OVERVIEW

As banks strive for value creation in a highly competitive environment, they inevitably create risks. The greatest threat to a financial institution is when such risks are not properly identified, measured or managed. In these circumstances the result is invariably unexpected losses, which, as the financial crisis demonstrates, can threaten the very existence of banks of all sizes. This internal audit course will focus on the use of the risk based approach being applied to these business areas. Delegates will develop audit programmes during the course of the training event which will be of benefit to their firms in practice.

WHAT YOU WILL LEARN

This course examines the latest tools, techniques and best practices surrounding economic capital calculation and management and how to structure an Internal Capital Adequacy Assessment Process (ICAAP) that maximizes its inherent motivational incentives. It considers the Basel accords, with particular focus on Basel II and III, and examines the audit approaches for compliance with the differing requirements.

  • Basel II and Enterprise Risk Management
  • Basel II and Operational Risk
  • Basel II – Trading Book Issues including Market Risk
  • Basel II and Credit Risk
  • Basel III
  • Basel III – Capital and its Loss
  • Stress Testing
  • The Internal Capital Adequacy Assessment Process (ICAAP)

Case Study: Develop an audit programme to address the audit of the ICAAP

Case Study: Develop an audit programme to address the key elements of the Basel III Implementation plan

Case Study: Develop and audit programme for LCR and NSFR

WHO SHOULD ATTEND

Heads, Managers, Advisors and Market Players in:

  • Risk Management
  • Credit & Market Risk
  • Credit Risk Analysis & Research
  • Credit Risk Architecture
  • Credit Controllers
  • Asset Management
  • Portfolio Risk Management & Portfolio Management
  • Portfolio Analysis & Pricing
  • Corporate Lending
  • Treasury & Financial Risk
  • Middle Office
  • Credit Ratings & ICAAP
  • Basel II
  • Stress Testing
  • Capital Allocation & Economic Capital
  • Capital Measurement & Analysis
  • Risk Audit & Compliance
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