Provide comprehensive understanding on Basel-II and its implications for risk management systems of banks

Manage Interest Rate Risk (IRR) and Liquidity risk through better understanding of ALM

Understand various sources of market risk and the corresponding risk mitigation techniques

Understand Internal rating models and estimation of capital requirements

Understanding advanced credit risk models

Understand operational risk management

For: Risk Managers and senior managers in Treasury of banks and financial institutions; Functional Software Consultants in Banking and Investment Banking Domain would also find the programme useful.

Contents:

Performance analysis of banks and financial institutions: Risk management perspective

Interest Rate Risk (IRR) Management: sources, quantification techniques and management

Commodity, Currency, Equity Risk Management: sources, quantification techniques and management of such risks

Derivatives and Hedging Strategies

Value at Risk: concept, methodologies, and applications

Architecting internal rating models and improving the quality of internal rating models

Credit risk models: Multivariate techniques and Z-Score model, Structured credit risk models, and other advanced credit risk models

Credit derivatives and Securitization

Operational risk management: Analysis of Models

Fees:
Residential: Rs. 60,000/-
Non Residential: Rs. 45,000/-

Mail your queries to
Prof. Sankarshan Basu : sankarshanb@iimb.ernet.in

Executive Education Open Program,
Indian Institute of Management Bangalore,
Bannerghatta Road,
Bangalore - 560076.
Phone: 080-26582450 / 26993996
Fax: 080-26584050 / 26584004 / 26584181 / 26581602
E-mail: edp@iimb.ernet.in
Website: http://www.iimb.ernet.in/
Refer: CoolAvenues' MDP Alert

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