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Next Session Begins
DECEMBER | Join us for a Super Day of Risk Modelling & Capital Adequacy in Riyadh
Learning Outcomes
â– Chief Risk Officers needing to develop integrated risk management frameworks that assemble an FRM positional risk reports
â– Learn how to Quantify Risks parametrically in data rich and data constrained environments with techniques such as Monte Carlo.
■You’ll get the latest trends and practices in Risk Management, Risk-Based Capital Adequacy modelling.
Ideal for Learning Travelers
â– Ideal for Learning Travelers,
â– Risk Managers working in banks,
â– CROs that want to go technical
In Causal Capital, we believe in offering the highest value for money and with that in mind, we provide the training materials to you online, unlocked and ready to go....
Course Schedule
Block 1
1-Day Super Class Topics
- â– Basel Accords I, II, III and IV
â– Overview of the three Pillars
â– Minimum Capital Adequacy Calculations for Market Risk, Op Risk, Credit Risk
■Market Risk – Var and the problems with VaR
â– Reporting, Model Systems Aggregation
■Credit Risk – Cvar & Standardised Approach
â– Op Risk OpVaR, BIA, SA, AMA
â– Risk Weighted Asset Calculations
â– Â Reporting Capital Adequacy through Pillar III
â– Â Back Testing, Model Testing and Use Case
â– Pillar II Concentration Risk
â– Stress Testing and Basel III Case Studies
â– ALM, ALCO & ICAAP Reporting and FTP
â– CVA and FRTB with Models
Block 2.
Deeper Credit Risk Focus
- â– Standardized and IRB Models for Credit Risk
â– Capital Adequacy reporting for a credit risk
â– Calculation Model for Credit Risk RWAs
â– Components of Credit Risk RWA Calculation
â– CVA Counterparty Risk Capital Charge
â– CVA for different Instruments spreadsheet
â– Framework for Use of Credit Ratings
â– Loan to Valuation Ratios and Ratings Example
â– New Regulations for Basel
â– Stress Testing Credit Risk
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Lifetime access to learning portals
Conference in Riyadh
Bring your special project
7 NASBA CPE Credits
No LSBF Certification
Martin Davies is a risk framework architect who designs risk measurement systems for auditors and risk managers working in trading firms, energy houses, manufacturing companies, and financial institutions. He has more than twenty years of experience developing bespoke risk reporting and scorecard assessment solutions with a particular focus on operational audit, IT, finance, and the transactional aspects of a business.
Martin Davies
Risk Framework ArchitectÂ
You will become a Risk Quantification & Modelling Capital Adequacy Expert
Materials are available on a live portal + the Causal Capital Adequacy Workbook.
Learn how to assess, design, and test a Capital Adequacy Risk Model.