Introduction to Risk Management
- The risk management framework
- Overview of different types of risk
- Current trends in Capital Markets
Credit Risk Management
- Defining credit risk
- Counterparty risk
- Default risk
- Settlement risk
- How collateral management can help reduce risk
- Describing the credit rating process
Market Risk Management
- Defining market risk
- Identifying risk sensitivity
- Liquidity
- Volatility
- Managing Risk using VAR method
- Stress Testing
Operational Risk Management
- Defining Operational Risk
- Assessing various ways to monitor ad control operational risk
- How to integrate market risk with operational risk
Risk Measurement Tools
- Historical Simulation
- Variance from mean
- VAR
Identifying Areas to Effectively Implement Manage and Control Risk
- Integration of online monitoring with offline monitoring
- Case Study of major market movements
- Capital adequacy norms
Clearing an Settlement Procedures
- Settlement cycles
- Margins and Margining Management
- Collateral Management
- Risk Management through use of Trading Platforms
Inspection
- KYC Norms
- Risk Management profile of clients
- Process Audit
|
