Risk Management in Banks

In this course, we will learn about the risks faced by Banks and the methodologies adopted by Banks for identification, measurement, monitoring and mitigation of risk.

The learners will gain insights on the essential elements of the Framework adopted by Banks for Risk Management.

The course covers major domains of Credit, Market & Operational Risk and concludes with understanding Risk Management at Enterprise Level.

The course covers the Global Best Practices that have evolved from past experiences.

The course will be of value for learners who want to understand how risk is managed 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