. It considers the Basel accords, with particular focus on Basel 3, and examines the composition and interrelationship between the various types of capital - available (book), regulatory and economic - and explores frameworks for their effective management.
By the end of this course you will gain in-depth knowledge of approaches to risk and capital management with particular emphasis on:
• The evolving role of risk management in modern banking
• The Basel accords with particular emphasis on Basel 3 and related requirements
• Creating and implementing a risk adjusted performance measurement (RAPM) framework
• The latest risk management tools and techniques
• Structuring a value-added ICAAP process including aspects such as stress testing, scenario analysis and risk appetite
• Imperfections in modern risk management and their implications and how to overcome them
Who Should Attend
Risk management, finance, audit and compliance staff and management involved in developing or reviewing approaches to risk management, capital management, risk adjusted performance measures, and the ICAAP.
Register now - Early Bird offer until Jan 31 and save over £180!
We also organise:
Operational Risk Management in London & Dubai
Advanced Risk Management for Banks and Financial Institutions and more. Check our web site for more information.
Tue, 16/06/2015 - 09:57
Mergers and acquisitions in recent years have changed the face of hedge fund administration. Big custodial banks are likely to dominate the HFA space in years to come, forming one part of a barbell with a number of well-run, well-capitalised independent HFAs on the other end. This report examines the implications for both hedge funds and their administrators... »
Fri, 05/06/2015 - 12:06
The North American private debt industry has seen substantial growth in assets over the last decade. This extract from the Preqin Special Report: Private Debt in North America looks at the current state of private debt fundraising and funds currently in market. ... »
Wed, 27/05/2015 - 11:00
State Street Global Advisors has unveiled the results of an in-depth survey of 420 senior executives within global private and public pension plans, endowments, foundations and sovereign wealth funds, summarised in this keynote Hedgeweek Special Report... »
Tue, 19/05/2015 - 11:00
This keynote Hedgeweek Special Report surveys the key technology products and software solutions available to hedge funds,, and drills down into each one through interviews and analysis to summarise their benefits to COOs, CTOs and CFOs at hedge funds... »