Risk Management in Banks

The course is structured in eight modules, with each module catering to a separate risk domain.

Introduction

• About the course

• Brief Objectives

• Relevance

Module I Risk & Capital:

• What is risk?

• Risk & uncertainty

• Risk reward ratio

• Relationship between risk & capital

• Expected and unexpected loss

• Types of capital

Module II Basel & BCBS:

• BCBS origin and role

• Basel Accords

• Basel III enhancements:

Leverage Ratio, LCR, NSFR, CCB, SIBs

Module III Risk Management:

• Types of Risk

• Risk Management process in Banks

• Risk Management framework

• Risk Appetite setting

• Three lines of defence

Module IV Credit Risk Management:

• Introduction

• Risk Drivers

• Assessment and mitigation

• Capital charge

Module V Market Risk Management:

• Introduction

• Risk Drivers

• Assessment and mitigation

• Capital charge

Module VI Operational Risk Management:

• Introduction

• Risk Drivers

• Assessment and mitigation

• Capital charge

Module VII Enterprise Risk Management:

• Introduction

• Supervisory Review Process & ICAAP

Module VIII Final Evaluation