Risk ManagementLevel II – Applied Risk Management

This course will provide course participants with an overview of the tools necessary to measure and assess multiple risks across a financial institution’s balance sheet.The tools that are most widely used to manage the banking book’s interest rate risk, the trading book’s market risk, the loan and investment portfolio’s credit risk, and the liquidity risk of the overall institution are discussed and explained.Specific exercises and case studies are used to illustrate the structure and dynamics of each of these tools.Relevant regulatory requirements associated with these applications are also discussed.

Course Objectives

By the end of the course, the participants will be able to:

• Assess the factors associated with measuring and managing:
  • Interest rate risk in the banking book
  • Market risk in the trading book
  • Credit risk in the loan and investment portfolios
  • Liquidity risk across the entire balance sheet

Suggested Prerequisites:

• Risk Management Level I or equivalent knowledge

Program Level:Intermediate

Advance Preparation: None

Computers and Financial Calculators: Calculators

Recommended CPE Credits: 7