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If required, Premier will be happy to arrange hotel accommodation.


Day 1: Enterprise Risk Management

  • What is risk management?
  • Types of risk
  • How do risks vary?
  • Risk appetite (personal and corporate)
  • Key measures of risk (including VAR)
  • The responsibilities of the risk management function
  • Regulatory and economic capital
  • Insurance and risk management
  • The BIS and risk management
  • Risk policies and procedures
  • Strategic risk
  • Reputational risk
  • Outsourcing and risk management
  • Strategic and tactical risk management

Case Study: Calculation of risk appetite

Case Study: Development of metrics and application to business units

Case Study: Consideration of personal risk appetite

Case Study: Review of board structures

Case Study: Development of a risk register

Case Study: Key roles in the area and a comparison to global standards

Day 2: Market Risk

  • The different constituents of market risk
  • Implementing controls, limits and thresholds
  • Reporting excesses and authorised deviations
  • Dealing with derivative instruments
  • Value at risk calculations
  • Trading book reports
  • Sensitivity analysis
  • Stress testing market risk
  • Scenario modelling market risk
  • Strategic and tactical risk management

Case Study: Calculation of key market risk indicators

Case Study: The risk management of complex instruments

Case Study: What goes wrong in practice

Day 3: Liquidity Risk

  • The management of liquidity risk
  • The key elements of uncertainty
  • The real liquidity of asset types
  • Limits, thresholds and uncertainty
  • Basel and liquidity risk
  • Sensitivity analysis
  • Stress testing
  • Scenario modelling

Case Study: Discussion on the benefits and results of ALM management

Case Study: What happens when an institution or market is under stress?

Case Study: Consideration of the movement of capital and impact on business lines.

Day 4: Credit Risk

  • The risk management of credit risk
  • The role of the credit committee
  • The use of rating agencies
  • Default risk using historic information
  • Personal and corporate credit assessment
  • Credit risk management
  • The IRB approach and use test
  • Limits and thresholds
  • Sensitivity analysis
  • Stress testing
  • Scenario modelling

Case Study: Consideration of the use of ratings within a credit risk management structure.

Case Study: Review of possible stress events

Case Study: How to make credit risk management forward looking.

Day 5: Operational Risk

  • What is operational risk?
  • The identification of operational risk
  • The key parts of operational risk
  • Developing an operational loss database
  • The requirements of the Advanced Measurement Approach
  • Developing key risk indicators
  • Using external loss data
  • Developing key risk indicators

Case Study: Internal loss data and its uses

Case Study: Review of specific cases

Case Study: Scenario modelling

Case Study: Developing key risk indicators and thresholds

Risk Management for Professionals

Course Venue: London EC2

4 Ravey Street
London EC2A 4QP
t: +44(0)20 7729 1811
f:+44(0)20 7729 9412