Stress Testing & Systemic Risk Management
| Date: | 7 - 8 May 2012 (Mon - Tue) |
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| Location: | South Africa | |||
| Venue: | The Courtyard Rosebank |
The global credit crisis underlined the inefficiency of traditional risk management methodologies. Basel III clearly recommends Stress Tests and their impact in Systemic Risk analysis as integral to both internal risk management functions as well as meeting regulatory requirements.
This two day workshop will provide a unified view of the main input elements of financial analysis – i.e. Market, Credit / Counterparty and Behavioral Risks- how they are linked by financial contract, and how they generate financial events that can be forecast by Liquidity, Value and Income analysis. Based on these elements of analysis Stress Test Risk Scenarios and Systemic Risk Management will be addressed in detail.
The classes will include several exercises based on real case studies of emerging markets and extensive Q&A sessions to proof the usage of every challenge and approach that is presented. At the end of the program, attendees will have a clear understanding of building a transparent, unified financial analysis for approaching systemic risk and stress testing systems that enables comprehension of risk, management-analyst discourse and preemptive action.
Key Takeaways: The course is designed to combine theoretical and global best practices. It will explore Financial Analysis for Systemic Risk Management under Stress Conditions in regards to:-
• Clear understanding of the main elements of Financial Analysis & Risk Management
• Market Risk Factors / Market Evolution / Expected & Unexpected Market Losses
• Credit & Counterparty Risks / Rating, Probability of Defaults and Credit Spreads Analysis / Exposure
Analysis / Expected & Unexpected Losses
• Behaviour Risk / Market or Counterparty Driven
• The integration between Market, Credit and Behaviour
• The financial events generated by the financial contracts / instruments
• The Value (Valuation) analysis and Risk Measurements
• Income Simulation / Profit & Loss Analysis
• Liquidity projection of the cash flows and the relative risks
• Income Simulation / Profit & Loss Analysis
• Static Analysis & Dynamic Simulation
• Evolution of New Business
• New Regulations & Reporting
Who Should Attend:-
• ALM managers
• Market Risk
• Counterparty and Credit risk managers
• Credit Exposure Managers
• Collateral managers
• Quantitative analysts
• Financial Risk managers
• Financial Risk Analysts
• Financial engineers
• Chief risk officers
• Chief Financial Officer (CFO)
• Chief Information Officer (CIO)
• Treasurers
• Credit Risk Controllers
• Credit Limit Controllers and Managers
• Financial Auditors
• Regulators
• Bank examiners
• Board Advisors and Directors - Intermediate Financial Modelling Masterclass (7 - 8 Feb 2012), Singapore
- Advanced Financial Modelling Masterclass (9 - 10 Feb 2012), Singapore
- IFRS for Financial Instruments (20 - 22 Feb 2012), South Africa
- Mastering Bonds, Swaps and Fixed Income Markets (19 - 20 Mar 2012), Singapore
- Advanced Bonds, Swaps and Fixed Income Masterclass (21 - 22 Mar 2012), Singapore
- Stress Testing & Systemic Risk Management (14 - 16 May 2012), Singapore
- IFRS for Financial Instruments (17 - 18 May 2012), Singapore
All those practitioners that have essential knowledge on financial profitability and risk management, involved in designing and implementing financial analysis and risk management systems and frameworks, including: ALM, Counterparty, Credit exposure and risk management, Liquidity and Value Analysis / Risk, Income simulation, as well as Basel II / III and ICAAP framework. Investment Institutions, Financial Services Providers, Brokerage Firms, Hedge Funds, Consultancies and Solution Providers should also attend this training workshop.
More analytically the following professionals should attend this event:
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