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Provided by: PI ETA Consulting Company Credit Risk Management (Bahrain)Accounting and Finance |
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Highlights
* Risk Management is everyonea ™s business, not just the CEOa ™s, CFOa ™s or CROa ™s.
* The biggest Risk in Risk Management is NOT seeing the Risk!
* Acquire foundational knowledge on Bond Mathematics and an understanding of Probability Distributions from a first principles perspective.
* 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 Financial Market Risk.
Seminar Facilitator(s):
Dr. Jeffrey C. K. Lim
Ph. D., C. Sci., C. Math., FIMA, FRM, PRM, B. Fel.
* Risk Management is everyonea ™s business, not just the CEOa ™s, CFOa ™s or CROa ™s.
* The biggest Risk in Risk Management is NOT seeing the Risk!
* Acquire foundational knowledge on Bond Mathematics and an understanding of Probability Distributions from a first principles perspective.
* 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 Financial Market Risk.
Seminar Facilitator(s):
Dr. Jeffrey C. K. Lim
Ph. D., C. Sci., C. Math., FIMA, FRM, PRM, B. Fel.
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Training
Provided by PI ETA Consulting Company
- R asked: next training program, participant level and other criteria.
- G asked: To whom it may concern, I would like to have information regarding your training in "Credit Risk Management" in including the following points: * when does the training start and how long does it take? * what is the content in details? * what is the cost? * do you have any requirements from the participants? what will be the profile of the attendees? Thanks & regards,
Credit Risk Management (Bahrain)
Comments from past participants:
"I enjoyed the two-day training session with Jeff. Jeff is unique in his ability to explain difficult concepts with ease."
Mr. Mohammad Ahsan Awan, United Bank Limited, Pakistan.
Class of August 2007
"I have been working in Basel II and Operational Risk area for the last two years. I found the seminar very informative. Dr. Jeff Lim appeared to have a very strong command over the new Basel II accord. The course material designed by him was very useful which highlighted the core areas of statistical (PD, LGD and EAD) modeling under Basel II."
Mr. Syed Nazish Abbas Rizvi, United Bank Limited, Pakistan.
Class of August 2007
"The Credit Risk Management seminar was very informative "
Mr. S. M. Arshad, MCB Bank Limited, Pakistan.
Class of September 2007
"This seminar has been informative and an eye-opener in credit risk management. After many years of managing credit risk in local and APAC context, this seminar made me realize that there is a lot more to learn and do to manage risk. This seminar is a must for any credit professional who wants to excel in this field and I will strongly recommend it to my peers and credit team. This is not a basic course that rumbles about financial ratios and legal recovery process. If one could conceptualize the theories and apply it as part of their risk management tools, it will bring their profession to a completely different level."
Mr. Sammy Sang, ECICS Limited, Singapore.
Class of October 2007
"The Seminar was fun and engaging Look forward to joining more seminars conducted by Jeff."
Ms. Rebecca Teo Chay Teng, Saxo Capital Markets Pte. Ltd., Singapore.
Class of October 2007
"It is a very interesting seminar where we get to see credit risk management in a new light that would be beneficial toboth the banking and non-banking industries. A good seminar with dedicated instructor and will recommend it to other credit risk managers "
Mr. Edward Wan, CIMB Bank Berhad, Singapore.
Class of June 2008
"This seminar is definitely an asset to anyone who takes in this knowledge - the methodology used to express the various risks of the product creates an interesting thought process."
Mr. Robin Watson, The Benefit Company, Bahrain.
Class of May 2009
"This is a very fantastic seminar Jeff explained complicated ideas in simple ways and made it easy to understand."
Ms. Fitri Kurniawati, Bank Indonesia, Indonesia.
Class of September 2009
Seminar Background
Risk Management should be everybody s business, not just the CEO's the CFO's or the CRO's Practicing Credit Risk Management is an art-form and the science that forms the platform to support one practicing their art-form is still an evolving science. This seminar introduces participants to the true purpose of risk management, and ensures that anyone wishing to practice good risk management first embraces the true meaning and purpose of risk management in the first instance before embarking on their quest to practicing good risk management in order to be successful. This seminar also introduces participants to the quantitative side of credit risk management, allowing participants to have a good appreciation of Probability of Defaults, Exposure Given Defaults and Recovery Rates, and to understand how these components are used in the computation of Expected Credit Losses. Participants will also be given the opportunity to perform Monte Carlo simulations and appreciate how these can be used in Credit Risk Management.
