Explain portfolio approach to risk management in banks

Highlight relevance of Integrated Risk Management- the key to sound banking

Highlight implications of Basel II for integrated risk management

Explain and illustrate Value at Risk (VaR) methodology of risk measurement

Explain and illustrate VaR methodology applications to credit market and operational risks

Discuss implementation issues and practical steps towards Integrated Value at Risk (IVaR) measure

For: Middle-Senior Bankers, Risk Management Division Heads, Members of Risk Management Committees, Bank Auditors, Bank Trainers and Consultants.

Contents:

Bank as Portfolio Risk

Risk management and Shareholder Value, including Risk adjusted Return on Capital (RAROC) and Return on Risk adjusted Capital (RAROC)

Integrated Risk management under Basel II - the advanced approaches

Market risk and risk metrics, including VaR

Credit risk and credit metrics, including risk components viz EAD, PD, LGD, and CaR

Operational risk, Op VaR

Intergated VaR

Risk Insurance and derivatives

Risk management Software

Mail your queries to
Prof. S. P. Parashar : parashar@iimidr.ac.in

For any additional information/enquiry, write to: -
Programmes Officer - MDP,
Indian Institute of Management Indore,
Pigdamber, Rau,
Indore - 453331.
Telephone: +91-731-2399101-9, 5058367-72, 2399110 (D)
Fax: +91-731-2399115
E-mail: mdp@iimidr.ac.in
Website: www.iimidr.ac.in
Refer: CoolAvenues' MDP Alert

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