Instructor Led Var Training Classes

Effective Treasury Management By the end of this 3-day workshop, you will be able to: * Implement an effective treasury management policy * Manage the treasury function in both a banking and a corporate environment * Understand the analytical framework of interest rate and foreign exchange risk management * Confidently apply financial derivatives as risk management instruments * Develop familiarity with  more...

Asset & Liability Management How to effectively manage your ALM function To effectively manage your balance sheet, you need to be able to manage your financial exposure due to currency, interest rate and liquidity risks. By the end of this 3-day workshop, you will be able to: * Implement an effective asset and liability management (ALM) policy * Manage the ALM function * Understand the analytical framework of  more...

Financial Market Risk Management ...rspective. Be introduced to the notion of Value-at-Risk (VaR) and actually perform calculations to obtain VaR under simulated scenarios. Examine the advantages and disadvantages of VaR and explore alternative risk measures like Conditional Value-at-Risk (C-VaR). Have an understanding of the amount of exposure that an organization faces in relation to the different types and sources of  more...

Firm-Wide Risk Management ...he quantitative side of risk measurement Value-at-Risk (VaR) and Conditional Value-at-Risk (C-VaR). Learn about Risk-Adjusted-Returns-on-Capital (RAROC) as a management tool. Be guided through the various forms of risks i.e. Market Risk, Credit Risk and Operational Risk. Gain an insight to various Good Risk Management Practices. Be introduced to The Basel Capital Accord. Seminar  more...

Credit Risk Management Risk Management is everyone s business, not just the CEO s, CFO s or CRO s. Have an Overview of Enterprise Risk Management and understand how Credit Risk Management is an integral part of Enterprise Risk Management. Have a clear understanding that Credit Risk Management cannot exist in a silo, and that to manage Credit Risks effectively, one must also have a good understanding of Market Risk and  more...

Operational Risk Management ...to overcome some of these challenges. Gain an insight to various Good Operational Risk Management Practices. Dirty your Hands going through a Monte Carlo event simulation process. Be introduced to a methodical way of managing Operational Risk from formally defining Operations Processes, to identifying Operational Risks and mitigating these risks, to capturing risk event losses and  more...

Sarbanes Oxley and Basel II Training: Impact on IT and Information Security - 5 days ...Expected loss (EL), Unexpected Loss (UL) Value-at Risk (VaR) Value-at Risk and Basel I amendment, 1996 Value-at Risk and Basel II Calculating Value-at Risk Monte Carlo simulations Monte Carlo limitations Extreme Value theory Scoreboards Stress Testing Stress testing and Basel (AMA) Advantages / Disadvantages Recognition of the firms own modelling of operational risk  more...

Basel II Training - 3 days ...Expected loss (EL), Unexpected Loss (UL) Value-at Risk (VaR) Value-at Risk and Basel I amendment, 1996 Value-at Risk and Basel II Calculating Value-at Risk Monte Carlo simulations Monte Carlo limitations Extreme Value theory Scoreboards Stress Testing Stress testing and Basel (AMA) Advantages / Disadvantages Recognition of the firms own modelling of operational risk  more...