Seminar Content
*Introduction
- Types of Enterprise-wide Risk Exposures
- Market Risks
# Definition
# Examples
- Credit Risks
# Definition
# Examples
- Operational Risks
# Definition
# Examples
* Impact of Enterprise-wide Risk Exposures
- Market Risks
- Credit Risks
- Operational Risks
* Link Between CounterParty s Enterprise and Bank s Credit Risk Exposure
* Role of Credit Officers
* Role of Credit Risk Managers
* Concept of Value-at-Risk
- Introduction
- VaR Confidence Levels and Horizons
# VaR Confidence Levels
# VaR Horizons
- Back Testing
- Stress Testing To Complement VaR
- Conditional Value-at-Risk (C-VaR)
* Credit Risk
- Definition of Credit Events
# Bankruptcy
# Failure to pay
# Obligation/ Cross Default
# Obligation/ Cross Acceleration
# Repudiation/ Moratorium
# Restructuring
# Downgrade
Settlements Risk
# The Failure of Bankhaus Herstatt (1974)
Core Principles for Systemically Important Payment Systems
# Handling Settlements Risk
Pre-Settlement Risks
# Elements of Credit Risk
* Probability of Default
* Definition of a Credit Default
* Loss Given Default
* Objectives
* Components
* Strategy
* Exposure Given Default
* Recovery Rates
- Credit Risk Rating
# Inputs
# Analysis
- Merton s Model For Estimating The Probability of Default
# Derivation of the Model
# Model Application
- Principles For The Management of Credit Risk
# Establishing An Appropriate Credit Risk Environment
# Operating Under A Sound Credit Granting Process
# Maintaining An Appropriate Credit Administration, Measurement and Monitoring Process
# Ensuring Adequate Controls Over Credit Risk
* Basel Capital Accord
- Standardized Approach (a modified version of the existing approach)
- Foundation Internal Rating Based Approach
- Advanced Internal Rating Based Approach
Benefits of Attendance
Participants will acquire a good basic foundational grounding in the areas of credit risk exposures that exists within their organizations and the techniques available to manage such risks. This seminar will allow participants to take credit risk management to a truly effective level within their organizations.
Who should attend?
Senior Management, Credit Managers and Personnel, Risk Management Personnel, Finance Personnel, Internal and External Auditors.
"I enjoyed the two-day training session with Jeff. Jeff is unique in his ability to explain difficult concepts with ease."
Mr. Mohammad Ahsan Awan, United Bank Limited, Pakistan.
Class of August 2007
"I have been working in Basel II and Operational Risk area for the last two years. I found the seminar very informative. Dr. Jeff Lim appeared to have a very strong command over the new Basel II accord. The course material designed by him was very useful which highlighted the core areas of statistical (PD, LGD and EAD) modeling under Basel II."
Mr. Syed Nazish Abbas Rizvi, United Bank Limited, Pakistan.
Class of August 2007
"The Credit Risk Management seminar was very informative "
Mr. S. M. Arshad, MCB Bank Limited, Pakistan.
Class of September 2007
"This seminar has been informative and an eye-opener in credit risk management. After many years of managing credit risk in local and APAC context, this seminar made me realize that there is a lot more to learn and do to manage risk. This seminar is a must for any credit professional who wants to excel in this field and I will strongly recommend it to my peers and credit team. This is not a basic course that rumbles about financial ratios and legal recovery process. If one could conceptualize the theories and apply it as part of their risk management tools, it will bring their profession to a completely different level."
Mr. Sammy Sang, ECICS Limited, Singapore.
Class of October 2007
"The Seminar was fun and engaging Look forward to joining more seminars conducted by Jeff."
Ms. Rebecca Teo Chay Teng, Saxo Capital Markets Pte. Ltd., Singapore.
Class of October 2007
"It is a very interesting seminar where we get to see credit risk management in a new light that would be beneficial toboth the banking and non-banking industries. A good seminar with dedicated instructor and will recommend it to other credit risk managers "
Mr. Edward Wan, CIMB Bank Berhad, Singapore.
Class of June 2008
"This seminar is definitely an asset to anyone who takes in this knowledge - the methodology used to express the various risks of the product creates an interesting thought process."
Mr. Robin Watson, The Benefit Company, Bahrain.
Class of May 2009
"This is a very fantastic seminar Jeff explained complicated ideas in simple ways and made it easy to understand."
Ms. Fitri Kurniawati, Bank Indonesia, Indonesia.
Class of September 2009
Seminar Background
Risk Management should be everybody s business, not just the CEO's the CFO's or the CRO's Practicing Credit Risk Management is an art-form and the science that forms the platform to support one practicing their art-form is still an evolving science. This seminar introduces participants to the true purpose of risk management, and ensures that anyone wishing to practice good risk management first embraces the true meaning and purpose of risk management in the first instance before embarking on their quest to practicing good risk management in order to be successful. This seminar also introduces participants to the quantitative side of credit risk management, allowing participants to have a good appreciation of Probability of Defaults, Exposure Given Defaults and Recovery Rates, and to understand how these components are used in the computation of Expected Credit Losses. Participants will also be given the opportunity to perform Monte Carlo simulations and appreciate how these can be used in Credit Risk Management.
Seminar Content
*Introduction
- Types of Enterprise-wide Risk Exposures
- Market Risks
# Definition
# Examples
- Credit Risks
# Definition
# Examples
- Operational Risks
# Definition
# Examples
* Impact of Enterprise-wide Risk Exposures
- Market Risks
- Credit Risks
- Operational Risks
* Link Between CounterParty s Enterprise and Bank s Credit Risk Exposure
* Role of Credit Officers
* Role of Credit Risk Managers
* Concept of Value-at-Risk
- Introduction
- VaR Confidence Levels and Horizons
# VaR Confidence Levels
# VaR Horizons
- Back Testing
- Stress Testing To Complement VaR
- Conditional Value-at-Risk (C-VaR)
* Credit Risk
- Definition of Credit Events
# Bankruptcy
# Failure to pay
# Obligation/ Cross Default
# Obligation/ Cross Acceleration
# Repudiation/ Moratorium
# Restructuring
# Downgrade
Settlements Risk
# The Failure of Bankhaus Herstatt (1974)
Core Principles for Systemically Important Payment Systems
# Handling Settlements Risk
Pre-Settlement Risks
# Elements of Credit Risk
* Probability of Default
* Definition of a Credit Default
* Loss Given Default
* Objectives
* Components
* Strategy
* Exposure Given Default
* Recovery Rates
- Credit Risk Rating
# Inputs
# Analysis
- Merton s Model For Estimating The Probability of Default
# Derivation of the Model
# Model Application
- Principles For The Management of Credit Risk
# Establishing An Appropriate Credit Risk Environment
# Operating Under A Sound Credit Granting Process
# Maintaining An Appropriate Credit Administration, Measurement and Monitoring Process
# Ensuring Adequate Controls Over Credit Risk
* Basel Capital Accord
- Standardized Approach (a modified version of the existing approach)
- Foundation Internal Rating Based Approach
- Advanced Internal Rating Based Approach
Benefits of Attendance
Participants will acquire a good basic foundational grounding in the areas of credit risk exposures that exists within their organizations and the techniques available to manage such risks. This seminar will allow participants to take credit risk management to a truly effective level within their organizations.
Who should attend?
Senior Management, Credit Managers and Personnel, Risk Management Personnel, Finance Personnel, Internal and External Auditors.
About The Training Provider: PI ETA Consulting Company
PI ETA Consulting Company - "Risk Management in any organization is everyone's business, not just the CEO, CFO and the CRO's " - Dr. Jeffrey C. K. Lim
Ph. D., C. Sci., C. Math., FIMA, FRM, PRM, B. Fel.
PI ETA Consulting Company is a Treasury and Risk Management Consulting Company
* Back-to-basics Seminars
* Consulting Services
* In-house Software Systems
